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Content
2014, Volume 34, Issue C
- 114-123 The cross-section of stock returns in an early stock market
by Ye, Qing & Turner, John D.
- 124-139 Fuel hedging, operational hedging and risk exposure — Evidence from the global airline industry
by Berghöfer, Britta & Lucey, Brian
- 140-156 Forward premium anomaly of the British pound and the euro
by Grossmann, Axel & Lee, Allissa A. & Simpson, Marc W.
- 157-165 Is the accrual anomaly robust to firm-level analysis?
by Strydom, Maria & Skully, Michael & Veeraraghavan, Madhu
- 166-176 Modeling and forecasting the additive bias corrected extreme value volatility estimator
by Kumar, Dilip & Maheswaran, S.
- 177-188 Forward–futures price differences in the UK commercial property market: Arbitrage and marking-to-model explanations
by Stanescu, Silvia & Tunaru, Radu & Candradewi, Made Reina
- 189-199 Performance and performance persistence of UK closed-end equity funds
by Bredin, Don & Cuthbertson, Keith & Nitzsche, Dirk & Thomas, Dylan C.
- 200-211 Exposure, hedging, and value: New evidence from the U.S. airline industry
by Treanor, Stephen D. & Rogers, Daniel A. & Carter, David A. & Simkins, Betty J.
- 212-221 Speculate against speculative demand
by ap Gwilym, O. & Kita, A. & Wang, Q.
- 222-234 A microstructure analysis of the carbon finance market
by Bredin, Don & Hyde, Stuart & Muckley, Cal
- 235-246 Investor attention and information diffusion from analyst coverage
by Lin, Mei-Chen & Wu, Chu-Hua & Chiang, Ming-Ti
- 247-261 The structure of corporate boards and private benefits of control: Evidence from the Russian stock exchange
by Muravyev, Alexander & Berezinets, Irina & Ilina, Yulia
- 262-274 Are CDS spreads predictable? An analysis of linear and non-linear forecasting models
by Avino, Davide & Nneji, Ogonna
- 275-286 The determinants of multiple bank loan renegotiations in Europe
by Godlewski, Christophe J.
2014, Volume 33, Issue C
- 1-9 Crossborder financial contagion to Germany: How important are OTC dealers?
by Podlich, Natalia & Wedow, Michael
- 10-16 A note on cointegration of international stock market indices
by Dimpfl, Thomas
- 17-32 Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data
by Dufrénot, Gilles & Keddad, Benjamin
- 33-38 Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
by Berger, T. & Missong, M.
- 39-48 Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
by Liu, Lu
- 49-57 Equity prices and financial globalization
by Jinjarak, Yothin
- 58-69 Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets
by Bekiros, Stelios D.
- 70-78 Granger-causality in quantiles between financial markets: Using copula approach
by Lee, Tae-Hwy & Yang, Weiping
- 79-86 Financial crisis, Omori's law, and negative entropy flow
by Gao, Jianbo & Hu, Jing
- 87-103 On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010
by Caporale, Guglielmo Maria & Hunter, John & Menla Ali, Faek
- 104-116 What determines cash holdings at privately held and publicly traded firms? Evidence from 20 emerging markets
by Hall, Thomas & Mateus, Cesario & Mateus, Irina Bezhentseva
- 117-129 Predictability, trading rule profitability and learning in currency markets
by Potì, Valerio & Levich, Richard M. & Pattitoni, Pierpaolo & Cucurachi, Paolo
- 130-137 Investor wealth, the IMF, and the Asian crisis
by Kutan, Ali M. & Muradoglu, Gulnur
- 138-157 European integration and corporate financing
by Muradoğlu, Yaz Gülnur & Onay, Ceylan & Phylaktis, Kate
- 158-170 Revisiting fast profit investor sentiment and stock returns during Ramadan
by Al-Khazali, Osamah
- 171-185 Textual sentiment in finance: A survey of methods and models
by Kearney, Colm & Liu, Sha
- 186-209 Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective
by Smimou, K.
- 210-225 The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals
by Lin, L. & Ren, R.E. & Sornette, D.
