Changyun Wang
Term Structure of Futures Prices and Expected Mean Reversion in Base Metal Prices

Rong Qi
Return and Volume Relation in the Tail: Evidence from Six Emerging Markets

Sorasart Sukcharoensin, Pariyada Srisopitsawat, Somsak Chuenjit
Market Liquidity and the Impacts of the Computerized Trading System: Evidence from the Stock Exchange of Thailand

Almira Biglova, Teo Jašić, Svetlozar Rachev, Frank J. Fabozzi
Profitability of Momentum Strategies: Application of Novel Risk/Return Ratio Stock Selection Criteria

José Manuel Feria Domínguez, María Dolores Oliver Alfonso
Applying Stress-Testing On Value at Risk (VaR) Methodologies

Rossitsa Yalamova
International Bank Capital Regulation for Market Risk

Muneesh Kumar, Sanjay Sehgal
Company Characteristics and Common Stock Returns: The Indian Experience

Zuleyka Díaz-Martínez, José Fernández-Menéndez, María Jesús Segovia-Vargas, Eva María del Pozo-García
See5 Algorithm versus Discriminant Analysis. An Application to the Prediction of Insolvency in Spanish Non-life Insurance Companies

Tarek I. Eldomiaty
Measuring the Informativeness of Financial Fundamentals to Shareholders in Egypt: A Dynamic Approach

Prakash L. Dheeriya, William Jacobson
Debt Characterization in a ‘Short Payoff' Transaction