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Content
2007, Volume 16, Issue 4
- 304-331 The dynamics of privatization, the legal environment and stock market development
by Boubakri, Narjess & Hamza, Olfa
- 332-353 The performance of newly privatized firms in selected MENA countries: The role of ownership structure, governance and liberalization policies
by Ben Naceur, Samy & Ghazouani, Samir & Omran, Mohammed
- 354-366 The productivity effects of privatization: The case of Polish cooperatives
by Amess, Kevin & Roberts, Barbara M.
- 367-389 Operating and stock market performance of state-owned enterprise privatizations: The Spanish experience
by Farinos, Jose E. & Garcia, C. Jose & Ibanez, Ana Ma
- 390-409 The Spanish privatisation process: Implications on the performance of divested firms
by Cabeza Garcia, Laura & Gomez Anson, Silvia
2007, Volume 16, Issue 3
- 201-222 Debt-equity choice in Europe
by Gaud, Philippe & Hoesli, Martin & Bender, Andre
- 223-241 New evidence on the price and liquidity effects of the FTSE 100 index revisions
by Mazouz, Khelifa & Saadouni, Bharim
- 242-261 Common stochastic trends among Far East stock prices: Effects of the Asian financial crisis
by Choudhry, Taufiq & Lu, Lin & Peng, Ke
- 262-281 The identification of acquisition targets in the EU banking industry: An application of multicriteria approaches
by Pasiouras, Fotios & Tanna, Sailesh & Zopounidis, Constantin
- 282-292 Volatility in stock returns for new EU member states: Markov regime switching model
by Moore, Tomoe & Wang, Ping
- 293-300 Statistical properties of post-sample hedging effectiveness
by Lien, Donald
2007, Volume 16, Issue 2
- 99-115 The use of the comparable firm approach in valuing Australian IPOs
by How, Janice & Lam, Jennifer & Yeo, Julian
- 116-135 Investor interest, trading volume, and the choice of IPO mechanism in France
by Chahine, Salim
- 136-151 Approval of shareholder-sponsored proposals: Evidence from Canada
by Morgan, Angela & Wolf, Jack
- 152-171 The behavior of government of Canada real return bond returns
by Peters, David W.
- 172-182 The comovement of US and German bond markets
by Engsted, Tom & Tanggaard, Carsten
- 183-199 Is the long-run underperformance of seasoned equity issues irrational? Evidence from Spain
by Farinos, Jose E. & Garcia, C. Jose & Ibanez, Ana M.
2007, Volume 16, Issue 1
2006, Volume 15, Issue 4-5
- 288-290 Asian market microstructure
by Ding, David K. & Charoenwong, Charlie
- 291-305 Index inclusion and commonality in liquidity: Evidence from the Stock Exchange of Hong Kong
by Brockman, Paul & Chung, Dennis Y.
- 306-327 Common factors in liquidity: Evidence from Taiwan's OTC stock market
by Lee, Jie-Haun & Lin, Shu-Ying & Lee, Wan-Chen & Tsao, Chueh-Yung
- 328-347 The intraday effect and the extension of trading hours for Taiwanese securities
by Fan, Yu-Ju & Lai, Hung-Neng
- 348-362 A simple estimate of noise and its determinant in a call auction market
by Hu, Shing-yang
- 363-376 Estimating the VaR of a portfolio subject to price limits and nonsynchronous trading
by Chou, Pin-Huang & Li, Wen-Shen & Lin, Jun-Biao & Wang, Jane-Sue
- 377-397 The intraday price behaviour of Australian and New Zealand cross-listed stocks
by Lok, Emily & Kalev, Petko S.
- 398-414 An empirical analysis of the price discovery and the pricing bias in the KOSPI 200 stock index derivatives markets
by Nam, Seung Oh & Oh, SeungYoung & Kim, Hyun Kyung & Kim, Byung Chun
- 415-433 Intra-night trading behaviour of Australian treasury-bond futures overnight options
by Zou, Liping & Rose, Lawrence C. & Pinfold, John F.