- 226-242 Asymmetric adjustment toward optimal capital structure: Evidence from a crisis
by Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol
- 243-252 The valuation of catastrophe bonds with exposure to currency exchange risk
by Lai, Van Son & Parcollet, Mathieu & Lamond, Bernard F.
- 253-261 Persistence of ex-ante volatility and the cross-section of stock returns
by Simlai, Prodosh
- 262-269 Short-selling bans and institutional investors' herding behaviour: Evidence from the global financial crisis
by Bohl, Martin T. & Klein, Arne C. & Siklos, Pierre L.
- 270-280 Rating shopping and rating inflation in Israel
by Bakalyar, Inna & Galil, Koresh
- 281-288 Spillover of fear: Evidence from the stock markets of five developed countries
by Tsai, I-C.
2014, Volume 31, Issue C
- 1-12 Trend following, risk parity and momentum in commodity futures
by Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen
- 13-24 Does cross-border syndication affect venture capital risk and return?
by Espenlaub, Susanne & Khurshed, Arif & Mohamed, Abdulkadir
- 25-33 Financial development, institutions and banks
by Marcelin, Isaac & Mathur, Ike
- 34-47 Culture's impact on institutional investors' trading frequency
by Beracha, Eli & Fedenia, Mark & Skiba, Hilla
- 48-60 How has the international harmonization of financial reporting standards affected merger premiums within the European Union?
by Bozos, Konstantinos & Ratnaike, Yasanji C. & Alsharairi, Malek
- 61-69 Do cross border and domestic acquisitions differ? Evidence from the acquisition of UK targets
by Gregory, Alan & O'Donohoe, Sheila
- 70-79 Do mutual funds have information advantage? Evidence from seasoned equity offerings in China
by Xiang, Erwei & Tian, Gloria Y. & Yang, Fan & Liu, Zhiyuan
- 80-87 Price discovery for cross-listed firms with foreign IPOs
by Alhaj-Yaseen, Yaseen S. & Lam, Eddery & Barkoulas, John T.
- 88-100 Synergy disclosures in mergers and acquisitions
by Dutordoir, Marie & Roosenboom, Peter & Vasconcelos, Manuel
- 101-108 Option pricing under stochastic volatility and tempered stable Lévy jumps
by Zaevski, Tsvetelin S. & Kim, Young Shin & Fabozzi, Frank J.
- 109-116 Monetary policy and stock returns under the MPC and inflation targeting
by Chortareas, Georgios & Noikokyris, Emmanouil
- 117-128 Dynamic capital structure and political patronage: The case of Malaysia
by Ebrahim, M. Shahid & Girma, Sourafel & Shah, M. Eskandar & Williams, Jonathan
- 129-151 Corporate dividend policy in Thailand: Theory and evidence
by Fairchild, Richard & Guney, Yilmaz & Thanatawee, Yordying
- 152-166 Firms’ debt choice in Africa: Are institutional infrastructure and non-traditional determinants important?
by Gwatidzo, Tendai & Ojah, Kalu
2013, Volume 30, Issue C
- 1-17 The real effects of financial stress in the Eurozone
by Mallick, Sushanta K. & Sousa, Ricardo M.
- 18-25 Hedging stock sector risk with credit default swaps
by Ratner, Mitchell & Chiu, Chih-Chieh (Jason)
- 26-35 Foreign bank entry in South East Asia
by Molyneux, Philip & Nguyen, Linh H. & Xie, Ru
- 36-45 Forecasting VaR using analytic higher moments for GARCH processes
by Alexander, Carol & Lazar, Emese & Stanescu, Silvia
- 46-56 Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach
by Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore
- 57-68 Do firms that wish to be acquired manage their earnings? Evidence from major European countries
by Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E.
