Printed from https://ideas.repec.org/s/taf/apfiec7.html
Content
2006, Volume 16, Issue 8
- 569-582 Does foreign bank entry really stimulate gross domestic investment?
by Robert Lensink & Victor Murinde - 583-606 Modelling credit spreads on yen Eurobonds within an equilibrium correction framework
by Seppo Pynnonen & Warren Hogan & Jonathan Batten - 607-615 Variance ratio tests for a unit root in the presence of a mean shift: small sample properties and an application to purchasing power parity
by Daiki Maki - 617-628 Evidence on the Irish stock market's reaction to dividend announcements
by T. McCluskey & B. M. Burton & D. M. Power & C. D. Sinclair - 629-637 Impact of managerial control on IPO performance: the case of mutual holding companies
by Jarrod Johnston & Jeff Madura
2006, Volume 16, Issue 7
- 499-512 Monetary aggregation, inflation, and welfare
by Apostolos Serletis & Jagat Jit Virk - 513-523 Do emerging financial markets react to monetary policy announcements? Evidence from Poland
by Dobromł Serwa - 525-533 Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns
by Matteo Manera & Michael McAleer & Margherita Grasso - 535-549 Corporate scandals and the market response of dividend payout changes
by Taeyoon Sung & Daehwan Kim & Ludwig Chincarini - 551-559 Launching a corporate website and market efficiency
by Daphna Shwarts-Asher & Uri Ben-zion & Shaul Gabbay & Joseph Yagil - 561-568 Testing purchasing power parity hypothesis for transition economies
by Ebru Guven Solakoglu
2006, Volume 16, Issue 6
- 429-438 The stock market behaviour prior and subsequent to new highs
by Oliver Schnusenberg - 439-460 Short and long term components of volatility in Hong Kong stock returns
by Thierry Ane - 461-469 A test of US equity market reaction to surprises in an era of high trading volume
by Richard Ajayi & Seyed Mehdian & Mark Perry - 471-478 Seasonality as an unobservable component: the case of Kuwait stock market
by Talla Al-Deehani - 479-490 Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model
by Nunzio Cappuccio & Diego Lubian & Davide Raggi - 491-498 Testing for bubbles: an application of tests for change in persistence
by Robert Sollis
2006, Volume 16, Issue 5
- 361-369 The reaction of stock returns to Department of Homeland Security threat level changes
by Dennis Mooney & Richard Zuber & John Gandar & Reinhold Lamb - 371-376 Dynamic relationship between stock and property markets
by Kim Hiang Liow - 377-384 Macroeconomic news effects on conditional volatilities in the bond and stock markets
by Bala Arshanapalli & Edmond d'Ouville & Frank Fabozzi & Lorne Switzer - 385-393 Short selling restrictions and market completeness: the Malaysian experience
by Asjeet Lamba & Mohamed Ariff - 395-404 Behavioural and fundamental explanations of discounts on closed end funds: an empirical analysis
by George Emm Halkos & Theodore Krintas - 405-412 The relationship between the S&P 500 spot and futures indices: brothers or cousins?
by Chien-Liang Chiu & Shu-Mei Chiang & Feng Kao - 413-423 Duration dependence in real estate investment trusts
by James Payne & Thomas Zuehlke - 425-427 Optimal use of futures contracts for the competitive firm
by Antoine Giannetti
2006, Volume 16, Issue 4
- 291-302 Disappearing anomalies: a dynamic analysis of the persistence of anomalies
by Wessel Marquering & Johan Nisser & Toni Valla - 303-318 Do mutual funds styles reflect a country-specific investment philosophy? The Italian case
by Roberto Savona - 319-333 Seasonality, risk and return in daily COMEX gold and silver data 1982-2002
by Brian Lucey & Edel Tully - 335-345 Interactions between mortgage and other capital markets in the USA: has financial deregulation made a difference?
