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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, Kaushik; Sarkar, Nityananda; Mukhopadhyay, Debabrata
Determinants of commercial banks' profitability in Malawi: a cointegration approach
Chirwa, E. W.
Pros win! Pros win!… or do they?: an analysis of the 'Dartboard' contest using stochastic dominance
Dickens, Ross N.; Shelor, Roger M.
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
Chan, Felix; McAleer, Michael
An examination of the information role of the yield spread and stock returns for predicting future GDP
Li, Ning; Ayling, David. E.; Hodgkinson, Lynn
Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures
McMillan, David G.; Speight, Alan E. H.
Mega-mergers in the US banking industry
Elfakhani, Said; Ghantous, Rita F.; Baalbaki, Imad