1. Estimating continuous-time stochastic volatility models of the short-term interest rate: a comparison of the generalized method of moments and the Kalman filter

   • Travis R. A. Sapp

   Original Research 18 April 2009 Pages: 303 - 326

   

2. Forecasting time-varying covariance with a range-based dynamic conditional correlation model

   • Ray Yeutien Chou
   • Chun-Chou Wu
   • Nathan Liu

   Original Research 31 March 2009 Pages: 327 - 345

   

3. Effects of takeover protection on earnings overstatements: evidence from restating firms

   • Yijiang Zhao
   • Kung H. Chen
   • Lee J. Yao

   Original Research 30 May 2009 Pages: 347 - 369

4. The effect of earnings quality and country-level institutions on the value relevance of earnings

   • Steven F. Cahan
   • David Emanuel
   • Jerry Sun

   Original Research 18 April 2009 Pages: 371 - 391

5. Oil prices and transport sector returns: an international analysis

   • Mohan Nandha
   • Robert Brooks

   Original Research 21 April 2009 Pages: 393 - 409