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Content
2009, Volume 19, Issue 13
- 1043-1057 Capital market integration: evidence from the G7 countries
by David Morelli - 1059-1072 An out-of-sample comparative analysis of hedging performance of stock index futures: dynamic versus static hedging
by Ming Jing Yang & Yi-Chuan Lai - 1073-1081 Divestitures: wealth transfers or real economic gains?
by Abdul-Magid Gadad & Andrew Stark & Hardy Thomas - 1083-1102 Distribution of extreme changes in Asian currencies: tail index estimates and value-at-risk calculations
by Raj Aggarwal & Min Qi
2009, Volume 19, Issue 12
- 935-953 Momentum profits, nonnormality risks and the business cycle
by Ana-Maria Fuertes & Joëlle Miffre & Wooi-Hou Tan - 955-974 Concentrated control and corporate value: a comparative analysis of single and dual class structures in Canada
by Brian Frederick Smith & Ben Amoako-Adu & Madhu Kalimipalli - 975-984 Did capital market convergence lower the effectiveness of monetary policy?
by Pieter Jansen - 985-998 Are the Basel II requirements justified in the presence of structural breaks?
by Par Sjolander - 999-1008 Financial development and economic growth: evidence from transition economies
by Alexandr Akimov & Albert Wijeweera & Brian Dollery - 1009-1017 Evidence on inefficiency of the Euribor option market
by I.-Doun Kuo & Yueh-Neng Lin
2009, Volume 19, Issue 11
- 853-868 Systematic liquidity, characteristic liquidity and asset pricing
by Duong Nguyen & Tribhuvan Puri - 869-880 Uncollateralized overnight lending in Canada
by Scott Hendry & Nadja Kamhi - 881-892 Calendar anomolies and stock market volatility in selected Arab stock exchanges
by Ahmed Kamaly & Eskandar Tooma - 893-904 Effect of wind on stock market returns: evidence from European markets
by Hui-Chu Shu & Mao-Wei Hung - 905-916 Volatility changes in drachma exchange rates
by Patricia Chelley-Steeley & Nikolaos Tsorakidis - 917-933 Integration at a cost: evidence from volatility impulse response functions
by Ekaterini Panopoulou & Theologos Pantelidis
2009, Volume 19, Issue 10
- 767-777 Highs and lows: a behavioural and technical analysis
by Bruce Mizrach & Susan Weerts - 779-794 Defining the level of abnormal return underperformance that exists for issuers of high-yield bonds
by David Wolfe - 795-808 The myth of executive compensation: do shareholders get what they pay for?
by Mark Bayless - 809-823 Financial liberalization, stock market volatility and outliers in emerging economies
by Juncal Cunado Eizaguirre & Javier Gomez Biscarri & Fernando Perez de Gracia Hidalgo - 825-839 To be good or to be better: asset managers' attitudes towards herding
by Torben Lutje - 841-851 ATM networks and cash usage
by Heli Snellman & Matti Viren
2009, Volume 19, Issue 9
- 681-692 Seasonality tests on the Shanghai and Shenzhen stock exchanges: an empirical analysis
by Asli Ogunc & Srinivas Nippani & Kenneth Washer - 693-702 Impact of bond index revisions
by Wassim Dbouk & Lawrence Kryzanowski - 703-717 Corporate ownership and the information content of earnings in Poland
by Adriana Korczak & Piotr Korczak - 719-733 Disaggregating marketplace attitudes toward risk: a contingent-claim-based model
by Edwin Neave & Jun Yang - 735-744 Examining market efficiency for large- and small-capitalization of TOPIX and FTSE stock indices
by Jui-Cheng Hung & Yen-Hsien Lee & Tung-Yueh Pai - 745-752 Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure
by Victor Pontines & Reza Siregar - 753-766 Uncertainty and total factor productivity in the Taiwanese banking industry
by Cliff Huang & Tsu-Tan Fu
2009, Volume 19, Issue 8
- 595-610 Momentum trading, disposition effects and prediction of future share prices: an experimental study of multiple reference points in responses to short- and long-run return trends
by Henrik Svedsater & Niklas Karlsson & Tommy Garling - 611-623 Intra-day volatility forecasts
by David McMillan & Raquel Quiroga Garcia - 625-634 Wealth effects to bidding companies from regulatory interventions in the UK
by Edward Jones & Jonathan Crook - 635-645 Valuation effects of new equity issues by banks: evidence from Japan
by Hiroyuki Aman & Hironobu Miyazaki - 647-657 Monetary policy and interest rate rigidity in China
by M. -H. Liu & D. Margaritis & A. Tourani-Rad - 659-667 Cross-ownership, takeover threat and control benefit
by Daehwan Kim & Taeyoon Sung - 669-680 Partial auction, pricing information and price adjustment in the IPO's aftermarket: an empirical study of TAIEX-listing firms
by Gili Yen & Ching-Lung Chen
2009, Volume 19, Issue 7
- 509-525 Industry-level stock returns volatility and aggregate economic activity in Australia
