ISSN 0960-3107 (Print); ISSN 1466-4305 (Online)
Publisher: Routledge, part of the Taylor & Francis Group
Volume and volatility in foreign exchange market microstructure: a Markov switching approach
Optimally weighting higher-moment instruments to deal with measurement errors in financial return models
Racicot, François-Éric; Théoret, Raymond
The extreme-value dependence between the Chinese and other international stock markets
Chen, Qian; Giles, David E.; Feng, Hui
The determinants of cross-sectional liquidity in the IPO aftermarket
A formal methodology for aggregating multiple market views
Operating procedures and the expectations theory of the term structure of interest rates: the New Zealand experience from 1989 to 2008
Guender, Alfred V.; Wu, Allan G. J.
Board composition, corporate ownership and market performance: evidence from Taiwan
Lin, Yi-Mien; Liu, Yen-Yu; You, Shwu-Jen; Shiu, Jung-Yuan
Using stochastic dominance criterion to examine the day-of-the-week effect
Hsieh, C.-S.; Chen, C.-T.