Printed from https://ideas.repec.org/s/taf/apfiec2.html
Content
May 2013, Volume 23, Issue 10
- 837-845 An analysis of nonlinearity of the Brazilian Central Bank reaction function
by Jos� Luiz Rossi & Terence Pagano - 847-859 The role of the state, ownership structure, and the performance of real estate firms in China
by Wei Huang & Agyenim Boateng - 861-868 Valuation and choice of convertible bonds based on MCDM
by Wen Shiung Lee & Ya Ting Yang - 869-880 Idiosyncratic risk and expected returns: a panel data model with random effects
by Mu-Shun Wang - 881-890 Efficiency and competition in Korean banking
by Maximilian J. B. Hall & Richard Simper - 891-900 Shareholder wealth creation following M&A: evidence from European utility sectors
by Sanjukta Datta & Devendra Kodwani & Howard Viney
May 2013, Volume 23, Issue 9
- 729-737 Information technology sector and equity markets: an empirical investigation
by Fredj Jawadi & Nabila Jawadi & Duc Khuong Nguyen & Hassan Obeid - 739-747 Long-run neutrality and superneutrality of money in South American economies
by Robert Hiscock & Jagdish Handa - 749-765 Beating the random walk: a performance assessment of long-term interest rate forecasts
by Frank A. G. den Butter & Pieter W. Jansen - 767-782 Competition and the performance of microfinance institutions
by Esubalew Assefa & Niels Hermes & Aljar Meesters - 783-787 Leverage effects in a multiasset framework
by R. Sufana - 789-804 Implied volatility smiles in the Nikkei 225 options
by Yuichi Fukuta & Wenjie Ma - 805-816 The evolution of stock market predictability in Bulgaria
by Aneta Dyakova & Graham Smith
April 2013, Volume 23, Issue 8
- 629-647 Estimating performance aspects of Greek equity funds with a liquidity-augmented factor model
by Vassilios Babalos & Emmanuel Mamatzakis & Nikolaos Philippas - 649-670 Asset demand in the financial AIDS portfolio model -- evidence from a major tax reform
by Richard Ochmann - 671-684 Nonparametric conditional density estimation of short-term interest rate movements: procedures, results and risk management implications
by Ankit Kalda & Sikandar Siddiqui - 685-699 Integrating analysts’ forecasts in the security screening process: empirical evidence from the Eurostoxx 50
by Panos Xidonas & Haris Doukas - 701-708 Are liquidity costs higher in options markets or in futures markets?
by Samarth Shah & B. Wade Brorsen - 709-727 New performance-vested stock option schemes
by An Chen & Markus Pelger & Klaus Sandmann
April 2013, Volume 23, Issue 7
- 535-549 Leasing by small enterprises
by Doris Neuberger & Solvig Räthke-Döppner - 551-560 Momentum in stock market returns: implications for risk premia on foreign currencies
by Thomas Nitschka - 561-571 Economic significance of oil price changes on Russian and Chinese stock markets
by Michael Soucek & Neda Todorova - 573-587 Relationship lending, default rate and loan portfolio quality
by Matteo Cotugno & Valeria Stefanelli & Giuseppe Torluccio - 589-602 Economic reforms, business groups and changing pattern of distribution of profitability across corporate firms in India: a semi-parametric analysis
by Indrani Chakraborty - 603-617 Corporate restructuring and product market behaviour
by Yilei Zhang & Song Wang - 619-628 Informed and uninformed trading in the EUR/PLN spot market
by K. Bień-Barkowska
March 2013, Volume 23, Issue 6
- 433-448 Financial development and TFP growth: cross-country and industry-level evidence
by F. Arizala & E. Cavallo & A. Galindo - 449-460 Long-term stock returns after a substantial increase in the debt ratio
by Hsu-Huei Huang & Min-Lee Chan - 461-473 Setting the optimal make-whole call premium
by Eric A. Powers & Sudipto Sarkar - 475-481 An asymmetric DCC analysis of correlations among bank CDS indices
by Go Tamakoshi & Shigeyuki Hamori - 483-493 Testing the efficiency of the aluminium market: evidence from London metal exchange
by Mohamed El Hedi Arouri & Fredj Jawadi & Prosper Mouak - 495-504 Market value and corporate debt: the 2006--2010 international evidence
by A. Dell’Acqua & L. L. Etro & E. Teti & P. Barbalace - 505-513 Forecasting US housing starts under asymmetric loss
by Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann - 515-534 Interaction between monetary policy and stock prices: a comparison between the Caribbean and the US
by Emma M. Iglesias & Andre Yone Haughton
March 2013, Volume 23, Issue 5
- 347-362 Bank-characteristics, lending channel and monetary policy in emerging markets: bank-level evidence from Malaysia
by Muhamed Zulkhibri - 363-375 What is the shape of real exchange rate nonlinearity?