by Md. Arifur Rahman - 527-537 Investment success and the value of investment opportunities: evidence from the biotech industry
by Bixia Xu - 539-550 Explaining the US bond yield conundrum
by Harm Bandholz & Jorg Clostermann & Franz Seitz - 551-562 Dividends, earnings volatility and information
by Ben Howatt & Richard Zuber & John Gandar & Reinhold Lamb - 563-574 An empirical study of Taiwan's bond market based on the nonlinear dynamic model
by Chi-Wei Su - 575-594 The benefits and obstacles of internet-based Commercial Paper issuance in Europe-a survey
by Andreas Trauten & Thomas Langer
2009, Volume 19, Issue 6
- 427-432 On tests of the conditional relationship between beta and returns
by Ian Cooper - 433-438 Extreme equity valuation ratios and stock market investments
by Andreas Reschreiter - 439-443 Testing for causality in the transmission of Eurodollar and US interest rates
by Richard Ajayi & Apostolos Serletis - 445-462 Pricing efficiency of the 3-month KLIBOR futures contracts: an empirical analysis
by Marina Abdul Razak & Obiyathulla Ismath Bacha - 463-488 What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model
by Massimo Guidolin & Stuart Hyde - 489-507 Macroeconomic and market determinants of interest rate spreads in low- and middle-income countries
by David Tennant & Abiodun Folawewo
2009, Volume 19, Issue 5
- 339-345 NASDAQ-listed European and Asia Pacific ADRs: does market-timing affect long-term performance?
by Mark Schaub - 347-355 Nonlinear mean reversion in the G7 stock markets
by Hyeongwoo Kim & Liliana Stern & Michael Stern - 357-369 Anger, sadness and bear markets
by Robert Durand & Marta Simon & Alex Szimayer - 371-377 Distribution switching of stock returns: international evidence
by Kosei Fukuda - 379-395 A value-at-risk approach with kernel estimator
by Alex YiHou Huang - 397-407 The operating performance of preferred stock issuers
by Hongbok Lee & Don Johnson - 409-426 Russian financial crisis, US financial stock returns and the IMF
by M. Humayun Kabir & M. Kabir Hassan
2009, Volume 19, Issue 4
- 257-272 Semiparametric estimation of asset pricing kernel
by Jun Yang - 273-290 Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets
by Qing Xu & Xiao-Ming Li - 291-303 Crude oil shocks and stock market returns
by Babatunde Olatunji Odusami - 305-318 Modelling the longitudinal properties of financial ratios
by Stuart McLeay & Maxwell Stevenson - 319-326 Earnings announcement timing and earnings management
by Ho-Young Lee & Myungsoo Son - 327-337 Backtesting the tail risk of VaR in holding US dollar
by W. K. Wong
2009, Volume 19, Issue 3
- 175-182 Regime changes in sub-prime margins under the US housing bubble
by Camilo Sarmiento - 183-190 A duration analysis of the time from prospectus to listing for Australian initial public offerings
by Robert Brooks & Tim Fry & William Dimovski & Sandra Mihajilo - 191-202 Evaluating cost and profit efficiency: a comparison of parametric and nonparametric methodologies
by Manthos Delis & Anastasia Koutsomanoli-Fillipaki & Christos Staikouras & Gerogiannaki Katerina - 203-212 Does options listing impact on the time-varying risk characteristics of the underlying stocks? Evidence from NYSE stocks listed on the CBOE
by Khelifa Mazouz & Michael Bowe - 213-225 Changing credit rating standards in the UK: empirical evidence from 1999 to 2004
by Eleimon Gonis & Peter Taylor - 227-256 The valuation of special purpose vehicles by issuing structured credit-linked notes
by Chia-Chien Chang & Chou-Wen Wang & Szu-Lang Liao
2009, Volume 19, Issue 2
- 87-97 Hedging with weather derivatives: a role for options in reducing basis risk
by Mark Manfredo & Timothy Richards - 99-110 The stock market and the Fed
by Fabrizio Mattesini & Leonardo Becchetti - 111-119 Can macroeconomic variables explain long-term stock market movements? A comparison of the US and Japan
by Andreas Humpe & Peter Macmillan - 121-134 Structural breaks in the real exchange rate adjustment mechanism
by Laurence Copeland & Saeed Heravi - 135-146 The effect of group affiliation on the risk-taking of Japanese firms
by Pascal Nguyen & Sophie Nivoix - 147-155 Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests
by Kian-Ping Lim & Robert Brooks - 157-174 The equity premium puzzle and the ex post bias
by Jakob Madsen & Ratbek Dzhumashev
2009, Volume 19, Issue 1
- 1-15 The relative contribution of conditional mean and volatility in bivariate returns to international stock market indices
by Kirt Butler & Katsushi Okada - 17-25 American depository receipts and calendar anomalies
by Janie Casello Bouges & Ravi Jain & Yash Puri - 27-38 Do Australian hedge fund managers possess timing abilities?
