• Risk-Based and Factor Investing
• Expected Credit Loss vs. Credit Value Adjustment: A Comparative Analysis
• Analyst Earnings Forecasts, Individual Investors’ Expectations and Trading Volume
• Changing Dynamic Relationships between Stock and Bond Markets in Crises
• Do Regulatory and Supervisory Reforms Affect European Bank Stability

Articles

• How Risky are Low-Risk Hedge Funds?
• Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach
• Multi-Asset Seasonality and Trend-Following Strategies
• New Insight on the Performance of Equity Long/short Investment Styles

• Editorial

Articles

• Short-term Impacts of the 2004 Indian Ocean Tsunami on Stock Markets: A DCC-GARCH Analysis
• Equity Option Listing and Underlying Market Quality: Evidence from a Price Duration Model
• Does the Catering Theory of Dividend Apply to the French Listed Firms?

Articles

• Active Portfolio Management with Conditional Tracking Error
• Bank Acquisitiveness and Financial Crisis Vulnerability
• Is Macroeconomic Announcement News Priced?

Focus On

• Basel III and Bank Liquidity Creation

Articles

• Purchasing an Annuity: Now or Later? The Role of Interest Rates
• Does Corporate Social Performance Really Improve Corporate Financial Performance?
• Does the Market Value the Social Dimension? International Evidence
• When Financial Derivatives can be Applied to the Real Economy – The Case of Exotic Options in Corporate Finance

• Risk-Based and Factor Investing
• Expected Credit Loss vs. Credit Value Adjustment: A Comparative Analysis
• Analyst Earnings Forecasts, Individual Investors’ Expectations and Trading Volume
• Changing Dynamic Relationships between Stock and Bond Markets in Crises
• Do Regulatory and Supervisory Reforms Affect European Bank Stability