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Editor: R. J. Arnould
Series handle: RePEc:eee:quaeco
ISSN: 1062-9769
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Content
2013, Volume 53, Issue 4
- 417-428 Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs
by Makropoulou, Vasiliki & Dotsis, George & Markellos, Raphael N.
- 429-439 A spatial dominance approach to evaluate the performance of stocks and bonds: Does the investment horizon matter?
by Ibarra, Raul
- 440-449 Mutual fund flows and window-dressing
by Ling, Leng & Arias, J.J.
- 450-459 A sectoral analysis of the financial instability hypothesis
by Mulligan, Robert F.
- 460-475 Information asymmetry and monitoring in equity private placements
by Liang, Hsiao-Chen & Jang, Woan-Yuh
- 476-485 Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies
by Singh, Manohar & Nejadmalayeri, Ali & Lucey, Brian
- 486-496 Motives and consequences of IPOs in cold periods
by Premti, Arjan & Madura, Jeff
2013, Volume 53, Issue 3
- 221-237 Oil exports and the Iranian economy
by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem
- 238-256 Risk and return in the Tehran stock exchange
by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan
- 257-267 Mobility and the dynamics of poverty in Iran: Evidence from the 1992–1995 panel survey
by Salehi-Isfahani, Djavad & Majbouri, Mehdi
- 268-276 Robust growth-equity decomposition of change in poverty: The case of Iran (2000–2009)
by Maasoumi, Esfandiar & Mahmoudi, Vahid
- 277-284 Demand estimation for the Iranian automobile industry
by Rahmati, Mohammad Hossein & Yousefi, Seyed Reza
- 285-293 Tax enforcement policies, tax evasion and time allocation
by Arbex, Marcelo
- 294-301 A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality
by Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg
- 302-313 The consequences of fiscal episodes in OECD DAC countries for aid supply
by Gnangnon, Sena Kimm
2013, Volume 53, Issue 2
- 87-111 Alternative econometric implementations of multi-factor models of the U.S. financial markets
by Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato
- 112-124 Banks’ risk taking, financial innovation and macroeconomic risk
by Kero, Afroditi
- 125-139 New tips from TIPS: Identifying inflation expectations and the risk premia of break-even inflation
by Zeng, Zheng
- 140-151 Capital structure, product market competition and firm performance: Evidence from South Africa
by Fosu, Samuel
- 152-164 Firms, shareholders, and financial markets
by Mirman, Leonard J. & Santugini, Marc
- 165-174 Bankruptcy and steel plant shutdowns
by Rogers, Robert P.
- 175-187 Orthogonalized factors and systematic risk decomposition
by Klein, Rudolf F. & Chow, Victor K.
- 188-201 Capacity constraints and the winner's curse in multi-unit common value auctions
by Schnitzlein, Charles R. & Shao, Minjie
- 202-218 Demographics and the long-horizon returns of dividend-yield strategies
by Lee, King Fuei
2013, Volume 53, Issue 1
- 1-11 The impact of consumer health information on the demand for health services
by Dwyer, Debra Sabatini & Liu, Hong
- 12-22 A quantitative model for structured microfinance
by Dorfleitner, G. & Priberny, C.
- 23-43 Wealth transfer effects between stockholders and bondholders
by Imbierowicz, Björn & Wahrenburg, Mark
- 44-52 Insider trading in a two-tier real market structure model
by Karam, Fida & Daher, Wassim
- 53-60 Simultaneous stochastic volatility transmission across American equity markets
by Weber, Enzo
- 61-72 Spanning with futures contracts
by Galvani, Valentina & Plourde, André
- 73-85 Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage
by Brooks, Chris & Prokopczuk, Marcel & Wu, Yingying
2012, Volume 52, Issue 4
- 349-357 Efficient growth boundaries in the presence of population externalities and stochastic rents
by Jou, Jyh-Bang
- 358-368 The impact of China's stock market reforms on its international stock market linkages
by Li, Hong
- 369-384 On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries
by Menezes, Rui & Dionísio, Andreia & Hassani, Hossein
- 385-394 Co-movement of oil and stock prices in the GCC region: A wavelet analysis
by Akoum, Ibrahim & Graham, Michael & Kivihaho, Jarno & Nikkinen, Jussi & Omran, Mohammed
- 395-401 Preemptive bidding in takeover auctions with affiliated values
by Khoroshilov, Yuri
- 402-412 Combination schemes for turning point predictions
by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.