by Stephen Norman & Kerk Phillips - 377-392 On China's monetary policy and asset prices
by Shujie Yao & Dan Luo & Lixia Loh - 393-402 SEO underpricing in China's stock market: a stochastic frontier approach
by C. Liu & C. Y. Chung - 403-414 Calibrated GARCH models and exotic options
by Juho Kanniainen & Tero Halme - 415-432 Does business networking boost firms’ external financing opportunities? Evidence from Central and Eastern Europe
by Oluwarotimi Owolabi & Sarmistha Pal
February 2013, Volume 23, Issue 4
- 265-274 Market efficiency in the ASEAN region: evidence from multivariate and cointegration tests
by Francesco Guidi & Rakesh Gupta - 275-285 Applying the CAPM and the Fama--French models to the BRVM stock market
by Issouf Soumar� & Edoh Kossi Am�nounv� & Ousmane Diop & Dramane M�it� & Yao Djifa N'sougan - 287-296 Nonlinearity in the reaction of the foreign exchange market to interest rate differentials: evidence from a small open economy with a long-term peg
by Mahalia Jackman & Roland Craigwell & Michelle Doyle-Lowe - 297-314 Performance of Spanish pension funds: robust evidence from alternative models
by Mercedes Alda & Luis Ferruz & Liam A. Gallagher - 315-324 Value premium in the Chinese stock market: free lunch or paid lunch?
by Yujia Huang & Jiawen Yang & Yongji Zhang - 325-345 Private information, overconfidence and intraday trading behaviour: empirical study of the Taiwan stock market
by Chi Ming Ho
February 2013, Volume 23, Issue 3
- 181-198 Middle Eastern stock markets: absolute, evolving and relative efficiency
by Kinga Niemczak & Graham Smith - 199-219 Diversification potential of ADRs, country funds and underlying stocks across economic conditions
by Stanley Peterburgsky & Yini Yang - 221-232 Lockup clauses in Italian IPOs
by Dmitri Boreiko & Stefano Lombardo - 233-240 Revisiting the pricing of commodity futures and forwards
by Marco Realdon - 241-250 The failure of risk management for nonfinancial companies in the context of the financial crisis: lessons from Aracruz Celulose and hedging with derivatives
by Rodrigo Zeidan & Bruno Rodrigues - 251-263 Financial turbulence and beta estimation
by Dave Berger
January 2013, Volume 23, Issue 2
- 91-103 Extreme risk spillover among international REIT markets
by Jian Zhou - 105-117 Evaluating forecast performances of the quantile autoregression models in the present global crisis in international equity markets
by Qing Xu & Terry Childs - 119-122 Optimal diversification across mutual funds
by David Moreno & Rosa Rodr�guez - 123-138 A reassessment of stock market integration in SADC: the determinants of liquidity and price discovery in Namibia
by Bruce Hearn & Jenifer Piesse - 139-148 What caused the equity withdrawal mechanism? An investigation using threshold cointegration and error correction
by Antonio Paradiso - 149-164 The ex-date effect of rights issues: evidence from the Italian stock market
by Enrica Bolognesi & Angela Gallo - 165-179 The impact of hedging with derivative instruments on reported earnings volatility
by N. Beneda
January 2013, Volume 23, Issue 1
- 1-14 Are bank mergers procyclical or countercyclical? Theory and evidence from Taiwan
by Wen-Chung Guo & Chih-Ching Yang - 15-26 Testing for contagion in US industry portfolios -- a four-factor pricing approach
by George Milunovich & Antony Tan - 27-40 Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’
by Takashi Miyazaki & Shigeyuki Hamori - 41-50 Foreign ownership and firm performance: evidence from Japan's electronics industry
by Makoto Nakano & Pascal Nguyen - 51-56 Momentum investing across economic states: evidence of market inefficiency in good times
by Y. Hammami - 57-69 Realized volatility forecasting: empirical evidence from stock market indices and exchange rates
by Linlan Xiao - 71-77 Sustainability membership and stock price: an empirical study using the Morningstar-SRI Index
by Miwa Nakai & Keiko Yamaguchi & Kenji Takeuchi - 79-90 Are commodity markets characterized by herd behaviour?
