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2010, Volume 20, Issue 21
- 1673-1685 Capital account liberalization and commercial bank interest rate margins
by Winston Ricardo Moore
2010, Volume 20, Issue 20
- 1547-1563 The influence of time, seasonality and market state on momentum: insights from the Australian stock market
by Victor Phua & Howard Chan & Robert Faff & Robert Hudson - 1565-1575 The lunar moon festival and the dark side of the moon
by Jing-Ming Kuo & Jerry Coakley & Andrew Wood - 1577-1583 Economic versus financial integration or decoupling between the US and the GCC
by Ismail Genc & Abdullah Jubain & Abdullah Al-Mutairi - 1585-1600 Determinants of financial performance in Chinese banking
by Shelagh Heffernan & Xiaoqing Fu - 1601-1613 Intra-industry contagion effects of earnings surprises in the banking sector
by Marcel Prokopczuk
2010, Volume 20, Issue 19
- 1479-1492 Financial structure and economic growth: evidence from time series analyses
by Philip Arestis & Ambika Luintel & Kul Luintel - 1493-1498 Stock returns and aggregate mutual fund flows: a system approach
by Heung-Joo Cha & Jaebeom Kim - 1499-1513 The information content of analysts reports and bankruptcy risk measures
by Dror Parnes - 1515-1530 World financial crisis and the rise of Chinese commercial banks: an efficiency analysis using DEA
by Dan Luo & Shujie Yao - 1531-1545 Capital structures in an emerging market: a duration analysis of the time interval between IPO and SEO in China
by Yang Ni & Shasha Guo & David Giles
2010, Volume 20, Issue 18
- 1401-1413 Nonbank financing and performance of informationally opaque businesses
by Daisuke Tsuruta - 1415-1428 Evaluating value at risk using selection criteria of the model and the information set
by Pilar Gargallo & Jesus Miguel & Pilar Olave & Manuel Salvador - 1429-1440 Integer-valued moving average modelling of the number of transactions in stocks
by Kurt Brannas & A. M. M. Shahiduzzaman Quoreshi - 1441-1460 Pricing-to-market and the volatility of UK export prices
by Baoying Lai & Nathan Lael Joseph - 1461-1477 What drives stock prices? Fundamentals, bubbles and investor behaviour
by Yen-Hsiao Chen & Patricia Fraser
2010, Volume 20, Issue 17
- 1327-1335 Using Engel curves to estimate CPI bias in a small, open, inflation-targeting economy
by John Gibson & Grant Scobie - 1337-1349 The profitability, seasonality and source of industry momentum
by Xiuqing Ji & Christos Giannikos - 1351-1361 Stock returns and foreign investment in Brazil
by Luciana Reis & Roberto Meurer & Sergio Da Silva - 1363-1376 The efficiency of cooperative banks: the impact of environmental economic conditions
by Francesca Battaglia & Vincenzo Farina & Franco Fiordelisi & Ornella Ricci - 1377-1395 Warrant introduction effects on stock return processes
by Jui-Jane Chang & Szu-Lang Liao - 1397-1400 A study of REITs in the Asia-Pacific area: volatility characters and their long-term relationship with stock indices
by Ming-Shann Tsai & Sue-Jane Chiang & Chih-Hsun Lin
2010, Volume 20, Issue 16
- 1241-1256 Far tail or extreme day returns, mutual fund cash flows and investment behaviour
by David Burnie & Adri De Ridder - 1257-1267 The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors
by Bala Arshanapalli & William Nelson & Lorne Switzer - 1269-1292 Volatility and causality in Asia Pacific financial markets
by Enzo Weber - 1293-1307 Environmental incidents and firm value-international evidence using a multi-factor event study framework
by Tommy Lundgren & Rickard Olsson - 1309-1320 Mutual funds biased preference for the parent's stock: evidence and explanation
by Carlos Alves & Victor Mendes - 1321-1326 Predictability of stock returns using financial statement information: evidence on semi-strong efficiency of emerging Greek stock market
by Christos Alexakis & Theophano Patra & Sunil Poshakwale
2010, Volume 20, Issue 15
- 1163-1171 Macroeconomic uncertainty and credit default swap spreads
by Christopher Baum & Chi Wan - 1173-1183 Do unobservable factors explain the disposition effect in emerging stock markets?
