Content
February 2012, Volume 22, Issue 4
- 313-320 Withdrawals of mergers involving private targets
by Jeff Madura & Thanh N. Ngo - 321-329 Accounting information and excess stock returns: the role of the cost of capital -- new evidence from US firm-level data
by Nicholas Apergis & George Artikis & Sofia Eleftheriou & John Sorros - 331-338 Determinants of interest rate swap spreads in the US: bounds testing approach to cointegration
by Yuki Toyoshima
February 2012, Volume 22, Issue 3
- 177-195 WTO membership, ownership deregulation, and market efficiency: evidence from China
by Rima Turk Ariss & Rasoul Rezvanian & Seyed M. Mehdian - 197-208 Forecast of stock market based on nonharmonic analysis used on NASDAQ since 1985
by Takafumi Ichinose & Shigeki Hirobayashi & Tadanobu Misawa & Toshio Yoshizawa - 209-213 Firm-specific factors as determinants of capital structure in the absence of taxes
by Wafaa M. Sbeti & Imad Moosa - 215-229 Volatility estimators based on daily price ranges versus the realized range
by Neda Todorova - 231-242 The liquidity and liquidity distribution effects in emerging markets: evidence from Jordan
by J�rôme Vandenbussche & Szabolcs Blazsek & Stanley Watt - 243-250 The role of the economic environment on mortgage defaults during the Great Recession
by Camilo Sarmiento - 251-258 On the risk-neutral value of debt tax shields
by Massimiliano Barbi
January 2012, Volume 22, Issue 2
- 87-95 Asset correlations for credit card defaults
by J. Crook & T. Bellotti - 97-112 Realized volatility and jumps in the Athens Stock Exchange
by Dimitrios I. Vortelinos & Dimitrios D. Thomakos - 113-126 Extreme risk measures for REITs: a comparison among alternative methods
by Jian Zhou - 127-133 Do natural phenomena affect stocks’ yield in Israel?
by Ben David Nissim & Levkovitch Liran & Skalka Eshel - 135-145 Analyst coverage and market reaction around stock split announcements
by Deborah A. Ford & Hoang H. Nguyen & Van T. Nguyen - 147-164 The valuation effects of military contract awards surrounding 11th September
by Darshana D. Palkar & Stephen J. Larson & Robert B. Larson - 165-176 New evidence of the expectation hypothesis of interest rates: a flexible nonlinear approach
by Medhi Mili & Jean-Michel Sahut & Fred�ric Teulon
January 2012, Volume 22, Issue 1
- 1-19 Disposition effect and mutual fund performance
by Manuel Ammann & Alexander Ising & Stephan Kessler - 21-32 Does market power influence bank profits in Mexico? A study on market power and efficiency
by Jesus Gustavo Garza-Garcia - 33-44 Do venture capitalists reduce underpricing and underperformance of IPOs?
