European Journal of Finance

Issue: 9, 5

http://www.tandf.co.uk/journals/routledge/1351847X.html

• Market illiquidity and bounds on European options prices  475 - 498
  de Matos, Joâo Amaro
  Antâo, Paula
• Validity of discrete-time stochastic volatility models in non-synchronous equity markets  420 - 448
  Solibakke, Per Bjarte
• Basis variations and regime shifts in the oil futures market  499 - 513
  Fong, Wai Mun
  SEE, Kim Hock
• Confined exponential approximations for the valuation of American options  449 - 474
  Paxson, Dean A.
  Lee, Jongwoo
• Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market  393 - 419
  Barneto, Pascal
  Brandouy, Olivier
  Leger, Lawrence A.
• Evaluating capital mobility in the EU: a new approach using swaps data  514 - 532
  Vieira, Isabel