by Hisham Farag & Robert Cressy - 1185-1193 Financial intermediation and macroeconomic efficiency
by Yves Kuhry & Laurent Weill - 1195-1203 UK security analysts' idiosyncratic factors and predictive ability
by Simon Hussain - 1205-1215 Misalignment of the real exchange rate in the African Financial Community (CFA zone) and its policy implications
by Maru Etta-Nkwelle & Jin-Gil Jeong & Philip Fanara - 1217-1229 On the future contract quality option: a new look
by Alejandro Balbas & Susana Reichardt - 1231-1240 The security market plane
by Bernard Bollen
2010, Volume 20, Issue 14
- 1085-1098 Short horizon liquidity and trading activity in the US Treasury market: do inventory holding costs matter?
by Kenneth Khang & Tao-Hsien Dolly King - 1099-1112 Modelling bank lending in the euro area: a nonlinear approach
by Leonardo Gambacorta & Carlotta Rossi - 1113-1124 The performance and impact of stock picks mentioned on 'Mad Money'
by Bryan Lim & Joao Rosario - 1125-1132 The determinates of equity portfolio holdings
by Jonathan Batten & Xuan Vinh Vo - 1133-1143 The Q theory of investment, the capital asset pricing model and the capitalization rate in real estate valuation
by John McDonald - 1145-1161 The long-run performance of firms emerging from Chapter 11 bankruptcy
by Surendranath Jory & Jeff Madura
2010, Volume 20, Issue 13
- 1003-1010 Investor perceptions and volatility within a risk-return framework
by Dave Berger - 1011-1030 Modelling size and illiquidity in West African equity markets
by Bruce Hearn & Jenifer Piesse - 1031-1039 Asset pricing, size and North American stock market integration
by Lucie Samson - 1041-1049 General asymmetric stochastic volatility models using range data: estimation and empirical evidence from emerging equity markets
by Manabu Asai & Angelo Unite - 1051-1056 An alternative methodology for testing currency crises resulting from imbalances in macroeconomic fundamentals
by Fernando A. Ribeiro Soares & Mauricio Barata de Paula Pinto & Tito Belchior Silva Moreira - 1057-1070 Temporal information gaps and market efficiency: a dynamic behavioural analysis
by Bjorn-Christopher Witte - 1071-1084 Exchange rate volatility and export trade in Nigeria: an empirical investigation
by Shehu Usman Rano Aliyu
2010, Volume 20, Issue 12
- 923-940 How accounting fraud has changed merger valuation
by Jeff Madura & Thanh Ngo - 941-954 Extreme value analysis of daily Canadian crude oil prices
by Feng Ren & David Giles - 955-973 Measuring bond market liquidity: devising a composite aggregate liquidity score
by Moorad Choudhry - 975-981 The roles of stock market in the finance-growth nexus: time series cointegration and causality evidence from Taiwan
by Han Hou & Su-Yin Cheng - 983-987 Order imbalances from after-hours trading
by I-Chun Tsai - 989-1001 Realized mean-variance efficient portfolio selection and euro area stock market integration
by Claudio Morana
2010, Volume 20, Issue 11
- 845-860 Can firms do well while doing good?
by Parvez Ahmed & Sudhir Nanda & Oliver Schnusenberg - 861-878 Sector classification through non-Gaussian similarity
by M. Vermorken & A. Szafarz & H. Pirotte - 879-890 Implications of financial statement restatements of different items
by Katsiaryna Salavei - 891-898 The investor recognition hypothesis: the New Zealand case
by Daniel Chai & Daniel Choi - 899-910 An application of closed-form GARCH option-pricing model on FTSE 100 option and volatility
by YongChern Su & MingDa Chen & HanChing Huang - 911-922 On the exploitability of the turn-of-the-month effect-an international perspective
by Bernhard Zwergel
2010, Volume 20, Issue 10
- 761-769 Recovering the moments of information flow and the normality of asset returns
by Anthony Murphy & Marwan Izzeldin - 771-783 Forecasting accuracy of stochastic volatility, GARCH and EWMA models under different volatility scenarios
by Jie Ding & Nigel Meade - 785-794 Testing the effects of capital structure on entrepreneurial effort
by Yan Wendy Wu - 795-802 The price gold shareholders place on market risks
by Les Coleman - 803-809 Testing market efficiency in the EU carbon futures market
by Roselyne Joyeux & George Milunovich - 811-825 The market for ADRs: does depositary bank reputation matter?