by Yacine Belghitar & Rob Dixon - 45-57 Financial market spillovers around the globe
by Thomas Dimpfl & Robert C. Jung - 59-70 Implied risk aversion and volatility risk premiums
by Sun-Joong Yoon & Suk Joon Byun - 71-86 The quiet period has something to say
by Patrick A. Lach & Michael J. Highfield & Stephen D. Treanor
December 2011, Volume 21, Issue 24
- 1809-1817 Turnover tax, transaction cost and stock trading volume revisited: investigation of the Japanese case
by Minoru Hayashida & Hiroyuki Ono - 1819-1829 GJR-GARCH model in value-at-risk of financial holdings
by Y. C. Su & H. C. Huang & Y. J. Lin - 1831-1841 Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach
by Zhuo Qiao & Yuming Li & Wing-Keung Wong - 1843-1857 The bonus pool, mark to market and free cash flow: producer surplus and its vesting in the financial markets
by Roger J. Bowden & Peter N. Posch - 1859-1872 The wealth effects of acquiring foreign government-owned corporations: evidence from US-listed acquirers in cross-border mergers and acquisitions
by Surendranath R. Jory & Thanh N. Ngo - 1873-1890 A multidimensional framework for performance evaluation of forecasting models: context-dependent DEA
by B. Xu & J. Ouenniche
December 2011, Volume 21, Issue 23
- 1793-1808 Modelling and trading the Greek stock market with mixed neural network models
by Christian L. Dunis & Jason Laws & Andreas Karathanassopoulos
2011, Volume 21, Issue 23
- 1725-1734 Project finance loan spreads and disaggregated political risk
by Claudia Girardone & Stuart Snaith - 1735-1755 Stylized facts of money and credit over the business cycles
by Tryphon Kollintzas & Ioanna Konstantakopoulou & Efthymios Tsionas - 1757-1764 The weekly structure of US stock prices
by Guglielmo Maria Caporale & Luis Gil-Alana - 1765-1767 An empirical demonstration of classical comparative cost theory: a correction to Balassa (1963)
by Gawon Yoon - 1769-1778 Net national savings and the Japanese long-term interest rate
by P. W. Jansen - 1779-1791 Financial crisis and executive remuneration in banking industry - an analysis of five British banks
by Jean Jinghan Chen & Haitao Zhang & Xinrong Xiao & Weian Li
2011, Volume 21, Issue 22
- 1641-1659 Family ownership, financing constraints and investment decisions
by Christian Andres - 1661-1664 An empirical test of 'put call parity'
by Ben David Nissim & Tavor Tchahi - 1665-1678 Feedback trading and the behavioural ICAPM: multivariate evidence across international equity and bond markets
by Warren Dean & Robert Faff - 1679-1689 Estimating single factor jump diffusion interest rate models
by Ghulam Sorwar - 1691-1701 Market volatility and hedge fund returns in emerging markets
by B. Cao & S. A. Jayasuriya - 1703-1709 Are stock prices in the US nonstationary? Evidence from contemporary unit root tests
by Vasudeva Murthy & Kenneth Washer & John Wingender - 1711-1723 On the relation between the market risk premium and market volatility
by Yufeng Han
2011, Volume 21, Issue 21
- 1561-1570 The empirical relationship between home equity borrowing and durable goods purchases
by Norbert Michel & John Lajaunie & Shari Lawrence - 1571-1580 The impact of macroeconomic announcements on implied volatility
by Roland Fuss & Ferdinand Mager & Holger Wohlenberg & Lu Zhao - 1581-1586 Cumulative prospect theory challenges traditional expected utility theory
by Saziye Gazioğlu & Nilifer Calıskan - 1587-1597 Small sample properties of copula-GARCH modelling: a Monte Carlo study
by Carluccio Bianchi & Maria Elena De Giuli & Dean Fantazzini & Mario Maggi - 1599-1603 Inflation illusion or no illusion: what did pre- and post-war data say?
by Chao Wei & Fred Joutz - 1605-1615 The influence of geography on the success of private equity: investments in listed equity
by Olaf Stotz - 1617-1639 In search of momentum profits: are they illusory?
by Ivelina Pavlova & A. M. Parhizgari
2011, Volume 21, Issue 20
- 1479-1487 The constant elasticity of variance model: calibration, test and evidence from the Italian equity market
by Luca Vincenzo Ballestra & Graziella Pacelli - 1489-1493 The elusive marginal q
by Tom Berglund - 1495-1513 The business cycle in Eurozone economies (1960 to 2009)
by Ioanna Konstantakopoulou & Efthymios Tsionas - 1515-1524 Are dividend and investment decisions separable?
by P. S. Sanju & P. S. Nirmala & M. Ramachandran - 1525-1538 Heteroscedasticity and interval effects in estimating beta: UK evidence
by Seth Armitage & Janusz Brzeszczynski - 1539-1547 Has 'inflation targeting' increased the predictive power of term structure about future inflation: evidence from Turkish experience?