- 69-77 The January effect for individual corporate bonds
by Dbouk, Wassim & Jamali, Ibrahim & Kryzanowski, Lawrence
- 78-85 Idiosyncratic volatility and the pricing of poorly-diversified portfolios
by Miffre, Joëlle & Brooks, Chris & Li, Xiafei
- 86-97 Market liquidity and institutional trading during the 2007–8 financial crisis
by Poon, Ser-Huang & Rockinger, Michael & Stathopoulos, Konstantinos
- 98-108 The random parameters stochastic frontier cost function and the effectiveness of public policy: Evidence from bank restructuring in Mexico
by Barros, Carlos Pestana & Williams, Jonathan
- 109-120 An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model
by Li, Dandan & Ghoshray, Atanu & Morley, Bruce
- 121-130 Investigating the role of illiquidity in explaining the UK closed-end country fund discount
by Davies, Richard & Fletcher, Mary & Marshall, Andrew
- 131-140 A migration approach for USA banks' capitalization: Are the 00s the same with the 90s?
by Koutras, Vasileios M. & Drakos, Konstantinos
- 141-148 Predicting the limit-hit frequency in futures contracts
by Levy, Tamir & Qadan, Mahmod & Yagil, Joseph
- 149-157 Market concentration, risk-taking, and bank performance: Evidence from emerging economies
by Zhang, Jianhua & Jiang, Chunxia & Qu, Baozhi & Wang, Peng
- 158-169 International Financial Reporting Standards and the value relevance of R&D expenditures: Pre and post IFRS analysis
by Shah, Syed Zulfiqar Ali & Liang, Shuang & Akbar, Saeed
- 170-181 Ownership structure and divestiture decisions: Evidence from Australian firms
by Nguyen, Pascal & Rahman, Nahid & Zhao, Ruoyun
- 182-188 CEO incentives for risk shifting and its effect on corporate bank loan cost
by Beladi, Hamid & Quijano, Margot
- 189-202 An empirical analysis of zero-leverage firms: New evidence from the UK
by Dang, Viet Anh
- 203-213 Accruals quality, stock returns and asset pricing: Evidence from the UK
by Mouselli, Sulaiman & Jaafar, Aziz & Goddard, John
- 214-229 Drivers of technical trend-following rules' profitability in world stock markets
by Ülkü, Numan & Prodan, Eugeniu
- 230-240 Do long-short speculators destabilize commodity futures markets?
by Miffre, Joëlle & Brooks, Chris
- 242-253 Price discovery of credit spreads in tranquil and crisis periods
by Avino, Davide & Lazar, Emese & Varotto, Simone
- 254-273 Bank governance, regulation, supervision, and risk reporting: Evidence from operational risk disclosures in European banks
by Barakat, Ahmed & Hussainey, Khaled
- 274-286 Securitization and systemic risk: An empirical investigation on Italian banks over the financial crisis
by Battaglia, Francesca & Gallo, Angela
- 287-297 Testing for financial crashes using the Log Periodic Power Law model
by Brée, David S. & Joseph, Nathan Lael
- 298-307 Operational risk escalation: An empirical analysis of UK call centres
by Bryce, Cormac & Cheevers, Carly & Webb, Rob
- 308-319 European Sovereign Debt Crisis and the performance of Dutch IPOs
by Dorsman, André & Gounopoulos, Dimitrios
- 320-333 Aggregated, voluntary, and mandatory risk disclosure incentives: Evidence from UK FTSE all-share companies
by Elshandidy, Tamer & Fraser, Ian & Hussainey, Khaled
- 334-350 From the credit crisis to the sovereign debt crisis: Determinants of share price performance of global banks
by Hoque, Hafiz
- 351-362 The effects of the European debt crisis on earnings quality
by Kousenidis, Dimitrios V. & Ladas, Anestis C. & Negakis, Christos I.
- 363-383 Corporate governance and risk reporting in South Africa: A study of corporate risk disclosures in the pre- and post-2007/2008 global financial crisis periods
by Ntim, Collins G. & Lindop, Sarah & Thomas, Dennis A.
- 384-393 Risk prediction management and weak form market efficiency in Eurozone financial crisis
by Righi, Marcelo Brutti & Ceretta, Paulo Sergio
- 394-419 Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables
by Hernandez Tinoco, Mario & Wilson, Nick
2013, Volume 29, Issue C
- 1-9 Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
by Caporale, Guglielmo Maria & Gil-Alana, Luis A.
