IDEAS home

Printed from https://ideas.repec.org/s/eee/finana19.html

My serials Follow this serial

Elsevier

International Review of Financial Analysis

Contact information of Elsevier

Web page: http://www.elsevier.com/locate/inca/620166

Serial Information

Download restrictions: Full text for ScienceDirect subscribers only
Editor: B.M. Lucey

Additional information is available for the following registered editor(s): Brian M. Lucey .
Series handle: RePEc:eee:finana
ISSN: 1057-5219

Citations RSS feed: at CitEc

Impact factors

Access and download statistics
Top item:

By citations
By downloads (last 12 months)

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:finana. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/620166 .

Content

1994, Volume 3, Issue 3

225-234 The nature of man: II
by Frankfurter, George M.

1994, Volume 3, Issue 2

97-111 The relevance of financial policy in perfect capital markets
by Ho, Kwok & Robinson, Chris
113-123 A commentary on financial research in the Asia Pacific region
by McGoun, Eiton G. & Kester, George W.
125-135 Do markets produce crime?
by Clarke, Michael
137-148 The financial system of a small, emerging market economy
by Ribnikar, Ivan
149-171 The market model and the event study method: A synthesis of the econometric criticisms
by Coutts, J. Andrew & Mills, Terence C. & Roberts, Jennifer

1994, Volume 3, Issue 1

1-18 The case for qualitative research in finance
by Bettner, Mark & McGoun, Elton & Robinson, Chris
19-35 Asset pricing implications of a non-expected recursive utility function: A review
by Cho, Jaeho & Frances, Jack Clark
37-63 Cross-sectional valuation of corporate equities: The Finnish evidence
by Suvas, Arto
65-91 Seasonalities and the 1987 crash: The international evidence
by Wood, Bob Jr.
93-96 Trading systems and liquidity on securities markets: A study of the European Options Exchange
by Berkman, Henk

1993, Volume 2, Issue 3

147-153 The pricing of risk in common shares
by Gordon, Myron J.
155-176 The use of information contained in annual reports and prediction of small business failures
by Laitinen, Erkki K.
177-190 New money and adjustment policies
by Landskroner, Yoram & Paroush, Jacob
191-198 The effect of antitakeover legislation on banking firms: Empirical evidence from Pennsylvania Act 36
by Collins, M. Cary & Black, Harold A. & Wansley, James W.
199-210 Dependency in Pacific basin stock returns
by Lo, Wai-Chung & Fung, Hung-Gay & Chen, Shaw K. & Lai, Gene C.

1993, Volume 2, Issue 2

1-1 Letter from the Editor
by Frankfurter, George M.
69-76 Objectivist misinterpretations of Bayesian Nuances in portfolio theory and the models
by Phillips, Herbert E.
97-119 Inferences for arbitrage profits and stochastic dominance in managed portfolios
by Korkie, Bob
121-141 The event study: An industrial strength method
by Frankfurter, George M. & McGoun, Elton G.
143-145 A legend of finance
by McGoun, Elton G.

1993, Volume 2, Issue 1

1-1 Letter from the editor
by Frankfurter, George M.
1-16 The WPPSS mess, or "What's in a bond rating?" : A case study
by Carleton, Willard T. & Dragun, Brian & Lazear, Victoria
17-31 The French Notional futures contract in risk/return management
by Geman, Helyette & Schneeweis, Thomas
33-50 Management buyouts and anticipated gains to shareholders--theory and testing
by Frankfurter, George M. & Gunay, Erdal
51-68 Tests for cumulative abnormal returns over long periods: Simulation evidence
by Cowan, Arnold Richard

1992, Volume 1, Issue 3

1-1 Letter from the editor
by Frankfurter, George M.
161-177 On knowledge of finance
by McGoun, Elton G.
179-193 Prices and hedge ratios of average exchange rate options
by Vorst, Ton
195-209 The characteristics of portfolios selected by n-degree Lower Partial Moment
by Nawrocki, David N.
211-224 Market reactions to corporate presentations to the New York Society of Security Analysts
by Lane, William R. & Orgeron, Stacy
225-236 Predicting the value of foreign currency call options with the Constant Elasticity of Variance diffusion process
by Hauser, Shmuel & Galai, Dan & Bagley, Charles
237-245 The predictive power of January returns and the political-business cycle
by Aggarwal, Raj & Schirm, David C.

1992, Volume 1, Issue 1

1-15 Financial theory and the growth of scientific knowledge: From Modigliani and Miller to "an organizational theory of capital structure"
by Frankfurter, George M. & Philippatos, George C.
17-37 The analytics of sensitivity analysis for mean-variance portfolio problems
by Best, Michael J. & Grauer, Robert R.
51-63 Pricing corporate debt with event-risk provisions
by Bicksler, James L. & Chen, Andrew H.
65-76 Stock returns, inflation, and interest rates: Ex post and ex ante relationships
by Boyle, Glenn W. & Young, Leslie
77-93 Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975
by Malliaris, A. G.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.