European Journal of Finance

Issue: 13, 3/4

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

Contents

• Deviations from Fundamentals in US and EU Stock Markets: A Comparative Analysis  195 - 226
  Becchetti, Leonardo
  Di Giacomo, Stefania
• Conducting Event Studies on a Small Stock Exchange  227 - 252
  Bartholdy, Jan
  Olson, Dennis
  Peare, Paula
• The Relevance of Accounting Data in the Measurement of Credit Risk  253 - 268
  Demirovic, Amer
  Thomas, Dylan C.
• Discrete Variable Chain Graphical Modelling for Assessing the Effects of Fund Managers' Characteristics on Incentives Satisfaction and Size of Returns  269 - 282
  Fabozzi, Frank J.
  Masood, Omar
  Tunaru, Radu
• A Comparison of Measures of Earnings Per Share  283 - 298
  Casson, Peter
  Mckenzie, George

SPECIAL ISSUE: Forecasting Financial Markets

• Momentum Due to Data-snooping?  301 - 318
  Parmler, Johan
  González, Andrés
• Cross-correlation Measures in the High-frequency Domain  319 - 331
  Precup, Ovidiu V.
  Iori, Giulia

Contents

• The Economic Value of Advanced Time Series Methods for Modelling and Trading 10-year Government Bonds  333 - 352
  Dunis, Christian L.
  Morrison, Vincent

SPECIAL ISSUE: Forecasting Financial Markets

• On the Numerical Evaluation of Option Prices in Jump Diffusion Processes  353 - 372
  Carr, Peter
  Mayo, Anita
• Extreme Risk and Value-at-Risk in the German Stock Market  373 - 395
  Brown, Richard A.
  Tolikas, Konstantinos
  Koulakiotis, Athanasios