Applied Financial Economics logo Routledge, part of the Taylor & Francis Group logo

Publisher: Routledge, part of the Taylor & Francis Group

Volume 17, Number 9, June 2007
Key:
Free Content - Free Content
New Content - New Content
Subscribed Content - Subscribed Content
Free Trial Content - Free Trial Content

< previous issue | next issue > | all issues

Hedging effectiveness and futures contract maturity: the case of NYMEX crude oil futures
pp. 683-689(7)
Authors: Ripple, Ronald D.; Moosa, Imad A.

Momentum returns and size of winner and loser portfolios
pp. 701-708(8)
Author: Siganos, Antonios

Bivariate and higher-order terms in models of international equity returns
pp. 725-737(13)
Authors: Butler, Kirt; Okada, Katsushi

Spanning tests for options using principal components methods
pp. 739-746(8)
Authors: Hansen, Charlotte S.; Tuypens, Bjorn E.

REIT markets and rational speculative bubbles: an empirical investigation
pp. 747-753(7)
Authors: Waters, George A.; Payne, James E.

A reassessment of market power among credit card banks
pp. 755-767(13)
Authors: Shaffer, Sherrill; Thomas, Lorein

< previous issue | next issue > | all issues

Key:
Free Content - Free Content
New Content - New Content
Subscribed Content - Subscribed Content
Free Trial Content - Free Trial Content
Share this item with others: These icons link to social bookmarking sites where readers can share and discover new web pages.
Page Help Click here for Page Help
Shopping cart
Tools
Sign in






Need to register?
Sign up here
Text size: A | A | A | A