Content
1997, Volume 7, Issue 3
- 229-239 An empirical test of the risk-return relationship on the Taiwan Stock Exchange
by Yen-Sheng Huang - 241-253 Stock return volatility and information: an empirical analysis of Pacific Rim, UK and US equity markets
by Patricia Fraser & David Power - 255-263 Exchange rate and interest rate volatility in the European Monetary System: some further results
by Lucio Sarno - 265-266 Inflation and real stock prices
by Tony Caporale & Chulho Jung - 267-271 The dividend reinvestment plan puzzle
by Harold Bierman - 273-280 A note on the stability of relationships between returns from emerging stock markets
by C. D. Sinclair & D. M. Power & A. A. Lonie & P. A. Avgoustinos - 281-294 Spreads, information flows and transparency across trading systems
by Paul Kofman & James Moser - 295-305 Cross-border mergers and acquisitions: maximizing the value of the firm
by Pedro Gonzalez & Geraldo Vasconcellos & Richard Kish & Jonathan Kramer - 307-310 Risk components and the market model: a pedagogical note
by Oyvind Bohren - 311-316 Multivariate testing of the capital asset pricing model in the Hong Kong stock market
by Yue-Cheong Chan - 317-325 Further analysis of official and black market exchange rates in Brazil: data transformations and structural changes
by Gawon Yoon
1997, Volume 7, Issue 2
- 127-136 Stock returns and inflation: a macro analysis
by Nicolaas Groenewold & Gregory O'Rourke & Stephen Thomas - 137-146 On stocks, bonds and business conditions
by Anders Loflund & Kim Nummelin - 147-164 ARCH modelling of Australian bilateral exchange rate data
by Michael McKenzie - 165-172 Listing and the liquidity of bank stocks: revisited
by Donald Fraser & John Groth & Steven Byers - 173-176 On the validity of the weak-form efficient markets hypothesis applied to the London stock exchange
by Nabeel Al-Loughani & David Chappell - 177-191 Regime switching in stock market returns
by Huntley Schaller & Simon Van Norden - 192-195 A test of relative efficiency between two sets of securities
by Pin-Huang Chou - 197-201 Financial constraints on the growth of high technology small firms in the United Kingdom
by Paul Westhead & David Storey - 203-206 Asymmetries and non-linearities in economic activity
by Fabio Fornari & Antonio Mele - 207-212 Calling for the true margin
by Jussi Keppo
1997, Volume 7, Issue 1
- 1-7 The determinants of actuarial costs in the New Zealand life insurance industry
by Mike Adams - 9-14 A further examination of the effect of diversification on the stability of portfolio betas
by R. D. Brooks & R. W. Faff & M. A. M. Gangemi & J. H. H. Lee - 15-24 Black and official exchange rate volatility and foreign exchange controls
by Kate Phylaktis & Yiannis Kassimatis - 25-35 Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines
by Issam Abdalla & Victor Murinde - 37-44 Measuring cost inefficiency in the UK life insurance industry
by Philip Hardwick - 45-57 A switching regression approach to the stationarity of systematic and non-systematic risks: the Hong Kong experience
by Joseph Cheng - 59-74 A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages
by Abul Masih & Rumi Masih - 75-85 Equity retention and initial public offerings: the influence of signalling and entrenchment effects
by Kevin Keasey & Helen Short - 87-95 Using a VECM to test exogeneity and forecastability in the PPP condition
by Stefan Norrbin & Kevin Reffett & Yaohua Ji - 97-106 The valuation effects of the Mexican debt crisis: a re-examination
by idhar Sundaram & Ike Mathur & Indudeep Chhachhi - 107-114 Aggregate consumption behaviour with time-nonseparable preferences and liquidity constraints
by Tony Wirjanto - 115-125 Does futures speculation stabilize spot prices? Evidence from metals markets
by Ahmet Enis Kocagil