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Content
December 2014, Volume 24, Issue 24
- 1555-1575 The reverse volatility asymmetry in Chinese financial market
by Die Wan & Ke Cheng & Xiaoguang Yang - 1577-1583 A study of salary satisfaction and job enthusiasm - mediating effects of psychological contract
by Hung-Wen Lee & Mei-Chun Lin - 1585-1604 The value of being systemically important: event study on regulatory announcements for banks
by Jacob Kleinow & Tobias Nell & Silvia Rogler & Andreas Horsch - 1605-1615 Financial development and local growth: evidence from highly disaggregated Italian data
by S. Destefanis & C. Barra & G. Lubrano Lavadera - 1617-1630 Exchange-traded funds, liquidity and volatility
by Timothy Krause & Sina Ehsani & Donald Lien
December 2014, Volume 24, Issue 23
- 1479-1489 Re-examining the relationship between PIN and timely loss recognition
by L.-C. Chan & E. Lee & J. Petaibanlue & C. Zeng - 1491-1513 The linkage between aggregate stock market investor sentiment and commodity futures returns
by Yao Zheng - 1515-1527 The information content of accounting earnings, book values, losses and firm size vis-�-vis stocks: empirical evidence from an emerging stock market
by Muhammad I. Chaudhry & Abdoul G. Sam - 1529-1536 The role of institutional investors in market volatility during the subprime mortgage crisis
by Tseng-Chan Tseng & Hung-Cheng Lai - 1537-1554 A default prediction model for Italian SMEs: the relevance of the capital structure
by M. Modina & F. Pietrovito
November 2014, Volume 24, Issue 22
- 1421-1427 Systematic trading behaviour and its informational effect: evidence from the OMXH
by Annica Rose - 1429-1438 Revisiting purchasing power parity in African countries: panel stationary test with sharp and smooth breaks
by Mohsen Bahmani-Oskooee & Tsangyao Chang & Tsungpao Wu - 1439-1448 Determinants of risk: electric utilities pre- and post-deregulation era
by Helena Rados-Derr & Mukesh K. Chaudhry & Robert J. Boldin - 1449-1464 Item response models to measure corporate social responsibility
by Marco Nicolosi & Stefano Grassi & Elena Stanghellini - 1465-1477 Sovereign risk and its changing effects on bond duration during financial crisis
by Hei Wai Lee & Yan Alice Xie & Jot Yau
November 2014, Volume 24, Issue 21
- 1361-1366 A regime-switching model to evaluate bonds in a quadratic term structure of interest rates
by Raphaël Homayoun Boroumand & St�phane Goutte & Thomas Porcher - 1367-1373 Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis
by Hooi Hooi Lean & Duc Khuong Nguyen - 1375-1392 How do income diversification, firm size and capital ratio affect performance? Evidence for bank holding companies
by Paola Brighi & Valeria Venturelli - 1393-1400 A note on gravity models and international investment patterns
by F.M. Pericoli & E. Pierucci & L. Ventura - 1401-1420 SEO cost differences between Europe and the US
by Svein Olav Krakstad & Peter Moln�r
October 2014, Volume 24, Issue 20
- 1303-1312 High-yield versus investment-grade bonds: less risk and greater returns?
by Hsi Li & Joseph McCarthy & Coleen Pantalone - 1313-1322 Investor overreaction and unobservable portfolios: evidence from an emerging market
by Hisham Farag - 1323-1334 Conditional conservatism and underpricing in US corporate bond market
by M. Liu & M. Magnan - 1335-1345 How does market value earnings smoothing under uncertainty?
