1. Testing the Predictive Ability of Corridor Implied Volatility Under GARCH Models

   • Shan Lu

   OriginalPaper 21 November 2018 Pages: 129 - 168

   

2. An Analytic Market Condition for Mutual Fund Separation: Demand for the Non-Sharpe Ratio Maximizing Portfolio

   • Toru Igarashi

   OriginalPaper 22 November 2018 Pages: 169 - 185

3. Market Conditions and Calendar Anomalies in Japanese Stock Returns

   • Mostafa Saidur Rahim Khan
   • Naheed Rabbani

   OriginalPaper 23 November 2018 Pages: 187 - 209

4. Cross Hedging Using Prediction Error Weather Derivatives for Loss of Solar Output Prediction Errors in Electricity Market

   • Takuji Matsumoto
   • Yuji Yamada

   OriginalPaper 26 November 2018 Pages: 211 - 227

   

5. Large Shareholding and Firm Value in the Alternative Investment Market (AIM)

   • Mona Mortazian
   • Seyedeh Asieh H. Tabaghdehi
   • Bryan Mase

   OriginalPaper 30 November 2018 Pages: 229 - 252

   

6. Demystifying Yield Spread on Corporate Bonds Trades in India

   • Kedar nath Mukherjee

   OriginalPaper 02 January 2019 Pages: 253 - 284