- 434-449 Were bid-ask spreads in the FX market excessive during the Asian crisis?
by Becker, Torbjorn & Sy, Amadou
- 450-461 Insider ownership, bid-ask spread, and stock splits: Evidence from the Stock Exchange of Thailand
by Gorkittisunthorn, Maneeporn & Jumreornvong, Seksak & Limpaphayom, Piman
2006, Volume 15, Issue 3
- 203-219 The CAPM and value at risk at different time-scales
by Fernandez, Viviana
- 220-236 Are corporates' target leverage ratios time-dependent?
by Hui, C.H. & Lo, C.F. & Huang, M.X.
- 237-246 Asymmetric risk premium in value and growth stocks
by Black, Angela J. & McMillan, David G.
- 247-255 Do option markets substitute for stock markets? Evidence from trading on anticipated tender offer announcements
by Arnold, Tom & Erwin, Gayle & Nail, Lance & Nixon, Terry
- 256-286 Financial statement data in assessing the future potential of a technology firm: The case of Nokia
by Laitinen, Erkki K.
2006, Volume 15, Issue 2
- 109-129 Stock market dynamics in a regime-switching asymmetric power GARCH model
by Ane, Thierry & Ureche-Rangau, Loredana
- 130-144 The Theory of Fair Markets (TFM) toward a new finance paradigm
by Frankfurter, George M.
- 145-178 Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options
by Cassese, Gianluca & Guidolin, Massimo
- 179-188 Are options redundant? Further evidence from currency futures markets
by Chan, Leo & Lien, Donald
- 189-202 Performance aspects of Greek bond mutual funds
by Dritsakis, Nikolaos & Grose, Christos & Kalyvas, Lampros
2006, Volume 15, Issue 1
- 1-20 The volatility effect of futures trading: Evidence from LSE traded stocks listed as individual equity futures contracts on LIFFE
by Mazouz, Khelifa & Bowe, Michael
- 21-38 Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy
by Marshall, Ben R.
- 39-56 A test of risk arbitrage profitability
by Branch, Ben & Yang, Taewon
- 57-67 A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market
by Chang, Tsangyao & Caudill, Steven B.
- 68-85 Futures trading volume as a determinant of prices in different momentum phases
by Hodgson, Allan & Masih, A. Mansur M. & Masih, Rumi
- 86-107 An unobserved component model of asset pricing across financial markets
by Cowan, Adrian M. & Joutz, Frederick L.
2005, Volume 14, Issue 5
- 493-507 Security analysis, agency costs, and UK firm characteristics
by Doukas, John A. & McKnight, Phillip J. & Pantzalis, Christos
- 508-532 Put-call parity and cross-markets efficiency in the index options markets: evidence from the Italian market
by Brunetti, Marianna & Torricelli, Costanza
- 533-558 Group affiliation, identity of managers, and the relation between managerial ownership and performance
by Chen, Ming-Yuan
- 559-569 The dynamics between stock returns and mutual fund flows: empirical evidence from the Greek market
by Alexakis, Christos & Niarchos, Nikitas & Patra, Theopfano & Poshakwale, Sunil
- 570-586 Exploratory analyses of dividend reinvestment plans and some comparisons
by Chiang, Kevin & Frankfurter, George M. & Kosedag, Arman
- 587-603 The intraday behaviors and relationships with its underlying assets: evidence on option market in Taiwan
by Lee, Mingchih & Chen, Chun-Da
2005, Volume 14, Issue 4
- 393-406 Equity market integration in the NAFTA region: Evidence from unit root and cointegration tests
by Aggarwal, Raj & Kyaw, NyoNyo A.