by Minhua Yang & Hui Zhu - 1347-1359 Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest
by Walid M. A. Ahmed
October 2014, Volume 24, Issue 19
- 1235-1248 The Euro and European stock market efficiency
by Andrew Urquhart - 1249-1260 Crowding-out or shying-away: impact of corporate income tax on capital structure choice of firms in Pakistan
by Nadeem Ahmed Sheikh & Muhammad Azeem Qureshi - 1261-1283 Volatility transmission across currencies and stock markets: GIIPS in crisis
by Andreas Andrikopoulos & Aristeidis Samitas & Konstantinos Kougepsakis - 1285-1296 The Black-Litterman model: the definition of views based on volatility forecasts
by Andi Duqi & Leonardo Franci & Giuseppe Torluccio - 1297-1302 An exploratory analysis of the impact of budget deficits and other factors on the ex post real interest rate yield on tax-free municipal bonds in the United States
by Richard J. Cebula
September 2014, Volume 24, Issue 18
- 1177-1186 The development of an indicator for measuring information quality of discretionary accruals
by Shen-Ho Chang & Shaio Yan Huang & Teng-Shih Wang & Dennis B. K. Hwang - 1187-1198 Bad news and bank performance during the 2008 financial crisis
by Inga Chira - 1199-1213 Short-sale constraints and short-selling strategies: the case of SEC's revocation of the uptick rule in 2007
by Kevin M. Zhao - 1215-1228 Dynamic dependencies between the Tunisian stock market and other international stock markets: GARCH-EVT-Copula approach
by A. Chebbi & A. Hedhli - 1229-1234 Re-examining the efficiency of the Major League Baseball over-under betting market
by J. Eric Bickel & Seong Dae Kim
September 2014, Volume 24, Issue 17
- 1111-1121 Volatility forecasting performance of two-scale realized volatility
by S. Garg & Vipul - 1123-1145 The long-run performance of IPOs: the case of the Stock Exchange of Mauritius
by Ushad Subadar Agathee & Raja Vinesh Sannassee & Chris Brooks - 1147-1157 Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?
by Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi - 1159-1166 Predicting BRICS stock returns using ARFIMA models
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford - 1167-1176 Trading activity and Nifty index futures volatility: an empirical analysis
by Sangram Keshari Jena & Ashutosh Dash
August 2014, Volume 24, Issue 16
- 1063-1073 Hedge funds and the housing bubble
by Christos Giannikos & Hany Guirguis & Panagiotis Schizas - 1075-1082 Dynamic impacts of market power and diversification on bank efficiencies in Taiwan
by Ying-Hsiu Chen & Meng-Chun Kao - 1083-1089 The Permanent Portfolio
by Hamish Anderson & Ben Marshall & Jia Miao - 1091-1102 Do IFRS and board of directors' independence affect accounting conservatism?
by Tamer Elshandidy & Ahmed Hassanein - 1103-1110 Clustering of shareholder annual meetings: a 'new anomaly' in stock returns
by Weishen Wang & Frank Hefner
August 2014, Volume 24, Issue 15
- 1005-1015 The risk implication of Sarbanes-Oxley Act of 2002: an empirical examination of the US financial services industry
by Mamiza Haq & Shams Pathan & Mohammad Hoque - 1017-1030 The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model
by Axel Grossmann & Chris Paul & Marc W. Simpson - 1031-1041 Sovereign credit risk dynamics in the European Monetary Union (EMU)
by Theophano Patra & Sunil S. Poshakwale & Vassilis Thomas - 1043-1049 Sovereign risk and the relationship between deposit rates and deposit holdings in the euro area
by Ivo Arnold & Saskia van Ewijk - 1051-1061 Unconstrained strategies and the variance-kurtosis trade-off
by Andrew Kumiega & Ben Van Vliet & Apostolos Xanthopoulos
July 2014, Volume 24, Issue 14
- 939-948 Commodity futures price behaviour following large one-day price changes
by Khelifa Mazouz & Jian Wang - 949-965 Do alternative UCITS deliver what they promise? A comparison of alternative UCITS and hedge funds
by Michael Busack & Wolfgang Drobetz & Jan Tille - 967-981 Do domestic and cross-border M&As differ? Cross-country evidence from the banking sector
