| No. | Article Title | First Author | Year/ Issue | Pages |
| 1. | The Addition and Deletion Effects of the Standard & Poor’s 500 Index and Its Dynamic Evolvement from 1990 to 2002: Demand Curves, Market Efficiency, Information, Volume and Return | Sui, L. | 2006/4 | 133-158 |
| 2. | Analysis of Foreign Currency Exposure of the New Zealand Stock Market | Luo, R.H. | 2006/1 | 132-141 |
| 3. | The Asian Bond Fund: A Case Study of Successful Economic and Financial Cooperation in Asia | Sivalingam, G. | 2006/1 | 23-34 |
| 4. | Behavioral Finance, Bounded Rationality, Neuro-Finance, and Traditional Finance | Tseng, K.C. | 2006/4 | 7-18 |
| 5. | Beyond Budgeting: Boon or Boondoggle? | Rickards, R.C. | 2006/2 | 62-77 |
| 6. | Capital Requirement, Portfolio Risk Insurance, and Dynamic Risk Budgeting | Strassberger, M. | 2006/1 | 78-88 |
| 7. | Cointegration and Dynamic Causal Links Amongst African Stock Markets | Adjasi, C.K.D. | 2006/4 | 102-119 |
| 8. | Consistency of (Intertemporal) Beta Asset Pricing and Black-Scholes Option Valuation | Henne, A. | 2006/4 | 55-64 |
| 9. | Are Defaults Correlated? An Empirical Study | Li, L. | 2006/1 | 42-63 |
| 10. | Disclosure of Forward Looking Information: Evidence from Listed Companies on Istanbul Stock Exchange [ISE] | Celik, O. | 2006/2 | 197-217 |
| 11. | Does the Market P/E Ratio Revert Back to "Average"? | Weigand, R.A. | 2006/3 | 30-39 |
| 12. | Domestic Investment Bias Among Student Managed Investment Portfolios | Jennings, W.P. | 2006/3 | 155-159 |
| 13. | Dynamic Securities Assets Allocation in Portfolio Insurance: The Application of Constant Proportion Portfolio Insurance and Time Invariant Portfolio Protection Methodologies in the Chinese Capital Market | Tiefeng, W. | 2006/1 | 97-103 |
| 14. | The Effect of the Introduction of Derivatives on the Systematic and Unsystematic Risk in the Greek Equity Market | Karakostas, S. | 2006/2 | 125-137 |
| 15. | The Effect of Monetary Growth Variability on the Indonesian Capital Market | Harjito, D.A. | 2006/2 | 116-124 |
| 16. | The Effects of Outward Foreign Direct Investment on Domestic Investment | Goedegebuure, R.V. | 2006/1 | 9-22 |
| 17. | An Empirical Comparison among VaR Models and Time Rules with Elliptical and Stable Distributed Returns | Lamantia, F. | 2006/3 | 8-29 |
| 18. | An Empirical Study of Pricing and Trading Volume of Russian Depositary Receipts | Jithendranathan, T. | 2006/3 | 60-79 |
| 19. | The Firm-Specific Determinants of Corporate Capital Structure: Evidence from Turkish Panel Data | Sayılgan, G. | 2006/3 | 125-139 |
| 20. | Finance, the Wisdom of Crowds, and “Uncannily Accurate” Predictions | Ray, R. | 2006/1 | 35-41 |
| 21. | Financial Condition and Performance of Savings and Loans: A Retrospective Look at Mutual to Stock Conversions | Jahera, J.S. | 2006/2 | 78-87 |
| 22. | Floor Options on Structured Products and Life Insurance Contracts | Yosef, R. | 2006/3 | 160-170 |
| 23. | Foreign Direct Investment, Domestic Savings and Economic Growth in Kazakhstan: Evidence from Co-integration and Causality Tests | Katircioglu, S.T. | 2006/2 | 34-45 |
| 24. | The GATS Impact on Private Investors: Is it ‘Much Ado About Nothing’? | Loppacher, L.J. | 2006/4 | 79-88 |
| 25. | The Heat Waves or Meteor Showers Hypothesis: Test on Selected Asian Emerging and Developed Stock Markets | Hassan, T. | 2006/1 | 120-131 |
| 26. | The Impact of Foreign Cross-Listings on Asymmetric Spillovers in Brussels Stock Exchange | Papasyriopoulos, N. | 2006/1 | 89-96 |
| 27. | The Impact of Cubes on the Market Quality of Nasdaq 100 Index Futures | Unal, S. | 2006/3 | 117-124 |
| 28. | Impact of Shifts in Correlation Structure on International Portfolio Diversification | Abidin, S.Z. | 2006/2 | 171-196 |
| 29. | Intraday Return-Order Imbalance Relation in NASDAQ Speculative New Lows | Su, Y.C. | 2006/3 | 107-116 |
| 30. | Investment Style Analysis for the Turkish Individual Retirement Funds | Karacabey, A.A. | 2006/2 | 88-104 |
| 31. | Islamic Finance, Rural Cooperative Financial Institutions (Credit Unions) and Micro Financing Strategies | Vaziri, M. | 2006/2 | 18-33 |
| 32. | Is the Price-Volume Relation Asymmetric? Cross Sectional Evidence from an Emerging Stock Market | Moosa, I.A. | 2006/3 | 80-90 |
| 33. | Letting the Investment Funds Flow: Issues and Challenges in Slovenia: a Transitioning Economy | Nowak, P. | 2006/2 | 9-17 |
| 34. | Macroeconomic Variables and Stock Market Interactions: New Zealand Evidence | Gan, C. | 2006/4 | 89-101 |
| 35. | Market Reaction to Stock Issues in Brazil: Insider Trading, Volatility Effects and the New Issues Puzzle | De Medeiros, O.R. | 2006/1 | 141-150 |
| 36. | Mean and Variance ?ausality between the Cyprus Stock Exchange and Major Equity Markets | Constantinou, E. | 2006/1 | 104-119 |
| 37. | Measuring Efficiency of Commercial Banks in a Developing Economy: The Case of Turkey | Percin, S. | 2006/2 | 218-231 |
| 38. | Measuring the Effects of Lean Manufacturing Systems on Financial Accounting Metrics Using Data Envelopment Analysis | Boyd, D.T. | 2006/4 | 40-54 |
| 39. | Merger Announcements and Insider Trading Activity in India: An Empirical Investigation | Agarwal, M. | 2006/3 | 140-154 |
| 40. | On a Fair Value Model for Participating Life Insurance Policies | Baione, F. | 2006/2 | 105-115 |
| 41. | On the Profitability of Volume-Augmented Momentum Trading Strategies: Evidence from the UK | Agyei-Ampomah, S. | 2006/1 | 91-106 |
| 42. | Partial Least Squares Regression in Payment Default Prediction | Laitinen, E.K. | 2006/1 | 64-77 |
| 43. | A Review on Statistical and Probabilistic Models for the Control of Insurance Companies | Baione, F. | 2006/4 | 65-78 |
| 44. | Samuelson’s Hypothesis in Greek Stock Index Futures Market | Floros, C. | 2006/2 | 154-170 |
| 45. | Threshold Autoregressive Modeling of Bond Series – Japanese Case | Li, J. | 2006/4 | 120-132 |
| 46. | Value Creation of Cash Mergers. Empirical Investigation | Delcoure, N.V. | 2006/2 | 46-61 |
| 47. | The Value Premium and Methodological Biases: Evidence from the UK Equity Market | Andrikopoulos, P. | 2006/3 | 40-59 |
| 48. | VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns | Lamantia, F. | 2006/4 | 19-39 |