by Marie Steen & Ole Gjolberg
December 2012, Volume 22, Issue 24
- 2009-2025 The role of institutions in price correction: evidence from intraday noise trading in Taiwan
by Chun-I Lee & Robin K. Chou & Edward S. Hsieh & Kimberly Gleason - 2027-2034 Impact of exchange rate volatility on import flows: the case of Malaysia and the United States
by Yii Siing Wong & Chong Mun Ho & Brian Dollery - 2035-2046 Going public abroad: the dynamics of return spillovers in an atypical international cross listing case
by Yaseen S. Alhaj-Yaseen & Eddery Lam & John T. Barkoulas - 2047-2062 An analysis of exchange traded notes tracking errors with their underlying indexes and indicative values
by Rajarshi Aroskar & Willaim A. Ogden - 2063-2074 Dynamic correlation analysis of US financial crisis and contagion: evidence from four OECD countries
by Hong-Ghi Min & Young-Soon Hwang - 2075-2083 Ownership structure and minority expropriation: the case for multiple blockholders
by Mar�a Guti�rrez & Josep A. Tribó & Beatriz Mariano - 2085-2100 Extreme movements of the main stocks traded in the Eurozone: an analysis by sectors in the 2000's decade
by Emma M. Iglesias & Mar�a Dolores Lagoa Varela
January 2012, Volume 22, Issue 23
- 1979-1992 Calibration strategies of stochastic volatility models for option pricing
by Mauri Larikka & Juho Kanniainen
December 2012, Volume 22, Issue 23
- 1931-1949 Firm heterogeneity and calendar anomalies
by Susan Sunila Sharma & Paresh Kumar Narayan - 1951-1959 Shadow economy and international software piracy
by Rajeev K. Goel & Michael A. Nelson - 1961-1978 When the US sneezes the world catches cold: are worldwide stock markets stable?
by Sandy Suardi - 1993-2008 Do trading volumes explain the persistence of GARCH effects?
by Rachael Carroll & Colm Kearney
November 2012, Volume 22, Issue 22
- 1841-1853 Determinants of capital structure of leasing companies in Pakistan
by Syed Zulfiqar Ali Shah & Jam-e-Kausar - 1855-1868 Persistence in the return and volatility of home price indices
by John Elder & Sriram Villupuram - 1869-1880 A study on the volatility forecast of the US housing market in the 2008 crisis
by Kui-Wai Li - 1881-1898 How have the Turkish post-2001 stabilization reforms impacted on the conditional correlation between the Turkish and the main foreign stock markets?
by Sukriye Tuysuz - 1899-1917 Welfare effect of interest rate shocks and policy implications
by Richard E. Ericson & Xuan Liu - 1919-1929 How and why corporate divestitures affect risk
by Jeff Madura & Maryna Murdock
November 2012, Volume 22, Issue 21
- 1753-1769 Market timing of corporate debt issuance: prediction or reaction?