by Stefano Caiazza & Alberto Franco Pozzolo & Giovanni Trovato - 983-992 Multiple directorships and board meeting frequency: evidence from France
by S. Baccouche & M. Hadriche & A. Omri - 993-1004 Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
by Adnen Ben Nasr & Ahdi Noomen Ajmi & Rangan Gupta
July 2014, Volume 24, Issue 13
- 853-869 Smaller portfolio returns and the risk-return trade-off for the whole market
by Jeffrey H. Dorfman & Myung D. Park - 871-888 Country factors in stock returns: reconsidering the basic method
by Y. Bai - 889-906 The US zero-coupon yield spread as a predictor of excess daily stock market volatility
by Matthew C. Li - 907-926 Real estate investment by Bank Holding Companies and their risk and return: nonparametric and GARCH procedures
by Scott Deacle & Elyas Elyasiani - 927-937 Interest-rate volatility and volatility transmission in nine Latin American countries
by Scott W. Hegerty
June 2014, Volume 24, Issue 12
- 793-800 The relationship between oil prices and stock prices: a nonlinear asymmetric cointegration approach
by Panagiotis Rafailidis & Constantinos Katrakilidis - 801-809 Foreign direct investment spillovers and firms' access to credit
by Vlad Manole & Mariana Spatareanu - 811-823 Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks
by Alexander Ludwig - 825-836 Pricing gold options under Markov-modulated jump-diffusion processes
by Shih-Kuei Lin & Yu-Min Lian & Szu-Lang Liao - 837-851 Voluntary corporate governance with an empirical application
by Rodrigo Zeidan
June 2014, Volume 24, Issue 11
- 723-737 When do pay spreads influence firm value?
by Zenu Sharma & Weihua Huang - 739-751 Government bond yield sensitivity to economic news at the zero lower bound in Canada in comparison with the UK and US
by Richhild Moessner - 753-762 Momentum strategy and credit risk
by Su-Lien Lu & Kuo-Jung Lee & Chia-Chang Yu - 763-775 Determinants of profitability in the EU-15 area
by Pierpaolo Pattitoni & Barbara Petracci & Massimo Spisni - 777-791 S&P 500 Index reconstitutions and information asymmetry
by L. C. Baran & T. H. D. King
May 2014, Volume 24, Issue 10
- 661-669 A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
by James M. Steeley - 671-677 Size and value effects in Suriname
by Denice Bodeutsch & Philip Hans Franses - 679-690 Do internationalized companies have better governance? Lessons from Brazil
by Andre Carvalhal - 691-703 Precious metal markets, stock markets and the macroeconomic environment: a FAVAR model approach
by Nicholas Apergis & Christina Christou & James E. Payne - 705-722 Adaptive and relative efficiency of stock markets from Southeastern Europe: a wavelet approach
by B. Bogdanova & I. Ivanov
May 2014, Volume 24, Issue 9
- 587-603 Dividend, liquidity and firm valuation: evidence from China AB share markets
by Mao Liang Li & Chin Man Chui & Chang Qing Li - 605-619 An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives
by Sergio Mayordomo & Juan Ignacio Pe�a - 621-637 An emerging market perspective on peer group selection based on valuation fundamentals
by Soon Nel & Wilna Bruwer & Niel le Roux - 639-648 An investigation of the performances of regional centres and traditional branches: evidence from Taiwanese banks
by Su-Lien Lu & Kuo-Jung Lee & Yung-Fu Huang - 649-660 The value of operating cash flow in modelling credit risk for SMEs
by Jairaj Gupta & Nicholas Wilson & Andros Gregoriou & Jerome Healy
April 2014, Volume 24, Issue 8
- 515-532 Information leakages and the costs of merging in Europe
by Jeff Madura & Thanh Ngo & Jurica Susnjara - 533-542 Analyst herding and investor protection: a cross-country study
by A. G. Kerl & T. Pauls - 543-556 Corporate governance, risk aversion and firm value
by Ron Christian Antonczyk & Astrid Juliane Salzmann - 557-571 Competition, specialization and bank--firm interaction: what happens in credit crunch periods?
