Since the introduction of stock index futures markets in the early 1980s, several studies have
investigated the optimal hedge for stock market portfolios using stock index futures, while …

This paper estimates the risk-minimizing futures hedge ratios for three types of stock index
futures: S&P 500 index futures, major market index (MMI) futures and Toronto 35 index futures…

This study explores the relationship between credit risks of banks and the corporate
governance structures of these banks from the perspective of creditors. The cumulative default …

This paper investigates the relationship between default risk and corporate governance for
financial firms in 28 countries outside of North America in the post-financial crisis period, …

This study investigates the efficiency of the New York Mercantile Exchange (NYMEX) Division
light sweet crude oil futures contract market during recent periods of extreme conditional …

Purpose – This study sets out to examine whether small and mid‐cap fund performance is
related to fund manager human capital characteristics including tenure, investment experience…

This paper examines the relative performance of small-caps vs. large caps surrounding periods
of peaks and troughs of economic activity, and reexamines the relationship between the …

Small-cap firms provide a significant nexus for entrepreneurship and innovation in the US,
and hence might be viewed as less prone to governance problems than large firms. This …

This paper examines the relationship between business cycles and market wide liquidity
using a non-linear approach to capture the dynamics of macroeconomic time series. Applying …

… Author links open overlay panel John Doukas a b , Lorne N. Switzer 1 c d … (grant number
410-96-0748) and from the Caisse de Depot et Placement du Quebec to LN Switzer is greatly …