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Content
2006, Volume 15, Issue 2
2006, Volume 15, Issue 1
- 1-14 Strategic noise traders and liquidity pressure with a physically deliverable futures contract
by Capuano, Christian
- 15-29 A survey on physical delivery versus cash settlement in futures contracts
by Lien, Donald & Tse, Yiu Kuen
- 30-51 On derivatives and information costs
by Bellalah, Mondher
- 52-71 An empirical comparison of implied tree models for KOSPI 200 index options
by Kim, In Joon & Park, Gun Youb
- 72-86 The effects of abandonment options on operating leverage and forward hedging
by Wong, Kit Pong
- 87-96 On the martingale property of economic and financial instruments
by Firoozi, Fathali
- 97-119 Long-run abnormal performance following convertible preference share and convertible bond issues: New evidence from the United Kingdom
by Abhyankar, Abhay & Ho, Keng-Yu
- 120-135 A reexamination of fractional integrating dynamics in foreign currency markets
by Jin, Hyun J. & Elder, John & Koo, Won W.
- 136-140 Ross Cressman, Evolutionary Dynamics and Extensive Form Games, MIT Press, Cambridge, MA (2003)
by Sandholm, William H.
2005, Volume 14, Issue 4
- 393-413 On the coexistence of different licensing schemes
by Sen, Debapriya
- 415-425 Effects of electronic trading on the Hang Seng Index futures market
by Fung, Joseph K.W. & Lien, Donald & Tse, Yiuman & Tse, Yiu Kuen
- 427-437 Variable labour supply, specialisation-based external economies, and capital inflow
by Anwar, Sajid
- 439-453 Price limits on a call auction market: Evidence from the Warsaw Stock Exchange
by Henke, Harald & Voronkova, Svitlana
- 455-468 Analysis of price competition and strategic implications for heterogeneous market structure
by Chun, Se-Hak & Kim, Jae-Cheol
- 469-486 Two centuries of bull and bear market cycles
by Gonzalez, Liliana & Powell, John G. & Shi, Jing & Wilson, Antony
- 487-494 A theoretical perspective on managed rangelands and irreversible states
by Rohlin, Shawn M. & Batabyal, Amitrajeet A.
- 495-497 Book review
by Subramanian, S.
- 498-500 Helge Berger and Thomas Moutos, Editors, Managing European Union enlargement, MIT-Press, Cambridge (MA) (2004) ISBN 0-262-02561-2 313 pages, $ 38
by Hefeker, Carsten
2005, Volume 14, Issue 3
- 233-235 Outsourcing and fragmentation: Blessing or threat?
by Kierzkowski, Henryk
- 237-258 Globalization, globalisation: Trade, technology, and wages
by Ethier, Wilfred J.
- 259-271 A trade theorist's take on skilled-labor outsourcing
by Deardorff, Alan V.
- 273-295 Fragmented trade and manufacturing services--Examples for a non-convex general equilibrium
by Wan, Henry Jr.
- 297-304 Outsourcing and technology spillovers
by Long, Ngo Van
- 305-316 What does evidence tell us about fragmentation and outsourcing?
by Jones, Ronald & Kierzkowski, Henryk & Lurong, Chen
- 317-348 Two-dimensional fragmentation in East Asia: Conceptual framework and empirics
by Kimura, Fukunari & Ando, Mitsuyo
- 349-363 Labor market effects of outsourcing under industrial interdependence
by Egger, Hartmut & Egger, Peter
- 365-376 Labour demand effects of international outsourcing: Evidence from plant-level data
by Gorg, Holger & Hanley, Aoife
- 377-390 Production disintegration and integration of Central Europe into global markets
by Kaminski, Bartlomiej & Ng, Francis
2005, Volume 14, Issue 2
- 105-114 Immigration vs. outsourcing: Effects on labor markets
by Jones, Ronald W.
- 115-128 Financial e-commerce under capital regulation and deposit insurance
by Lin, Jyh-Horng & Jou, Rosemary
- 129-147 Money, interest, and prices: Some international evidence
by Kandil, Magda
- 149-168 An ergodic theory of venture capital solicitation
by Mantell, Edmund H.
