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Publisher: Routledge, part of the Taylor & Francis Group

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Volume 12, Number 8, 1 August 2002

Do forecasters use monetary models? an empirical analysis of exchange rate expectations
pp. 535-543(9)
Authors: Schröder, Michael; Dornau, Robert

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Korean stock prices under price limits: variance ratio tests of random walks
pp. 545-553(9)
Authors: Ryoo, Hyun-Jung; Smith, Graham

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Generalized asymmetric power ARCH modelling of exchange rate volatility
pp. 555-564(10)
Authors: McKenzie, Michael; Mitchell, Heather

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Share returns and the Fisher hypothesis reconsidered
pp. 565-574(10)
Author: Madsen, Jakob B.

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Predictability of stock returns: is it rational?
pp. 575-580(6)
Author: Azar, Samih Antoine

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Do venture capitalists add value? A comparative study between Singapore and US
pp. 581-588(8)
Authors: Wang, Clement K.; Wang, Kangmao; Lu, Qing

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Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates
pp. 589-600(12)
Authors: Beine, Michel; Laurent, Sébastien; Lecourt, Christelle

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