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Content
2004, Volume 13, Issue 1
2003, Volume 12, Issue 5
- 467-487 Taxation and international banking
by Hogan, Warren P.
- 513-525 Trading volume and stock market volatility: The Polish case
by Bohl, Martin T. & Henke, Harald
- 527-543 What drives Markov regime-switching behavior of stock markets? The Swiss case
by Hess, Martin K.
- 545-561 Modeling volatility and changes in the swap spread
by In, Francis & Brown, Rob & Fang, Victor
- 563-577 An empirical examination of the impact of market microstructure changes on the determinants of option bid-ask spreads
by Pinder, Sean
- 579-590 Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange
by Buguk, Cumhur & Wade Brorsen, B.
2003, Volume 12, Issue 4
- 347-347 Special issue: alternative perspectives in finance
by McGoun, Elton G.
- 349-377 The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design
by de Jong, Abe & van Dijk, Ronald & Veld, Chris
- 379-403 A quantitative analysis of qualitative arguments in a bank merger
by Went, Peter
- 405-420 Evolution and institutional foundation of the hawala financial system
by Schramm, Matthias & Taube, Markus
- 421-433 Finance models as metaphors
by McGoun, Elton G.
- 435-451 Staging information--financial analysis and the (up)setting of market scenes
by Bildstein-Hagberg, Sofia
- 453-465 From rationality to hyperreality: paradigm poker
by Macintosh, Norman B.
2003, Volume 12, Issue 3
- 223-239 iShares Australia: a clinical study in international behavioral finance
by Durand, Robert B. & Scott, Douglas
- 241-265 On market price of risk in Asian capital markets around the Asian flu
by Girard, Eric & Rahman, Hamid & Zaher, Tarek
- 267-286 The "reverse" weekend effect: the U.S. market versus international markets
by Brusa, Jorge & Liu, Pu & Schulman, Craig
- 287-310 Leverage, imports, profitability, exchange rates, and capital investment: a panel data study of the textile and apparel industries 1974-1987
by Lord, Richard A. & McIntyre, James Jr.
- 311-328 Price limits in futures markets: effects on the price discovery process and volatility
by Veld-Merkoulova, Yulia V.
- 329-346 The empirical relationship between risk and return: evidence from the UK stock market
by Xing, Xuejing & Howe, John S.
2003, Volume 12, Issue 2
- 99-116 Normality tests of option-implied risk-neutral densities: evidence from the small Finnish market
by Nikkinen, Jussi
- 117-133 Can modeling the natural gas futures market as a threshold cointegrated system improve hedging and forecasting performance?
by Root, Thomas H. & Lien, Donald
- 135-155 The interrelatedness of global equity markets, money markets, and foreign exchange markets
by Swanson, Peggy E.
- 157-171 Does ownership matter in the presence of strict antiactivism legislation? Evidence from equity transactions in Denmark
by Neumann, Robert & Voetmann, Torben
- 173-188 Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market
by Marshall, Ben R. & Young, Martin
- 189-205 Real rates, nominal rates, and the Fisherian link
by Chu, Quentin C. & Pittman, Deborah N. & Yu, Linda Q.
- 207-221 The turn-of-the-month effect still lives: the international evidence
by Kunkel, Robert A. & Compton, William S. & Beyer, Scott
2003, Volume 12, Issue 1
- 3-23 IMF bailouts, contagion effects, and bank security returns
by Lau, Sie Ting & McInish, Thomas H.
- 25-34 Continuous time and nonparametric modelling of U.S. interest rate models
by Nowman, K. Ben & Saltoglu, Burak
- 35-47 Using high, low, open, and closing prices to estimate the effects of cash settlement on futures prices
by Chan, Leo & Lien, Donald
- 49-68 Contemporaneous intraday volume, option, and futures volatility transmissions across parallel markets
by Chng, Michael & Gannon, Gerard
- 69-81 Unbiased estimation of expected return using CAPM
by Bartholdy, Jan & Peare, Paula
- 83-97 Can value-based stock selection criteria yield superior risk-adjusted returns: an application of neural networks
by Eakins, Stanley G. & Stansell, Stanley R.