- 407-427 Estimation of expected return: CAPM vs. Fama and French
by Bartholdy, Jan & Peare, Paula
- 428-438 Derivative prices from interest rate models: results for Canada, Hong Kong, and United States
by Nowman, K. Ben & Sorwar, Ghulam
- 439-454 The early managed fund industry: Investment trusts in 19th century Britain
by Hutson, Elaine
- 455-476 Portfolio diversification benefits within Europe: Implications for a US investor
by Laopodis, Nikiforos T.
- 477-491 Correlation and return dispersion dynamics in Chinese markets
by Demirer, RIza & Lien, Donald
2005, Volume 14, Issue 3
- 283-303 Cost frontier efficiency and risk-return analysis in an emerging market
by Rao, Ananth
- 304-325 The valuation relevance of R&D expenditures: Time series evidence
by Callen, Jeffrey L. & Morel, Mindy
- 326-336 Simultaneous volatility transmissions and spillover effects: U.S. and Hong Kong stock and futures markets
by Gannon, Gerard
- 337-355 Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence
by Dowling, Michael & Lucey, Brian M.
- 356-375 Macroeconomic announcements, volatility, and interrelationships: An examination of the UK interest rate and equity markets
by Jones, Brad & Lin, Chien-Ting & Masih, A. Mansur M.
- 376-392 Pricing counterparty default risks: Applications to FRNs and vulnerable options
by Kang, Jangkoo & Kim, Hwa-Sung
2005, Volume 14, Issue 2
- 113-148 Risk management under extreme events
by Fernandez, Viviana
- 149-164 An analytical approximation to the option formula for the GARCH model
by Choi, Youngsoo
- 165-176 Paramater estimation bias and volatility scaling in Black-Scholes option prices
by Batten, Jonathan A. & Ellis, Craig A.
- 177-190 Revenue and optimality in unequal-sized share auctions
by Jung, Kyu-Chul & Kim, Kyoo H.
- 191-209 Optimization of a firm's capital structure: A quantitative approach based on a probabilistic prognosis of risk and time of bankruptcy
by Philosophov, Leonid V. & Philosophov, Vladimir L.
- 211-246 Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997
by Karuppiah, Jeyanthi & Los, Cornelis A.
- 247-261 Autoregressive conditional tail behavior and results on Government bond yield spreads
by Wagner, Niklas
- 263-275 Value at risk methodology of international index portfolio under soft conditions (fuzzy-stochastic approach)
by Zmeskal, Zdenek
- 277-282 The use and abuse of the hedging effectiveness measure
by Lien, Donald
2005, Volume 14, Issue 1
- 1-22 Trends in analyst earnings forecast properties
by Ciccone, Stephen J.
- 23-42 Modeling conditional return autocorrelation
by McKenzie, Michael D. & Faff, Robert W.
- 43-59 The effect of ownership and control on market valuation: Evidence from initial public offerings in The Netherlands
by Roosenboom, Peter & van der Goot, Tjalling
- 61-75 Informed and uninformed trading on the Australian dollar
by Hogan, Warren P. & Batten, Jonathan A.
- 77-92 Stock market response to analysts' perceptions and earnings in a technology-intensive environment
by Junttila, Juha & Kallunki, Juha-Pekka & Karja, Aki & Martikainen, Minna
- 93-112 The index revision party
by Doeswijk, Ronald Q.
2004, Volume 13, Issue 5
- 571-583 International equity market integration: Theory, evidence and implications
by Kearney, Colm & Lucey, Brian M.
- 585-600 The links between securities settlement systems: An oligopoly theoretic approach
by Kauko, Karlo
- 601-619 Networks and equity market integration: European evidence
by Hasan, Iftekhar & Schmiedel, Heiko
- 621-632 Equity market integration in the Asia-Pacific region: A smooth transition analysis
by Chelley-Steeley, Patricia
- 633-647 Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes
by Voronkova, Svitlana
- 649-668 Equity market integration in Latin America: A time-varying integration score analysis
by Barari, Mahua
- 669-685 International equity market integration in a small open economy: Ireland January 1990-December 2000
by Cotter, John
2004, Volume 13, Issue 4
- 367-380 Financial instability: Contagion effects, risk premiums, and returns in equity and currency markets
by Blenman, L.P.