- 169-180 The productivity-wage gap and the recent stock price increase: An analysis
by Rashed, Jamal A. & Samanta, Subarna K.
- 181-201 A cointegration approach to the lead-lag effect among size-sorted equity portfolios
by Kanas, Angelos & Kouretas, Georgios P.
- 203-212 FTAA and Colombia: Income redistribution across labor groups
by Thompson, Henry & Toledo, Hugo
- 213-226 Sources of exchange-rate volatility: Impulses or propagation?
by Karras, Georgios & Lee, Jin Man & Stokes, Houston
- 227-228 J.E. Stiglitz, Globalization and its discontents, W.W. Norton and Company, New York, USA (2002) 282 pages
by Batabyal, Amitrajeet A.
- 229-231 Review on Stiglitz and Greenwald's "Towards a new paradigm for monetary economics"
by Ni, Shawn
2005, Volume 14, Issue 1
- 1-15 A model of monetary unification under asymmetric information
by Kobayashi, Teruyoshi
- 17-25 Does the forward premium anomaly depend on the sample period used or on the sign of the premium?
by Zhou, Su & Kutan, Ali M.
- 27-39 The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility
by Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg
- 41-55 Extreme value theory and extremely large electricity price changes
by Bystrom, Hans N. E.
- 57-80 Inflation-rate volatility and money demand: Evidence from less developed countries
by Arize, A. C. & Malindretos, John & Grivoyannis, Elias C.
- 81-103 Asset pricing and systematic liquidity risk: An empirical investigation of the Spanish stock market
by Martinez, Miguel A. & Nieto, Belen & Rubio, Gonzalo & Tapia, Mikel
2004, Volume 13, Issue 4
- 363-369 Monetary policy and the credit channel in an open economy
by Ramirez, Carlos D.
- 371-385 The hedging effectiveness of constant and time-varying hedge ratios using three Pacific Basin stock futures
by Choudhry, Taufiq
- 387-405 Asian real interest rates, nonlinear dynamics, and international parity
by Holmes, Mark J. & Maghrebi, Nabil
- 407-426 Some evidence in the trading and pricing of equity LEAPS
by Guo, Weiyu
- 427-453 Relationships among U.S. oil prices and oil industry equity indices
by Hammoudeh, Shawkat & Dibooglu, Sel & Aleisa, Eisa
- 455-474 Market segmentation and information values of earnings announcements: Some empirical evidence from an event study on the Chinese stock market
by Gao, Y. & Tse, Y. K.
2004, Volume 13, Issue 3
- 229-231 Aid allocations and development financing introduction
by Odedokun, M.
- 233-244 Trends in the volume and allocation of official flows from donor countries
by White, Howard
- 245-251 Aid allocation and the transfer paradox in small open economies
by Choi, E. Kwan
- 253-274 Bilateral donors' aid allocation decisions--a three-dimensional panel analysis
by Berthelemy, Jean-Claude & Tichit, Ariane
- 275-292 Descriptive and prescriptive analyses of aid allocation: Approaches, issues, and consequences
by McGillivray, Mark
- 293-309 Aid effort and its determinants
by Round, Jeffery I. & Odedokun, Matthew
- 311-323 Strategic interaction and donor policy determination
by Murshed, S. Mansoob
- 325-340 Additionality of debt relief and debt forgiveness, and implications for future volumes of official assistance
by Ndikumana, Leonce
- 341-361 Bankruptcy proceedings for sovereign state insolvency and their effect on capital flows
by Thomas, Jonathan P.
2004, Volume 13, Issue 2
- 115-140 Loan financing, bankruptcy, and optimal supply
by Hauenschild, Nils & Stahlecker, Peter
- 141-166 Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty: Are popular recommendations consistent with rational behavior?
by Munk, Claus & Sorensen, Carsten & Nygaard Vinther, Tina
- 167-185 The determinants of stock returns in a small open economy
by Cauchie, Severine & Hoesli, Martin & Isakov, Dusan
- 187-199 Inflation changes, yield spreads, and threshold effects
by Tkacz, Greg
- 201-215 The impact of export share requirements under production uncertainty
by Ingene, Charles A. & Yu, Eden S. H. & Chao, Chi-Chur
- 217-228 On structural shifts and stationarity of the ex ante real interest rate
by Lai, Kon S.