by Ali Darrat & Ross Dickens & Osamah Al-Khazali - 347-358 Mean reversion and structural breaks in real exchange rates: South African evidence
by Oludele Akinloye Akinboade & Daniel Makina
2006, Volume 16, Issue 3
- 213-222 09/11 on the USD/EUR foreign exchange market
by Alexander Mende - 223-232 Evidence on the issuer effect in warrant overpricing
by Geoffrey Loudon & Kien Nguyen - 233-243 Rational speculative bubbles and duration dependence in exchange rates: an analysis of five currencies
by Benjamas Jirasakuldech & Riza Emekter & Peter Went - 245-258 Degree of market imperfection and the pricing of stock index futures
by Janchung Wang & Hsinan Hsu - 259-269 Hedging with zero-value at risk hedge ratio
by Jui-Cheng Hung & Chien-Liang Chiu & Ming-Chih Lee - 271-289 On the power of generalized extreme value (GEV) and generalized Pareto distribution (GPD) estimators for empirical distributions of stock returns
by Y. Malevergne & V. Pisarenko & D. Sornette
2006, Volume 16, Issue 1-2
- 1-17 Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought
by Mark Taylor - 19-27 A simple test for PPP among traded goods
by Philip Hans Franses & Dick van Dijk - 29-39 Testing for Purchasing Power Parity using stationary covariates
by Jomana Amara & David Papell - 41-61 Explaining the persistence of deviations from PPP: a non-linear Harrod-Balassa-Samuelson effect?
by Michael Sager - 63-71 Testing for symmetry and proportionality in a European panel
by Jerry Coakley & Stuart Snaith - 73-91 Panel data tests of PPP: a critical overview
by Guglielmo Maria Caporale & Mario Cerrato - 93-108 PPP: a disaggregated view
by Christoph Fischer - 109-117 Purchasing Power Parity as a long-term memory process: evidence from Canada
by Jean-Francois Villeneuve & Jagdish Handa - 119-125 The Purchasing Power Parity puzzle: a sudden nonlinear perspective
by Marcus Lahtinen - 127-134 Exchange rate misalignment: a new test of long-run PPP based on cross-country data
by Pan Yotopoulos & Yasuyuki Sawada - 135-143 Purchasing Power Parity in economies in transition: evidence from Central and East European countries
by Dimitrios Sideris - 145-156 A century of Purchasing Power Parity: evidence from Canada and Australia
by Mohammad Hasan - 157-167 Purchasing Power Parity versus the EU in the Mediterranean countries
by Mariam Camarero & Juan Carlos Cuestas & Javier Ordonez - 169-183 Purchasing Power Parity and real exchange rate behaviour in Africa
by Joseph Kargbo - 185-198 Structural changes and deviations from the Purchasing Power Parity within the euro area
by Daniele Antonucci & Alessandro Girardi - 199-211 The real exchange rate and the Purchasing Power Parity puzzle: further evidence
by Sofiane Sekioua & Menelaos Karanasos
2005, Volume 15, Issue 18
- 1251-1258 Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence
by Robert Brooks & Robert Faff & Tim Fry & E. Bissoondoyal-Bheenick - 1259-1267 Is the 52-week high momentum strategy profitable outside the US?
by Ben Marshall & Rachael Cahan - 1269-1282 Determinants of profitability in European manufacturing and services: evidence from a dynamic panel model
by John Goddard & Manouche Tavakoli & John Wilson - 1283-1297 Performance of Spanish firms going public: windows of opportunity and the informative effect
by Susana Alvarez & Victor Gonzalez - 1299-1304 International indexing as a means of portfolio diversification
by Hakan Saritas & Hakan Aygoren - 1305-1313 Performance persistence in Spanish equity funds
by Luis Vicente & Luis Ferruz - 1315-1322 Volatility effect of ETFs on the constituents of the underlying Taiwan 50 Index
by Ching-Chung Lin & Min-Hsien Chiang
2005, Volume 15, Issue 17
- 1181-1188 Modelling heavy tails and skewness in film returns
by W. D. Walls - 1189-1197 The size effect reversal in the USA
by Samer Al-Rjoub & Oscar Varela & M. Kabir Hassan - 1199-1202 The informational content of article publication: the case of twin stocks
by Tamir Levy & Joseph Yagil - 1203-1211 Enhancing returns on yen: minimizing risk reversal costs
