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Lille Graduate School of Management

Frontiers in Finance and Economics

Contact information of Lille Graduate School of Management:
Web page: http://www.ffe.esc-lille.com

Editor:
For technical questions regarding this series, please contact (Sophie Bodo)
Series handle: repec:ffe:journl

2009, Volume 6, Issue 1

1-25 Computational Efficiency and Accuracy in the Valuation of Basket Options
by Pengguo Wang [Downloadable!]
26-50 Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy
by Cyril Caillault, Dominique Guégan [Downloadable!]
51-72 A Note on Stakeholder Theory and Risk: Implications for Corporate Cash Holdings and Dividend Policy
by Gerhard Speckbacher, Paul Wentges [Downloadable!]
73-92 The Mid 1990s Peso Crisis in Mexico: An Application of the Girton-Roper Model
by Edward E. Ghartey [Downloadable!]
118-154 Opportunity Cost, Excess Profit, and Counterfactual Conditionals
by Carlo Alberto Magni [Downloadable!]
155-174 Why Do Monetary Policymakers Lean With the Wing During Asset Price Booms?
by Wolfram Berger, Friedrich Kissmer [Downloadable!]

2008, Volume 5, Issue 2

1-25 First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights
by Martina Nardon [Downloadable!]
26-55 Using Weekly Empirical Probabilities in Currency Analysis and Forecasting
by Andrew C Pollock, Alex Macaulay, Mary E Thomson, Dilek Önkal [Downloadable!]
56-71 Financing and Valuation of a Marginal Project by a Firm Facing Various Tax Rates
by Axel Pierru [Downloadable!]
72-108 Dynamic Copula Modelling for Value at Risk
by Dean Fantazzini [Downloadable!]

2008, Volume 5, Issue 1

1-26 Fundamental Capital Valuation for IT Companies: A Real Options Approach
by Chung Baek, Arun J Prakash, Bruce Dupoyet [Downloadable!]
27-45 Statistical Inference for Risk-Adjusted Performance Measure
by Miranda Lam [Downloadable!]
46-84 Intra-Day Stock Returns and Close-End Price Manipulation in the Istanbul Stock Exchange
by Güray Küçükkocaoglu [Downloadable!]
85-105 Relationship Between Implied and Ralized Volatility of S&P CNX Nifty Inde in India
by Siba Prasada Panda, Niranjan Swain, D.K. Malhotra [Downloadable!]
106-130 The Determinant of Commercial Bank Interest Margin and Profitability: Evidence from Tunisia
by Samy Bennaceur, Mohamed Goaied [Downloadable!]

2007, Volume 4, Issue 2

1-33 Introduction to the European Internal Market - An Abstract of the Present Development of the European Internal Market
by Dr. Wolfgang Berger, DDr. Marian Wakounig, Mag. Caroline Kindl [Downloadable!]
34-46 The Impact of Value Added Tax on Financial Services and Insurances - the Law of Unintended Consequences?
by Arthur Kerrigan [Downloadable!]
47-74 Economic Growth and Indirect Financial Taxes, Empirical Evidence from Greece, Spain and Portugal
by Athena K. Kaliva, Radu Tunaru [Downloadable!]
75-91 The Causal Relationship Between Indirect Taxes and Expenditures: a Comparative Investigation of Greece, Spain and Portugal
by Athena K. Kaliva, Radu Tunaru [Downloadable!]
92-101 Corporate Taxation and Futures-Hedging
by Udo Broll, Jack E. Wahl [Downloadable!]
102-131 Comparing Effective Corporate Tax Rates
by Gaëtan Nicodème [Downloadable!]
132-152 The Impact of EU Law on National Dividend Tax Systems
by Evgenia Chatziioakeimidou [Downloadable!]

2007, Volume 4, Issue 1

1-34 Marginal Conditional Stochastic Dominance Between Value and Growth
by K. Victor Chow, Bih-Shuang Huang, Ou Hu [Downloadable!]
35-64 Call an Put Implied Volatilities and the Derivation of Option Implied Trees
by V. Moriggia, S. Muzzioli, C. Torricelli [Downloadable!]
65-90 Multicriteria Framework for the Prediction of Corporate Failure in the UK
by Constantin Zopounidis, Michael Doumpos, Fotios Pasiouras [Downloadable!]
91-124 The Information Content of Cross-sectional Volatility for Future Market Volatility: Evidence from Australian Equity Returns
by Md. Arifur Rahman [Downloadable!]
125-143 The Effect of Price Limits on Unconditional Volatility: The Case of CASE
by Medhat Hassanein, Eskandar A. Tooma [Downloadable!]

