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Content
1999, Volume 5, Issue 3
- 225-235 A three-dimensional risk-return relationship based upon the inefficiency of a portfolio: derivation and implications
by G. P. Diacogiannis - 236-246 Estimating the equity premium
by M. C. Freeman & I. R. Davidson - 247-255 The cost of capital- the practitioners view
by Alan Clements - 256-275 Valuation differences between quoted and unquoted companies- empirical evidence from the UK
by Herbert Rijken & Menno Booij & Adrian Buckley - 276-297 An overview of returns in Europe
by Hans Eijgenhuijsen & Adrian Buckley
1999, Volume 5, Issue 2
- 95-107 The investment policy and the pricing of equity in a levered firm: a re-examination of the 'contingent claims' valuation approach
by M. Chesney & R. Gibson-Asner - 109-122 Estimation of the effective bid-ask spread on high frequency Danish bond data
by K. Nyholm - 123-139 LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market
by A. Abhyankar & L. S. Copeland & W. Wong - 141-164 International capital structure differences among the G7 nations: a current empirical view
by Kenneth Mcclure & Ronnie Clayton & Richard Hofler
1999, Volume 5, Issue 1
- 1-1 Editorial
by Chris Adcock - 3-28 Exchange rate fluctuations and management control in UK-based MNCs: an examination of the theory and practice
by Istemi. Demirag & Cristina De Fuentes - 29-50 Insider trading and portfolio structure in experimental asset markets with a long-lived asset
by J. P. Krahnen & C. Rieck & E. Theissen - 51-71 Market structure and bid-ask spreads: IBIS vs Nasdaq
by G. G. Booth & P. Iversen & S. K. Sarkar & H. Schmidt & A. Young - 73-94 Volatility forecasting in the framework of the option expiry cycle
by Owain Ap Gwilym & Mike Buckle
1998, Volume 4, Issue 4
- 311-330 A dynamic index for managed currencies funds using CME currency contracts
by P. Lequeux & E. Acar - 331-343 Transmission of movements in stock markets
by Amado Peiro & Javier Quesada & Ezequiel Uriel - 345-355 The hedging effectiveness of DAX futures
by G. Lypny & M. Powalla - 357-367 Investment opportunities and Irish equity offerings
by Carole Corby & Mark Hoven Stohs
1998, Volume 4, Issue 3
- 195-211 Boards of Directors' short-term perceptions and evidence of managerial short-termism in the UK
by Istemi Demirag - 212-232 Determinants of shareholders' short-term pressures: empirical evidence from Dutch companies
by Tom Groot - 233-256 A survey of corporate perceptions of short-termism among analysts and fund managers
by C. L. Marston & B. M. Craven - 257-278 Fund managers' attitudes to risk and time horizons: the effect of performance benchmarking
by Mae Baker - 279-290 Comparisons of dividend per share behaviour of large UK and German companies over the period 1980-1995: preliminary findings
by J. B. Coates & E. W. Davis & P. A. Golder - 291-304 Board size and corporate performance: evidence from European countries
by Martin Conyon & Simon Peck - 305-309 The influence of earnings per share on capital issues: some evidence from UK companies
by Ian Davidson & Chris Mallin
1998, Volume 4, Issue 2
- 93-111 A study on the efficiency of the market for Dutch long-term call options
by F. De Roon & C. Veld & J. Wei - 113-127 Interest rate changes and common stock returns of financial institutions: evidence from the UK
by E. Dinenis & S. K. Staikouras - 129-155 Financial institutions, private acquisition of corporate information, and fund management
by J. B. Holland & P. Doran - 157-183 Pecking order as a dynamic leverage theory
by C. N. Bagley & D. K. Ghosh & U. Yaari
1998, Volume 4, Issue 1
- 1-28 The liquidity premium in equity pricing under a continuous auction system
by Gonzalo Rubio & Mikel Tapia - 29-59 Seasoned equity offers and rights issues: a review of the evidence
by Seth Armitage - 61-74 Volatility and autocorrelation in major European stock markets
by G. Geoffrey Booth & Gregory Koutmos - 75-83 Financial effects of an uncertain change in VAT rates in the EU
by John Pointon & Derek Spratley - 85-92 The effect of the establishment of an organized exchange on weak form efficiency: the case of Istanbul Gold Exchange
by Gulnur Muradoglu & Nese Akkaya & Jamel Chafra
1997, Volume 3, Issue 4
- 277-289 Dividend yield strategies in the British stock market
by Greg Filbeck & Sue Visscher - 291-309 The numeraire portfolio: a new perspective on financial theory
by I. Bajeux-Besnainou & R. Portait - 311-324 Could nonlinear dynamics contribute to intra-day risk management?