by Bilei Zhou & Jie Michael Guo & Xiaohong Chen & Tian Yang - 1771-1786 Kyoto Protocol and capital structure: a comparative study of developed and developing countries
by Naiwei Chen & Wan-Ting Wang - 1787-1797 The impact of the GST on mortgage yield spreads of Australian banks
by Allen Huang & Benjamin Liu - 1799-1809 Measuring firm-specific informational efficiency without conditioning on a public announcement
by Yu Cong & Murugappa Krishnan - 1811-1820 Effectiveness of intervention in a small emerging market: an event study approach
by Hyginus Leon & Oral H. Williams - 1821-1826 Heterogeneity and anchoring in financial markets
by Yoshiyuki Nakazono - 1827-1840 Optimal responsible investment
by Pernille Jessen
October 2012, Volume 22, Issue 20
- 1665-1678 Innovation activity and corporate financing: evidence from a developing economy
by Ann Ling-Ching Chan - 1679-1695 Published, not perished, but has anybody read it? Citation success of finance research articles
by Agnieszka Bielinska-Kwapisz - 1697-1711 A time dynamic pair copula construction: with financial applications
by Andrew Vesper - 1713-1717 Real convergence in Latin America: a fractionally integrated approach
by Astrid Ayala & Juncal Cuñado & Luis Alb�riko Gil-Alana - 1719-1725 Financial development and economic growth: an empirical investigation of the role of banks and institutional investors
by Laurent Cavenaile & Danielle Sougn� - 1727-1742 What do we know about capital structure? Revisiting the impact of debt ratios on some firm-specific factors
by E. C. Charalambakis & D. Psychoyios - 1743-1752 The behaviour of the distributions of stock returns: an analysis of the European market using the Pearson system of continuous probability distributions
by F. Pizzutilo
October 2012, Volume 22, Issue 19
- 1571-1585 Identifying and evaluating horizontal support and resistance levels: an empirical study on US stock markets
by Achilleas Zapranis & Prodromos E. Tsinaslanidis - 1587-1601 Price discovery for Chinese shares cross-listed in multiple markets
by Patricia Lorraine Chelley-Steeley & James M. Steeley - 1603-1613 Volatility transmission across stock index futures when there are structural changes in return variance
by Po-Kai Huang - 1615-1629 Output and stock prices: an examination of the relationship over 200 years
by David G. McMillan & Mark E. Wohar - 1631-1646 Sentiment changes, stock returns and volatility: evidence from NYSE, AMEX and NASDAQ stocks
by Spyros Spyrou - 1647-1654 Determinants of bank net interest margins in Fiji, a small island developing state
by Neelesh Gounder & Parmendra Sharma - 1655-1664 Dynamic asset beta measurement
by Brandon Chen & Jonathan J. Reeves
September 2012, Volume 22, Issue 18
- 1479-1490 Determinants of carry trades in Central and Eastern Europe
by A. Hoffmann - 1491-1500 Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns
by David A. Volkman & Olivier J.P. Maisondieu Laforge & Mark Wohar - 1501-1510 Forecasting with the Taylor rule
by Ivo Arnold & Evert Vrugt - 1511-1527 Do socially responsible investment indexes outperform conventional indexes?