by Irma Malafronte & Stefano Monferrà & Claudio Porzio & Gabriele Sampagnaro - 573-586 Impact of a dividend initiation wave on shareholder wealth
by K. H. Nguyen
April 2014, Volume 24, Issue 7
- 453-464 One share--one vote: evidence from Europe
by Johan Erik Eklund & Thomas Poulsen - 465-480 Does banking sector development affect economic growth and inflation? A panel cointegration and causality approach
by Rudra P. Pradhan & B. Mak Arvin & Neville R. Norman & Yasuyuki Nishigaki - 481-493 Technological-induced information asymmetry, M&As and earnouts: stock market evidence from Germany
by E. Lukas & C. Heimann - 495-503 Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
by M. Humayun Kabir & Shamim Shakur - 505-514 Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics
by Allan W. Gregory & Hui Zhu
March 2014, Volume 24, Issue 6
- 377-395 Financial instability and the short-term dynamics of volatility expectations
by Nabil Maghrebi & Mark J. Holmes & Kosuke Oya - 397-412 The impact of guarantees on bank loan interest rates
by Giorgio Calcagnini & Fabio Farabullini & Germana Giombini - 413-423 Main bank relationships and underwriter choice
by Sumiko Takaoka & C. R. McKenzie - 425-435 Extreme returns in emerging stock markets: evidence of a MAX effect in South Korea
by Gilbert V. Nartea & Ji Wu & Hong Tao Liu - 437-451 A comparison of FX exposure estimates with different control variables
by Alain Krapl & Thomas J. O'Brien
March 2014, Volume 24, Issue 5
- 291-317 New insights on the US OIS spreads term structure during the recent financial turmoil
by Claudio Morana - 319-331 Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
by Paulo Ferreira & Andreia Dion�sio - 333-346 The assets and liabilities gap management of conventional and Islamic banks in the organization of Islamic cooperation (OIC) countries
by Poi Hun Sun & M. Kabir Hassan & Taufiq Hassan & Shamsher Mohamed Ramadilli - 347-356 Forecasting stock return volatility at the quarterly frequency: an evaluation of time series approaches
by Jonathan J. Reeves & Xuan Xie - 357-375 The Arrow--Lind theorem revisited: ownership concentration and valuation
by Ziemowit Bednarek & Marian Moszoro
February 2014, Volume 24, Issue 4
- 219-233 Job insecurity and financial distress
by Caterina Giannetti & Marianna Madia & Luigi Moretti - 235-240 Demand for investment advice over time: the disposition effect revisited
by Carsten Croonenbroeck & Roman Matkovskyy - 241-246 Insurance fraud and corruption in the United States
by Rajeev K. Goel - 247-258 Gender diversity in the boards and the pricing of publicly traded corporate debt: evidence from Japan
by Takanori Tanaka - 259-290 Cross-border sentiment: an empirical analysis on EU stock markets
by Ye Bai
February 2014, Volume 24, Issue 3
- 145-159 The determinants of board compensation in SOEs: an application to Italian local public utilities
by Anna Menozzi & Fabrizio Erbetta & Giovanni Fraquelli & Davide Vannoni - 161-174 Seasonal processes in the Euro--US Dollar daily exchange rate
by Roberto Cellini & Tiziana Cuccia - 175-186 The impacts of stock characteristics and regulatory change on mutual fund herding in Taiwan
by Tony Chieh-Tse Hou & Phillip J. McKnight & Charlie Weir - 187-201 The role of corporate governance in foreign investments
by Praveen Das - 203-218 Do the effects of private equity investments on firm performance persist over time?