by David VanderLinden & Kristijan Nikolov - 1213-1218 Comparing returns of US treasuries versus equities: implications for market and portfolio efficiency
by Choong Tze Chua & Winston Koh & Krishna Ramaswamy - 1219-1225 A re-examination of the predicting power of forward premia
by Peijie Wang - 1227-1242 September 11 and time-varying beta of United States companies
by Taufiq Choudhry - 1243-1250 US monetary policy announcements and Irish stock market volatility
by Don Bredin & Caroline Gavin & Gerard O'Reilly
2005, Volume 15, Issue 16
- 1107-1123 A re-examination of the holiday effect in stock returns: the case of Hong Kong
by Paul McGuinness - 1125-1133 On the pricing of GDP-linked financial products
by Susanne Kruse & Matthias Meitner & Michael Schroder - 1135-1144 Cointegrating behaviour between spot and forward exchange rates
by David McMillan - 1145-1152 A different approach to estimating betas of securities subject to thin trading and serial correlation
by Peijie Wang & Trefor Jones - 1153-1164 How to gauge the credit risk of guarantee issues in a Taiwanese bills finance company: an empirical investigation using a market-based approach
by Su-Lien Lu & Chau-Jung Kuo - 1165-1170 Monetary policy rules and the exchange rate channel
by Kai Leitemo & Øistein Røisland & Ragnar Torvik - 1171-1179 On the use and improvement of Hull and White's control variate technique
by San-Lin Chung & Mark Shackleton
2005, Volume 15, Issue 15
- 1041-1051 Financial development and economic growth in the Middle East
by Mouawiya Al-Awad & Nasri Harb - 1053-1061 An analysis of the relevance of off-balance sheet items in explaining productivity change in European banking
by Barbara Casu & Claudia Girardone - 1063-1072 International diversification, growth, and welfare with non-traded income risk and incomplete markets
by Egil Matsen - 1073-1077 Risk adjusted returns from technical trading: a genetic programming approach
by Colin Fyfe & John Paul Marney & Heather Tarbert - 1079-1094 Liquidity and price volatility of cross-listed French stocks
by Asli Bayar & Zeynep Onder - 1095-1106 Estimation of Value-at-Risk under jump dynamics and asymmetric information
by Chien-Liang Chiu & Ming-Chih Lee & Jui-Cheng Hung
2005, Volume 15, Issue 14
- 963-975 Are Spanish Ibex35 stock future index returns forecasted with non-linear models?
by Jorge Perez-Rodriguez & Salvador Torra & Julian Andrada-Felix - 977-986 Interest rate linkages: identifying structural relations
by Marco Barassi & Guglielmo Maria Caporale & Stephen Hall - 987-994 Effects of macroeconomic variables on Istanbul stock exchange indexes
by Cumhur Erdem & Cem Kaan Arslan & Meziyet Sema Erdem - 995-1005 Free trade agreements and equity market integration: the case of the US and Jordan
by Aktham Maghyereh & Hiatham Al-Zuobi - 1007-1017 Does patenting increase the probability of being acquired? Evidence from cross-border and domestic acquisitions
by Jyrki Ali-Yrkko & Ari Hyytinen & Mika Pajarinen - 1019-1029 Dynamic volume-return relationship: evidence from an emerging capital market
by Bartosz Gebka - 1031-1036 An empirical application of the clean-surplus valuation model: the case of the Athens Stock Exchange
by G. A. Karathanassis & S. N. Spilioti - 1037-1040 On investing in the long run when stock returns are mean-reverting
by Antoine Giannetti
2005, Volume 15, Issue 13
- 895-905 European public real estate market integration
by Jian Yang & James Kolari & Guozhong Zhu - 907-913 An empirical analysis of the effects of options and futures listing on the underlying stock return volatility: the Portuguese case
by Joao Paulo Tome Calado & Maria Teresa Medeiros Garcia & Sergio Emanuel Tome Mendes Pereira - 915-930 Belgian railroad stock returns, 1836-1957
by Frans Buelens & Julien van den Broeck - 931-934 The effect of monetary policy on bank lending in Turkey
by Ahmet Sengonul & Willem Thorbecke - 935-945 Diversification efficiency and deposit rates