2002, Volume 11, Issue 4
- 407-431 Stochastic chaos or ARCH effects in stock series?: A comparative study
by Kyrtsou, Catherine & Terraza, Michel
- 433-448 Contingent claims valuation of optional calling plan contracts in telephone industry
by Choi, Hyun-Woo & Kim, In Joon & Kim, Tong Suk
- 449-466 On the usefulness of linear factor models in predicting expected returns in mean-variance analysis
by Fletcher, Jonathan & Hillier, Joe
- 467-489 'Information effect' of economic news: SPI futures
by Tan, Oon Geok & Gannon, Gerard L.
- 491-510 Violation of the iid-normal assumption: Effects on tests of asset-pricing models using Australian data
by Groenewold, Nicolaas & Fraser, Patricia
- 533-547 The information spillover between stock returns and institutional investors' trading behavior in Taiwan
by Yang, Jack J. W.
2002, Volume 11, Issue 3
- 249-249 Erratum to "A perspective on credit derivatives"
by Batten, Jonathan & Hogan, Warren
- 251-278 A perspective on credit derivatives
by Batten, Jonathan & Hogan, Warren
- 279-295 Credit spreads and the term structure of interest rates
by Christiansen, Charlotte
- 297-309 An empirical analysis of credit default swaps
by Skinner, Frank S. & Townend, Timothy G.
- 311-329 A hidden Markov chain model for the term structure of bond credit risk spreads
by Thomas, Lyn C. & Allen, David E. & Morkel-Kingsbury, Nigel
- 331-344 Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds
by Batten, Jonathan & Ellis, Craig & Hogan, Warren
- 375-406 Corporate bankruptcy prognosis: An attempt at a combined prediction of the bankruptcy event and time interval of its occurrence
by Philosophov, Leonid V. & Philosophov, Vladimir L.
2002, Volume 11, Issue 2
- 111-138 Dividend policy theories and their empirical tests
by Frankfurter, George M. & Wood, Bob Jr.
- 139-158 Applying a three-factor defaultable term structure model to the pricing of credit default options
by Schmid, Bernd & Kalemanova, Anna
- 159-181 The stochastic-volatility American put option of banks' credit line commitments:: Valuation and policy implications
by Chateau, J. -P. & Dufresne, D.
- 183-218 Modeling credit spreads: An application to the sterling Eurobond market
by Manzoni, Katiuscia
- 219-227 The aggregate credit spread and the business cycle
by Guha, Debashis & Hiris, Lorene
- 229-248 Credit risk: The case of First Interstate Bankcorp
by Brown, Christine A. & Wang, Sally
2002, Volume 11, Issue 1
- 1-27 The explanatory power of political risk in emerging markets
by Bilson, Christopher M. & Brailsford, Timothy J. & Hooper, Vincent C.
- 29-38 The volatility of Japanese interest rates: evidence for Certificate of Deposit and Gensaki rates
by Nowman, K. Ben
- 39-57 The costs of bankruptcy: A review
by Branch, Ben
- 59-71 Information and volatility linkage under external shocks: Evidence from dually listed Australian stocks
by Alaganar, Vaira T. & Bhar, Ramaprasad
- 73-84 Insider trading, tax-loss selling, and the turn-of-the-year effect
by Hillier, David & Marshall, Andrew
- 85-100 A benchmark for measuring bias in estimated daily value at risk
by Moosa, Imad A. & Bollen, Bernard
- 101-110 The relationship between conditional stock market volatility and conditional macroeconomic volatility: Empirical evidence based on UK data
by Morelli, David
2001, Volume 10, Issue 4
- 343-363 American depositary receipts: An analysis of international stock price movements
by Ely, David & Salehizadeh, Mehdi
- 365-394 A contingent claim analysis of closed-end fund premia
by Korkie, Bob & Nakamura, Mansao & Turtle, Harry J.
- 395-406 Multiperiod hedging in the presence of stochastic volatility
by Lien, Donald & Wilson, Bradley K.
- 407-429 Anomalies in finance: What are they and what are they good for?
by Frankfurter, George M. & McGoun, Elton G.
