ISSN 0960-3107 (Print); ISSN 1466-4305 (Online)
Publisher: Routledge, part of the Taylor & Francis Group
Modelling the day-of-the-week effect in the Kuwait Stock Exchange: a nonlinear GARCH representation
Al-Loughani, Nabeel; Chappell, David
Changes in settlement regime and the modulation of day-of-the-week effects in stock returns
Keef, Stephen P.; McGuinness, Paul B.
The effects of firm-specific variables and consensus forecast data on the pricing of large Swedish firms' stocks
Johansson, Anders; Rolseth, Lars
The lead-lag relationship between the FTSE100 stock index and its derivative contracts
Gwilym, Owain Ap; Buckle, Mike
Estimating fractal dimension using stable distributions and exploring long memory through ARFIMA models in Athens Stock Exchange
The term spread as a cyclical indicator: a forecasting evaluation
Boulier, Bryan L.; Stekler, H. O.
The stability of risk factors in the UK stock market
Bahri, S. Saiful; Leger, Lawrence A.
Labour demand and efficiency in Swedish savings banks
How efficient are FX markets? Empirical evidence of arbitrage opportunities using high-frequency data
Kollias, Christos; Metaxas, Kostantinos
Modelling the volatility in East European emerging stock markets: evidence on Hungary and Poland
Poshakwale, Sunil; Murinde, Victor
Persistence of mutual fund operating characteristics: returns, turnover rates, and expense ratios
Droms, William G.; Walker, David A.