2004, Volume 13, Issue 1
- 1-18 Committing and reneging: A dynamic model of policy regimes
by Haubrich, Joseph G. & Ritter, Joseph A.
- 19-41 Price rounding and bid-ask spreads before and after the decimalization
by He, Yan & Wu, Chunchi
- 43-55 Inefficiency of bilateral bargaining in interbank markets
by Mallick, Indrajit
- 57-73 Tick size and the returns to providing liquidity
by MacKinnon, Greg & Nemiroff, Howard
- 75-85 Capital investment timing and convertible debt financing
by Korkeamaki, Timo & Moore, William T.
- 87-114 Credit rationing and firms' investment and production decisions
by Kumar Das, Pranab
2003, Volume 12, Issue 4
- 417-435 Growth accounting in the open economy: international comparisons
by Kohli, Ulrich
- 437-449 Transaction versus economic exposure: which has greater cash flow consequences?
by Martin, Anna D. & Mauer, Laurence J.
- 451-465 The Fisher effect: new evidence and implications
by Fahmy, Yasser A. F. & Kandil, Magda
- 467-480 The cost of racially equal approval rates in mortgage lending
by Brown, Christopher L. & Simpson, W. Gary
- 495-512 Contract settlement specification and price discovery: Empirical evidence in Australia individual share futures market
by Lien, Donald & Yang, Li
- 513-516 Joint outputs and real wage rates
by Jones, Ronald W.
- 517-524 A note on the stability of real interest rates in Australia
by Felmingham, Bruce & Mansfield, Peter
- 525-529 An Introduction to High-Frequency Finance: Michael M. Dacorogna, Ramazan Gencay, Ulrich Muller, Richard B. Olsen, and Olivier V. Pictet. San Diego, CA: Academic Press, 2001. 383 pp., $79.95, ISBN: 0-12-279671-3
by Terzi, Andrea
2003, Volume 12, Issue 3
- 283-303 Nonlinear aspects of capital market integration and real interest rate equalization
by Mancuso, Anthony J. & Goodwin, Barry K. & Grennes, Thomas J.
- 305-326 Tests of regime-switching CAPM under price limits
by Huang, Ho-Chuan (River)
- 327-344 An empirical investigation of price and exchange rate bubbles during the interwar European hyperinflations
by Chan, Hing Lin & Lee, Shu Kam & Woo, Kai-Yin
- 345-367 U.S. stock prices and macroeconomic fundamentals
by Black, Angela & Fraser, Patricia & Groenewold, Nicolaas
- 369-383 Substitution between wages and on-the-job training in an optimal labor contract
by Ying Wu
- 385-397 Periodically collapsing bubbles in the US stock market?
by Bohl, Martin T.
- 399-415 Transaction costs, arbitrage, and volatility spillover: a note
by Arago, V. & Corredor, P. & Santamaria, R.
2003, Volume 12, Issue 2
- 149-169 A theory of the spatial distribution of foreign direct investment
by Chakrabarti, Avik
- 171-186 An explanation of the volatility disparity between the domestic and foreign shares in the Chinese stock markets
by He, Yan & Wu, Chunchi & Chen, Yea-Mow
- 187-206 Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach
by Venetis, Ioannis A. & Paya, Ivan & Peel, David A.
- 207-235 Calculation and comparison of delta-neutral and multiple-Greek dynamic hedge returns inclusive of market frictions
by Meyer, Thomas O.
- 237-245 International involuntary lending and contingent default threat
by Oladi, Reza
- 247-273 Bank moral hazard and the introduction of official deposit insurance in Canada
by Gueyie, Jean-Pierre & Lai, Van Son
- 275-281 Duopoly quotas and relative import quality
by Beard, T. Randolph & Thompson, Henry
2003, Volume 12, Issue 1
- 1-24 Private information, growth, and asset prices with stochastic disturbances
by Bianconi, Marcelo
- 25-44 Downside risk for short and long hedgers
by Demirer, Riza & Lien, Donald
- 45-67 Inflation, financial development, and economic growth
by Hung, Fu-Sheng
- 69-87 Risk-adjusted, ex ante, optimal technical trading rules in equity markets
by Neely, Christopher J.