by Huseyin Kaya & M. Ege Yazgan - 1549-1560 Stock returns around nontrading periods: evidence from an emerging market
by Ali Akyol
2011, Volume 21, Issue 19
- 1397-1408 Speculative funding and its impact on subprime mortgage product pricing
by J. Mukuddem-Petersen & M. A. Petersen & T. Bosch & B. De Waal - 1409-1421 Nonlinear mean-reversion in Southeast Asian real exchange rates
by Doo-Yull Choi & Bong-Han Kim & See-Won Kim - 1423-1435 Option listing, returns and volatility: evidence from Greece
by George Filis & Christos Floros & Bruno Eeckels - 1437-1450 Granger causal relations among Greater China stock markets: a nonlinear perspective
by Zhuo Qiao & Keith Lam - 1451-1461 Are there bubbles in the REITs market? New evidence using regime-switching approach
by Ohannes George Paskelian & M. Kabir Hassan & Kathryn Whittaker Huff - 1463-1478 Time variation of CAPM betas across market volatility regimes
by Azamat Abdymomunov & James Morley
2011, Volume 21, Issue 18
- 1317-1330 Analysts' awareness of systematic bias in management earnings forecasts
by Koji Ota - 1331-1343 Robust and fragile firm-specific determinants of the capital structure of Chinese firms
by Imad Moosa & Larry Li & Tony Naughton - 1345-1354 Risk aversion as a technology factor in the production function
by David Black & Michael Dowd - 1355-1368 Stock and bond market interactions with two regime shifts: evidence from Turkey
by Pinar Evrim-Mandaci & Hakan Kahyaoglu & Efe Caglar Cagli - 1369-1379 Is the 52-week high effect as strong as momentum? Evidence from developed and emerging market indices
by Graham Bornholt & Mirela Malin - 1381-1396 The role of sorting portfolios in asset-pricing models
by J. Ernstberger & H. Haupt & O. Vogler
2011, Volume 21, Issue 17
- 1235-1253 The euro and the volatility of exchange rates
by Amalia Morales-Zumaquero & Simon Sosvilla-Rivero - 1255-1261 Dynamic portfolio frontier in a mean-variance framework
by Ching-Ping Wang & Hung-Hsi Huang & David Jou - 1263-1272 Is the US demand for money unstable?
by B. Bhaskara Rao & Saten Kumar - 1273-1279 Can consumption-based asset pricing models explain the cross-section of investment funds returns?
by Benjamin Auer - 1281-1289 Household portfolio behaviour: evidence from Middle East economies
by Bashar Al-Zu'bi & Victor Murinde - 1291-1307 Fiscal variables and bond spreads - evidence from Eastern European countries and Turkey
by Christiane Nickel & Philipp Rother & Jan-Christoph Ruelke - 1309-1316 The enigma of noninterest income convergence
by A. A. Antzoulatos & E. Panopoulou & C. Tsoumas
2011, Volume 21, Issue 16
- 1159-1162 Estimating minimum and maximum fares of leased transport services
by Carlos Henrique Rocha & Luiz Ricardo Cavalcante & Luiz Guilherme Oliveira - 1163-1174 Conditional strike prices of covered call and uncovered put strategies
by O. Stotz - 1175-1183 Dividend smoothing when firms distribute most of their earnings as dividends
by K. H. Al-Yahyaee & T. M. Pham & T. S. Walter - 1185-1204 Measuring mutual fund asymmetric performance in changing market conditions: evidence from a Bayesian threshold model
by Chih-Chiang Wu - 1205-1213 Cross-border bank lending versus FDI in Africa's growth story
by Jose Brambila-Macias & Isabella Massa & Victor Murinde - 1215-1223 Hedging performance of the Libor market model: the cap market case
by Sami Attaoui - 1225-1234 Hedge fund activism: insights from a French clinical study
by Veronique Bessiere & Michael Kaestner & Anne-Laurence Lafont