by Shunsuke Managi & Tatsuyoshi Okimoto & Akimi Matsuda - 1529-1551 The role of ‘cornerstone’ investors and the Chinese state in the relative underpricing of state- and privately controlled IPO firms
by Paul B. McGuinness - 1553-1569 Measuring operational risk in financial institutions
by S�verine Plunus & Georges Hübner & Jean-Philippe Peters
September 2012, Volume 22, Issue 17
- 1395-1408 Dividend signalling and sustainability
by J. Hobbs & M. I. Schneller - 1409-1428 Bank holding company diversification and production efficiency
by Elyas Elyasiani & Yong Wang - 1429-1451 The predictability of excess returns in the emerging bond markets
by Yin-Feng Gau & Wen-Ju Liao - 1453-1464 Volatility in EMU sovereign bond yields: permanent and transitory components
by Simón Sosvilla-Rivero & Amalia Morales-Zumaquero - 1465-1478 Efficiency convergence properties of Indonesian banks 1992--2007
by Tiantian Zhang & Kent Matthews
August 2012, Volume 22, Issue 16
- 1305-1316 Approximation of skewed and leptokurtic return distributions
by Matthias Scherer & Svetlozar T. Rachev & Young Shin Kim & Frank J. Fabozzi - 1317-1330 Federal funds futures, risk premium and monetary policy actions
by Farrokh Nourzad & James Calhoun & Adam Kurkiewicz - 1331-1342 The influence of direct cross-straits shipping on the smooth transition dynamics of stock volatilities of shipping companies
by Hsiang-Hsi Liu & Chun-Chou Wu & Yi Kai Su - 1343-1353 Long-term investors and valuation-based asset allocation
by Wade D. Pfau - 1355-1366 Supply and demand in the European credit market during the recent crisis
by Giovanni Verga & Maria-Gaia Soana - 1367-1384 Dynamics of time-varying volatility in the dry bulk and tanker freight markets
by Wolfgang Drobetz & Tim Richter & Martin Wambach - 1385-1394 Investment behaviours and IPO returns: evidence from Taiwan
by Jin-Ying Wang
August 2012, Volume 22, Issue 15
- 1215-1232 The impact of banking and sovereign debt crisis risk in the eurozone on the euro/US dollar exchange rate
by Stefan Eichler - 1233-1257 Liquidity stress-tester: do Basel III and unconventional monetary policy work?
by Jan Willem van den End - 1259-1273 Financial liberalization, structural breaks and stock market volatility: evidence from South Africa
by Umar Bida Ndako - 1275-1288 Capital structure adjustments in private business group companies
by Nico Dewaelheyns & Cynthia Van Hulle - 1289-1303 Board structure, corporate governance and firm value: evidence from Hong Kong
by Adrian C. H. Lei & Frank M. Song
July 2012, Volume 22, Issue 14
- 1121-1133 Volume and volatility in foreign exchange market microstructure: a Markov switching approach
by Rim Khemiri - 1135-1146 Optimally weighting higher-moment instruments to deal with measurement errors in financial return models
by François-Éric Racicot & Raymond Th�oret - 1147-1160 The extreme-value dependence between the Chinese and other international stock markets
by Qian Chen & David E. Giles & Hui Feng - 1161-1173 The determinants of cross-sectional liquidity in the IPO aftermarket
by Yen-Sheng Lee - 1175-1179 A formal methodology for aggregating multiple market views
by Joseph Simonian - 1181-1192 Operating procedures and the expectations theory of the term structure of interest rates: the New Zealand experience from 1989 to 2008
by Alfred V. Guender & Allan G. J. Wu - 1193-1206 Board composition, corporate ownership and market performance: evidence from Taiwan
by Yi-Mien Lin & Yen-Yu Liu & Shwu-Jen You & Jung-Yuan Shiu - 1207-1213 Using stochastic dominance criterion to examine the day-of-the-week effect
by C.-S. Hsieh & C.-T. Chen
July 2012, Volume 22, Issue 13
- 1029-1041 Can macroeconomic factors explain equity returns in the long run? The case of Jordan