- 413-426 Risk aversion and business cycles: An empirical analysis
by Pardo, Cristian
- 427-437 Active risk management and loan contract terms: Evidence from rated microfinance institutions
by Tchakoute-Tchuigoua, Hubert
- 438-442 A note resolving the debate on “The weighted average cost of capital is not quite right”
by Keef, Stephen P. & Khaled, Mohammed S. & Roush, Melvin L.
2012, Volume 52, Issue 3
- 257-265 Financial crisis risk, ECB “non-standard” measures, and the external value of the euro
by Eichler, Stefan
- 266-271 Monetary policy credibility: A Phillips curve view
by Malikane, Christopher & Mokoka, Tshepo
- 272-285 Credit risk securitization and bank soundness in Europe
by Michalak, Tobias C. & Uhde, André
- 286-297 Multiple banking relationships, managerial ownership concentration and firm value: A simultaneous equations approach
by Yu, Hai-Chin & Sopranzetti, Ben J. & Lee, Cheng-Few
- 298-304 An empirical analysis of the relation between bank charter value and risk taking
by Niu, Jijun
- 305-321 Parametric Value-at-Risk analysis: Evidence from stock indices
by Mabrouk, Samir & Saadi, Samir
- 322-332 A real options approach to valuing and negotiating licensing agreements
by Hoe, SingRu & David Diltz, J.
- 333-347 Profit distribution management by Islamic banks: An empirical investigation
by Farook, Sayd & Hassan, M. Kabir & Clinch, Gregory
2012, Volume 52, Issue 2
- 104-113 The Glass–Steagall Act in historical perspective
by Neal, Larry & White, Eugene N.
- 114-122 Universal banking and financial architecture
by Walter, Ingo
- 123-134 Are universal banks bad for financial stability? Germany during the world financial crisis
by Dietrich, Diemo & Vollmer, Uwe
- 135-153 Bye, bye financial repression, hello financial deepening: The anatomy of a financial boom
by De Mello, João Manoel P. & Garcia, Márcio G.P.
- 154-157 UNIVERSAL BANKING: The view from Brazil
by Tombini, Alexandre
- 158-161 The Paraguayan financial system and Paraguay's experience in universal banking
by Corvalan, Jorge
- 162-172 Learning by doing: Active employer sponsored retirement savings plan participation and household wealth accumulation
by Seligman, Jason S. & Bose, Rana
- 173-182 Quoted spreads and trade imbalance dynamics in the European Treasury bond market
by Caporale, Guglielmo Maria & Girardi, Alessandro & Paesani, Paolo
- 183-197 Large changes in stock prices: Market, liquidity, and momentum effect
by Shieh, Shwu-Jane & Lin, Chih-Yung & Ho, Po-Hsin
- 198-206 Do short selling restrictions destabilize stock markets? Lessons from Taiwan
by Bohl, Martin T. & Essid, Badye & Siklos, Pierre L.
- 207-218 Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
by Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong
- 219-226 Financial crisis, REIT short-sell restrictions and event induced volatility
by Devaney, Michael
- 227-242 Creditor rights and the outcome model of dividends
by Byrne, Julie & O’Connor, Thomas
- 243-255 Value relevance and the dot-com bubble of the 1990s
by Morris, John J. & Alam, Pervaiz
2012, Volume 52, Issue 1
- 1-14 Individual risk attitudes and the composition of financial portfolios: Evidence from German household portfolios
by Barasinska, Nataliya & Schäfer, Dorothea & Stephan, Andreas
- 15-37 Exchange rates and oil prices: A multivariate stochastic volatility analysis
by Ding, Liang & Vo, Minh
- 38-48 Short sales, stealth trading, and the suspension of the uptick rule
by Blau, Benjamin M. & Brough, Tyler J.
- 49-62 Why do merger premiums vary across industries and over time?
by Madura, Jeff & Ngo, Thanh & Viale, Ariel M.
- 63-71 Does the use of stock incentives influence the payout policy of financial institutions?
by Akhigbe, Aigbe & Whyte, Ann Marie
- 72-83 Shock-dependent conditional skewness in international aggregate stock markets
by Lai, Jing-yi
- 84-92 A wavelet-based assessment of market risk: The emerging markets case
by Rua, António & Nunes, Luis C.