by Georges Darbellay & Marco Finardi - 325-347 Incomplete markets, transaction costs and liquidity effects
by E. Jouini & P. -F. Koehl & N. Touzi - 349-361 Arbitrage with hedging by forward contracts: exploited and exploitable profits
by D. K. Ghosh
1997, Volume 3, Issue 3
- 183-202 Feedforward neural networks in the classification of financial information
by Carlos Serrano-Cinca - 203-224 Comment
by D. J. E. Baestaens - 225-230 Rejoinder
by C. Serrano-Cinca - 231-242 Consistent estimation to determine the embedding dimension in financial data; with an application to the dollar/deutschmark exchange rate
by Dominique Guegan & Guillaume Leorat - 243-259 Time series and cross-section parameter stability in the market model: the implications for event studies
by J. Andrew Coutts & Terence Mills & Jennifer Roberts - 261-275 Information asymmetry, long-run relationship and price discovery in property investment markets
by Peijie Wang & Colin Lizieri & George Matysiak
1997, Volume 3, Issue 2
- 107-136 Interest rates, banking spreads and credit supply: the real effects
by F. Barran & V. Coudert & B. Mojon - 137-157 Modelling market volatilities: the neural network perspective
by F. Gonzalez Miranda & N. Burgess - 159-182 Non-linear characteristics of the sterling/European Currency Unit exchange rate: 1984-1992
by David Chappell & Robert Eldridge
March 1997, Volume 3, Issue 1
- 1-26 Transformation of Heath?Jarrow?Morton models to Markovian systems
by R. Bhar & C. Chiarella - 27-47 Risk management in venture capital investor-investee relations
by G. C. Reid & N. G Terry & J. A. Smith - 49-72 Option prices as predictors of stock prices: intraday adjustments to information releases
by P. L. Varson & M. J. P. Selby - 73-85 Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
by C. J. Corrado & Tie Su - 87-106 An investigation of the stability of returns in Western European equity markets
by C. D. Sinclair & D. M. Power & A. A. Lonie & C. V. Helliar
1996, Volume 2, Issue 4
- 305-317 An investigation of the short- and long-term relationships between Turkish financial markets
by A. Yuce & C. Simga-Mugan - 319-331 Misspecification testing and robust estimation of the market model: estimating betas for the FT-SE industry baskets
by Terence Mills & J. Andrew Coutts - 333-351 Day-of-the-week effect on skewness and kurtosis: a direct test and portfolio effect
by Gordon Tang - 353-370 The impact of open market equity repurchases on UK equity prices
by William Rees - 371-388 UK capital budgeting practices: some additional survey evidence
by Colin Drury & Mike Tayles - 389-411 A comprehensive look at the efficacy of technical trading rules applied to cross-rates
by C. I. Lee & I. Mathur
1996, Volume 2, Issue 3
- 219-238 Integrating the risk and term structures of interest rates
by Jean-Paul Decamps - 239-259 Bounding the generalized convex call price
by C. Henin & N. Pistre - 261-287 A comparison of models for pricing interest rate derivative securities
by Chris Strickland - 289-295 A sufficient and necessary condition for arbitrage-free pricing
by Chen Guo - 297-304 A note on the efficiency of the binomial option pricing model
by Les Clewlow & Andrew Carverhill
1996, Volume 2, Issue 2
- 125-144 The role of the forecast-generating process in assessing asset market models of the exchange rate: a non-linear case
by Dimitris Kirikos - 145-160 Volatility transmission in the UK equity market
by Patricia Chelley-Steeley & James Steeley - 161-179 Accessing international business resources on the Internet
by P. L. Dheeriya - 181-206 The financial analysis of foreign investment decisions by large UK-based companies
