1. Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy

   • Gregor N. F. Weiß

   Original Research 09 September 2012 Pages: 179 - 202

2. Controlling shareholders’ opportunistic use of share repurchases

   • Hyo Jin Kim
   • Hoje Jo
   • Soon Suk Yoon

   Original Research 12 September 2012 Pages: 203 - 224

3. Value at risk estimation by quantile regression and kernel estimator

   • Alex YiHou Huang

   Original Research 23 August 2012 Pages: 225 - 251

   

4. Oil and stock market activity when prices go up and down: the case of the oil and gas industry

   • Sunil K. Mohanty
   • Aigbe Akhigbe
   • Turki Bugshan

   Original Research 29 August 2012 Pages: 253 - 272

5. Managerial flexibility and the wealth effect of new product introductions

   • Chengru Hu
   • Wei Jiang
   • Cheng-few Lee

   Original Research 05 September 2012 Pages: 273 - 294

6. Market implied future earnings and analysts’ forecasts

   • Michael J. Lacina
   • Byung T. Ro

   Original Research 31 August 2012 Pages: 295 - 341

7. Non-audit fees, institutional monitoring, and audit quality

   • Chee Yeow Lim
   • David K. Ding
   • Charlie Charoenwong

   Original Research 14 September 2012 Pages: 343 - 384

8. Corporate governance and market segmentation: evidence from the price difference between Chinese A and H shares

   • Lin Guo
   • Liang Tang
   • Shiawee X. Yang

   Original Research 09 September 2012 Pages: 385 - 416