Aboura Sofiane
Email: aboura@essec.fr
Pricing CAC 40 Index with Stochastic Volatility

Adam-Mueller Axel
Email: axel.adam-mueller@uni-konstanz.de
An alternative view on cross hedging

Ahlgren Niklas, Sjöö Bo, Zhang Jianhua
Email:jianhua.zhang@economics.gu.se
Market Segmentation and Information Diffusion in China's Stock Markets: Panel Data Unit Root and Cointegration Tests on A and B Share Prices

Ahn Hee-Joon, Cai Jun and Hamao Yasushi
Email:hjahn@sookmyung.ac.kr
Minimum Trading Unit and Investor Base, Liquidity, Noise Trading, and Brokerage Promotion

Ajili Souad
Email: ajilisou@yahoo.fr
Explaining the Cross-Section Returns in France: Charasteristics or Covariances?

Aktas Nihat, Bodt Eric de, Cousin Jean-Gabriel
Email: edebodt@hp-sc.univ-lille2.fr
Event Study under Disturbed Estimation Period

Aktas Nihat, Bodt Eric de, Declerck Fany, Van Oppens Hervé
Email: vanoppens@fin.ucl.ac.be
PIN? Some evidences around corporate event announcements

Alexander Carol, Dimitriu Anca
Email: a.dimitriu@ismacentre.reading.ac.uk
Regimes of Index Out-Performance: A Markov Switching Model of Index Dispersion

Ang James S., Chen Yingmei
Email: ycheng@garnet.acns.fsu.edu
Direct Evidence on Market-Driven Acquisitions Theory

Antoniou Antonios, Galariotis Emilios C., Spyrou Spyros I
Email: emilios.galariotis@durham.ac.uk
Are contrarian investment strategies profitable in the London Stock Exchange? Where do these profits come from?

Antoniou Antonios, Guney Yilmaz, Paudyal Krishna
Email: K.N.Paudyal@durham.ac.uk
The Determinants of Corporate Debt Maturity Structure

Arshanapalli Bala, Switzer Lorne N., Arbesfeld Jonathan
Email: switz@jmsb.concordia.ca
Index Participation Units and the Structure of Equity Market Demand: Evidence from New Issues and Redemptions of SPDRs

Arshanapalli Bala, Switzer Lorne N., Vezina Alexandre
Email: switz@jmsb.concordia.ca
Sources of Time Varying Risk and Risk Premia in U.S. Stock and Bond Markets

Asgharian Hossein and Hansson Björn
Email: hossein.asgharian@nek.lu.se
Investment Strategies using Orthogonal Portfolios

Attig Najah, Voser Gadhoum, Lang L.
Email: najah.attig@fsa.ulaval.ca
Bid-Ask Spread, Asymmetric Information and Ultimate Ownership

Aussenegg Wolfgang, Jelic Ranko
Email: waussen@pop.tuwien.ac.at
Operating Performance of Privatized Companies in Transition Economies - The Case of Poland, Hungary and the Czech Republic

Ayayi Ayi
Email: aayayi@ryerson.ca
The One Period Problem of a Monopoly Incentive Compatible Equity and Debt-linked Contracts