- 381-409 Looking for risk premium and contagion in Asia-Pacific foreign exchange markets
by Tai, Chu-Sheng
- 411-432 Valuation impact of currency crises: Evidence from the ADR market
by Bin, Feng-Shun & Blenman, Lloyd P. & Chen, Dar-Hsin
- 433-462 A multilateral approach to examining the comovements among major world equity markets
by Hsin, Chin-Wen
- 463-478 Crisis transmission: Some evidence from the Asian financial crisis
by Gong, Shang-Chi & Lee, Tsong-Pei & Chen, Yea-Mow
- 479-515 Cointegration and causality in the Asian and emerging foreign exchange markets: Evidence from the 1990s financial crises
by AuYong, Hue Hwa & Gan, Christopher & Treepongkaruna, Sirimon
- 517-541 WTO financial services commitments: Determinants and impact on financial stability
by Valckx, Nico
- 543-558 U.S. monetary policy indicators and international stock returns: 1970-2001
by Mann, Thomas & Atra, Robert J. & Dowen, Richard
- 559-570 Credit distortion and financial crisis
by Chen, Jing
2004, Volume 13, Issue 3
- 245-263 Economic interdependence and common stochastic trends: A comparative analysis between EMU and non-EMU stock markets
by Phengpis, Chanwit & Apilado, Vince P.
- 265-276 Long memory in the U.S. interest rate
by Gil-Alana, Luis A.
- 277-300 Modeling Eurobond credit ratings and forecasting downgrade probability
by Manzoni, Katiuscia
- 301-331 On the source of contrarian and momentum strategies in the Italian equity market
by Mengoli, Stefano
- 333-347 European foreign exchange market efficiency: Evidence based on crisis and noncrisis periods
by Aroskar, Raj & Sarkar, Salil K. & Swanson, Peggy E.
- 349-366 Is idiosyncratic volatility priced?: Evidence from the Shanghai Stock Exchange
by Drew, Michael E. & Naughton, Tony & Veeraraghavan, Madhu
2004, Volume 13, Issue 2
- 119-132 Modelling the behaviour of the new issue market
by Brailsford, Tim & Heaney, Richard & Shi, Jing
- 133-152 Managing extreme risks in tranquil and volatile markets using conditional extreme value theory
by Bystrom, Hans N. E.
- 153-160 Why does book-to-market value of equity forecast cross-section stock returns?
by Bulkley, George & Harris, Richard D. F. & Herrerias, Renata
- 161-190 New evidence on price impact of analyst forecast revisions
by Lim, Tiong Kiong & Kong, Hwee Chi
- 191-215 Long-run performance of Spanish seasoned equity issues with rights
by Pastor-Llorca, Maria Jesus & Martin-Ugedo, Juan Francisco
- 217-225 Technical analysis as the representation of typical cognitive biases
by Zielonka, Piotr
- 227-244 Private benefits, block transaction premiums and ownership structure
by Nicodano, Giovanna & Sembenelli, Alessandro
2004, Volume 13, Issue 1
- 1-12 Impact of the federal open market committee's meetings and scheduled macroeconomic news on stock market uncertainty
by Nikkinen, Jussi & Sahlstrom, Petri
- 13-25 The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration
by Young, Martin & Hogan, Warren & Batten, Jonathan
- 27-45 Measuring financial risks with copulas
by Vaz de Melo Mendes, Beatriz & Martins de Souza, Rafael
- 47-61 Modeling the business risk of financially weakened firms: A new approach for corporate bond pricing
by Moraux, Franck
- 63-81 Another look at the forecast performance of ARFIMA models
by Ellis, Craig & Wilson, Patrick
- 83-103 Long-run abnormal return after IPOs and optimistic analysts' forecasts
by Chahine, Salim
- 105-118 Scientific methods in finance
by Kane, Stephen
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