1. Nonlinear dynamics of the Nikkei Stock Average Futures

   • Y. K. Tse

   OriginalPaper Pages: 181 - 195

2. A new approach for testing the randomness of heteroskedastic time series data

   • Kazuo Kishimoto

   OriginalPaper Pages: 197 - 218

3. Covariance and correlation stationarity: Experiences from seven Asian emerging markets

   • Gordon Y. N. Tang

   OriginalPaper Pages: 219 - 231

4. How much equity capital did the Tokyo Stock Exchange really raise?

   • Francesco Brioschi
   • Stefano Paleari

   OriginalPaper Pages: 233 - 258

5. The Japanese stock market and the macroeconomy: An empirical investigation

   • Manabu Asai
   • Tsunemasa Shiba

   OriginalPaper Pages: 259 - 267

6. Call for papers

   Announcement Pages: 269 - 269