by Antonio Meles & Stefano Monferr� & Vincenzo Verdoliva
January 2014, Volume 24, Issue 2
- 73-88 Estimating the Lerner index for the banking industry: a stochastic frontier approach
by Paolo Coccorese - 89-106 The effects of microfinance on child schooling: a retrospective approach
by Leonardo Becchetti & Pierluigi Conzo - 107-120 An analysis of persistence in analyst's relative forecast accuracy
by Andreas Simon - 121-138 Bank performance and the financial crisis: evidence from Kazakhstan
by Anthony J. Glass & Karligash Kenjegalieva & Thomas Weyman-Jones - 139-143 Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis
by Go Tamakoshi & Shigeyuki Hamori
January 2014, Volume 24, Issue 1
- 1-18 Characteristics of takeover targets that trigger insider trading investigations
by Jeff Madura & Marek Marciniak - 19-29 Board response to majority outsider regulation
by Steven Schmeiser - 31-40 Growth and finance constraints in Indian manufacturing firms
by Vikash Gautam & Rajendra Vaidya - 41-50 Gold prices and exchange rates: a time-varying copula analysis
by Lu Yang & Shigeyuki Hamori - 51-71 Financial restatements, litigation and implied cost of equity
by Katsiaryna Salavei Bardos & Dev Mishra
December 2013, Volume 23, Issue 24
- 1821-1838 Evidence for state and time nonseparable preferences: the case of Finland
by Nader Shahzad Virk - 1839-1851 Consumption, change in expectations and equity returns
by Margot Quijano - 1853-1863 Efficiency and unbiasedness of corn futures markets: new evidence across the financial crisis
by C. Pederzoli & C. Torricelli - 1865-1870 Achieving superior performance with the Morningstar's Tortoise and Hare portfolios
by Peppi M. Kenny & Don T. Johnson & Robert A. Kunkel - 1871-1890 The effect of political connections on acquisition-evidence from Chinese nonSOEs
by Jun Su & Min Zhang & Wen Zhang
December 2013, Volume 23, Issue 23
- 1755-1764 Bank characteristics and stock reactions to federal funds rate target changes
by Haiyan Yin & Yang - 1765-1782 Shareholders wealth effects and intra-industry signals from European financial institution consolidation announcements
by Nickolaos V. Tsangarakis & Hlias K. Tsirigotakis & Emmanuel D. Tsiritakis - 1783-1795 The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules
by Stefano d'Addona & Ilaria Musumeci - 1797-1803 A study of the solution to the Riccati equation in term structure modelling
by Januj Juneja - 1805-1817 Dependence structure among international stock markets: a GARCH--copula analysis
by Lu Yang & Shigeyuki Hamori
November 2013, Volume 23, Issue 22
- 1701-1705 Examining volatility spillover in Asian REIT markets
by Pin-te Lin - 1707-1719 Modelling long-run money demand: a panel data analysis on nine developed economies
by Pasquale Foresti & Oreste Napolitano - 1721-1732 The stock performance of family firms in the Portuguese market
by Jos� Luis Miralles-Marcelo & Mar�a del Mar Miralles-Quir�s & Ines Lisboa - 1733-1744 Foreign banks, profits, market power and efficiency in PICs: some evidence from Fiji
by Parmendra Sharma & Neelesh Gounder & Dong Xiang - 1745-1754 Improved alternatives to price multiple and earnings growth ratios used by bottom-up investors
by David DeBoeuf & Hongbok Lee & Alex Stanley
November 2013, Volume 23, Issue 21
- 1635-1647 Improving the CARR model using extreme range estimators
by Jos� Luis Miralles-Marcelo & Jos� Luis Miralles-Quir�s & Mar�a del Mar Miralles-Quir�s - 1649-1662 Adaptive market hypothesis: evidence from the REIT market
by Jian Zhou & Jin Man Lee - 1663-1673 Does the Latin model of corporate governance perform worse than other models in preventing earnings management?
by Carlos F. Alves & Ernesto Fernando R. Vicente - 1675-1691 Forecasting volatility in developing countries' nominal exchange returns
by N. Antonakakis & J. Darby - 1693-1700 Financial deepening and business cycle volatility in Korea
by Jinyoung Hwang & Jong Ha Lee
October 2013, Volume 23, Issue 20
- 1567-1578 Financial permeation as a role of microfinance: has microfinance actually been a viable financial intermediary for helping the poor?
by Takeshi Inoue & Shigeyuki Hamori - 1579-1597 What determines microcredit interest rates?