by Mark Rhodes - 947-961 Undervaluation, private information, agency costs and the decision to go private
by C. Weir & D. Laing & M. Wright
2005, Volume 15, Issue 12
- 821-834 Portfolio diversification: a factor analysis approach
by Tak-Kee Hui - 835-847 A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models
by Hossein Asgharian & Bjorn Hansson - 849-854 Is the Fisher effect non-linear? some evidence for Spain, 1963-2002
by Oscar Bajo-Rubio & Carmen Diaz-Roldan & Vicente Esteve - 855-866 Stability of the S&P 500 futures market efficiency conditions
by William Crowder & Chanwit Phengpis - 867-874 Asymmetric stochastic volatility in emerging stock markets
by Faruk Selcuk - 875-881 Equity and debt valuation with default risk: a discrete structural model
by Marisa Cenci & Andrea Gheno - 883-894 Interest rate volatility, exchange rates, and external contagion
by Osman Suliman
2005, Volume 15, Issue 11
- 745-752 Testing for symmetry and proportionality in a European panel
by Jerry Coakley & Stuart Snaith - 753-755 Variance-in-mean effects of the long forward-rate slope
by Charlotte Christiansen - 757-764 Third country news in the monetary model of the exchange rate
by John Jackson & Henry Thompson & Juliet Zheng - 765-771 Exchange rate risk and Philippine stock returns: before and after the Asian financial crisis
by Rodolfo Aquino - 773-775 Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market
by Fernando Fernandez-Rodriguez & Christian Gonzalez-Martel & Simon Sosvilla-Rivero - 777-790 Financial intermediation and economic growth: evidence from Western Africa
by Roger Atindehou & Jean Pierre Gueyie & Edoh Kossi Amenounve - 791-802 Testing for market segmentation in the A and B share markets of China
by Patricia Chelley-Steeley & Weihua Qian - 803-807 An empirical study of the impact of financial reporting disclosures on UK investment trusts
by Ian Fraser & Heather Tarbert & Kai Hong Tee - 809-819 Trade, R&D spending and financial development
by Yuanchen Chang & Mao-Wei Hung & Chiuling Lu
2005, Volume 15, Issue 10
- 667-677 Expectations and the black market premium for foreign currency in Greece
by Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas - 679-690 Long-run post-merger stock performance of UK acquiring firms: a stochastic dominance perspective
by Abhay Abhyankar & Keng-Yu Ho & Huainan Zhao - 691-705 A Kalman filter approach to characterizing the Canadian term structure of interest rates
by Toni Gravelle & James Morley - 707-713 Market capitalization and efficiency. Does it matter? Evidence from the Athens Stock Exchange
by Theodore Panagiotidis - 715-729 Concurrent capital expenditure and the stock market reaction to corporate alliance announcements
by Bruce Burton - 731-738 Factors influencing the profits and size of Greek banks operating abroad: a pooled time-series study
by Kyriaki Kosmidou & Fotios Pasiouras & Angelos Tsaklanganos - 739-744 Implied derivative security prices based two-factor interest model: a UK application
by Ghulam Sorwar
2005, Volume 15, Issue 9
- 587-597 A signal of imperfect portfolio capital adjustments from the domestic and foreign Colombian debt
by Luis Arango & Yanneth Betancourt - 599-610 Government bond market linkages: evidence from Europe
by Jian Yang - 611-622 Firm characteristics, market conditions, and the pattern of performance after seasoned equity offers
by Mark Bayless & Kelly Price & Margaret Monroe Smoller - 623-629 Empirical evidence on the determinants of the stock market reaction to product and market diversification announcements
by Edward Jones & Jo Danbolt - 631-649 Efficiency, endogenous and exogenous credit risk in the banking systems of the Euro area
by Jose Pastor & Lorenzo Serrano - 651-666 Measuring credit spreads: evidence from Australian Eurobonds
by Jonathan Batten & Warren Hogan & Gady Jacoby
2005, Volume 15, Issue 8
- 519-530 Can the Balassa-Samuelson theory explain long-run real exchange rate movements in OECD countries?