- 431-442 Fixed income excess returns and time to maturity
by Drakos, Konstantinos
2001, Volume 10, Issue 3
- 201-201 Introduction to the Latin American Financial Markets Special Issues of the International Review of Financial Analysis
by Leal, Ricardo & Nail, Lance & Parisi, Franco
- 203-218 What drives contagion: Trade, neighborhood, or financial links?
by Hernandez, Leonardo F. & Valdes, Rodrigo O.
- 219-235 Co-movements of U.S. and Latin American equity markets before and after the 1987 crash
by Meric, Gulser & Leal, Ricardo P. C. & Ratner, Mitchell & Meric, Ilhan
- 275-285 Volume and autocovariance in short-horizon stock returns: Evidence from 1992 to 1998 in Chile
by Parisi, Franco & Acevedo, Carlos
- 287-305 Heterokedastic behavior of the Latin American emerging stock markets
by Ortiz, Edgar & Arjona, Enrique
- 307-322 Brazil: Company partnership models
by Procianoy, Jairo Laser
- 323-332 A note using mergers and acquisitions to gain competitive advantage in the United States in the case of Latin American MNCs
by Milman, Claudio D. & D'Mello, James P. & Aybar, Bulent & Arbelaez, Harvey
- 333-341 CAPM performance in the Caracas Stock Exchange from 1992 to 1998
by Gonzalez F., Maximiliano
2001, Volume 10, Issue 2
- 97-97 Introduction to the Latin American Financial Markets Special Issues of the International Review of Financial Analysis
by Leal, Ricardo & Nail, Lance & Parisi, Franco
- 99-122 A nonparametric approach to model the term structure of interest rates: The case of Chile
by Fernandez, Viviana
- 123-134 Elusive anomalies in the Brazilian stock market
by Madureira, Leonardo L. & Leal, Ricardo P. C.
- 135-156 Trading rule profits in Latin American currency spot rates
by Lee, Chun I & Gleason, Kimberly C. & Mathur, Ike
- 157-174 Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market
by Verschoor, Willem F. C. & Wolff, Christian C. P.
- 175-185 Response asymmetries in the Latin American equity markets
by Pagan, Jose A. & Soydemir, Gokce A.
- 187-199 Empirical tests of the Dogs of the Dow strategy in Latin American stock markets
by Da Silva, Andre L. C.
2001, Volume 10, Issue 1
- 1-18 The Monday merger effect
by Branch, Ben & Jung, Jay & Yang, Taewon
- 19-36 Impact of stock option listings on return and risk characteristics in Finland
by Sahlstrom, Petri
- 37-52 Introduction and expiration effects of derivative equity warrants in Hong Kong
by Chen, K. C. & Wu, Lifan
- 53-67 Pre-offering earnings and the long-run performance of IPOs
by Yi, Jong-Hwan
- 69-86 Banking regulation and market forces in Australia
by Thomson, Di & Abbott, Malcolm
- 87-96 Dynamic interdependence and volatility transmission of Asian stock markets: Evidence from the Asian crisis
by In, Francis & Kim, Sangbae & Yoon, Jai Hyung & Viney, Christopher
2000, Volume 9, Issue 4
- 327-349 Bankruptcy prediction: Application of the Taylor's expansion in logistic regression
by Laitinen, Erkki K. & Laitinen, Teija
- 351-368 Determinants of American Depositary Receipts and their underlying stock returns: Implications for international diversification
by Choi, Yoon K. & Kim, Dong-soon
- 369-388 A generalised Bayesian model of market microstructure behaviour applied to the market in Irish government securities
by Dunne, Peter G.
- 389-404 The dynamics of Australian dollar bonds with different credit qualities
by Batten, Jonathan & Hogan, Warren & Pynnonen, Seppo
- 405-420 Volatility and information flows in emerging equity market: A case of the Korean Stock Exchange
by Pyun, Chong Soo & Lee, Sa Young & Nam, Kiseok
- 421-432 A sociological explanation of financial market growth
by Allen, Douglas E. & McGoun, Elton G. & Kester, George W.