- 89-110 Market efficiency, purchasing power parity, and the official and parallel markets for foreign currency in Latin America
by Diamandis, Panayiotis F.
- 111-143 Has 1997 Asian crisis increased information flows between international markets
by Climent, Francisco & Meneu, Vicente
- 145-147 Institutional Investors: By E. Philip Davis and Benn Steil, 2001, MIT Press, Cambridge, MA, ISBN 0262041928
by Lamb, Reinhold P.
2002, Volume 11, Issue 4
- 335-347 Price bounds on bond options, swaptions, caps, and floors assuming only nonnegative interest rates
by Munk, Claus
- 349-362 Testing the purchasing power parity in panel data
by Chiu, Ru-Lin
- 363-372 Real interest parity and transaction costs for the group of 10 countries
by Al-Awad, Mouawiya & Grennes, Thomas J.
- 373-392 An examination of the economic significance of stock return predictability in UK stock returns
by Fletcher, Jonathan & Hillier, Joe
- 393-409 The demand for imports in Italy: A production analysis
by Truett, Lila J. & Truett, Dale B.
- 411-425 Technical progress, urban unemployment, outputs, and welfare under variable returns to scale
by Choi, Jai-Young & Yu, Eden S. H. & Jin, Jang C.
- 427-447 Risk aversion and portfolio allocation to mutual fund classes
by Syriopoulos, Theodore
- 449-450 The Economics of International Trade and the Environment: edited by Amitrajeet A. Batabyal and Hamid Beladi, Lewis Publishers, Boca Raton, 2001
by Antweiler, Werner
2002, Volume 11, Issue 3
- 229-249 Targeting nominal income versus targeting price level: A target zone perspective
by Fang, Chung-rou & Lai, Ching-chong
- 251-263 Measuring the impacts of cash settlement: A stochastic volatility approach
by Chan, Leo & Lien, Donald
- 265-275 Trade and the adoption of a universal language
by Choi, E. Kwan
- 277-297 The impact of government intervention on stock returns: Evidence from Hong Kong
by Su, Yuli & Yip, Yewmun & Wong, Rickie W.
- 299-314 Multinational corporations and hedging exchange rate exposure
by Crabb, Peter R.
- 315-330 Managerial quality and the structure of management expenses in the US mutual fund industry
by Berkowitz, Michael K. & Kotowitz, Yehuda
- 331-333 Option Valuation Under Stochastic Volatility with Mathematica Code: Alan L. Lewis (2000). Newport Beach, California: Finance Press. ISBN: 0-9676732-0-1
by Lien, D.
May 2002, Volume 11, Issue 2
- 117-138 The long-run real-wage rigidity and full employment adjustment in the classical model
by Batra, Ravi
- 139-154 Dimensions of international expansions by US firms to China: Wealth effects, mode selection, and firm-specific factors
by Gleason, Kimberly C. & Lee, Chun I & Mathur, Ike
- 155-173 Competitive nonlinear pricing with product differentiation
by Min, Taeki & Kim, Sang Yong & Shin, Changhoon & Hahn, Minhi
- 175-189 An examination of the dynamic behavior of aggregate bond and stock issues
by Park, Jinwoo & Shenoy, Catherine
- 191-206 Dynamic environmental policy in developing countries with a dual economy
by Lee, Dug Man & Batabyal, Amitrajeet A.
- 207-227 Foreign exchange rates and the corporate choice of foreign entry mode
by Baek, H. Young & Kwok, Chuck C. Y.
April 2002, Volume 11, Issue 1
- 1-16 Globalization and relative wages: further evidence from U.S. manufacturing industries
by Dasgupta, Indro & Osang, Thomas
- 17-25 Production decisions in the presence of options: A note
by Wong, Kit Pong
- 27-43 Financial intermediation and capital investment with costly monitoring
by Di Giorgio, Giorgio
- 45-55 Inflation uncertainty and capital structure: Evidence from a pooled sample of the Dow-Jones industrial firms
by Hatzinikolaou, Dimitris & Katsimbris, George M. & Noulas, Athanasios G.
