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Publisher: Routledge, part of the Taylor & Francis Group

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Volume 17, Number 9, June 2007

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

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

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

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

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

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

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