- 93-102 The causal structure of bond yields
by Wang, Zijun
2011, Volume 51, Issue 4
- 305-318 Growth, development and natural resources: New evidence using a heterogeneous panel analysis
by Cavalcanti, Tiago V. de V. & Mohaddes, Kamiar & Raissi, Mehdi
- 319-338 An assessment of another decade of capital controls in Colombia: 1998–2008
by Concha, Alvaro & Galindo, Arturo José & Vasquez, Diego
- 339-349 Nonlinear effects of monetary policy on stock returns in a smooth transition autoregressive model
by Hsu, Kuang-Chung & Chiang, Hui-Chu
- 350-359 Should the government directly intervene in stock market during a crisis?
by Khan, Salman & Batteau, Pierre
- 360-367 Enforcement of nineteenth century banking contracts using a marriage rule
by Nair, Malavika
- 368-375 Demographics, dividend clienteles and the dividend premium
by Lee, King Fuei
- 376-388 Private debt, unused credit lines, and seasoned equity offerings
by Liu, Yang & Yang, J. Jimmy
- 389-398 The impact of US news on the German stock market—An event study analysis
by Dimpfl, Thomas
- 399-407 Carbon Financial Instruments, thin trading, and volatility: Evidence from the Chicago Climate Exchange
by Sabbaghi, Omid & Sabbaghi, Navid
- 408-418 Asymmetric convergence in US financial credit default swap sector index markets
by Chen, Li-Hsueh & Hammoudeh, Shawkat & Yuan, Yuan
- 419-434 Trade credit versus bank credit: Evidence from corporate inventory financing
by Yang, Xiaolou
- 435-441 Risk management of precious metals
by Hammoudeh, Shawkat & Malik, Farooq & McAleer, Michael
June 2011, Volume 51, Issue 3
- 225-235 Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia
by Kajuth, Florian & Watzka, Sebastian
- 236-247 Modelling oil price expectations: Evidence from survey data
by Prat, Georges & Uctum, Remzi
- 248-268 Regulatory risk, market uncertainties, and firm financing choices: Evidence from U.S. Electricity Market Restructuring
by Sanyal, Paroma & Bulan, Laarni T.
- 269-282 Corporate financial determinants of foreign direct investment
by Forssbæck, Jens & Oxelheim, Lars
- 283-291 Housing price dynamics and convergence in high-tech metropolitan economies
by Kang, Wensheng
- 292-302 Independent component analysis for realized volatility: Analysis of the stock market crash of 2008
by Kumiega, Andrew & Neururer, Thaddeus & Van Vliet, Ben
May 2011, Volume 51, Issue 2
- 113-123 Short-term market overreaction on the Frankfurt stock exchange
by Lobe, Sebastian & Rieks, Johannes
- 124-132 The role of stock markets vs. the term spread in forecasting macrovariables in Finland
by Kuosmanen, Petri & Vataja, Juuso
- 133-140 Return behaviour in Africa's emerging equity markets
by Alagidede, Paul
- 141-151 Corporate debt maturity choice in emerging financial markets
by Stephan, Andreas & Talavera, Oleksandr & Tsapin, Andriy
- 152-161 Managerial horizons in stock financed mergers
by Sharma, Vaibhav & Hsieh, Chialing
- 162-172 The efficiency of internal capital markets: Evidence from the Annual Capital Expenditure Survey
by Agarwal, Sumit & Chiu, I-Ming & Souphom, Victor & Yamashiro, Guy M.
- 173-188 Are Copula-GoF-tests of any practical use? Empirical evidence for stocks, commodities and FX futures
by Weiß, Gregor N.F.
- 189-200 Was there a U.S. house price bubble? An econometric analysis using national and regional panel data
by Clark, Steven P. & Coggin, T. Daniel
- 201-211 Monetary policy regimes in macroeconomic data: An application of fractal analysis
by Mulligan, Robert F. & Koppl, Roger
- 212-224 A model for pricing Italian Contemporary Art paintings at auction
by Marinelli, Nicoletta & Palomba, Giulio
February 2011, Volume 51, Issue 1
- 1-18 The impact of parental income on the intra-household distribution of school attainment: A measurement strategy and evidence
by Horowitz, Andrew W. & Souza, André Portela
- 19-27 The impact of land policy on the relation between housing and land prices: Evidence from China
by Du, Hongyan & Ma, Yongkai & An, Yunbi
- 28-35 Geographic deregulation and commercial bank performance in U.S. state banking markets
by Zou, YongDong & Miller, Stephen M. & Malamud, Bernard
- 36-48 Cross-border venture capital flows and local ties: Evidence from developed countries
by Tykvová, Tereza & Schertler, Andrea
- 49-55 A test of the expectations hypothesis in very short-term international rates in the presence of preferred habitat for liquidity
by Kotomin, Vladimir
- 56-68 Banks and managerial discipline: Does regulatory monitoring play a role?
by Palvia, Ajay A.