2011, Volume 21, Issue 15
- 1079-1093 Structural breaks in volatility: the case of UK sector returns
by David McMillan & Mark Wohar - 1095-1102 A comparison of ARIMA forecasting and heuristic modelling
by Chi-Chen Wang & Yun-Sheng Hsu & Cheng-Hwai Liou - 1103-1116 Analysing scale and scope specialization efficiencies of US agricultural and nonagricultural banks using the Fourier flexible functional form
by Yingzhuo Yu & Cesar Escalante & Xiaohui Deng & Jack Houston & Lewell Gunter - 1117-1134 Time series analysis of the relationships among (macro) economic variables, the dividend yield and the price level of the S&P 500 Index
by Matthew Serfling & Dragan Miljkovic - 1135-1143 Intellectual capital and analyst forecast: evidence from the high-tech industry in Taiwan
by Wen-Hsin Hsu & Yao-Ling Chang - 1145-1157 Regime switching fractional cointegration and futures hedging
by Hsiang-Tai Lee
2011, Volume 21, Issue 14
- 1005-1019 Economics, politics and the federal funds markets: does the Fed play politics?
by O. David Gulley & Jahangir Sultan - 1021-1034 The long-run relation among financial development, technology and GDP: a panel cointegration study
by A. G. Zagorchev & G. Vasconcellos & Y. Bae - 1035-1048 Money supply endogeneity and bank stock returns
by Z. E. Badarudin & M. Ariff & A. M. Khalid - 1049-1057 Risk preference and trading motivation measurement due to moneyness: evidence from the S&P 500 Index option market
by Ting-Huan Chang - 1059-1068 The performance of popular stochastic volatility option pricing models during the subprime crisis
by Thibaut Moyaert & Mikael Petitjean - 1069-1078 Estimation of one-, two- and three-factor generalized Vasicek term structure models for Japanese interest rates using monthly panel data
by K. Ben Nowman
2011, Volume 21, Issue 13
- 917-929 Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen
by Paul McGuinness & Richard Harris - 931-947 Informal collateral and default risk: do 'Grameen-like' banks work in high-income countries?
by Leonardo Becchetti & Maria Melody Garcia - 949-956 Strategic risk aversion
by Sherrill Shaffer - 957-967 Value relevance of R&D in the UK after IFRS mandatory implementation
by F. Tsoligkas & I. Tsalavoutas - 969-977 The impact of stock spams on volatility
by Taoufik Bouraoui - 979-996 Effect of regulation FD on disclosures of information by firms
by Edward Lawrence & Gordon Karels & Arun Prakash & Siddharth Shankar - 997-1003 Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis
by Emawtee Bissoondoyal-Bheenick & Robert Brooks & Samantha Hum & Sirimon Treepongkaruna
2011, Volume 21, Issue 12
- 837-845 Sum of the parts stock return forecasting: international evidence
by David McMillan & Mark Wohar - 847-861 Productivity changes and risk management in Indonesian banking: a Malmquist analysis
by Muliaman Hadad & Maximilian Hall & Karligash Kenjegalieva & Wimboh Santoso & Richard Simper - 863-880 International sports and investor sentiment: do national team matches really affect stock market returns?
by Jeffrey Gerlach - 881-895 Are seasoned equity offerings made in response to weak operating performance?
by Mark Bayless & Nancy Jay - 897-904 The effect of family control on investment-cash flow sensitivity
by Jung-Hua Hung & Yi-Ping Kuo - 905-915 Is the stock market efficient in bad times and inefficient in good times?
by Y. Hammami
2011, Volume 21, Issue 11
- 763-770 Optimal portfolios: are they optimal for the long run?