by Imed Drine & Christophe Rault - 531-538 Measuring equity market contagion in multiple financial events
by Daryl Collins & Shana Gavron - 539-546 Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries
by Abdulnasser Hatemi-J & Eduardo Roca - 547-556 Are OECD stock prices characterized by a random walk? Evidence from sequential trend break and panel data models
by Paresh Kumar Narayan & Russell Smyth - 557-573 The term structure of interest rates in Australia: an application of long run structural modelling
by A. Mansur & M. Masih & Vicky Ryan - 575-586 Firm resources and quality signalling: evidence from UK initial public offerings
by Beat Reber & Bob Berry & Steve Toms
2005, Volume 15, Issue 7
- 439-446 Macroeconomic fundamentals and exchange rates: a non-parametric cointegration analysis
by Emmanuel Davradakis - 447-453 Assessing the role of financial deepening in business cycles: the experience of the United Arab Emirates
by Ali Darrat & Salah Abosedra & Hassan Aly - 455-468 Determinants of corporate debt structure in a privately dominated debt market: a study of the Spanish capital market
by Kalu Ojah & Justo Manrique - 469-478 Exchange rate and stock prices in Japan
by Tetsushi Homma & Yoshiro Tsutsui & Uri Benzion - 479-488 Inferring option-implied investors' risk preferences
by Daniel Giamouridis - 489-498 The Portuguese equity risk premium: what we know and what we don't know
by Rui Alpalhao & Paulo Alves - 499-508 Equity returns of financial institutions and the pricing of interest rate risk
by Sotiris Staikouras - 509-518 Market valuation of the analysts' recommendations: the Spanish stock market
by Susana Menendez-Requejo
2005, Volume 15, Issue 6
- 367-380 European venture capital markets: fund providers and investment characteristics
by Andrea Schertler - 381-389 Are local or international influences responsible for the pre-holiday behaviour of Irish equities?
by Brian Lucey - 391-407 Financial decisions and growth opportunities: a Spanish firm's panel data analysis
by Pablo de Andres Alonso & Felix J. Lopez Iturriaga & Juan A. Rodriguez Sanz - 409-423 The leverage effect in the UK stock market
by Patricia Chelley-Steeley & James Steeley - 425-438 Impacts of equity financing on liquidity position of a firm
by Ayub Mehar
2005, Volume 15, Issue 5
- 293-303 An empirical analysis of corporate takeover defences and earnings management: evidence from the US
by Pornsit Jiraporn - 305-313 Investor-fans? An examination of the performance of publicly traded English Premier League teams
by Richard Zuber & Patrick Yiu & Reinhold Lamb & John Gandar - 315-326 Can mergers in Europe help banks hedge against macroeconomic risk?
by Pierre-Guillaume Meon & Laurent Weill - 327-336 Why are some corporate earnings restatements more damaging?
by Aigbe Akhigbe & Ronald Kudla & Jeff Madura - 337-366 Is debt a substitute of equity? Relevancy of financial policy in current economic scenarios
by Ayub Mehar
2005, Volume 15, Issue 4
- 217-230 The impact of Switzerland's money laundering law on capital flows through abnormal pricing in international trade
by Maria de Boyrie & Simon Pak & John Zdanowicz - 231-246 The ownership structure of listed Chinese State-owned enterprises and its relation to corporate performance
by Paul McGuinness & Michael Ferguson - 247-257 On the size and power of testing for no autocorrelation under weak assumptions
by Jen-Je Su - 259-271 The financial repercussion of cost, revenue and profit: an extension in the BEP and CVP analysis
by Ayub Mehar - 273-285 Removal of an investment restriction: the 'B' share experience from China's stock markets
by Chien-Liang Chiu & Mingchih Lee & Chun-Da Chen - 287-291 Recursive measures of total wealth and portfolio return
by Michel Normandin & Pascal St-Amour
2005, Volume 15, Issue 3
- 143-152 In search of the source of informed trader information in the college football betting market
by William Dare & John Gandar & Richard Zuber & Robert Pavlik - 153-163 International financial contagion: evidence from the Argentine crisis of 2001-2002
by Melisso Boschi - 165-171 Why investors should not be cautious about the academic approach to testing for stock market anomalies
by Brian Lucey & Angel Pardo - 173-186 Information transmission around block trades on the Spanish stock exchange
by M. A. Martinez & M. Tapia & J. Yzaguirre - 187-201 Price transmission dynamics between informationally linked securities
by Kate Phylaktis & Gikas Manalis - 203-216 GARCH model with cross-sectional volatility: GARCHX models
by Soosung Hwang & Steve Satchell
2005, Volume 15, Issue 2
- 73-76 Long swings in the Canadian dollar