- 69-81 Why are proposed spinoffs withdrawn?
by Harris, Oneil & Madura, Jeff
- 82-87 Fundamental indicators, bubbles in stock returns and investor sentiment
by Chiang, Ming-Chu & Tsai, I-Chun & Lee, Cheng-Feng
- 88-104 Financial development and economic growth: New evidence from panel data
by Hassan, M. Kabir & Sanchez, Benito & Yu, Jung-Suk
- 105-112 Anatomy of a ratings change
by Marble III, Hugh
November 2010, Volume 50, Issue 4
- 395-407 Barriers to skill acquisition in Brazil: Public and private school students performance in a public university entrance exam
by Cavalcanti, Tiago & Guimaraes, Juliana & Sampaio, Breno
- 408-414 Wavelet domain correlation between the futures prices of natural gas and oil
by Tonn, Victor Lux & Li, H.C. & McCarthy, Joseph
- 415-423 The behavior of MENA oil and non-oil producing countries in international portfolio optimization
by Mansourfar, Gholamreza & Mohamad, Shamsher & Hassan, Taufiq
- 424-435 Estimating banking cost efficiency with the consideration of cost management
by Shen, Chung-Hua & Chen, Ting-Hsuan
- 436-442 Is there a difference in performance by the legal status of microfinance institutions?
by Tchakoute-Tchuigoua, Hubert
- 443-455 Underwriter reputation and IPO issuer alignment 1981-2005
by Carter, Richard B. & Dark, Frederick H. & Sapp, Travis R.A.
- 456-470 Stock market bubble effects on mergers and acquisitions
by Aharon, David Y. & Gavious, Ilanit & Yosef, Rami
- 471-484 Determinants of the method of payment in mergers and acquisitions
by Ismail, Ahmad & Krause, Andreas
- 485-491 Costs of short-term credit for small and large firms
by Walker, David A.
- 492-500 Are "bounced check loans" really loans? Theory, evidence and policy
by Fusaro, Marc Anthony
- 501-508 Predictability of future index returns based on the 52-week high strategy
by Malin, Mirela & Bornholt, Graham
- 509-514 Can mutual funds time risk factors?
by Benos, Evangelos & Jochec, Marek & Nyekel, Victor
- 515-526 Value at risk models for volatile emerging markets equity portfolios
by Dimitrakopoulos, Dimitris N. & Kavussanos, Manolis G. & Spyrou, Spyros I.
- 527-537 Value investing anomalies in the European stock market: Multiple Value, Consistent Earner, and Recognized Value
by Elze, Gregor
- 538-547 Autocorrelation of the trade process: Evidence from the Helsinki Stock Exchange
by Ben Sita, Bernard
- 548-558 Adverse selection and reputation in a world of cheap talk
by Depken II, Craig A. & Zhang, Ying
August 2010, Volume 50, Issue 3
- 245-253 Economic integration in Africa
by Adom, Assandé Désiré & Sharma, Subhash C. & Morshed, A.K.M. Mahbub
- 254-263 Import demand behavior in Africa: Some new evidence
by Arize, Augustine C. & Nippani, Srinivas
- 264-272 Time-varying higher-order conditional moments and forecasting intraday VaR and Expected Shortfall
by Ergün, A. Tolga & Jun, Jongbyung
- 273-290 The properties of realized correlation: Evidence from the French, German and Greek equity markets
by Vortelinos, Dimitrios I.
- 291-297 Rank-ordering of risk preferences with conventional and discrete measures
by Eisenhauer, Joseph G.
- 298-309 The effects of external and internal shocks on total factor productivity
by Ferreira, Pedro Cavalcanti & Galvao Jr., Antonio F. & Gomes, Fabio Augusto Reis & Pessoa, Samuel de Abreu
- 310-322 How do stock prices respond to fundamental shocks in the case of the United States? Evidence from NASDAQ and DJIA
by Jean Louis, Rosmy & Eldomiaty, Tarek
- 323-331 Long-run stock performance following stock repurchases
by Yook, Ken C.
- 332-340 Robust performance measures for high yield bond funds
by Lipton, Amy F. & Kish, Richard J.
- 341-351 What do bank acquirers value in non-public bank mergers and acquisitions?
by Cyree, Ken B.
