European Journal of Finance

Issue: 14, 1/2

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

Contents

• Evidence of ex-dividend trading by investor tax category  1 - 21
  Felixson, Karl
  Liljeblom, Eva
• Stochastic volatility in the Spanish stock market: a long memory model with a structural break  23 - 31
  Gil-Alana, Luis A.
  Cunado, Juncal
  Perez de Gracia, Fernando
• What a delta edge really does - a theoretical and pedagogical note  33 - 47
  Howell, S.D.
• Will we pay in the same way?  49 - 67
  Deungoue, Sandra

SPECIAL ISSUE: Recent advances in measuring and managing market risk

• Testing for changing persistence in US Trasury on/off spreads under weighted-symmetric estimation  75 - 89
  Smith, L. Vanessa
  Tambakis, Demosthenes N.
• Commodity volatility modelling and option pricing with a potential function approach  91 - 113
  Borovkova, Svetlana
  Anderluh, Jasper
• The stability of bank efficiency rankings when risk preferences and objectives are different  115 - 135
  Koetter, Michael
• Pricing Parisians and barriers by hitting time simulation  137 - 156
  Anderluh, J.H.M.
• Residual value risk in the leasing industry: a European case  157 - 177
  Pirotte, Hugues
  Vaessen, Céline