by Gregor Dorfleitner & Michaela Leidl & Christopher Priberny & Jakob von Mosch - 1599-1607 Post-crisis cost efficiency of Jamaican banks
by Jenifer Daley & Kent Matthews & Tiantian Zhang - 1609-1621 European sovereign bond spreads: financial integration and market conditions
by Dimitris A. Georgoutsos & Petros M. Migiakis - 1623-1633 Another look at the holiday effect
by Paulo M. Gama & Elisabete F. S. Vieira
October 2013, Volume 23, Issue 19
- 1497-1508 Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?
by Antonina Waszczuk - 1509-1530 Explaining related party transactions in commercial banking: looted lending and information-based investments
by David Tennant & Marlon Tracey - 1531-1539 The stock price effect of the introduction of exchange-traded credit derivatives
by Lisa A. Schwartz & Kristin Stowe & Wayne Tarrant - 1541-1552 Initial public offerings: an asset allocation decision based on nonnormal returns
by Beat Reber - 1553-1565 Should gold be included in institutional investment portfolios?
by Ole Emmrich & Francis Joseph McGroarty
September 2013, Volume 23, Issue 18
- 1419-1432 Interest rate and stock return volatility indices for the Eurozone. Investors' gauges of fear during the recent financial crisis
by R. L�pez & E. Navarro - 1433-1446 The twin faces of emerging Asia's currency forward markets in an imperfect setting
by Suresh Ramanathan & Kian-Teng Kwek - 1447-1455 A simple approach to valuing a multinational firm's tax shields
by A. Pierru & T. Atallah - 1457-1468 Can you capitalize on the turn-of-the-year effect?
by S. Beyer & L. Garcia-Feijoo & G. R. Jensen - 1469-1482 Market overreaction and underreaction: tests of the directional and magnitude effects
by Frank J. Fabozzi & Chun-Yip Fung & Kin Lam & Wing-Keung Wong - 1483-1495 Principal component measures of exchange market pressure: comparisons with variance-weighted measures
by Scott William Hegerty
September 2013, Volume 23, Issue 17
- 1361-1369 A Basel perspective on bank leverage
by M. A. Petersen & J. B. Maruping & J. Mukuddem-Petersen & L. N. P. Hlatshwayo - 1371-1381 Street-smart asset pricing
by Vinay Asthana - 1383-1391 Change in governance environment and firm performance: evidence from foreign firms deregistering from the US
by Ting Yang - 1393-1398 Market closings and concentration of stock trading: an empirical analysis
by P. V. (Sundar) Balakrishnan & A. Steven Holland & James M. Miller & S. Gowri Shankar - 1399-1406 Testing purchasing power parity in a DFA rolling Hurst framework: the case of 23 OECD countries
by Periklis Gogas & Theophilos Papadimitriou & Georgios Sarantitis - 1407-1418 Inefficient pricing from holdover bias in NFL point spread markets
by Andy Fodor & Michael DiFilippo & Kevin Krieger & Justin Davis
August 2013, Volume 23, Issue 16
- 1287-1299 The influence of blockownership level and identity on board composition: evidence from the New Zealand market
by Bruce Burton & Abeyratna Gunasekarage & Jayanthi Kumarasiri - 1301-1309 Investor sentiment and stock prices in the subprime mortgage crisis
by Alexander F. Wolff - 1311-1324 Does federal funds futures rate contain information about the treasury bill rate?
by N. K. Kishor & H. A. Marfatia - 1325-1336 Detecting financial predators ahead of time: a two-group longitudinal study
by Olivier Mesly - 1337-1348 AIG's announcements, Fed's innovation, contagion and systemic risk in the financial industries
by M. Faisal Safa & M. Kabir Hassan & Neal C. Maroney - 1349-1359 The impact of double taxation on small firms' cash holdings
by Hui Di & Steven Allen Hanke
August 2013, Volume 23, Issue 15
- 1215-1229 Valuation of liabilities in hybrid pension plans
by Dirk Broeders & An Chen & David Rijsbergen - 1231-1238 Option pricing with time-changed L�vy processes
by Sven Klingler & Young Shin Kim & Svetlozar T. Rachev & Frank J. Fabozzi - 1239-1247 The effects of good governance on foreign direct investment inflows in Arab countries
by Alamedin Bannaga & Yagoub Gangi & Rafid Abdrazak & Bashar Al-Fakhry - 1249-1256 Assessing the effect of tail dependence in portfolio allocations
by R. P. C. Leal & B. V. M. Mendes - 1257-1271 Bulgarian stock market relative predictability: BSE-Sofia stocks and South East European markets
by Aneta Dyakova & Graham Smith - 1273-1286 Volatility links between US industries
by Bernard Ben Sita
July 2013, Volume 23, Issue 14
- 1145-1154 Divestitures and value creation: does leverage matter?