by R. Aroskar & W. A. Ogden - 771-787 The horizon effect of stock return predictability and model uncertainty on portfolio choice: UK evidence
by Guangjie Li - 789-800 Dynamic correlation between stock prices and exchange rates
by Chia-Hao Lee & Shuh-Chyi Doong & Pei-I Chou - 801-813 On the importance of asymmetries for dynamic hedging during the subprime crisis
by Yu-Sheng Lai & Her-Jiun Sheu - 815-824 Weighted average cost of capital in the theory of Modigliani-Miller, modified for a finite lifetime company
by Peter Brusov & Tatiana Filatova & Natali Orehova & Nastia Brusova - 825-835 Price transmission between stocks of European countries and their American depositary receipts
by Weiju Young & Chun-An Li
2011, Volume 21, Issue 10
- 683-694 The effect of Santa Ana wind conditions and cloudiness on Southern California stock returns
by Andy Saporoschenko - 695-705 Creating a synthetic after-tax zero-coupon bond using US Treasury STRIP bonds: implications for the true after-tax spot rate
by Phillip Daves & Michael Ehrhardt - 707-716 Is exchange-market pressure contagious among transition economies?
by Scott Hegerty - 717-734 Time-varying price discovery in fragmented markets
by Nicholas Taylor - 735-742 Risk-return relationships and asymmetric adjustment in the UK housing market
by Bruce Morley & Dennis Thomas - 743-746 Foreign shareholding: a decomposition analysis
by Ajay Shah & Ila Patnaik - 747-754 Pricing Taiwan option market with GARCH and stochastic volatility
by Hung-Hsi Huang & Ching-Ping Wang & Shiau-Hung Chen - 755-761 The basis under negative shock and the price discovery in futures market
by Chiao-Yi Chang
2011, Volume 21, Issue 9
- 601-623 Is the finance led growth hypothesis robust to alternative measures of financial development?
by Rumi Masih & Suhair Khan - 625-636 Testing the CAPM across observed and fundamental returns
by Dave Berger - 637-649 Offshore versus local listings of Taiwanese firms: evidence from London, New York and Taipei
by Richard Burdekin & Hsin-hui Whited - 651-663 Do banks respond to capital requirements? Evidence from Indonesia
by Rasyad Parinduri & Yohanes Riyanto - 665-681 Volatility forecasting in emerging markets with application of stochastic volatility model
by Alex YiHou Huang
2011, Volume 21, Issue 8
- 519-528 Oil prices and the greenback: it takes two to tango
by Brahim Razgallah & Kamal Smimou - 529-544 Finance-growth nexus: evidence from a top global reformer
by Jose Brambila-Macias & Isabella Massa - 545-554 Estimating the impact of good news on stock market volatility
by Farooq Malik - 555-562 The smooth transition GARCH model: application to international stock indexes
by Rim Khemiri - 563-600 Existence and extent of impact of individual stock derivatives on spot market volatility in India
by Abhilash Nair
2011, Volume 21, Issue 7
- 437-454 Cost efficiency, technological progress and productivity growth of Chinese banking pre- and post-WTO accession
by Rasoul Rezvanian & Rima Turk Ariss & Seyed Mehdian - 455-461 Economy-wide corruption and bad loans in banking: international evidence
by Rajeev Goel & Iftekhar Hasan - 469-479 Shifting sentiments in firm investment: an application to the oil industry
by Klaus Mohn & Bård Misund - 481-491 Behavioural patterns as determinants of market movements: evidence from an emerging market
by Timotej Jagric & Sebastjan Strasek - 493-503 Evaluating hedging strategies in the foreign exchange market with the stochastic dominance approach