by Gazi Mainul Hassan & Hisham M. Al refai - 1043-1052 Influence of debt financing on the effectiveness of the finite duration investment project
by Peter Brusov & Tatiana Filatova & Mukhadin Eskindarov & Pavel Brusov & Natali Orehova & Anastasia Brusova - 1053-1061 Measuring the success of fiscal consolidations
by António Afonso & João Tovar Jalles - 1063-1078 Does firm governance affect institutional investment? Evidence from real estate investment trusts
by Lisa A. C. Frank & Chinmoy Ghosh - 1079-1087 Determinants of corporate dividend policy in Greece
by Theophano Patra & Sunil Poshakwale & Kean Ow-Yong - 1089-1109 Dynamic correlations between REIT sub-sectors and the implications for diversification
by James Chong & Alexandra Krystalogianni & Simon Stevenson - 1111-1120 Using the autoregressive conditional duration model to analyse the process of default contagion
by Heng-Chih Chou
June 2012, Volume 22, Issue 12
- 939-954 Equity, credit and the business cycle
by Florian Ielpo - 955-965 Are technical trading strategies still profitable? Evidence from the Taiwan Stock Index Futures Market
by Yi-Chein Chiang & Mei-Chu Ke & Tung Liang Liao & Cin-Dian Wang - 967-975 Heterogeneous behaviours and the effectiveness of central bank intervention in the yen/dollar exchange market
by Chung-Wei Kao & Jer-Yuh Wan - 977-988 Applying recurrent event analysis to understand the causes of changes in firm credit ratings
by Yan-Shing Chen & Po-Hsin Ho & Chih-Yung Lin & Wei-Che Tsai - 989-1002 Copula contagion index and its efficiency
by Ke Cheng & Fengbin Lu & Xiaoguang Yang - 1003-1016 Determinants of profit efficiency: evidence from Korean savings banks
by Yongseung Han & Myeong Hwan Kim & Won-Joong Kim - 1017-1028 Evaluating catastrophe reinsurance contracts: an option pricing approach with extreme risk
by Wen-Chang Lin & Yi-Hsun Lai
June 2012, Volume 22, Issue 11
- 849-862 Volatility transmission of swap spreads among the US, Japan and the UK: a cross-correlation function approach
by Yuki Toyoshima & Shigeyuki Hamori - 863-876 On the quality of Taylor approximations to expected utility
by Georgios Skoulakis - 877-886 Financial payment instruments and corruption
by Rajeev K. Goel & Aaron N. Mehrotra - 887-897 How to gauge credit risk: an investigation based on data envelopment analysis and the Markov chain model
by Su-Lien Lu & Kuo-Jung Lee & Ming-Lun Zou - 899-909 Intertemporal relations between the market volatility index and stock index returns
by Ghulam Sarwar - 911-922 Noise trader risk: the case of Jewish Colonial Trust and Bank Leumi Stocks
by Tamir Levy & Joseph Yagil - 923-938 The effects of capital inflows on South Africa's economy
by Sean Joss Gossel & Nicholas Biekpe
May 2012, Volume 22, Issue 10
- 763-776 Multinationality and the performance of IPOs
by Ram Mudambi & Susan M. Mudambi & Arif Khurshed & Marc Goergen - 777-790 Multistage investment, systematic risk premium and CAPM beta: empirical evidence from product development
by Zaur Rzakhanov - 791-809 Technical trading with open interest: evidence from the German market
by Thorben Manfred Lubnau & Neda Todorova - 811-825 Broker beauty and boon: a study of physical attractiveness and its effect on real estate brokers’ income and productivity
by Sean P. Salter & Franklin G. Mixon & Ernest W. King - 827-836 The structure of REIT-beta
by I-Chun Tsai & Tien Foo Sing & Ming-Chi Chen & Tai Ma - 837-848 Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE
by A. Maghyereh & B. Awartani
May 2012, Volume 22, Issue 9
- 681-707 Size and liquidity effects in African frontier equity markets
by Bruce Hearn - 709-722 Have leveraged and traditional ETFs impacted the volatility of real estate stock prices?