- 10-23 Liquidity and expected returns—Evidence from 1926–2008
by Baradarannia, M. Reza & Peat, Maurice
- 24-30 How does transparency affect bank financial performance?
by Akhigbe, Aigbe & McNulty, James E. & Stevenson, Bradley A.
- 31-43 Cash dividends and investor protection in Asia
by Goyal, Abhinav & Muckley, Cal
- 44-50 Short sale restrictions, differences of opinion, and single-country, closed-end fund discount
by Sanning, Lee W. & Skiba, Alexandre & Skiba, Hilla
- 51-61 The determinants of quantile autocorrelations: Evidence from the UK
by Gębka, Bartosz & Wohar, Mark E.
- 62-69 An analysis of contagion among Asian countries using the canonical model of contagion
by Ribeiro, André L.P. & Hotta, Luiz K.
- 70-78 The short-run relationship between the financial system and economic growth: New evidence from regional panels
by Narayan, Paresh Kumar & Narayan, Seema
- 79-86 Female directors and UK company acquisitiveness
by Dowling, Michael & Aribi, Zakaria Ali
- 87-106 New return anomalies and new-Keynesian ICAPM
by Cho, Sungjun
- 107-118 Short sales constraint and SEO pricing
by Charoenwong, Charlie & Ding, David K. & Wang, Ping
- 119-131 Bid-ask spread dynamics in foreign exchange markets
by Chelley-Steeley, Patricia L. & Tsorakidis, Nikos
- 132-142 The performance effects of composition changes on sector specific stock indices: The case of European listed real estate
by Brooks, Chris & Kappou, Konstantina & Stevenson, Simon & Ward, Charles
- 143-151 Pricing of derivatives on commodity indices
by Rauch, Johannes & Krayzler, Mikhail & Brunner, Bernhard & Zagst, Rudi
- 152-165 The cost of sin: The effect of social norms on audit pricing
by Leventis, Stergios & Hasan, Iftekhar & Dedoulis, Emmanouil
- 166-174 Herding behavior in REITs: Novel tests and the role of financial crisis
by Philippas, Nikolaos & Economou, Fotini & Babalos, Vassilios & Kostakis, Alexandros
- 175-188 Individual and institutional herding and the impact on stock returns: Evidence from Taiwan stock market
by Hsieh, Shu-Fan
- 189-201 Fixed investment, liquidity, and access to capital markets: New evidence
by Liu, Jia
- 202-211 Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates
by Ciner, Cetin & Gurdgiev, Constantin & Lucey, Brian M.
- 212-218 The role of jump dynamics in the risk–return relationship
by Arshanapalli, Bala & Fabozzi, Frank J. & Nelson, William
- 219-226 Google attention and target price run ups
by Siganos, Antonios
- 227-236 The impact of executive pay on the disclosure of alternative earnings per share figures
by Grey, Colette & Stathopoulos, Konstantinos & Walker, Martin
- 237-249 Revisiting the merger and acquisition performance of European banks
by Asimakopoulos, Ioannis & Athanasoglou, Panayiotis P.
- 251-260 The foreign exchange exposure of UK non-financial firms: A comparison of market-based methodologies
by Agyei-Ampomah, Sam & Mazouz, Khelifa & Yin, Shuxing
- 261-270 Behavioural asymmetries in the G7 foreign exchange market
by Christodoulakis, George & Mamatzakis, Emmanuel
- 271-282 Exchange rate risk and the equity performance of financial intermediaries
by Gounopoulos, Dimitrios & Molyneux, Philip & Staikouras, Sotiris K. & Wilson, John O.S. & Zhao, Gang
- 283-293 Foreign currency derivative use and shareholder value
by Belghitar, Yacine & Clark, Ephraim & Mefteh, Salma
- 294-302 Managing foreign exchange risk with derivatives in UK non-financial firms
by Zhou, Victoria Yun & Wang, Peijie
- 303-316 Exchange rate determination and dynamics in China: A market microstructure analysis
by Zhang, Zhichao & Chau, Frankie & Zhang, Wenting
2013, Volume 28, Issue C
- 1-8 Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique
by Alexakis, Christos & Dasilas, Apostolos & Grose, Chris
- 9-19 Equity valuation models and target price accuracy in Europe: Evidence from equity reports
by Imam, Shahed & Chan, Jacky & Shah, Syed Zulfiqar Ali
- 20-33 An evaluation of the impact of stock market reforms on IPO under-pricing in China: The certification role of underwriters
by Su, Chen & Brookfield, David
- 34-45 Nonparametric realized volatility estimation in the international equity markets
by Vortelinos, Dimitrios I. & Thomakos, Dimitrios D.