by Yi-Chein Chiang & Tung Liang Liao & Tse-An Hsiao - 505-518 Applying simulation optimization to dynamic financial analysis for the asset-liability management of a property-casualty insurer
by Tzu-Yi Yu & Chenghsien Tsai & Hsiao-Tzu Huang & Chuen-Lung Chen
2011, Volume 21, Issue 6
- 353-368 A dynamic analysis of stock price ratios
by Antoine Giannetti & Ariel Viale - 369-377 Treating cross-dependence in event studies: the Canadian income trust leak
by K. G. Stewart & L. Zheng - 379-387 The determinants of capital structure choice: evidence from Greek listed companies
by A. Noulas & G. Genimakis - 389-399 Asymmetric correlations in equity returns: a fundamental-based explanation
by Liang Ding & Hiroyoki Miyake & Hao Zou - 401-413 The oil industry's response to new avenues in futures trading
by Kenneth Hunsader & Ross Dickens - 415-420 Systematic factors, information release and market volatility
by Elvan Aktas - 421-436 A test of significance of the predictive power of the moving average trading rule of technical analysis based on sensitivity analysis: application to the NYSE, the Athens Stock Exchange and the Vienna Stock Exchange. Implications for weak-form market efficiency testing
by A. E. Milionis & E. Papanagiotou
2011, Volume 21, Issue 5
- 287-300 Booms and busts in China's stock market: estimates based on fundamentals
by Gabe de Bondt & Tuomas Peltonen & Daniel Santabarbara - 301-307 Insider trading during the 2008 financial crisis
by Naser Abumustafa & Salah Nusair - 333-341 The liquidity effects of revisions to the CAC40 stock index
by Andros Gregoriou
2011, Volume 21, Issue 4
- 195-206 Optimum currency areas, structural changes and the endogeneity of the OCA criteria: evidence from six new EU member states
by Dimitrios Sideris - 207-215 Global financing conditions and sovereign debt yields of emerging market countries
by Evrim Imer-Ertunga - 217-231 The real options content of oil producer stocks
by Andrew Carver & Matthew Ennis - 233-249 The impact of the macroeconomic environment on merger activity: evidence from US time-series data
by Seung Hee Choi & Bang Nam Jeon - 251-260 A simple model of retail banking: a liquidity-providing perspective
by Jyh-Horng Lin & Chuen-Ping Chang & Rosemary Jou - 261-269 Pricing credit default swap with nonlinear dependence
by Shwu-Jane Shieh & Chih-Yung Lin
2011, Volume 21, Issue 3
- 119-130 Savings selectivity bias, subjective expectations and stock market participation
by Yosef Bonaparte & Frank Fabozzi - 131-145 Changes in euro area monetary transmission?
by Axel Weber & Rafael Gerke & Andreas Worms - 147-163 Building proxies that capture time-variation in expected returns using a VAR approach
by Ricardo Sousa - 165-181 Related party transactions as a source of earnings management
by Jean Jinghan Chen & Peng Cheng & Xinrong Xiao - 183-194 Behaviour of stock markets' memories
by Shapour Mohammadi & Ahmad Pouyanfar
2011, Volume 21, Issue 1-2
- 1-2 Special issue in honour of Clive Granger
by Mark Taylor - 3-5 The Applied Economics journals: a personal reflection
by Clive Granger - 7-17 Modelling the Phillips curve with unobserved components
by Andrew Harvey - 19-32 Revisiting UK consumers' expenditure: cointegration, breaks and robust forecasts
by David Hendry - 33-41 Combining forecasts - forty years later
by Kenneth Wallis - 43-60 Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators
by Nii Ayi Armah & Norman Swanson - 61-66 Does news on real Chinese GDP growth impact stock markets?