by Gilberto Loureiro - 827-843 Are firms hedging or speculating? The relationship between financial derivatives and firm risk
by Hoa Nguyen & Robert Faff
2010, Volume 20, Issue 9
- 681-699 Comparing constraints to economic stabilization in Macedonia and Slovakia: macroestimates with micronarratives
by Martin Melecky & Evgenij Najdov - 701-718 With good reputation size does not matter: issue frequency and the determinants of debt maturity
by Nikolas Rokkanen - 719-738 Behaviour finance and estimation risk in stochastic portfolio optimization
by Jose Luiz Barros Fernandes & Juan Ignacio Pena & Benjamin Miranda Tabak - 739-751 Market and idiosyncratic volatility: high frequency dynamics
by Nicholas Taylor - 753-760 Traditional view or revisionist view? The effects of monetary policy on exchange rates in Asia
by Peng Huang & C. James Hueng & Ruey Yau
2010, Volume 20, Issue 8
- 601-626 Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity
by Maurizio Michael Habib & Mark Joy - 627-636 Estimating optimal hedge ratio: a multivariate skew-normal distribution approach
by Donald Lien & Keshab Shrestha - 637-648 Banking environment and loan syndicate structure: a cross-country analysis
by Christophe Godlewski - 649-657 The market and operating performance of Chinese seasoned equity offerings
by Ohannes George Paskelian & Stephen Bell - 659-668 Business cycles in insurance and reinsurance: international diversification effects
by Ursina Meier & J. Francois Outreville - 669-680 Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions
by Fredj Jawadi & Mohamed Hedi Arouri & Duc Khuong Nguyen
2010, Volume 20, Issue 7
- 515-528 Does training on behavioural finance influence fund managers' perception and behaviour?
by Marina Nikiforow - 529-541 A research note on the determinants of UK corporate share repurchase decisions
by Zoubeida Benhamouda & Robert Watson - 543-559 M&A success of German acquisitions in the US-evidence from capital market and survey data
by Alexander Bassen & Dirk Schiereck & Bernd Wubben - 561-583 Dependence structures in Chinese and US financial markets: a time-varying conditional copula approach
by Jian Hu - 585-600 Modelling commodity value at risk with higher order neural networks
by Christian Dunis & Jason Laws & Georgios Sermpinis
2010, Volume 20, Issue 6
- 439-458 Do credit default swaps predict currency values?
by Gaiyan Zhang & Jot Yau & Hung-Gay Fung - 459-464 How do we pay with euro notes when some notes are missing? Empirical evidence from Monopoly® experiments
by Philip Hans Franses & Jeanine Kippers - 465-476 Speculative strategies in the foreign exchange market based on genetic programming predictions
by Marcos Alvarez Diaz - 477-486 Financial liberalization and stock market volatility: the case of Indonesia
by Gregory James & Michail Karoglou - 487-500 Is there long memory in financial time series?
by Luiz Renato Lima & Zhijie Xiao - 501-514 Empirical performance of affine option pricing models: evidence from the Australian index options market
by Timothy Sharp & Steven Li & David Allen
2010, Volume 20, Issue 5
- 355-369 Style consistency of hedge fund indexes across providers
by Peter Kugler & Jacqueline Henn-Overbeck & Heinz Zimmermann - 371-380 Applying the Inclan-Tsiao breakpoint algorithm in the search for the flight-to-safety phenomenon
by Kenneth Smith & Joe Brocato - 381-395 Multivariate tests of asset pricing: simulation evidence from an emerging market
by Javed Iqbal & Robert Brooks & Don Galagedera - 397-405 A test of the news model of stock price determination in an emerging market: the case of Kuwait
by Imad Moosa & Sulaiman Al-Abduljader - 407-415 The relative influence of the East and the West on Middle Eastern emerging stock markets: an empirical investigation
by Richard Ajayi & Seyed Mehdian & Mark Perry - 417-424 Identifying shifts in spread using the Cauchy CUSUM: an application to the Japanese yen/US dollar exchange rate
by John Dukich & Douglas Hawkins - 425-438 Banks as firms' blockholders: a study in Spain
by Josep A. Tribo Gine & Maria Jose Casasola Martinez
2010, Volume 20, Issue 4
- 265-274 The effect on the Swedish real economy of the financial crisis
by Par Osterholm - 275-291 Passive shareholders and active managers: an empirical test of Admati and Pfleiderer's hypothesis
by Steffen Brenner - 293-301 Style analysis and dominant index timing: an application to Australian multi-sector managed funds
by Kathryn Holmes & Robert Faff & Iain Clacher - 303-315 The impact of the closing call auction: an examination of effects in London
by Christopher Battig & Patricia Chelley-Steeley - 317-322 Determinants of the component structure of intraday return distributions
by Charlie Xiaowu Cai & Kevin Keasey & Gaoliang Tian - 323-330 Explaining mispricing with Fama-French factors: new evidence from the multiscaling approach
by Francis In & Sangbae Kim & Robert Faff - 331-343 Ambiguity aversion and rational herd behaviour
by Zhiyong Dong & Qingyang Gu & Xu Han - 345-354 Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil
by Matthew Yiu & Wai-Yip Alex Ho & Daniel Choi
2010, Volume 20, Issue 3
- 183-199 Sources of output volatility from financial crisis in emerging markets
by Kritchaya Pattanachak & Jin Man Lee - 201-211 Misvaluation and UK mergers 1986-2002
by Jerry Coakley & Lei Fu & Hardy Thomas - 213-218 Is the crisis treatment exacerbating cautiousness or risk-taking?