- 46-56 Continuous-time VIX dynamics: On the role of stochastic volatility of volatility
by Kaeck, Andreas & Alexander, Carol
- 57-69 The turn of the month effect in India: A case of large institutional trading pattern as a source of higher liquidity
by Maher, Daniela & Parikh, Anokhi
- 70-78 Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets
by Kotkatvuori-Örnberg, Juha & Nikkinen, Jussi & Äijö, Janne
- 79-85 Equity risk premium and regional integration
by Arouri, Mohamed & Teulon, Frédéric & Rault, Christophe
- 86-92 Do broker/analyst conflicts matter? Detecting evidence from internet trading platforms
by Hanousek, Jan & Kopřiva, František
- 93-111 Firm level governance and institutional determinants of liquidity: Evidence from Sub Saharan Africa
by Hearn, Bruce & Piesse, Jenifer
- 112-129 Multivariate dependence of implied volatilities from equity options as measure of systemic risk
by Jobst, Andreas A.
- 130-142 Efficient or adaptive markets? Evidence from major stock markets using very long run historic data
by Urquhart, Andrew & Hudson, Robert
- 143-155 The effects of the structure of banking market and funding strategy on risk and return
by Amidu, Mohammed
- 156-165 The long run performance of UK firms making multiple rights issues
by Iqbal, Abdullah & Akbar, Saeed & Shiwakoti, Radha K.
- 166-173 Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market
by Floros, Christos & Kizys, Renatas & Pierdzioch, Christian
- 174-181 A re-examination of firm's attributes and share returns: Evidence from the Chinese A-shares market
by Li, Bob & Boo, Yee Ling & Ee, Mong Shan & Chen, Cindy
- 182-189 Diamonds — A precious new asset?
by Auer, Benjamin R. & Schuhmacher, Frank
- 190-198 An analysis of heterogeneous utility benchmarks in a zero return environment
by Viole, Fred & Nawrocki, David
2013, Volume 27, Issue C
- 1-20 Corporate evolution following initial public offerings in China: A life-course approach
by Liu, Jia & Lister, Roger & Pang, Dong
- 21-33 Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence
by Degiannakis, Stavros & Floros, Christos & Dent, Pamela
- 34-42 The determinants of home bias puzzle in equity portfolio investment in Australia
by Daly, Kevin & Vo, Xuan Vinh
- 43-54 The risk relevance of International Financial Reporting Standards: Evidence from Greek banks
by Papadamou, Stephanos & Tzivinikos, Trifon
- 55-64 Investment decision in integrated steel plants under uncertainty
by Ozorio, Luiz de Magalhães & Bastian-Pinto, Carlos de Lamare & Baidya, Tara Keshar Nanda & Brandão, Luiz Eduardo Teixeira
- 65-76 The determinants of share repurchases in Europe
by Andriosopoulos, Dimitris & Hoque, Hafiz
- 77-90 Credit risk, valuation and fundamental analysis
by Realdon, Marco
- 91-102 Trade size clustering and the cost of trading at the London Stock Exchange
by Verousis, Thanos & ap Gwilym, Owain
- 103-114 A leader of the world commodity futures markets in the making? The case of China's commodity futures
by Fung, Hung-Gay & Tse, Yiuman & Yau, Jot & Zhao, Lin
- 115-122 Differential default risk among traditional and non-traditional mortgage products and capital adequacy standards
by Lin, Che-Chun & Prather, Larry J. & Chu, Ting-Heng & Tsay, Jing-Tang
- 123-134 Ownership structure and acquirers performance: Family vs. non-family firms
by Bouzgarrou, Houssam & Navatte, Patrick
2013, Volume 26, Issue C
- 1-17 A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations
by Amini, Shima & Gebka, Bartosz & Hudson, Robert & Keasey, Kevin
- 18-39 A yield spread perspective on the great financial crisis: Break-point test evidence
by Guidolin, Massimo & Tam, Yu Man
- 40-50 The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?