by Philip Hans Franses & Heleen Mees - 67-94 Stylized facts of return series, robust estimates and three popular models of volatility
by Timo Terasvirta & Zhenfang Zhao - 95-116 The euro introduction and noneuro currencies
by Dick van Dijk & Haris Munandar & Christian Hafner
2010, Volume 21, Issue 7
- 463-467 Discrete time linear-quadratic pricing of bonds and options
by Marco Realdon
2010, Volume 21, Issue 5
- 271-285 Staggered boards, accounting discretion and firm value
by Pornsit Jiraporn & Yixin Liu - 309-315 Study on the tracking errors and their determinants: evidence from Hong Kong exchange traded funds
by Patrick Kuok-Kun Chu - 317-331 Stock characteristics and herding in financial analyst recommendations
by Wen-Yi Lin & Po-Jung Chen & Sheng-Syan Chen - 343-352 The impact of firm strategies on stock market value in the biotechnology industry
by Noah Patrick Stefanec
2010, Volume 20, Issue 24
- 1839-1849 New evidence on value investing in emerging equity markets
by Zhipeng Yan & Yan Zhao - 1851-1866 The profitability of banks in Japan
by Hong Liu & John Wilson - 1867-1878 Product liability litigation: an issue of Merck and lawsuits over Vioxx
by Kurt Rotthoff - 1879-1889 Evaluating Blue Chip forecasts of the trade-weighted dollar exchange rate
by Hamid Baghestani - 1891-1892 Forecasting with distributional scaling
by Brian Jacobsen - 1893-1899 The effect of performance on corporate disclosure: an empirical study of Taiwan banks
by Tseng-Chung Tang - 1901-1922 Corporate operating characteristics and capital structure: causality testing in heterogeneous panel data
by E. Guo & O. Suliman
2010, Volume 20, Issue 23
- 1761-1768 The impact of speculative trading activities on the speculative market: a case of Taiwan stock index futures market
by Chia-Pin Chen & Ying-Sing Liu & Chih-Wen Hsu - 1769-1792 Disrupted links between credit default swaps, bonds and equities during the GM and Ford crisis in 2005
by Virginie Coudert & Mathieu Gex - 1793-1805 Financial panic and emerging market funds
by Yothin Jinjarak & Huanhuan Zheng - 1807-1818 Size does matter! The intra-industry effect of bank loan ratings
by Wei-Huei Hsu & Abdullah Mamun & Lawrence Rose - 1819-1828 The value relevance of earnings forecast disclosures: an investigation of forecast attributes and signalling in the Australian IPO context
by Neil Hartnett - 1829-1838 Quarterly return patterns in the Spanish stock market
by Cristina Ortiz & Gloria Ramirez & Luis Vicente
2010, Volume 20, Issue 22
- 1687-1695 A dynamic analysis of the determinates of the US current account deficit
by Rajeev Sooreea & Mark Wheeler - 1697-1707 An analysis of the time series properties of the UK ex-post real interest rate: fractional integration, breaks or nonlinear
by David McMillan & Mark Wohar - 1709-1723 Testing persistence in the context of conditional heteroscedasticity errors
by Luis Gil-Alana - 1725-1739 The evolution of inter-organizational networks in venture capital financing
by Christian Hopp - 1741-1749 The relationship between the real estate and stock markets of China: evidence from a nonlinear model
by Yu-Shao Liu & Chi-Wei Su - 1751-1760 Pricing efficiency of stock rights issues in Malaysia
by Mohd Edil Abd Sukor & Obiyathulla Ismath Bacha
2010, Volume 20, Issue 21
- 1615-1625 The institutional and macroeconomic determinants of stock market development in emerging economies
by Charles Amo Yartey - 1627-1638 The asymmetric impact of firm-specific and of index returns on the volatility processes of individual stocks
by Nikolaos Voukelatos - 1639-1649 Closed-end country fund premiums and economic freedom
by Samuel Kyle Jones & Michael Stroup - 1651-1658 Momentum strategy and institutional investing in Taiwan stock market
by Ching-Ping Wang & Hung-Hsi Huang & Wei-Li Lin - 1659-1666 Financial market reforms and corporate financing in Korea
by Tae-Joon Kim & Jai-Won Ryou & Shinji Takagi - 1667-1672 Trading rules and stock returns: some further short run evidence from the Hang Seng 1997-2008
by J. Andrew Coutts