- 57-84 Aggregate and disaggregate measures of the foreign exchange risk premium
by Chionis, Dionysios & MacDonald, Ronald
- 85-99 The effects of bankruptcy filings on the competitors' earnings
by Iqbal, Zahid
- 101-115 Imports and exports in 50 countries: Tests of cointegration and structural breaks
by Arize, Augustine C.
December 2001, Volume 10, Issue 4
- 303-324 International treaties on trade and global pollution
by Chander, Parkash & Khan, M. Ali
- 325-335 Internal monitoring, regulation, and compensation of top executives in banks
by Ang, James S. & Lauterbach, Beni & Schreiber, Ben Z.
- 337-351 Export quality and income distribution in a small dependent economy
by Acharyya, Rajat & Jones, Ronald W.
- 353-368 Nonlinear predictability of stock market returns: Evidence from nonparametric and threshold models
by McMillan, David G.
- 369-382 Inflationary finance, capital mobility, and monetary coordination
by Owyong, David T.
- 383-398 Comparing linear and nonlinear forecasts for stock returns
by Kanas, Angelos & Yannopoulos, Andreas
- 399-405 Even more on monetary policy in a small open economy
by Ramirez, Carlos D.
- 407-417 A retrospective evaluation of International Review of Economics and Finance (1992-2001)
by Chan, Kam C.
- 419-422 Globalization and the Theory of Input Trade: By Ronald W. Jones. Ohlin Lectures, vol. 8. Cambridge and London: MIT Press, 1995. Pp. x, 177. ISBN 0-262-10086-X
by Ripoll, Marla
July 2001, Volume 10, Issue 3
2001, Volume 10, Issue 2
- 109-133 Globalization of labor markets and macroeconomic equilibrium
by Agiomirgianakis, George & Zervoyianni, Athina
- 135-146 Some new evidence on exchange rates, capital controls and European Union financial integration
by Holmes, Mark J.
- 147-157 A test of the convergence hypothesis: the OECD experience, 1950-1990
by Rassekh, Farhad & Panik, Michael J. & Kolluri, Bharat R.
- 159-169 Hedging downside risk: futures vs. options
by Lien, Donald & Tse, Yiu Kuen
- 171-185 Time-varying criteria for monetary integration: evidence from the EMU
by Karras, Georgios & Stokes, Houston H.
- 187-204 Tests of investor cognizance using earnings forecasts of North American analysts
by Chung, Richard & Kryzanowski, Lawrence
2001, Volume 10, Issue 1
October 2000, Volume 9, Issue 4
- 291-298 Market structure and multiperiod hedging
by Broll, Udo & Eckwert, Bernhard
- 299-322 The relationship between developed equity markets and the Pacific Basin's emerging equity markets
by Cha, Baekin & Oh, Sekyung
- 323-350 Choice of currency basket weights and its implications on trade balance
by Han, Hsiang-Ling
- 351-373 International bonds and the currency risk: How do macroshocks affect returns?
by Sturges, David M.
- 375-386 A contingent claim analysis of a rate-setting financial intermediary
by Lin, Jyh-Horng
- 387-415 Stock market booms and real economic activity: Is this time different?
by Binswanger, Mathias
- 417-419 Winners, Losers & Microsoft: Competition and Antitrust in High Technology: Stan J. Liebowitz and Stephen E. Margolis; Oakland, CA, Independent Institute, 1999
by Sutter, Daniel
July 2000, Volume 9, Issue 3
- 195-208 Inflation and capital gains taxes in a small open economy
by Leung, Charles Ka Yui & Zhang, Guang-Jia
- 209-222 Adjusting for risk:: An improved Sharpe ratio
by Dowd, Kevin
- 223-241 A dynamic two-sector model for analyzing the interrelation between financial development and industrial growth
by Wang, Eric C.
- 243-255 Non-reversed trades: Further implications for currency trading
by Blenman, Lloyd P.
