Volume 28 Number 2 September 2003

 ISSN 1327-2020


Stock Markets: Risk, Return and Pricing - An Overview

Editorial

Michael E. Drew, Stan Hurn and Garry Twite,
Guest Editors

Papers
Michael E. Drew, Tony Naughton and Madhu Veeraraghavan - Firm Size, Book-to-Market Equity and Security Returns: Evidence from the Shanghai Stock Exchange

Stan Hurn and Vlad Pavlov - Momentum in Australian Stock Returns

Mardi Dungey, Renee Fry and Vance L. Martin - Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion?

Nadima El-Hassan and Paul Kofman - Tracking Error and Active Portfolio Management

A. Colin Cameron and Anthony D. Hall - A Survival Analysis of Australian Equity Mutual Funds




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