by Adrian Buckley & Peter Buckley & Pascal Langevin & Ka Lun Tse - 207-217 Sequential information arrival in the Finnish stock index derivatives markets
by Teppo Martikainen & Vesa Puttonen
1996, Volume 2, Issue 1
- 1-19 Stochastic dominance, tax-loss selling and seasonalities in Sweden
by Magnus Dahlquist & Peter Sellin - 3-4 Editorial
by Chris Adcock & Ephraim Clark & Eve Hicks - 21-39 Predicting premature exercise of an American put on stocks: theory and empirical evidence
by Marc Chesney & Jean Lefoll - 41-55 Poland's mass privatization program
by R. Puntillo & D. Ipsen - 57-76 European taxation and capital investment
by John Pointon & Suzanne Farrar & Jon Tucker - 77-102 Corporate and institutional control over the dissemination of price sensitive information
by John Holland - 103-123 A comparison of diffusion models of the term structure
by Chris Strickland
1995, Volume 1, Issue 4
- 311-323 Leading edge forecasting techniques for exchange rate prediction
by Ian Nabney & Christian Dunis & Richard Dallaway & Swee Leong & Wendy Redshaw - 325-343 Options as a predictor of common stock price changes
by Dirk Emma Baestaens & Willem Max Van Den Bergh & Herve Vaudrey - 345-366 Efficiency tests with overlapping data: an application to the currency options market
by Christian Dunis & Andre Keller - 367-382 Stock market regulations and international financial integration: the case of Spain
by J. I. Pena & E. Ruiz - 383-403 Heterogeneous real-time trading strategies in the foreign exchange market
by M. M. Dacorogna & U. A. Muller & C. Jost & O. V. Pictet & J. R. Ward
1995, Volume 1, Issue 3
- 207-218 Stability of international stock market relationships across month of the year and different holding intervals
by G. Y. N. Tang - 219-235 Limited liability and bank safety net procedures
by George Mckenzie & Simon Wolfe - 237-255 Calendar effects and the pricing of risk: the UK evidence
by Patricia Chelley-Steeley - 257-278 Incomplete contracts, renegotiation, and the choice between bank loans and public debt issues
by A. Baglioni - 279-309 An analysis of gains and losses to shareholders of foreign bidding companies engaged in cross-border acquisitions into the United Kingdom, 1986-1991
by Jo Danbolt
1995, Volume 1, Issue 2
- 113-128 The classical tax system, imputation tax and capital budgeting
by A. Buckley - 129-164 Estimating the time Varying Components of international stock markets' risk
by K. Giannopoulos - 165-179 Linkages among European and world stock markets
by Ø. Gjerde & F. Sættem - 180-202 An empirical study of research and development top managers' perceptions of short-term pressures from capital markets in the United Kingdom
by Istemi Demirag - 203-206 The leasing equation in a general tax environment: a note
by P. Doran & C. Clubb
1995, Volume 1, Issue 1
- 1-17 A reappraisal of share price maximization as a corporate financial objective
by Simon Keane - 18-20 Comment
by J. Ignacio Pena - 21-25 Comment
by Christopher Smallwood - 26-30 Comment
by Graham Quick - 31-36 Comment
by George Frankfurter - 37-40 Rejoinder
by S. M. Keane - 41-56 Short-term performance pressures: is there a consensus view?
by Istemi Demirag - 57-68 Derivatives Markets and Systematic Risks: Some Reflections
by Chritian De Boissieu - 69-78 Numerical evaluation of the critical price and American options
by Walter Allegretto & Giovanni Barone-Adesi & Robert Elliott - 79-93 Calendar effects in the London Stock Exchange FT-SE indices
by Terence Mills & J. Andrew Coutts - 95-111 The international co-movements of Finish stocks
by Theodore Bos & Thomas Fetherston & Teppo Martikainen & Jukka Perttunen