by Vivian, Andrew & Wohar, Mark E.
- 51-58 Testing Greeks and price changes in the S&P 500 options and futures contract: A regression analysis
by Hilliard, Jitka
- 59-70 The impact of recent financial shocks on the financing and investment policies of UK private firms
by Akbar, Saeed & Rehman, Shafiq ur & Ormrod, Phillip
2012, Volume 25, Issue C
- 1-17 Towards a new research programme on ‘banking and the economy’ — Implications of the Quantity Theory of Credit for the prevention and resolution of banking and debt crises
by Werner, Richard A.
- 18-27 The quest for growth: The impact of bank strategy on interest margins
by Arnold, Ivo J.M. & van Ewijk, Saskia E.
- 28-63 Credit market conditions and the impact of access to the public debt market on corporate leverage
by Judge, Amrit & Korzhenitskaya, Anna
- 64-72 Loan loss provisioning and income smoothing in US banks pre and post the financial crisis
by El Sood, Heba Abou
- 73-82 A cost–benefit analysis of Basel III: Some evidence from the UK
by Yan, Meilan & Hall, Maximilian J.B. & Turner, Paul
- 83-93 Do banks value the eco-friendliness of firms in their corporate lending decision? Some empirical evidence
by Nandy, Monomita & Lodh, Suman
- 94-105 Lessons from the Bank of England on ‘quantitative easing’ and other ‘unconventional’ monetary policies
by Lyonnet, Victor & Werner, Richard
- 106-116 Comparison of efficiency characteristics between the banking sectors of US and UK during the global financial crisis of 2007–2011
by Choudhry, Taufiq & Jayasekera, Ranadeva
- 117-130 An empirical analysis of the impact of the credit default swap index market on large complex financial institutions
by Calice, Giovanni & Ioannidis, Christos
- 131-135 Competitive conditions in the Jamaican banking market 1998–2009
by Daley, Jenifer & Matthews, Kent
- 136-141 International banking during the Global Financial Crisis: U.K. and U.S. perspectives
by Batten, Jonathan A. & Szilagyi, Peter G.
- 142-153 Credit creation and social optimality
by Turner, Adair
- 154-158 Taxing banks fairly
by Mullineux, Andrew W.
- 159-166 Basel III: Is the cure worse than the disease?
by Allen, Bill & Chan, Ka Kei & Milne, Alistair & Thomas, Steve
2012, Volume 24, Issue C
- 1-11 Self-affinity in financial asset returns
by Goddard, John & Onali, Enrico
- 12-19 Empirical analysis of credit spread changes of US corporate bonds
by Loncarski, Igor & Szilagyi, Peter G.
- 20-25 Biology-induced effects on investor psychology and behavior
by Murphy, Austin
- 26-37 Asymmetries, causality and correlation between FTSE100 spot and futures: A DCC-TGARCH-M analysis
by Tao, Juan & Green, Christopher J.