2000, Volume 9, Issue 3
- 235-245 On the conditional relationship between beta and return in international stock returns
by Fletcher, Jonathan
- 247-258 Payback criterion, hurdle rates and the gain of waiting
by Wambach, Achim
- 281-297 Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle
by Huang, Bwo-Nung & Yang, Chin-Wei & Hu, John Wei-Shan
- 299-314 The young finance faculty's guide to publishing: Inspired by and after (rather loosely) Benjamin Britten
by Frankfurter, George M.
- 315-326 Corporate diversification, ownership structure, and firm value: The Singapore evidence
by Chen, Sheng-Syan & Ho, Kim Wai
2000, Volume 9, Issue 2
- 117-120 Introduction to the special issues on international mergers and acquisitions
by Nail, Lance
- 121-145 The effect of foreign diversification on analysts' prediction errors
by Erwin, Gayle R. & Perry, Susan E.
- 147-162 The identification of U.K. takeover targets using published historical cost accounting data Some empirical evidence comparing logit with linear discriminant analysis and raw financial ratios with industry-relative ratios
by Barnes, Paul
- 163-174 International acquisitions and shareholder wealth Evidence from the Netherlands
by Corhay, Albert & Rad, Alireza Tourani
- 175-195 The real estate takeover: Application of Grossman and Hart theory
by Deman, S.
- 197-218 Restructuring the Japanese banking system Has Japan gone far enough?
by Anderson, Christopher W. & CampbellII, Terry L.
- 219-234 Integration problems and turnaround strategies in a cross-border merger A clinical examination of the Pharmacia-Upjohn merger
by Belcher, Terry & Nail, Lance
February 2000, Volume 9, Issue 1
- 1-4 Introduction to the special issues on international mergers and acquisitions
by Nail, Lance
- 5-20 Wealth effects for acquirers and divestors related to foreign divested assets
by Gleason, Kimberly C. & Mathur, Ike & Singh, Manohar
- 21-43 Pre-bid price run-ups and insider trading activity: Evidence from Canadian acquisitions
by Jabbour, Alain R. & Jalilvand, Abolhassan & Switzer, Jeannette A.
- 45-65 Takeover targets and the probability of bid success: Evidence from the Australian market
by Hutson, Elaine
- 67-76 The impact of firm's ownership advantages and economic status of destination country on the wealth effects of international joint ventures
by Ueng, C. Joe & Kim, Seung H. & Lee, C. Christopher
- 77-102 Value creation and challenges of an international transaction The DaimlerChrysler merger
by Blasko, Matej & Netter, Jeffry M. & SinkeyJr., Joseph F.
- 103-116 The deal of the century in Chile Endesa Espana's takeover of Enersis
by Parisi, Franco & Yanez, Guillermo
March 1999, Volume 8, Issue 3
- 199-214 Optimization of corporate capital structure A probabilistic Bayesian approach
by Philosophov, Leonid V. & Philosophov, Vladimir L.
- 215-234 Tests of the Contrarian Investment Strategy Evidence from the French and German stock markets
by Mun, Johnathan C. & Vasconcellos, Geraldo M. & Kish, Richard
- 235-245 Pricing UK and US securities within the CKLS model Further results
by Nowman, K. Ben & Sorwar, Ghulam
- 247-267 Domestic variance and international comovement bonds tests of interest rates
by Smoluk, H. J.
- 269-282 The impacts of racial differences on demand for financial assets
by Tin, Jan
- 283-301 Modeling daily price limits
by Chou, Pin-Huang
June 1999, Volume 8, Issue 2
- 97-121 Predicting a corporate credit analyst's risk estimate by logistic and linear models
by Laitinen, Erkki K.
- 123-138 Scaling laws in variance as a measure of long-term dependence
by Batten, Jonathan & Ellis, Craig & Mellor, Robert
- 139-151 Much ado about nothing: Long-term memory in Pacific Rim equity markets
by Howe, John S. & Martin, Deryl W. & WoodJr., Bob G.
- 153-163 Share price volatility with the introduction of individual share futures on the Sydney Futures Exchange
by Dennis, Steven A. & Sim, Ah Boon
- 165-175 What happened to the utility functions?: Imprecise expectations of security prices
by Kane, Stephen A.