by Olivier Damette & Philippe Froute - 219-226 To have a target debt ratio or not: what difference does it make?
by Abe de Jong & Patrick Verwijmeren - 227-242 Global liquidity and commodity prices-a cointegrated VAR approach for OECD countries
by Ansgar Belke & Ingo Bordon & Torben Hendricks - 243-254 Endogenous mergers: bidder momentum and market reaction
by Gerhard Kling & Utz Weitzel - 255-264 An empirical analysis of calendar anomalies in the Malaysian stock market
by Shiok Ye Lim & Chong Mun Ho & Brian Dollery
2010, Volume 20, Issue 1-2
- 1-1 Introduction to Applied Financial Economics Volume 20, 2010
by Mark Taylor - 3-5 The global financial crisis: introduction and overview
by Mark Taylor - 7-14 What were they thinking? Reports from interviews with senior finance executives in the lead-up to the GFC
by Les Coleman & Sean Pinder - 15-30 How did the Fed do? An empirical assessment of the Fed's new initiatives in the financial crisis
by Abdullah Mamun & M. Kabir Hassan & Mark Johnson - 31-35 The put problem with buying toxic assets
by Linus Wilson - 37-43 Global financial crisis and US interest rate swap spreads
by Takayasu Ito - 45-61 Were there warning signals from banking sectors for the 2008/2009 global financial crisis?
by John Simpson - 63-72 Extreme value modelling for forecasting market crisis impacts
by Xin Zhao & Carl Scarrott & Les Oxley & Marco Reale - 73-84 The correlation structure of FX option markets before and since the financial crisis
by Georgios Chalamandaris & Andrianos Tsekrekos - 85-103 Global capital market interdependence and spillover effect of credit risk: evidence from the 2007-2009 global financial crisis
by William Cheung & Scott Fung & Shih-Chuan Tsai - 105-135 A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?
by Massimo Guidolin & Francesca Rinaldi - 137-150 Comparing the performance of relative stock return differential and real exchange rate in two financial crises
by Douglas Wong & Kui-Wai Li - 151-170 Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis
by Fabio Bagliano & Claudio Morana - 171-182 Another consequence of the economic crisis: a decrease in migrants' remittances
by Isabel Ruiz & Carlos Vargas-Silva
2009, Volume 19, Issue 24
- 1925-1945 The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices
by Ingo Fender & Martin Scheicher - 1947-1959 Does the stock market react to unexpected inflation differently across the business cycle?
by Chao Wei - 1961-1973 Structural breaks and the Fisher hypothesis in bond and stock markets
by Sung Bae & Taihyeup David Yi - 1975-1986 Ownership structure and corporate financing
by Nedal Al-Fayoumi & Bana Abuzayed - 1987-2007 The choice of IPO versus M&A: evidence from banking industry
by Bill Francis & Iftekhar Hasan & Dona Siregar
2009, Volume 19, Issue 23
- 1847-1857 Linkages between Shanghai and Hong Kong stock indices
by Shenqiu Zhang & Ivan Paya & David Peel - 1859-1871 Panel cointegration of Chinese A and B shares
by Niklas Ahlgren & Bo Sjo & Jianhua Zhang - 1873-1884 Can political factors explain the behaviour of stock prices beyond the standard present value models?
by Tomasz Piotr Wisniewski - 1885-1898 The structure of retail markets: what do we learn from bank-specific rates?