2006, Volume 3, Issue 2

1-17 Stock Market Reaction to Unexpected Changes in Interest Rates
by Gitit G. Gershgoren, Shmuel Hauser [Downloadable!]
18-54 The Long-Run Performance of UK Rights Issuers
by Abdullah Iqbal, Susanne Espenlaub, Norman Strong [Downloadable!]
55-69 Has the Stock Market Integration Between the Asian and OECD Countries Improved After the Asian Crisis?
by Girijasankar Mallik [Downloadable!]
70-94 Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects
by Mohamed El Hedi Arouri [Downloadable!]
95-112 Portfolio Theory and Portfolio Management: a Synthetic View
by Dipasri Ghosh, Dilip K. Ghosh [Downloadable!]
113-121 Hedging of Exchange Rate Risk: a Note
by Udo Broll, Stefan Schubert [Downloadable!]

2006, Volume 3, Issue 1

1-28 Option Pricing with Long-Short Spreads
by Pengguo wang [Downloadable!]
29-48 Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach
by William A. Barnett, Chang Ho Kwag [Downloadable!]
49-68 International Portfolio Formation, Skewness & the Role of Gold
by Brian M Lucey, Valerio Poti, Edel Tully [Downloadable!]
69-78 Interdependence of ASEAN Business Cycles
by Hway-Boon Ong, Chin-Hong Puah, Muzafar Shah Habibullah [Downloadable!]
79-102 Crisis Anticipation at a Micro-Level: Mexico 1995-1996
by Karen Watkins [Downloadable!]
103-129 Zelig and the Art of Measuring Excess Profit
by Carlo Alberto Magni [Downloadable!]

2005, Volume 2, Issue 2

1-32 Frontiers of Financially Constrained and Unconstrained Firms: a New Development in Finance
by Monica H. Maestro, Alberto de Miguel, Julio Pindado [Downloadable!]
33-58 Attitudes with Regard to Risk: Risk Aversion, Prudence and Temperance
by Octave Jokung N. [Downloadable!]
59-66 Additional Panel Data Evidence on the Savings-Investment Relationship and Foreign Aid in LDCs
by Risa Kumazawa, James E. Payne [Downloadable!]
67-78 The Kraus and Litzenberger Quadratic Characteristic Line and Event Studies
by Arun J. Prakash, Suchismita Mishra, Dispari Ghosh [Downloadable!]
79-105 The Product Life Cycle and the Real Option of Waiting
by Oscar Gutiérrez [Downloadable!]

2005, Volume 2, Issue 1

1-17 Military Spending and Economic Growth in Greece, Portugal and Spain
by J Paul Dunne, Eftychia Nikolaidou [Downloadable!]
18-30 Manufacturing Labour Demand, Technological Progress and Military Expenditure
by J Paul Dunne, Duncan Watson [Downloadable!]
31-52 The Evolution of European and US Aerospace and Defence Markets
by Vasilis Zervos [Downloadable!]
53-67 Revolution in the Defence Electronics Markets? An Economic Analysis of Sectoral Change
by Paul Dowdall, Derek Braddon [Downloadable!]
68-81 What Lies Beneath? Who Owns British Defence Contractors and Does It Matter?
by Derek Braddon, Jonathan Bradley [Downloadable!]

2004, Volume 1, Issue 2

70-84 Canadian Mutual Fund Flows and Capital Market Movements
by Roger B. Atindéhou, Jean-Pierre Gueyié [Downloadable!]
85-100 Parametric and Non-Parametric Analysis of Performance Persistence in Spanish Investment Funds
by Luis Ferruz, José L. Sarto, Maria Vargas [Downloadable!]
101-115 An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models
by Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat [Downloadable!]
116-140 Real Options, Uncertainty and Firm Value
by Gema Pastor Agustin, Manuel Espitia Escuer [Downloadable!]
141-156 Parametric and Non-Parametric Measures of Volatility : Risk Estimation via the Gini Decompostion and Comparison with the Value-at-Risk
by Stéphane MUssard, Virginie Terraza [Downloadable!]

2004, Volume 1, Issue 1

1-16 Corporate Governance, Market Valuation and Dividend Policy in Brazil
by André Carvalhal-da-Silva, Ricardo Leal [Downloadable!]
17-36 The Effects of Decision Flexibility in the Hierarchical Investment Decision Process
by Winfried Hallerbach, Haikun Ning, Jaap Spronk [Downloadable!]
37-45 Random Walk as a Universal Test of Weak-Form Foreign Exchange Market Efficiency : A Proof
by Edward E. Ghartey [Downloadable!]
46-56 Credit Exposure & Sovereign Risk Analysis : The Case of South America
by Elena Kalotychou, Sotiris K. Staikouras [Downloadable!]
57-69 Strategic Conduct and Access Discrimination, in the Semi-Liberalized Electricity Sector in Mexico
by Alejandro Ibarra-Yunez [Downloadable!]

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This page was last updated on 2009-10-17.

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