by Viet Do & Robert Faff & Madhu Veeraraghavan - 39-57 Monetary policy implementation and the Euro area money market
by Julius Moschitz - 59-72 Strategic auditor switch and financial distress prediction-empirical findings from the TSE-listed firms
by Ching-Lung Chen & Gili Yen & Fu-Hsing Chang
2008, Volume 18, Issue 21
- 1681-1695 A new perspective on financial anomalies in emerging markets: the case of China
by Zhichao Zhang & Wai Sun & Hua Wang - 1697-1707 Effect of intervalling and skewness on portfolio selection in developed and developing markets
by Chun-Hao Chang & Brice Dupoyet & Arun Prakash - 1709-1720 Causality-in-variance and causality-in-mean among European government bond markets
by Guangzhong Li & James Refalo & Lifan Wu - 1721-1737 Family ownership and the cost of under-diversification
by Richard Heaney & Martin Holmen - 1739-1753 Deflator selection and generalized linear modelling in market-based regression analyses
by Changbao Wu & Bixia Xu - 1755-1764 Aggregate hedge funds' flows and returns
by Andrea Beltratti & Claudio Morana
2008, Volume 18, Issue 20
- 1597-1611 Long-horizon yield curve projections: comparison of semi-parametric and parametric approaches
by Ken Nyholm & Riccardo Rebonato - 1613-1622 European mezzanine
by Martijn de Ruijter Korver & Steven Ongena - 1623-1633 Relationship between downside risk and return: new evidence through a multiscaling approach
by Don Galagedera & Elizabeth Maharaj & Robert Brooks - 1635-1646 Optimum allocation of weights to assets in a portfolio: the case of nominal annualization versus effective annualization of returns
by Chun-Hao Chang & Brice DuPoyet & Arun Prakash - 1647-1656 The concentration of creditors: evidence from small businesses
by Liang Han & David Storey & Stuart Fraser - 1657-1665 The impact of lifting the short-sale price restriction on volatility and liquidity in Taiwan
by Ching-Chung Lin - 1667-1680 The risk premiums of the four-factor asset pricing model in the Hong Kong stock market
by Keith Lam & Frank Li
2008, Volume 18, Issue 19
- 1515-1532 The performance of moving average rules in emerging stock markets
by S. G. M. Fifield & D. M. Power & D. G. S. Knipe - 1533-1537 Are there threshold effects in the stock price-dividend relation? The case of the US stock market, 1871-2004
by Vicente Esteve & Maria Prats - 1539-1547 An examination of IPO underpricing in the growth enterprise market of Hong Kong
by Anna Vong & N. Zhao - 1549-1560 Evidence on growth and financial development using principal components
by Karima Saci & Ken Holden - 1561-1567 Pricing futures options with basis risk: evidence from S&P 500 futures options
by Chou-Wen Wang & Ting-Yi Wu - 1569-1580 Athens' Olympic Games 2004 impact on sponsors' stock returns
by Aristeidis Samitas & Dimitris Kenourgios & Peter Zounis - 1581-1595 Deregulation, ownership and profit performance of banks: evidence from India
by Rudra Sensarma
2008, Volume 18, Issue 18
- 1441-1450 Institutional flows and equity style diversification
by John Gallo & Chanwit Phengpis & Peggy Swanson - 1451-1463 Diversification prospects in Middle East and North Africa (MENA) equity markets: a synthesis and an update