by Shelagh Heffernan & Xiaoqing Fu - 1899-1914 Time-variation in the value premium and the CAPM: evidence from European markets
by S. Spyrou & K. Kassimatis - 1915-1924 The efficiency of the stock market in the CARICOM sub-region: an empirical study
by Patrick Kent Watson
2009, Volume 19, Issue 22
- 1767-1778 Earnings management practices among growth and value firms
by Pawan Madhogarhia & Ninon Sutton & Theodor Kohers - 1779-1785 Oops, we should have diversified!
by Shamila Jayasuriya & William Shambora - 1787-1802 The impact of foreign equity investment flows on global linkages of the Asian emerging equity markets
by Sunil Poshakwale & Chandra Thapa - 1803-1812 Transfiguration of the foreign exchange market since the Euro introduction
by Liu Zhentao & Kazumi Asako - 1813-1824 Interest-rate risk factor and stock returns: a time-varying factor-loadings model
by Peng Huang & C. James Hueng - 1825-1846 Using the artificial neural network to assess bank credit risk: a case study of Indonesia
by Maximilian Hall & Dadang Muljawan & Lolita Moorena
2009, Volume 19, Issue 21
- 1687-1696 Ownership structure and the likelihood of financial distress in the Netherlands
by Han Donker & Bernard Santen & Saif Zahir - 1697-1704 Output versus salient impact in financial economics
by Rose Prasad & S. Benjamin Prasad - 1705-1714 An analysis of the price dynamics between the Turkish and the international paintings markets
by Erdal Atukeren & Aylin Seckin - 1715-1736 The dual-tranche offer mechanism in Hong Kong and the characteristics of IPO subscription demand and initial return levels
by Paul McGuinness - 1737-1752 Trading volume and information asymmetry: routine versus nonroutine earnings announcements in Australia
by Thusitha Mahipala & Howard Chan & Robert Faff - 1753-1760 The ex-interest behaviour of UK gilt prices
by Lynn Hodgkinson & Jo Wells - 1761-1766 Multiperiod dynamic investment for a generalized situation
by Hung-Hsi Huang & David Jou
2009, Volume 19, Issue 20
- 1605-1610 Seasonality in stock returns
by Eric Bentzen - 1611-1624 Firms' investment under financial constraints: a euro area investigation
by Rozalia Pal & Roman Kozhan - 1625-1648 Liberalization of capital controls and interest rates restrictions in the EU-15: did it affect economic growth?
by Diego Romero-Avila - 1649-1659 Herding behaviour in strategic asset allocations: new approaches on quantitative and intertemporal imitation
by Laura Andreu & Cristina Ortiz & Jose Luis Sarto - 1661-1674 Competitive investors, trade timing and price discovery
by Jung-Juei Lee & Lon-Ping Zu & Ming-Chang Wang & Chau-Jung Kuo - 1675-1685 NYSE Rule 80A restrictions on index arbitrage and market linkage
by A. Tolga Ergun
2009, Volume 19, Issue 19
- 1523-1530 Takeovers of newly public targets
by Aigbe Akhigbe & Surendranath Jory & Jeff Madura - 1531-1546 Efficiency of transition banks: inter-country banking industry trends
by Karligash Kenjegalieva & Richard Simper & Thomas Weyman-Jones - 1547-1557 Pricing of liquidity risk: empirical evidence from Finland
by Mika Vaihekoski - 1559-1571 Stock portfolio selection with full-scale optimization and differential evolution
by Bjorn Hagstromer & Jane Binner - 1573-1579 Idiosyncratic volatility and security returns: Australian evidence
by Bernard Bollen & Anthony Skotnicki & Madhu Veeraraghavan - 1581-1593 Board structure, ownership structure and firm performance: evidence from banking
by Mohamed Belkhir - 1595-1604 Spillovers and correlations between US and major European stock markets: the role of the euro
by Christos Savva & Denise Osborn & Len Gill
2009, Volume 19, Issue 18
- 1439-1452 Is there a puzzle in the failure of venture capital backed portfolio companies?
by Khaled Abdou & Oscar Varela - 1453-1476 Ownership structure and the separation of voting and cash flow rights-evidence from Switzerland
by Markus Schmid - 1477-1485 The value of a merger and its optimal timing
by Masaya Okawa & Motoh Tsujimura - 1487-1496 Market power versus efficient-structure in Arab GCC banking
by Saeed Al-Muharrami & Kent Matthews - 1497-1508 Central bank intervention and exchange rate volatility in Pakistan: an analysis using GARCH-X model
by Muhammad Kashif Ali Shah & Zulfiqar Hyder & Muhammad Khalid Pervaiz - 1509-1521 Spillover effects from London and Frankfurt to Central and Eastern European stock markets
by Barry Harrison & Winston Moore
2009, Volume 19, Issue 17
- 1355-1363 The 'other' January effect and the presidential election cycle
by Ray Sturm - 1365-1370 Does pecking order theory explain leverage behaviour in Pakistan?