by Pascal Nguyen - 1155-1168 Time-varying betas of sectoral returns to market returns and exchange rate movements
by Hyunjoo Kim Karlsson & R. Scott Hacker - 1169-1183 The tax burden of listed companies in China
by Der-Fen Huang & Ni-Yun Chen & Ko-Wei Gao - 1185-1196 Forecasting Eurozone real-estate returns
by Christian Pierdzioch & Daniel Hartmann - 1197-1203 Capital structure and stock returns: evidence from an emerging market with unique financing arrangements
by Khamis H. Al-Yahyaee & Toan M. Pham & Terry S. Walter - 1205-1213 Did the Bank of Mexico follow a systematic behaviour in its transition to an inflation targeting regime?
by Jesus M. Garcia-Iglesias & Rebeca Muñoz Torres & George Saridakis
July 2013, Volume 23, Issue 13
- 1057-1065 A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America
by Renatas Kizys & Christian Pierdzioch - 1067-1082 What drives international equity and bond holdings? An empirical study
by Lieven De Moor & Rosanne Vanp�e - 1083-1096 The impact of firm-specific information during the registration period on initial public offering pricing
by William R. Sodjahin & Marie-Claude Beaulieu - 1097-1107 Taylor rule equilibrium exchange rates and nonlinear mean reversion
by Joscha Beckmann & Wolfram Wilde - 1109-1122 Why do banks ask for collateral in SME lending?
by R�gis Blazy & Laurent Weill - 1123-1136 Stock returns and inflation risk: economic versus statistical evidence
by Tomek Katzur & Laura Spierdijk - 1137-1143 The impact of mandatory IFRS adoption on the earnings--returns relation
by Wensheng Kang
June 2013, Volume 23, Issue 12
- 991-1004 Impact of sector versus security choice on equity portfolios
by Jason Hall & Ben McVicar - 1005-1015 Long-term dependence of popular and neglected stocks
by Aiwu Zhao & Spencer Cheng & Zhixin Kang - 1017-1031 Customer relationships and the provision of trade credit during a recession
by Daisuke Tsuruta - 1033-1041 Crude oil hedging strategy: new evidence from the data of the financial crisis
by Yuki Toyoshima & Tadahiro Nakajima & Shigeyuki Hamori - 1043-1055 UK stock market predictability: evidence of time variation
by David McMillan & Mark Wohar
June 2013, Volume 23, Issue 11
- 901-920 Stock market information and the relationship between real exchange rate and real interest rates
by Juha Junttila & Marko Korhonen - 921-928 Time varying equity market beta as an index of financial openness?
by S. K. A. Rizvi & B. Naqvi & C. Bordes - 929-950 A multi-country analysis of the 2007--2009 financial crisis: empirical results from discrete and continuous time models
by P. Dontis-Charitos & S. R. Jory & T. N. Ngo & K. B. Nowman - 951-962 Currency option pricing in a credible exchange rate target zone
by Dirk Veestraeten - 963-975 Board independence, executive compensation and restatement
by Teng-Shih Wang & Yi-Mien Lin & Chin-Fang Chao - 977-989 Investment distortions and the value of the government's tax claim
by Daniel Kreutzmann & Soenke Sievers & Christian Mueller
May 2013, Volume 23, Issue 10
- 817-836 Financial education and investment attitudes in high schools: evidence from a randomized experiment
by Leonardo Becchetti & Stefano Caiazza & Decio Coviello