q-Optimal Martingale Measures for Discrete Time Models Takuji AraiMuneki Kawaguchi OriginalPaper 21 November 2008 Pages: 155 - 173
A Method of Calculating the Downside Risk by Multivariate Nonnormal Distributions Yuichi Nagahara OriginalPaper 06 January 2009 Pages: 175 - 184
Macroeconomic News, Business Cycles and Australian Financial Markets Victor FangChien-Ting LinKunaal M. Parbhoo OriginalPaper 30 January 2009 Pages: 185 - 207
Empirical Investigation of the Ability of Sensitivity of Stock Prices to Earnings News in Predicting Earnings Management and Management Forecast Errors Ali Asghar Anvary RostamyMohammad Ali AghaeeVahid Biglari OriginalPaper 30 January 2009 Pages: 209 - 228
An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options Yoshifumi MuroiTakashi Yamada OriginalPaper 03 February 2009 Pages: 229 - 253
The Determinants of Bank Capital Ratios in a Developing Economy Rubi AhmadM. AriffMichael J. Skully OriginalPaper 12 February 2009 Pages: 255 - 272
Term Structure of Interest Rates Under Recursive Preferences in Continuous Time Hisashi NakamuraKeita NakayamaAkihiko Takahashi OriginalPaper 15 February 2009 Pages: 273 - 305