Hagelin Niclas, Holmén Martin and Pramborg Bengt
Email: Bengt.Pramborg@rgk.se
Dual Class Shares, Risk Management, and Firm Value

Hagelin Niclas and Pramborg Bengt
Email: nh@fek.su.se
Evaluating Gains from Diversifying into Hedge Funds Using Dynamic Investment Strategies

Han Bing and Hammond Peter
Email: bing.han@haskayne.ucalgary.ca
Affine Models of the Joint Dynamics of Exchange Rates and Interest Rates

Hansch Oliver
Email: ohansch@psu.edu
Island Tides: Exploring ECN Liquidity

Harford Jarrad and Kaul Aditya
Email: akaul@ualberta.ca
Correleted Order Flow: Pervasiveness, Sources, and Pricing Effects

Hayden Evelyn
Email: evelyn.hayden@univie.ac.at
Are Credit Scoring Models Sensitive With Respect to Default Definitions? Evidence from the Austrian Market

Heaney Richard and Swieringa John
Email: Richard.Heaney@anu.edu.au
European Currency Volatility After Economic and Monetary Union

Henry Olan T. and McKenzie Michael
Email: michael.mckenzie@rmit.edu.au
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong

Heyman Dries, Deloof Marc and Ooghe Hubert
Email: Dries.Heyman@rug.ac.be
The dept maturity structure of very small firms in a banking oriented system

Horst Jenke ter and Veld Chris
Email: j.r.terhorst@uvt.nl
Behavioral Preferences for Individual Securities: the Case for Call Warrants and Call Options

Hsin Chin-Wen and Liao Yuehtzu
Email: fncwhsin@saturn.yzu.edu.tw
Stock Price Synchronicities in Emerging Markets

Hsu Chih-Chiang and Chou Robin K.
Email: cchsu@mgt.ncu.edu.tw
Robust Measurement of Size and Book-to-Market Premia

Hung Daniel Chi-Hsiou, Shackleton Mark and Xu Xinzhong
Email: d.hung@lancaster.ac.uk
CAPM, higher co-moment and factor models of UK stock returns

Hunter Delroy M. and Simon David P.
Email: Dsimon@bentley.edu
Are TIPS the Real Deal?: A Conditional Assessment of their Role in a Nominal Portfolio

Hördahl Peter and Vestin David
Email: Peter.Hordahl@ecb.int
Interpreting Implied Risk-Neural Densities: The Role of Risk Premia