- 177-197 Agency problems and the simultaneity of financial decision making: The role of institutional ownership
by Crutchley, Claire E. & Jensen, Marlin R. H. & JaheraJr., John S. & Raymond, Jennie E.
1999, Volume 8, Issue 1
1998, Volume 7, Issue 3
- 191-206 Forecasting U.K. and U.S. interest rates using continuous time term structure models
by Byers, S. L. & Nowman, K. B.
- 207-220 Stochastic properties and predictability of intraday Taiwan exchange rates
by Chen, An-Sing & Leung, Mark T.
- 221-236 Evaluation of volatility forecasts in an economic value framework
by Elder, Adam & Gannon, Gerard
- 237-252 Changes in earnings-price ratios and excess returns: A case of investor over-reaction
by Bartholdy, Jan
- 253-275 Determinants of the cross-section of stock returns in the Malaysian stock market
by Allen, D. E. & Cleary, F.
- 277-298 Interest rate hedging and equity duration: Australian evidence
by Sweeney, Mary Elizabeth
1998, Volume 7, Issue 2
- 95-111 Two puzzles in the analysis of foreign exchange market efficiency
by Newbold, Paul & Wohar, Mark E. & Rayner, Tony & Kellard, Neil & Ennew, Christine
- 113-136 External information costs and the adverse selection problem: A comparison of NASDAQ and NYSE stocks
by Lin, Ji-Chai & Sanger, Gary C. & Geoffrey Booth, G.
- 137-152 Industry differences in NAFTA's impact on the valuation of U.S. companies
by Aggarwal, Raj & Long, Michael & Moore, Scott & Ervin, Danny
- 153-169 Explicit versus implicit contracting in the debt market: The case of leasing
by Ang, James S. & Jung, Min-Je
- 171-179 Estimating the market risk for nontraded securities: An application to Canadian public utilities
by Berkowitz, Michael K.
- 181-190 The relationship between international bond markets and international stock markets
by Lim, Edward S. & Gallo, John G. & Swanson, Peggy E.
1998, Volume 7, Issue 1
- 1-18 Cross-sectional relationships between stock returns and market beta, trading volume, and sales-to-price in Taiwan
by Sheu, Her-Jiun & Wu, Soushan & Ku, Kuang-Ping
- 19-36 Structural models: Intra/Inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures
by Gannon, Gerard L. & Choi, Daniel F. S.
- 51-64 An analytical comparison of the durations and price sensitivities of fixed-rate, constant payment and constant amortization mortgages
by Followill, Richard
- 65-82 Random walks in the U.K. pound/ U.S. dollar exchange rates
by Smoluk, Herbert J. & Vasconcellos, Geraldo M. & Kramer, Jonathan K.
- 83-94 Investment implications of the korean financial market reform
by Ayadi, O. Felix & Dufrene, Uric B. & Chatterjee, Amitava
1997, Volume 6, Issue 3
- 179-192 The Big Mac: More than a junk asset allocator?
by Annaert, Jan & De Ceuster, Marc J. K.
- 193-207 First Republic and the FDIC: A case study
by Branch, Ben & Ray, Hugh
- 209-228 Stock returns and volatility in two regime markets: International evidence
by Paudyal, Krishna & Saldanha, Liesl
- 229-240 International interest rates linkages: Evidence from OECD countries
by Monadjemi, Mehdi S.
- 241-256 The Value of convertible preferred stock in transactions with "relationship investors" like Warren Buffett
by Murphy, Austin & Kleiman, Robert & Nathan, Kevin
- 257-262 Robustness of selectivity and timing measures of performance based on quadratic and dummy variable regressions
by Chung, Richard & Kryzanowski, Lawrence
1997, Volume 6, Issue 2
1997, Volume 6, Issue 1
1996, Volume 5, Issue 3
- 161-169 Equilibrium asset price ranges
by Bergman, Yaacov Z.