by Olasupo Olusi & Haikal Abdul-Majid - 1465-1474 The value of stability ratings to the Canadian income trust market
by H. Semih Yildirim & Prem Mathew & Priscilla Neeliah-Chinniah - 1475-1480 Intraday stock returns and performance of a simple market model
by Elvan Aktas - 1481-1488 Post-Bretton Woods evidence on PPP under different exchange rate regimes
by Rakesh Bissoondeeal - 1489-1499 Dynamic causality between intraday return and order imbalance in NASDAQ speculative top gainers
by YongChern Su & HanChing Huang - 1501-1513 Modelling cross-sectional profitability and capital intensity using panel corrected significance tests
by Jason Hecht
2008, Volume 18, Issue 17
- 1363-1378 The quiet period is making noise again
by Michael Highfield & Patrick Lach & Larry White - 1379-1389 Empirical evidence on feedback trading in mature and emerging stock markets
by Martin Bohl & Pierre Siklos - 1391-1400 Macro shocks and the Japanese stock market
by Ying Huang & Feng Guo - 1401-1410 Long-run and short-run relationship between the main stock indexes: evidence from the Athens stock exchange
by Theophano Patra & Sunil Poshakwale - 1411-1423 Merger momentum and market valuations: the UK evidence
by Antonios Antoniou & Jie Guo & Dimitris Petmezas - 1425-1440 Fundamental uncertainty and stock market volatility
by Ivo Arnold & Evert Vrugt
2008, Volume 18, Issue 16
- 1277-1287 The MSCI-Canada index rebalancing and excess comovement
by J. Coakley & P. Kougoulis & J. C. Nankervis - 1289-1302 Empirical distributions of stock returns: Paris stock market, 1980-2003
by Stella Kanellopoulou & Epaminondas Panas - 1303-1317 The impact of rational and irrational sentiments of individual and institutional investors on DJIA and S&P500 index returns
by Rahul Verma & Hasan Baklaci & Gokce Soydemir - 1319-1331 Do Spanish mutual fund managers use public and private information correctly? Use of information in mutual fund management
by Luis Ferruz & Javier Nievas & Maria Vargas - 1333-1341 The relationship between stock return volatility and trading volume: the case of the Philippines
by Manabu Asai & Angelo Unite - 1343-1350 The co-movement of stock prices, herd behaviour and high-tech mania
by Wen-Chung Guo & Hsiu-Ting Shih - 1351-1361 Closing inefficient affiliates: evidence from Korean conglomerates
by Heechul Min & Wook Sohn
2008, Volume 18, Issue 15
- 1193-1200 International transmissions in US-Japanese stock markets
by Youta Ishii - 1201-1208 Estimating stock market volatility using asymmetric GARCH models
by Dima Alberg & Haim Shalit & Rami Yosef - 1209-1220 The impact of unsecured debt on financial pressure among British households
by Ana del Rio & Garry Young - 1221-1231 Nonlinear adjustment of investors' holding periods for common stocks in the presence of unobserved transactions costs: evidence from the UK equity market
by V. Boinet & A. Gregoriou & C. Ioannidis - 1233-1246 Degree of market imperfections: evidence from four Asian index futures markets
by Janchung Wang - 1247-1262 Simulating convertible bond arbitrage portfolios
by Mark Hutchinson & Liam Gallagher - 1263-1276 Revisiting East Asian exchange rates: the same spirit under a different sky
by Cem Payaslioglu
2008, Volume 18, Issue 14
- 1111-1120 Hot IPOs can damage your long-run wealth!