by Muhammad Azeem Qureshi - 1371-1381 Realized betas and the cross-section of expected returns
by Claudio Morana - 1383-1390 Myopic loss aversion, bond returns and the equity premium puzzle
by Philip Jagd & Jakob Madsen - 1391-1399 Order imbalance, market returns and volatility: evidence from Thailand during the Asian crisis
by Nuttawat Visaltanachoti & Robin Luo - 1401-1416 Price calibration and hedging of correlation dependent credit derivatives using a structural model with α-stable distributions
by Jochen Papenbrock & Svetlozar Rachev & Markus Hochstotter & Frank Fabozzi - 1417-1432 Central bank intervention and foreign exchange markets
by Dave Seerattan & Nicola Spagnolo - 1433-1438 Do the financial statements of intangible-intensive companies hold less information content for investors?
by Ian Fraser & Heather Tarbert & Kai Hong Tee
2009, Volume 19, Issue 16
- 1269-1281 Idiosyncratic volatility and stock returns: a cross country analysis
by Kuntara Pukthuanthong-Le & Nuttawat Visaltanachoti - 1283-1293 Corporate social responsibility and stock market performance
by Leonardo Becchetti & Rocco Ciciretti - 1295-1304 Decisions of domestic equity fund investors: determinants and search costs
by Luis Ferruz & Cristina Ortiz & Jose Sarto - 1305-1316 Modelling skewness and elongation in financial returns: the case of exchange-traded funds
by Sanjiv Jaggia & Alison Kelly-Hawke - 1317-1328 Efficiency and productivity of Greek banks in the EMU era
by Georgios Chortareas & Claudia Girardone & Alexia Ventouri - 1329-1343 Essay in dividend modelling and forecasting: does nonlinearity help?
by Fredj Jawadi - 1345-1354 Pragmatic problems in using beta for managerial finance applications
by Elvan Aktas & Wm McDaniel
2009, Volume 19, Issue 15
- 1187-1196 Equities, liquidity and consumption: does the stock market matter?
by Sohrab Abizadeh & Dennis Ng - 1197-1211 Common volatility across Latin American foreign exchange markets
by Isabel Ruiz - 1213-1221 Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics?
by Ben Marshall & Sun Qian & Martin Young - 1223-1237 A nonparametric general equilibrium estimation of covered interest rate arbitrage for western European countries during the pre-euro period: a behavioural perspective
by Hsiou-Wei Lin & Yun Chiang Tai - 1239-1255 Intraday characteristics of stock price crashes
by Manuel Ammann & Stephan Markus Kessler - 1257-1268 An empirical extension of Rock's IPO underpricing model to three distinct groups of investors
by Anna Vong & Duarte Trigueiros
2009, Volume 19, Issue 14
- 1103-1115 Intraday evidence of the informational efficiency of the yen/dollar exchange rate
by Kentaro Iwatsubo & Yoshihiro Kitamura - 1117-1129 Monetary models of exchange rates and sweep programs
by Rakesh Bissoondeeal & Jane Binner & Thomas Elger - 1131-1142 The predictive power of the term spread revisited: a change in the sign of the predictive relationship
by Javier Gomez-Biscarri - 1143-1157 Macroeconomic considerations in regional reserve pooling
by Leong Fee Wan & Yen Li Chee - 1159-1162 Optimal modelling frequency for foreign exchange volatility forecasting
by Vincent Hooper & Jonathan Reeves & Xuan Xie - 1163-1170 Optimal market indices using value-at-risk: a first empirical approach for three stock markets
by Jordi Andreu & Salvador Torra - 1171-1186 A study of the predictive performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange: sensitivity analysis and implications for weak-form market efficiency testing
by Alexandros Milionis & Evangelia Papanagiotou
2009, Volume 19, Issue 13
- 1019-1028 Extreme dependence in the NASDAQ and S&P 500 composite indexes
by John Galbraith & Serguei Zernov - 1029-1041 The size and composition of corporate boards in Hong Kong, Malaysia and Singapore
by Richard Heaney