- 171-183 Implied foreign exchange rates using options prices
by Brenner, Menachem & Eom, Young Ho & Landskroner, Yoram
- 185-195 Can we reconcile finance with nature?
by Robinson, Chris
- 197-221 Management's perception of leveraged buyouts
by Frankfurter, George M. & Kosedag, Arman
- 223-235 The statistical properties of parameters inferred from the black-scholes formula
by Butler, J. S. & Schachter, Barry
- 237-257 The determinants of institutional demand for common stock: Tests of the capm vs. individual stock attributes
by Eakins, Stanley G. & Stansell, Stanley R. & Below, Scott D.
- 259-272 It is high time we take our ignorance more seriously
by Koppl, Roger G.
1996, Volume 5, Issue 2
- 87-97 The investment decisions of individuals and firms
by Chamberlain, Trevor W.
- 99-111 Dispersion of analysts' forecasts, precision of earnings, and trading volume reaction
by Bildersee, John & Radhakrishnan, Suresh & Ronen, Joshua
- 113-130 Capital flows and net international investment
by Puri, Tribhuvan N.
- 131-143 Primary privatization goal in economies in transition
by Mramor, Dusan
- 145-160 Pricing of foreign exchange options with transaction costs: The choice of trading interval
by Hauser, Schmuel & Levy, Azriel
1996, Volume 5, Issue 1
- 1-18 An examination of the issue of form versus substance in an experimental asset market: A pilot study
by Salandro, Daniel & Peterson, Steven
- 19-38 Prospect theory: A literature review
by Edwards, Kimberley D.
- 39-53 Common factors in international stock prices: Evidence from a cointegration study
by Bachman, Daniel & Choi, Jongmoo Jay & Jeon, Bang Nan & Kopecky, Kenneth J.
- 55-64 Testing for common autocorrelation features of two scandinavian stock markets
by Knif, Johan & Pynnonen, Seppo & Luoma, Martti
- 65-78 Fashion and finance
by McGoun, Elton G.
- 79-81 The market model and the event study method: A synthesis of econometric criticisms: Comment
by Rumsey, John
- 83-86 The market model and the event study method: A rejoinder
by Coutts, J. Andrew & Mills, Terence C. & Roberts, Jennifer
1995, Volume 4, Issue 2-3
- 85-105 Expectations, technological change, information and the theory of financial markets
by Nawrocki, David N.
- 107-121 Economic evaluation of remuneration from patents and technology transfers
by Galai, Dan & Ilan, Yael
- 123-142 Repackaging cashflows and the creation of value: The case of primes and scores
by Huckins, Nancy White
- 143-154 Expected stock returns, real business activity and consumption smoothing
by Shawky, Hany & Peng, Yajun
- 155-167 Signaling effects of junk bond issuance: Has the interest rate swap age made a difference?
by Samant, Ajay & Burnie, David & D'Mello, James
- 169-181 Efficiency tests of options on Treasury bond futures contracts at the Chicago Board of Trade
by Blomeyer, Edward C. & Boyd, James C.
- 183-184 Event studies and replication: A commentary
by Chandy, P. R. & Cheung, M. T.
- 185-199 Machomatics in egonomics
by McGoun, Elton G.
1995, Volume 4, Issue 1
- 1-18 Rational deviations from absolute priority rules
by Bergman, Yaacov & Callen, Jeffrey L.
- 19-34 Trading hours, information flow, and international cross-listing
by Forster, Margaret M. & George, Thomas J.
- 35-66 Stein and CAPM estimators of the means in asset allocation
by Grauer, Robert R. & Hakansson, Nils H.
- 67-79 Introduction of dual-class shares: Further evidence on Canadian pro-rata distributions
by Kryzanowski, Lawrence & Zhang, Hao
- 81-84 A note on currency option pricing
by Nawalkha, Sanjay K. & Chambers, Donald R.
1994, Volume 3, Issue 3
- 173-207 The methodology of finance: A round table discussion
by Frankfurter, George M. & Carleton, Willard & Gordon, Myron & Horrigan, James & McGoun, Elton & Philippatos, George & Robinson, Chris
- 209-224 Storytellers, stories, and "free cash flow"
by Reiter, Sara Ann
- 225-234 The nature of man: II
by Frankfurter, George M.
1994, Volume 3, Issue 2
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