- 352-360 Transaction costs and market efficiency: Evidence from commission deregulation
by Liu, Shinhua
- 361-366 The influence of academic interactions on stock selection and performance: Evidence from Japan
by Takahashi, Hidetomo
- 367-376 The Sarbanes-Oxley Act and CEO tenure, turnover, and risk aversion
by Wang, Hongxia & Davidson III, Wallace N. & Wang, Xiaoxin
- 377-385 The effects of economic news on commodity prices
by Roache, Shaun K. & Rossi, Marco
- 386-394 Some empirical evidence on the effects of U.S. monetary policy shocks on cross exchange rates
by Kalyvitis, Sarantis & Skotida, Ifigeneia
May 2010, Volume 50, Issue 2
- 121-131 The role of health insurance in labor supply decisions of divorced females
by Zimmer, David M.
- 132-140 Profit efficiency in U.S. BHCs: Effects of increasing non-traditional revenue sources
by Akhigbe, Aigbe & Stevenson, Bradley A.
- 141-145 Modeling and forecasting trading volume index: GARCH versus TGARCH approach
by Sabiruzzaman, Md. & Monimul Huq, Md. & Beg, Rabiul Alam & Anwar, Sajid
- 146-156 Asset values and the sustainability of peace prospects
by Coyne, Christopher J. & Dempster, Gregory M. & Isaacs, Justin P.
- 157-166 Stock market linkages and financial contagion: A cobreaking analysis
by Ahlgren, Niklas & Antell, Jan
- 167-179 Behavior patterns of investment strategies under Roy's safety-first principle
by Li, Zhongfei & Yao, Jing & Li, Duan
- 180-190 Do managers make takeover financing decisions that circumvent more effective outside blockholders?
by Harris, Oneil & Madura, Jeff & Glegg, Charmaine
- 191-201 Analysis of the probability of deletion of S&P 500 companies: Survival analysis and neural networks approach
by Geppert, John M. & Ivanov, Stoyu I. & Karels, Gordon V.
- 202-213 Why do firms cross-list? International evidence from the US market
by Abdallah, Abed Al-Nasser & Ioannidis, Christos
- 214-221 Toeholds, rejected offers, and bidder gains: Do rebuffed bidders put targets in play to profit from their toeholds?
by Carroll, Carolyn & Griffith, John M.
- 222-233 Co-determination of capital structure and stock returns--A LISREL approach: An empirical test of Taiwan stock markets
by Yang, Chau-Chen & Lee, Cheng-few & Gu, Yan-Xiang & Lee, Yen-Wen
- 234-239 A resolution to the NPV-IRR debate?
by Osborne, Michael J.
- 240-243 WACC and free cash flows: A simple adjustment for capitalized interest costs
by Pierru, Axel & Babusiaux, Denis
- 244-244 Corrigendum to "Donors and Domestic Politics: Political Influences on Foreign Aid Effort" [Q. Rev. Econ. Finance 50 (2010) 40-49]
by Tingley, Dustin
February 2010, Volume 50, Issue 1
- 1-2 Special focus: Foreign aid
by Kilby, Christopher
- 3-16 Cultural values and public policy: The case of international development aid
by Ball, Richard
- 17-26 IMF and economic reform in developing countries
by Abbott, Philip & Andersen, Thomas Barnebeck & Tarp, Finn
- 27-39 Development aid and economic growth: A positive long-run relation
by Minoiu, Camelia & Reddy, Sanjay G.
- 40-49 Donors and domestic politics: Political influences on foreign aid effort
by Tingley, Dustin
- 50-60 The bank lending channel of monetary transmission in Brazil: A VECM approach
by de Mello, Luiz & Pisu, Mauro
- 61-66 Inventory management effects, isolated: Evidence from the federal funds market
by Erzurumlu, Yaman Omer & Kotomin, Vladimir
- 67-74 Relative productivity growth and the secular "decline" of U.S. manufacturing
by Marquis, Milton & Trehan, Bharat
- 75-89 Optimal financial contracts with hidden effort, unobservable profits and endogenous costs of effort
by Dang, Viet Anh
- 90-98 The effect of capital wealth on optimal diversification: Evidence from the Survey of Consumer Finances
by Yunker, James A. & Melkumian, Alla A.
- 99-109 Consumption asset pricing and the term structure
by Hyde, Stuart & Sherif, Mohamed
- 110-120 Information transmission between small and large stocks in the National Stock Exchange in India: An empirical study
by Karmakar, Madhusudan
November 2009, Volume 49, Issue 4
- 1225-1235 Firm entry, product repositioning and welfare
by Zacharias, Eleftherios
- 1236-1259 The effect of non-pecuniary motivations on labor supply
by Farzin, Y.H.
