ISSN 0960-3107 (Print); ISSN 1466-4305 (Online)
Publisher: Routledge, part of the Taylor & Francis Group
The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach
Antoniou, Antonios; Galariotis, Emilios C.; Spyrou, Spyros I.
Long range dependence in stock market returns
Christodoulou-Volos, Christos; Siokis, Fotios M.
Explaining mispricing of initial public offerings in Singapore
Reber, Beat; Fong, Caroline
How risk averse are fund managers? Evidence from Irish mutual funds
A non-parametric assessment of weak-form efficiency in the UAE financial markets
The predictive power of quarterly earnings per share based on time series and artificial intelligence model
Lai, Syouching; Li, Hungchih