ISSN 0960-3107, Online ISSN: 1466-4305
Publisher: Routledge, part of the Taylor & Francis Group
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Stability of the day of the week effect in return and in volatility at the Indian capital market: a GARCH approach with proper mean specification
Bhattacharya K.; Sarkar N.; Mukhopadhyay D.
Determinants of commercial banks' profitability in Malawi: a cointegration approach
Pros win! Pros win!
or do they?: an analysis of the 'Dartboard' contest using stochastic dominance
Dickens R.N.; Shelor R.M.
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
Chan F.; McAleer M.
An examination of the information role of the yield spread and stock returns for predicting future GDP
Li N.; Ayling D.E.; Hodgkinson L.
Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures
McMillan D.G.; Speight A.E.H.
Mega-mergers in the US banking industry
Elfakhani S.; Ghantous R.F.; Baalbaki I.
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