- 257-265 Wage indexation, migration, and unemployment
by Hazari, Bharat R. & Sgro, Pasquale M.
- 267-286 Exchange rate exposure of the key financial institutions in the foreign exchange market
by Martin, Anna D.
- 287-289 The Economics of Transnational Commons; Dasgupta, P., Maler, K.-G., and Vercelli, A: (Eds.); Oxford, UK: Clarendon Press, 1997, 316 pages
by Batabyal, Amitrajeet A.
2000, Volume 9, Issue 2
- 101-122 International cross-listing and stock market development in emerging economies
by Hargis, Kent
- 123-137 Initial beliefs and the global stability of least squares learning
by Chang, M. C. & Chu, C. Y. Cyrus & Lin, Kenneth S.
- 139-156 Self-selection and the effects of poison put/call covenants on the reoffering yields of corporate bonds
by Torabzadeh, Khalil M. & Roufagalas, John & Woodruff, Criss G.
- 157-179 Short-term eurocurrency rate behavior and specifications of cointegrating processes
by Chiang, Thomas C. & Kim, Doseong
- 181-192 Evaluating the Fisher effect in long-term cross-country averages
by Coppock, Lee & Poitras, Marc
- 193-194 A Beautiful Mind: Sylvia Nasar; New York: Touchstone Books, 1998, 459 pages
by Robson, Alexander
February 2000, Volume 9, Issue 1
- 1-9 Looking for arbitrage
by Flam, Sjur Didrik
- 11-30 The price-volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing
by Moosa, Imad A. & Silvapulle, Param
- 31-52 The effects of alternative fiscal policies on the intertemporal government budget constraint
by Bianconi, Marcelo
- 53-68 Competition for foreign direct investment when countries are not sure of site values
by Kiymaz, Koray & Taylor, Leon
- 69-77 Aspects of ecosystem persistence and the optimal conservation of species
by Batabyal, Amitrajeet A.
- 79-96 A vector error correction model of the Singapore stock market
by Maysami, Ramin Cooper & Koh, Tiong Sim
- 97-99 Two Lucky People: Memoirs: Milton and Rose D. Friedman; Chicago, IL: University of Chicago Press, 1998, 660 pages
by McKiernan, Barbara
November 1999, Volume 8, Issue 4
- 343-362 Noise trading, transaction costs, and the relationship of stock returns and trading volume
by Kramer, Charles
- 363-374 Technology transfer in duopoly The role of cost asymmetry
by Mukhopadhyay, Sankar & Kabiraj, Tarun & Mukherjee, Arijit
- 375-397 The intraday relation between return volatility, transactions, and volume
by Xu, Xiaoqing Eleanor & Wu, Chunchi
- 399-420 Structural breaks, cointegration, and speed of adjustment Evidence from 12 LDCs money demand
by Arize, Augustine C. & Malindretos, John & Shwiff, Steven S.
- 421-431 The value of financial outside directors on corporate boards
by Lee, Yung Sheng & Rosenstein, Stuart & Wyatt, Jeffrey G.
- 433-453 Re-examining forward market efficiency Evidence from fractional and Harris-Inder cointegration tests
by Choudhry, Taufiq
- 455-466 The evaluation of the performance of UK American unit trusts
by Fletcher, Jonathan
- 467-478 Short-run and long-run demand for financial assets A microeconomic perspective
by Tin, Jan
- 479-481 Book Review
by Tabarrok, Alexander
September 1999, Volume 8, Issue 3
- 239-252 Adverse selection, asymmetric information, and foreign investment policies
by Basu, Arnab K. & Chau, Nancy H.
- 253-265 Managing banks' duration gaps when interest rates are stochastic and equity has limited liability
by Duan, J. & Sealey, C. W. & Yan, Y.
- 267-280 Convergence of international output Time series evidence for 16 OECD countries
by Li, Qing & Papell, David
- 281-292 Board structure, ownership, and financial distress in banking firms
by Simpson, W. Gary & Gleason, Anne E.
- 293-304 Cyclical output, cyclical unemployment, and Okun's coefficient A structural time series approach
by Moosa, Imad A.