by Jerry Coakley & Leon Hadass & Andrew Wood - 1121-1130 Bank efficiency and share performance: evidence from Greece
by Fotios Pasiouras & Aggeliki Liadaki & Constantin Zopounidis - 1131-1146 Client profiles and access to retail bank services in South Africa
by Charles Okeahalam - 1147-1160 The pricing and impact of rights issues of equity in Australia
by Sian Owen & Jo-Ann Suchard - 1161-1172 The impact of listing stock options on the underlying securities: the case of Taiwan
by Dar-Hsin Chen & Po-Hsun Chang - 1173-1180 Estimating banks' equity duration: a panel cointegration approach
by Abdulnasser Hatemi-J & Eduardo Roca - 1181-1192 Exchange rate uncertainty and corporate values: evidence from Taiwan
by Chien-Chung Nieh & Jeng-Bau Lin & Yu-shan Wang
2008, Volume 18, Issue 13
- 1033-1049 Financial development and economic growth: a symbiotic relationship
by Jagdish Handa & Shubha Rahman Khan - 1051-1066 The market response to information quality shocks: the case of Enron
by Peter Dunne & Haim Falk & John Forker & Ronan Powell - 1067-1074 Mergers and acquisitions waves in the UK: a Markov-switching approach
by Marcelo Resende - 1075-1083 Nonlinear short-run adjustments in US stock market returns
by Tsangyao Chang & Ming Jing Yang & Chien-Chung Nieh & Chi-Chen Chiu - 1085-1089 Conditional confidence intervals for the equity premium and other rates
by Samih Antoine Azar - 1091-1098 Is Baumol's 'square root law' still relevant? evidence from micro-level data
by David Bounie & Abel Francois - 1099-1110 What factors drive IPO aftermarket risk?
by K. Gleason & J. Johnston & J. Madura
2008, Volume 18, Issue 12
- 947-953 Weather biases in the NFL totals market
by Richard Borghesi - 955-963 Determinants of the initial IPO performance: evidence from Hong Kong and Taiwan
by Chien-Ting Lin & Shou-Ming Hsu - 965-983 Macroeconomic instability in the European monetary system?
by A. Morales-Zumaquero & Simon Sosvilla-Rivero - 985-994 Nonneutral short-run effects of derivatives on gold prices
by Adrienne Kearney & Raymond Lombra - 995-1007 Impact of ETF inception on the valuation and trading of component stocks
by Jeff Madura & Thanh Ngo - 1009-1019 The application of the self-organizing map, the k-means algorithm and the multi-layer perceptron to the detection of technical trading patterns
by J. P. Marney & Heather Tarbert & Jos Koetsier & Marco Guidi - 1021-1032 International diversification, capital structure and cost of capital: evidence from ICT firms listed at NASDAQ
by Dany Aoun & Almas Heshmati
2008, Volume 18, Issue 11
- 863-877 Reassessing co-movements among G7 equity markets: evidence from iShares
by M. Barari & Brian Lucey & S. Voronkova - 879-893 What drives the performance of cooperative financial institutions? Evidence for US credit unions
by John Goddard & Donal McKillop & John Wilson - 895-916 Time-varying conditional dependence in Chinese stock markets
by Thierry Ane & Loredana Ureche-Rangau & Chiraz Labidi-Makni - 917-930 Components of the profitability of technical currency trading
by Stephan Schulmeister - 931-946 Financial liberalization and bank efficiency: evidence from post-war Lebanon
by Rima Turk Ariss
2008, Volume 18, Issue 10
- 777-800 Skewness and asymmetry in futures returns and volumes
by Alexander Eastman & Brian Lucey - 801-819 Public-to-private buy-outs, distress costs and private equity
by Charlie Weir & Mike Wright & Louise Scholes - 821-833 Capital structure and growth of the firms in the backward regions of the south Italy
by Domenico Sarno - 835-843 The cost of downside protection and the time diversification issue in South Asian stock markets
by Lakshman Alles - 845-862 Testing for structural breaks in GARCH models
by Daniel Smith
2008, Volume 18, Issue 9
- 691-699 Secondary market pricing behaviour around UK bond auctions
by Farooq Ahmad & James Steeley - 701-713 Efficiency change, technological progress and productivity growth of private, public and foreign banks in India: evidence from the post-liberalization era
by Rasoul Rezvanian & Narendar Rao & Seyed Mehdian - 715-731 Does leverage influence auditor choice? A cross-country analysis
by Geraldine Broye & Laurent Weill - 733-747 Is being a super-power more important than being your close neighbour? A study of what moves the Australian stock market
by Heng Chen & Russell Smyth & Wing-Keung Wong - 749-758 Efficiency of Bangladesh stock market: evidence from monthly index and individual firm data
by M. K. Hassan & S. S. H. Chowdhury - 759-764 Classification of GARCH time series: an empirical investigation
by T. Kalantzis & D. Papanastassiou - 765-776 Pricing generalized capped exchange options
by Chou-Wen Wang & Szu-Lang Liao & Ting-Yi Wu
2008, Volume 18, Issue 8
- 605-616 Untangling demand curves from information effects: evidence from Australian index adjustments
by David Sokulsky & Robert Brooks & Sinclair Davidson - 617-627 Stock market reaction to capital expenditure announcements by UK firms
by Saeed Akbar & Syed Zulfiqar Ali Shah & Issedeeq Saadi - 629-638 The association between audit committee and board of director effectiveness and changes in the nonaudit fee ratio
by Ho-Young Lee - 639-658 What happened to pacific-basin emerging markets after the 1997 financial crisis?
