European Journal of Finance

Issue: 15, 3/4

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

Contents

• Martingales in European emerging stock markets: Size, liquidity and market quality.  249 - 262
  Smith, Graham
• International asset returns and exchange rates.  263 - 285
  Li, Yuming
  Zhong, Maosen
• Conditional performance evaluation for German equity mutual funds.  287 - 316
  Bessler, Wolfgang
  Drobetz, Wolfgang
  Zimmermann, Heinz
• Econometrical analysis of the sample efficient frontier.  317 - 335
  Bodnar, Taras
  Schmid, Wolfgang
• Stochastic volatility and time-varying country risk in emerging markets.  337 - 363
  Johansson, Anders C.
• Short-term market timing using the bond–equity yield ratio.  365 - 384
  Giot, Pierre
  Petitjean, Mikael
• The impact of board size on firm performance: evidence from the UK.  385 - 404
  Guest, Paul M.
• Optimal allotment policy in central bank open market operations.  405 - 420
  Cassola, Nuno
  Ewerhart, Christian
  Ejerskov, Steen
  Valla, Natacha
• UK IPO underpricing and venture capitalists.  421 - 435
  Coakley, Jerry
  Hadass, Leon
  Wood, Andrew
• Forecasting the weekly time-varying beta of UK firms: GARCH models vs. Kalman filter method.  437 - 444
  Choudhry, Taufiq
  Wu, Hao