European Journal of Finance

Issue: 13, 7/8

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

Contents

• Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs  595 - 619
  Løchte Jørgenses, Peter
• Volatility as an Asset Class: European Evidence  621 - 644
  Hafner, Reinhold
  Wallmeier, Martin
• Factor-based, Non-parametric Risk Measurement Framework for Hedge Funds and Fund-of-Funds  645 - 655
  Jones, C.M.
  Goodworth, T. R. J.
• Tax-Induced Trading and the Identity of the Marginal Investor: Evidence from Sweden  657 - 667
  Daunfeldt, Sven-Old
• Nonlinear Effects of Debt on Investment: Evidence from Dutch Listed Firms  669 - 687
  Bo, Hong
• Modeling Conditional Skewness in Stock Returns  691 - 704
  Lanne, Markku
  Pentti, Saikkonen
• Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities  705 - 715
  Zurbruegg, Ralf
  Stevenson, Simon
  Wilson, Patrick J.
• Algorithmic Trading Patterns in Xetra Orders  717 - 739
  Prix, Johannes
• Asymmetric Mean Reversion in European Interest Rates: A Two-factor Model  741 - 750
  Koutmos, Gregory
  Philippatos, George C.
• Anyone for Tennis (Betting)?  751 - 768
  Forrest, David
  McHale, Ian
• Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience  769 - 793
  Bird, Ron
  Casavecchia, Lorenzo