by Joo Ha Nam & Ky-hyang Yuhn & Sang Bong Kim - 659-672 Business conditions and nonrandom walk behaviour of US stocks and bonds returns
by B. Jirasakuldech & Riza Emekter & Unro Lee - 673-682 The behaviour of a small foreign exchange market with a long-term peg-Barbados
by DeLisle Worrell & Roland Craigwell & Travis Mitchell - 683-689 European mutual funds and portfolio's country exposure: does active management add value?
by Javier Rodriguez
2008, Volume 18, Issue 7
- 519-526 Changing-regime volatility: a fractionally integrated SETAR model
by Gilles Dufrenot & Dominique Guegan & Anne Peguin-Feissolle - 527-558 A new test for simultaneous estimation of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances
by Par Sjolander - 559-568 The financial structure of nonlisted firms
by Suzan Hol & Nico Van der Wijst - 569-582 Volatility amongst firms in the Dow Jones Eurostoxx50 Index
by Xuan Vinh Vo & Kevin Daly - 583-597 An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach
by Eduardo Roca & Victor Wong - 599-604 Do common volatility models capture cyclical behaviour in volatility?
by Adam Clements & Jerome Collet
2008, Volume 18, Issue 5
- 345-356 Economies of scale and scope in China's banking sector
by Xiaoqing Fu & Shelagh Heffernan - 357-378 Forecasting economic time series with the DyFor genetic program model
by Neal Wagner & Moutaz Khouja & Zbigniew Michalewicz & Rob Roy McGregor - 379-386 Skewness preference, value and size effects
by Suchismita Mishra & Richard DeFusco & Arun Prakash - 387-395 Does currency crisis identification matter?
by S. DeVicerte & P. Alvarez & J. Perez & C. Caso - 397-410 Testing unitary and bargaining models of Chinese household food consumption
by Jason Dietrich - 411-419 The mean/volatility asymmetry in Asian stock markets
by Yung-Shi Liau & Jack Yang - 421-430 Foreign investment, regulation, volatility spillovers between the futures and spot markets: evidence from Taiwan
by Wen-Hsiu Kuo & Hsinan Hsu & Min-Hsien Chiang
2008, Volume 18, Issue 4
- 255-265 The finance-specialization-growth nexus: evidence from OECD countries
by Franz Hahn - 267-273 Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
by Sivagowry Sriananthakumar & Param Silvapulle - 275-293 Beyond greed, fear and the iron curtain
by Robert Durand & Marta Simon - 295-307 Japanese stock movements from 1991 to 2005: evidence from high- and low-frequency data
by Jun Nagayasu - 309-325 Financial analysts' stock recommendation revisions and stock price changes
by Yung-Ho Chang & Chia-Chung Chan - 327-343 An empirical study of interest rate determination rules
by Keshab Bhattarai
2007, Volume 18, Issue 6
- 431-449 Asia-Pacific banks risk exposures: pre and post the Asian financial crisis
by Hue Hwa Au Yong & Robert Faff - 451-462 The New Zealand market's relationship with Australia and Pacific-Basin share markets: is New Zealand converging with Australia?
by Patricia Fraser & Lynn McAlevey & Matthew Tayler - 463-483 Modelling and forecasting long memory in exchange rate volatility vs. stable and integrated GARCH models
by Isıl Akgul & Hulya Sayyan - 485-501 The performance evaluation for fund of funds by comparing asset allocation of mean-variance model or genetic algorithms to that of fund managers
by Syouching Lai & Hungchih Li - 503-519 An eclectic approach to currency crises: drawing lessons from the EMS experience
by Francisco Perez-Bermejo & Simon Sosvilla-Rivero & Reyes Maroto-Illera
2007, Volume 18, Issue 3
- 173-184 The short-run wealth effects of foreign divestitures by UK firms
by Jerry Coakley & Hardy Thomas & Han-Min Wang - 185-198 Value performance of European bank acquisitions
by Robert Lensink & Iryna Maslennikova - 199-211 Financial crisis and sectoral diversification of Argentine banks, 1999-2004
by Ricardo Bebczuk & Arturo Galindo