- 1260-1274 An exploratory study of FDA new drug review times, prescription drug user fee acts, and R&D spending
by Vernon, John A. & Golec, Joseph H. & Lutter, Randall & Nardinelli, Clark
- 1275-1297 Payout initiation by IPO firms: The choice between dividends and share repurchases
by Jain, Bharat A. & Shekhar, Chander & Torbey, Violet
- 1298-1316 Heterogeneous relationship between IPO return and risk across idiosyncratic variance characteristics
by Beneda, Nancy & Zhang, Yilei
- 1317-1340 Assessing output and productivity growth in the banking industry
by Athanasoglou, Panayiotis P. & Georgiou, Evangelia A. & Staikouras, Christos C.
- 1341-1359 Commercial property prices and bank performance
by Davis, E. Philip & Zhu, Haibin
- 1360-1370 Investigating the effectiveness of convertible bonds in reducing agency costs: A Monte-Carlo approach
by Siddiqi, Mazhar A.
- 1371-1388 Information and trade sizes: The case of short sales
by Blau, Benjamin M. & Van Ness, Bonnie F. & Van Ness, Robert A.
- 1389-1409 CEO compensation structure following succession: Evidence of optimal incentives with career concerns
by Elsaid, Eahab & Davidson III, Wallace N. & Benson, Bradley W.
- 1410-1428 Is the secondary loan market valuable to borrowers?
by Santos, João A.C. & Nigro, Peter
- 1429-1459 Requiem for market discipline and the specter of TBTF in Japanese banking
by Pop, Adrian & Pop, Diana
- 1460-1475 The non-relevance of the elusive holy grail of asset pricing tests: The "true" market portfolio does not alter CAPM validity conclusions
by Low, Cheekiat & Nayak, Subhankar
- 1476-1480 Comment on "The weighted average cost of capital is not quite right"
by Bade, Benjamin
- 1481-1484 "The weighted average cost of capital is not quite right": A rejoinder
by Pierru, Axel
- 1485-1494 Pricing unexpected illiquidity
by Asem, Ebenezer
August 2009, Volume 49, Issue 3
- 731-747 Short-term spot rate models with nonparametric deterministic drift
by Al-Zoubi, Haitham A.
- 748-759 Acquisitions of bankrupt assets
by Jory, Surendranath R. & Madura, Jeff
- 760-771 Capital accumulation and regulation
by Yilmaz, Ensar
- 772-783 Determinants of financial distress and bankruptcy in highly levered transactions
by Halpern, Paul & Kieschnick, Robert & Rotenberg, Wendy
- 784-797 What is the best way to impede a central bank?
by VanderHart, Peter G.
- 798-810 Optimal money supply in models with endogenous discount factor
by Aoki, Yoshimasa & Tomoda, Yasunobu
- 811-828 A dynamic CAPM with supply effect: Theory and empirical results
by Lee, Cheng-Few & Tsai, Chiung-Min & Lee, Alice C.
- 829-842 Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
by Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael
- 843-857 Deregulation and liberalization of the Chinese stock market and the improvement of market efficiency
by Hung, Jui-Cheng
- 858-869 Volatility and error transmission spillover effects: Evidence from three European financial regions
by Koulakiotis, Athanasios & Dasilas, Apostolos & Papasyriopoulos, Nicholas
- 870-883 Revisiting dividend yield dynamics and returns predictability: Evidence from a time-varying ESTR model
by McMillan, David G.
- 884-892 Gold and platinum: Toward solving the price puzzle
by Kearney, Adrienne A. & Lombra, Raymond E.
- 893-916 On the relation between intellectual collaboration and intellectual output: Evidence from the finance academe
by Chung, Kee H. & Cox, Raymond A.K. & Kim, Kenneth A.
- 917-930 How quickly is temporary market inefficiency removed?
by Marshall, Ben R.
- 931-943 On the dynamics of the Israeli-Arab arms race
by Abu-Qarn, Aamer S. & Abu-Bader, Suleiman
- 944-970 On the distributional effects of trade policy: Dynamics of household saving and asset prices
by San Vicente Portes, Luis
- 971-1000 A methodology for the choice of the best fitting continuous-time stochastic models of crude oil price
by Kaffel, Bilel & Abid, Fathi