RANDOM WALK TESTS FOR LATIN AMERICAN EQUITY INDEXES AND INDIVIDUAL FIRMS by Grieb, Terrance, Reyes, Mario G.

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On the estimation of stock-market reaction to corporate layoff announcements by Hahn, TeWhan, Reyes, Mario G.

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Asymmetric volatility spillover in the Tokyo stock exchange by Reyes, Mario G.

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Size, time-varying beta, and conditional heteroscedasticity in UK stock returns by Reyes, Mario G.

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The temporal relationship between large- and small-capitalization stock returns:: Evidence from the UK by Grieb, Terrance, Reyes, Mario G.

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Anomalies: Is it the Economy? by Hahn, TeWhan, O'Neill, Michele, Reyes, Mario G.

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MEAN AND VOLATILITY TRANSMISSION FOR LATIN AMERICAN EQUITY MARKETS by CURCI, ROBERTO, GRIEB, TERRANCE, REYES, MARIO G.

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Corporate Name Changes: The Association Between Functional Name Characteristics And Stock Performance by Morris, Linda J., Reyes, Mario G. C.

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Price effects of stock market liberalization in Taiwan by Kwan, Felix B., Reyes, Mario G.

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Index futures trading and stock price volatility: Evidence from Denmark and France by Reyes, Mario G.

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Predictors of Ethical Decisions regarding Insider Trading by Terpstra, David E., Reyes, Mario G. C., Bokor, Donald W.

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THE EXECUTION AND EVALUATION OF AN INTEGRATED BUSINESS COMMON CORE CURRICULUM by Pharr, Steven W., Morris, John S., Stover, Dana, Byers, C. Randall, Reyes, Mario G.

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The temporal relationship between large‐ and small‐capitalization stock returns by Grieb, Terrance, Reyes, Mario G.

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Time-varying betas in an emerging stock market: The case of Brazil by Grieb, Terrance, Reyes, Mario G

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Finance In An Integrated Undergraduate Business Curriculum by Geiger, Joseph J., Reyes, Mario G., Byers, C. Randall

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The external performance of socially-responsible mutual funds by Reyes, Mario G, Grieb, Terrance

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Breaking down the silos: Attaining an integrated business common core by Stover, Dana, Morris, John S, Pharr, Steven, Reyes, Mario G, Byers, C Randall

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THE USE OF PIAGETIAN CONCEPTS TO ENHANCE STUDENT PERFORMANCE IN THE INTRODUCTORY FINANCE COURSE by Liesz, Thomas J., Reyes, Mario G. C.

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Why Bonds: Treasury Inflation-Protection Securities can defend a portfolio in times of increased inflation, but they must be utilized with care by Hugh D. Pforsich & Mario G. Reyes

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Quantum gravity phenomenology at the dawn of the multi-messenger era—A review by Addazi, A., Alvarez-Muniz, J., Amelino-Camelia, G., Antonelli, V., Arzano, M., Asorey, M., Atteia, J.-L., Bahamonde, S., Bajardi, F., Baret, B., Barreiros, D.M., Basilakos, S., Benisty, D., Birnholtz, O., Blanco-Pillado, J.J., Bolmont, J., Boncioli, D., Calcagni, G., Capozziello, S., Carmona, J.M., Cerci, S., Clesse, S., Colak, S.M., D’Esposito, V., Di Luca, M.G., di Matteo, A., Djordjevic, G., Prester, D. Dominis, Eichhorn, A., Escamilla-Rivera, C., Frassino, A.M., Funk, S., Fuster, A., Gergely, L.Á., Giammarchi, M., Gracia-Ruiz, R., Guendelman, E.I., Gutierrez-Sagredo, I., Haegel, L., Heefer, S., Hinderer, T., Ioannisian, A., Jetzer, P., Uysal, A. Karasu, Katori, T., Kazarian, N., Kowalski-Glikman, J., Lämmerzahl, C., Said, J. Levi, Liberati, S., López-Moya, M., Manganaro, M., Martinez, Manel, Martínez-Miravé, P., Masip, M., Mattingly, D., Mavromatos, N., Mazumdar, A., Méndez, F., Mercati, F., Mielczarek, J., Miller, A.L., Milosevic, M., Minic, D., Mitsou, V.A., Moniz, P., Nardini, G., Nielsen, A.B., Obers, N.A., Paganini, C.F., Pasechnik, R., Pasic, V., Pérez de los Heros, C., Rastgoo, S., Ricciardone, A., Risse, M., Frias, M.D. Rodriguez, Rubiera-Garcia, D., Sahlmann, H., Satunin, P., Schiffer, M., Sitarek, J., Sopuerta, C.F., Sotiriou, T.P., Spurio, M., Staicova, D., Stergioulas, N., Stoica, S., Strišković, J., Stuttard, T., Tavakoli, Y., Ternes, C.A., Thiemann, T., Tinyakov, P., Tórtola, M., Trześniewski, T., Tureanu, A., Urban, F.R., Vernieri, D., Zornoza, J.D.

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