- 38-47 Mutual fund managers stock preferences in Latin America
by Piccioni, Joao Luiz & Sheng, Hsia Hua & Lora, Mayra Ivanoff
- 48-56 Common factors, principal components analysis, and the term structure of interest rates
by Juneja, Januj
- 57-65 Equities, credits and volatilities: A multivariate analysis of the European market during the subprime crisis
by Schreiber, Irene & Müller, Gernot & Klüppelberg, Claudia & Wagner, Niklas
- 66-73 Reputational damage of operational loss on the bond market: Evidence from the financial industry
by Plunus, Séverine & Gillet, Roland & Hübner, Georges
- 74-83 Competitive valuation effects of Australian IPOs
by McGilvery, Andrew & Faff, Robert & Pathan, Shams
- 84-92 When the market becomes inefficient: Comparing BRIC markets with markets in the USA
by Majumder, Debasish
- 93-103 Competition, efficiency and interest rate margins in Latin American banking
by Chortareas, Georgios E. & Garza-García, Jesús G. & Girardone, Claudia
- 104-116 Deal structure decision in the global market for divested assets
by Jory, Surendranath R. & Madura, Jeff & Ngo, Thanh N.
- 117-128 Does managerial entrenchment motivate the insurance decision?
by Jiang, Wei & Adams, Mike & Jia-Upreti, Joy
- 129-136 Short-sale constraints and efficiency of the spot–futures dynamics
by McMillan, David G. & Philip, Dennis
2012, Volume 23, Issue C
- 11-19 Quantifying volatility clustering in financial time series
by Tseng, Jie-Jun & Li, Sai-Ping
- 20-29 Properties of range-based volatility estimators
by Molnár, Peter
- 30-34 On the nonstationarity of the exchange rate process
by Ohnishi, Takaaki & Takayasu, Hideki & Ito, Takatoshi & Hashimoto, Yuko & Watanabe, Tsutomu & Takayasu, Misako
- 35-40 Mixed time scale strategy in portfolio management
by Chen, Wenjin & Szeto, K.Y.
- 41-54 Market fraction hypothesis: A proposed test
by Kampouridis, Michael & Chen, Shu-Heng & Tsang, Edward
- 55-65 Patterns of regional travel behavior: An analysis of Japanese hotel reservation data
by Sato, Aki-Hiro
- 66-71 How do skilled traders change the structure of the market
by Vacha, Lukas & Barunik, Jozef & Vosvrda, Miloslav
- 72-80 Liquidity cost of market orders in the Taiwan Stock Market: A study based on an order-driven agent-based artificial stock market
by Huang, Yi-Ping & Chen, Shu-Heng & Hung, Ming-Chin & Yu, Tina
- 81-85 Effects of taxation on money distribution
by Diniz, M. & Mendes, F.M.
2012, Volume 22, Issue C
- 1-9 On the dependence structure of realized volatilities
by Mendes, Beatriz Vaz de Melo & Accioly, Victor Bello
- 10-17 Econometric modeling and value-at-risk using the Pearson type-IV distribution
by Stavroyiannis, S. & Makris, I. & Nikolaidis, V. & Zarangas, L.
- 18-29 Explaining aggregate credit default swap spreads
by Breitenfellner, Bastian & Wagner, Niklas
- 30-37 Wine price risk management: International diversification and derivative instruments
by Kourtis, Apostolos & Markellos, Raphael N. & Psychoyios, Dimitris
- 38-47 Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence
by Azad, A.S.M. Sohel & Fang, Victor & Hung, Chi-Hsiou
2012, Volume 21, Issue C
- 1-9 A contingent claim analysis of sunflower management under board monitoring and capital regulation
by Tsai, Jeng-Yan & Lin, Jyh-Horng
- 10-22 Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
by Gupta, Rakesh & Guidi, Francesco
- 23-32 An analysis of intraday market behaviour before takeover announcements
by Rodrigues, Bruno Dore & Souza, Reinaldo Castro & Stevenson, Maxwell J.
- 33-44 The contrasting effects of board composition and structure on IPO firm underpricing in a developing context
by Hearn, Bruce
- 45-55 Rating agencies' credit signals: An analysis of sovereign watch and outlook
by Alsakka, Rasha & ap Gwilym, Owain
- 56-63 Mandatory IFRS adoption and its impact on analysts' forecasts
by Jiao, Tao & Koning, Miriam & Mertens, Gerard & Roosenboom, Peter
- 64-69 A multiscale entropy approach for market efficiency
by Alvarez-Ramirez, Jose & Rodriguez, Eduardo & Alvarez, Jesus
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