by Richard J. Curcio & Randy I. Anderson & Hany Guirguis & Vaneesha Boney - 723-732 An analysis of the extreme returns distribution: the case of the Istanbul Stock Exchange
by A. Goncu & A. Karaman Akgul & O. Imamoğlu & M. Tiryakioğlu & M. Tiryakioğlu - 733-748 Estimating volatility from ATM options with lognormal stochastic variance and long memory
by Alessandro Cardinali - 749-762 Inflation targeting and financial market volatility
by Roisin O'sullivan & Marc Tomljanovich
April 2012, Volume 22, Issue 8
- 597-609 Pre-trade transparency and trade size
by Maria Elena Bontempi & Caterina Lucarelli - 611-623 Institutional investment horizons and open-market stock repurchases: evidence from the Taiwan stock market
by Lee-Young Cheng & Yu-En Lin - 625-632 Does trading activity contain information to predict stock returns? Evidence from Euronext Paris
by Wael Louhichi - 633-649 The uptick rule and stock returns: an analysis of Regulation SHO on the NYSE
by Kevin (Min) Zhao - 651-666 Testing linearity in term structures
by Chiara Peroni - 667-679 Exploiting default probabilities in a structural model with nonconstant barrier
by Arianna Agosto & Enrico Moretto
April 2012, Volume 22, Issue 7
- 509-535 Data snooping and the global accrual anomaly
by Markus Leippold & Harald Lohre - 537-547 Can retail investors exploit stock market anomalies?
by Antonios Siganos - 549-561 Explaining house price changes in Greece
by Dimitrios Gounopoulos & Andreas G. Merikas & Anna A. Merika & Anna Triantafyllou - 563-579 An empirical study of the returns on defaulted debt
by Michael Jacobs - 581-596 Rational speculative bubbles and commodities markets: application of duration dependence test
by Riza Emekter & Benjamas Jirasakuldech & Peter Went
March 2012, Volume 22, Issue 6
- 427-435 Does inflation have an impact on stock returns and volatility? Evidence from Nigeria and Ghana
by Shehu Usman Rano Aliyu - 437-443 Opinion polls and the stock market: evidence from the 2008 US presidential election
by Demissew Diro Ejara & Raja Nag & Kamal P. Upadhyaya - 445-460 The effect of Bank of Japan's commitment and the expectation form
by Kunihiro Hanabusa - 461-470 Forecasting volatility using range data: analysis for emerging equity markets in Latin America
by Manabu Asai & Iván Brugal - 471-478 GCC equity market indices integration
by Mukesh Chaudhry & Robert J. Boldin - 479-489 A full jump switching level GARCH model for short-term interest rate
by Her-Jiun Sheu & Hsiang-Tai Lee - 491-508 Big players’ aggregated trading and market returns in Istanbul Stock Exchange
by Numan Ülkü
March 2012, Volume 22, Issue 5
- 339-349 Actual and potential market risks during the stock market turmoil 2007--2008
by Mikael Bask & Anna Widerberg - 351-356 Information as an explanatory variable
by Alvaro Montenegro - 357-364 The impact of overnight returns on realized volatility
by Tseng-Chan Tseng & Hung-Cheng Lai & Cha-Fei Lin - 365-374 The GEL estimates resolve the risk-free rate puzzle in Japan
by Mikio Ito & Akihiko Noda - 375-385 The failure of Lehman Brothers and its impact on other financial institutions
by Mark Anthony Johnson & Abdullah Mamun - 387-393 Firm debt structure, firm size and risk volatility in US industrial firms
by James P. Gander - 395-408 How has financial deepening affected poverty reduction in India? Empirical analysis using state-level panel data
by Takeshi Inoue & Shigeyuki Hamori - 409-425 The effects of financial and real wealth on consumption: new evidence from OECD countries
by Riccardo De Bonis & Andrea Silvestrini
February 2012, Volume 22, Issue 4
- 259-283 Evaluating spread models with a basket security
by Patricia Chelley-Steeley & Keebong Park - 285-298 Asymmetric and cross-sectional effects of inflation on stock returns under varying monetary conditions
by Marc W. Simpson & Sanjay Ramchander - 299-312 Business confidence and stock returns in the USA: a time-varying Markov regime-switching model
by Emrah İ. Çevik & Turhan Korkmaz & Erdal Atukeren