by Karl Pinno & Apostolos Serletis - 77-94 Interest rate pass-through and financial crises: do switching regimes matter? the case of Argentina
by Alberto Humala - 95-106 Analysing one-month Euro-market interest rates by fractionally integrated models
by Emma Iglesias & Garry Phillips - 107-119 Day-of-the-week effects in the pre-holiday returns of the Standard & Poor's 500 stock index
by Stephen Keef & Melvin Roush - 121-135 Stochastic volatility forecasting and risk management
by Perry Sadorsky - 137-141 Sources of shareholders' wealth gains from asset sales
by Abdul Magid Gadad & Hardy Thomas
2005, Volume 15, Issue 1
- 1-11 On the size and power of normalized autocorrelation coefficients
by Andy Kwan & Ah-Boon Sim & Yangru Wu - 13-30 Further analysis of mergers and shareholder wealth effects in European banking
by Ahmad Ismail & Ian Davidson - 31-42 The stock market impact of German reunification: international evidence
by Robert Brooks & Robert Faff & David Sokulsky - 43-51 A simple graphical method to explore tail-dependence in stock-return pairs
by Klaus Abberger - 53-61 Price limits and overreaction in the Athens stock exchange
by George Diacogiannis & Nikolaos Patsalis & Nickolaos Tsangarakis & Emanuel Tsiritakis - 63-71 Seasonality in stock returns: evidence from an emerging market
by Khalid Al-Saad & Imad Moosa
2004, Volume 14, Issue 18
- 1281-1289 The Mib30 index and futures relationship: econometric analysis and implications for hedging
by Francesco Pattarin & Riccardo Ferretti - 1291-1305 The role of hostile takeovers in corporate governance
by Rajeeva Sinha - 1307-1311 Excess volatility in the US stock market: evidence to the contrary
by Samih Antoine Azar - 1313-1318 Components of volatility and their empirical measures: a note
by Dipankor Coondoo & Paramita Mukherjee - 1319-1324 Linking profits to asset-liability management of domestic and foreign banks in the UK
by Kyriaki Kosmidou & Fotios Pasiouras & Jordan Floropoulos - 1325-1331 Joint venture investments and the market value of the firm
by Edward Jones & Jo Danbolt - 1333-1342 Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model
by Stavros Degiannakis - 1343-1350 The New Market effect on return and volatility of Spanish stock indexes
by Juan Angel Lafuente & Jesus Ruiz
2004, Volume 14, Issue 17
- 1211-1217 The transmission of shocks across real estate investment trust (REIT) markets
by James Payne & Hassan Mohammadi - 1219-1224 The value relevance of accounting and financial information: panel data evidence
by Samy Ben Naceur & Mohamed Goaied - 1225-1231 Portfolio diversification: alive and well in Euro-land!
by Kpate Adjaoute & Jean-Pierre Danthine - 1233-1238 Stakeholder representation on the boards of Australian initial public offerings
by Bill Dimovski & Robert Brooks - 1239-1252 Multi-bank loan pool contracts: enhancing the profitability of small commercial banks
by Andreas Gintschel & Andreas Hackethal - 1253-1268 International portfolio diversification to Central European stock markets
by Theodore Syriopoulos - 1269-1279 How short-termed is the trading behaviour in Eurex futures markets?
by Gregor Dorfleitner
2004, Volume 14, Issue 16
- 1137-1149 Cross-border banking and transmission mechanisms in Europe: evidence from German data
by Claudia Buch - 1151-1165 Acquisitions of private targets: the unique shareholder wealth implications
by Ninon Kohers - 1167-1180 Correlations, integration and Hansen-Jagannathan bounds
by Vanitha Ragunathan & Robert Faff & Robert Brooks - 1181-1185 Exchange rate adjustment and output in Greece and Cyprus: evidence from panel data
by Kamal Upadhyaya & Franklin Mixon & Rabindra Bhandari - 1187-1196 The Greek implied volatility index: construction and properties
by George Skiadopoulos - 1197-1210 The informational role of option trading volume in the S&P 500 futures options markets
by Ghulam Sarwar
2004, Volume 14, Issue 15
- 1059-1066 Market timing effects on the investment performance of Asia-Pacific and European ADRs listed on the New York stock exchange
by Mark Schaub - 1067-1073 Maximizing futures returns using fixed fraction asset allocation
by John Anderson & Robert Faff - 1075-1085 Options trading profits from correlation forecasts
by James Chong - 1087-1095 Statistical properties of volatility in fractal dimensions and probability distribution among six stock markets
by Hai-Chin Yu & Ming-Chang Huang - 1097-1103 Impact of export earnings fluctuation on capital formation: evidence from four SADC countries
by Peter Karungu & Yohane Khamfula - 1105-1110 SARS: a non-event for affected countries' stock markets?
by Srinivas Nippani & Kenneth Washer