Volume 13
Volume 13 Number 4 Fall 2008
How to Price Efficiently European Options in Some Geometric Lévy Processes Models?
François Quittard-Pinon and Rivo Randrianarivony
Firm’s Value under Investment Irreversibility, Stochastic Demand and General Production Function
Olfa Bouasker and Jean-Luc Prigent
An Empirical Examination of International Diversification Benefits in Central European Emerging Equity Markets
Kais Fadhlaoui, Makram Bellalah, Armand Dherry, and Mhamed Zouaouil
The Sensitivity of the Asymptotic Variance of Performance Measures with Respect to Skewness and Kurtosis
Philippe Bertrand and Costin Protopopescu
Internet Payment and Banks
Jean-Michel Sahut
Merton H. Miller: Our Socrates
Jamel E. Chichti, Mondher Bellalah, and Walid Mansour
Volume 13 Number 3 Summer 2008
Weaknesses of the Indicator Variable Approach in Short-term Event Studies
Ronald Bremer and Zhaohui Zhang
A Comparative Analysis of Transplants and Industrial Location of Japanese and Korean Automotive Industries in Europe
Jae Hoon Hyun
Emerging Market Equity Prices and Chaos: Evidence from Indonesia and Malaysia
Bahram Adrangi, Arjun Chatrath, Ravindra Kamath, and Kambiz Raffiee
The Comparative Performance of African Stock Markets: Nominal, Real and U.S. Dollar Returns
Alvan E. Ikoku and Ahmad Hosseini
The Effectiveness of International Financial Reporting Standards Adoption on Cost of Equity Capital: A Vector Error Correction Model
Mohammad Salam Al-Shiab
Volume 13 Number 2 Spring 2008
Dynamic Linkages among Asian Pacific Exchange Rates 1995 – 2004
Tomer Shachmurove and Yochanan Shachmurove
EMU Convergence Prospects and Transition Countries
Jennifer Foo and Dorota Witkowska
The Relationship between Trade Credit and Loans: Evidence from Small Businesses in Japan
Iichiro Uesugi and Guy M. Yamashiro
The Investment Value of the Wall Street Journal’s Smart Money Stock Screen
Wendy D. Habegger and R. Daniel Pace
Factors Influencing Corporate Dividend Decision: Evidence from Jordanian Panel Data
Husam-Aldin Nizar Al-Malkawi
Volume 13 Number 1 Winter 2008
Evaluation of Real Options with Information Costs
Inass El Farissi, Jean-Michel Sahut, and Mondher Bellalah
Interactions between Exchange Traded Derivatives and OTC Derivatives: Evidence for the Canadian Dollar Futures vs. OTC Markets
Lorne N. Switzer and Haibo Fan
The Value Effects of Foreign Currency and Interest Rate Hedging: The UK Evidence
Yacine Belghitar, Ephraim Clark, and Amrit Judge
Exchange Rate and Risk Premium Conversion on Interest Rate Markets
Jean-Michel Sahut and Medhi Mili
Changes in Block Ownership in the London Stock Exchange
Aslihan Bozcuk and Meziane Lasfer