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Content
January 2017, Volume 32, Issue 1
- 30-57 Bank secrecy in offshore centres and capital flows: Does blacklisting matter?
by Olga Balakina & Angelo D’Andrea & Donato Masciandaro - 58-63 The effect of volatility persistence on excess returns
by Ajeet Jain & Sascha Strobl - 64-74 Inside directors, risk aversion, and firm performance
by Arun D. Upadhyay & Rahul Bhargava & Sheri Faircloth & Hongchao Zeng
November 2016, Volume 31, Issue 1
- 1-2 Editorial
by M. Kabir Hassan - 3-17 Time series analysis of financial stability of banks: Evidence from Saudi Arabia
by Hassan B. Ghassan & Stefano Fachin - 18-25 The composite risk‐sharing finance index: Implications for Islamic finance
by Tarik Akin & Zamir Iqbal & Abbas Mirakhor - 26-33 Why do companies issue sukuk?
by Paul‐Olivier Klein & Laurent Weill - 34-44 Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets
by Alex Sclip & Alberto Dreassi & Stefano Miani & Andrea Paltrinieri - 45-55 Who issues Sukuk and when?: An analysis of the determinants of Islamic bond issuance
by Mamoru Nagano - 56-63 Is momentum trading profitable from Shari'ah compliant stocks?
by Bob Li & Mong Shan Ee & Mamunur Rashid - 64-74 Is it costly to be both shariah compliant and socially responsible?
by Elias Erragragui & Christophe Revelli - 75-82 International evidence on Islamic equity fund characteristics and performance persistence
by Rania Makni & Olfa Benouda & Ezzedine Delhoumi - 83-88 Religion in the boardroom and its impact on Islamic banks' performance
by Mohsin Ali & Wajahat Azmi - 89-98 Customers' perceptions on the dispute resolution clauses in Islamic finance contracts in Malaysia
by Umar A. Oseni & Abideen Adewale & Nor Razinah Binti Mohd Zain - 99-107 Banking efficiency in Gulf Cooperation Council (GCC) countries: A comparative study
by Sunil K. Mohanty & Hong‐Jen Lin & Eid A. Aljuhani & Hisham J. Bardesi - 108-114 Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency
by Nafis Alam & Shaista Arshad & Syed Aun R. Rizvi
September 2016, Volume 30, Issue 1
- 1-10 Excess pay and deficient performance
by Mary Ellen Carter & Lei Li & Alan J. Marcus & Hassan Tehranian - 11-22 Internet, consumer spending, and credit card balance: Evidence from US consumers
by Hem C. Basnet & Ficawoyi Donou‐Adonsou - 23-32 Conditional interest rate risk and the cross‐section of excess stock returns
by Victoria Atanasov - 33-44 The incremental information content of innovations in implied idiosyncratic volatility
by Cliff R. Moll & Stephen P. Huffman - 45-59 Repayment behavior in peer‐to‐peer microfinancing: Empirical evidence from Kiva
by Gregor Dorfleitner & Eva‐Maria Oswald - 60-67 An empirical application of the EVA® framework to business cycles
by Nicolás Cachanosky & Peter Lewin - 68-73 Reversal of 3‐day losers and continuation of 3‐day winners on the NASDAQ
by Jose Gutierrez
April 2016, Volume 29, Issue 1
- 2-11 Can hedge funds time global equity markets? Evidence from emerging markets
by Adam L. Aiken & Osman Kilic & Sean Reid - 12-22 Synthetic hedge funds
by Mario Fischer & Matthias X. Hanauer & Robert Heigermoser - 23-36 The performance of female hedge fund managers
by Rajesh Aggarwal & Nicole M. Boyson - 37-51 Are Smart Beta strategies suitable for hedge fund portfolios?
by Asmerilda Hitaj & Giovanni Zambruno - 52-63 Activist hedge funds and firm disclosure
by Jing Chen & Michael J. Jung
January 2016, Volume 28, Issue 1
- 1-20 Is a pure TIPS strategy truly risk free?
by Paul J. Haensly - 21-34 Financial constraints, board governance standards, and corporate cash holdings
by Choonsik Lee & Heungju Park - 35-45 How much can lack of marketability affect private equity fund values?
by Axel Buchner - 46-55 Trading behavior in S&P 500 index futures
by Lee A. Smales - 56-68 Can stochastic discount factor models explain the cross‐section of equity returns?
by Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens
November 2015, Volume 27, Issue 1
- 1-15 High order smooth ambiguity preferences and asset prices
by Julian Thimme & Clemens Völkert - 16-27 Optimal default and liquidation with tangible assets and debt renegotiation
by Makoto Goto & Teruyoshi Suzuki - 28-45 An inverted U‐shaped crude oil price return‐implied volatility relationship
by Terence D. Agbeyegbe - 46-57 Bank leverage and profitability: Evidence from a sample of international banks
by Andrea Beltratti & Giovanna Paladino - 58-67 Out‐of‐sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini‐futures markets
by Dimitrios I. Vortelinos - 68-82 Should I stay, or should I go? – How fund dynamics influence venture capital exit decisions
by Carolin Bock & Maximilian Schmidt
September 2015, Volume 26, Issue 1
- 1-11 The role of institutional investors and individual investors in financial markets: Evidence from closed‐end funds
by Emily J. Huang - 12-24 The conundrum of profitability versus soundness for banks by ownership type: Evidence from the Indian banking sector
by Sreejata Banerjee & Malathi Velamuri - 25-35 The wages of social responsibility — where are they? A critical review of ESG investing
by Gerhard Halbritter & Gregor Dorfleitner - 36-46 On the interaction between momentum effect and size effect
by Yasser Alhenawi - 47-54 Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads
by Jari Hännikäinen - 55-64 Market‐timing the business cycle
by Rolando F. Peláez
April 2015, Volume 25, Issue 1
- 1-2 Preface to the Special Issue on “Changing Dynamics in Financial Economics”
by Bluford H. Putnam & D. Sykes Wilford - 3-9 From pit to electronic trading: Impact on price volatility of U.S. Treasury futures
by Lucjan T. Orlowski - 10-18 Economics as energy framework: Complexity, turbulence, financial crises, and protectionism
by John Rutledge - 19-26 Modeling fund and portfolio risk: A bi‐modal approach to analyzing risk in turbulent markets
by Iordanis Karagiannidis & D. Sykes Wilford - 27-34 Evolving dynamics of the relationship between US core inflation and unemployment
by Bluford H. Putnam & Samantha Azzarello - 35-41 Tracking exchange rate management in Latin America
by César Carrera
January 2015, Volume 24, Issue 1
- 1-11 Market conditions, governance and the information content of insider trades
by Harjeet S. Bhabra & Ashrafee T. Hossain - 12-17 Are equities good inflation hedges? A frequency domain perspective
by Cetin Ciner - 18-35 Leading indicators of systemic banking crises: Finland in a panel of EU countries
by Patrizio Lainà & Juho Nyholm & Peter Sarlin - 36-41 Split ratings and debt‐signaling in bond markets: A note
by Ashraf Ismail & Seunghack Oh & Nuruzzaman Arsyad - 42-51 A comparison of buy‐side and sell‐side analysts
by Jeffrey Hobbs & Vivek Singh - 52-64 Board independence and corporate investments
by Jun Lu & Wei Wang
November 2014, Volume 23, Issue 4
- 155-173 Causal nexus between economic growth, banking sector development, stock market development, and other macroeconomic variables: The case of ASEAN countries
by Rudra P. Pradhan & Mak B. Arvin & John H. Hall & Sahar Bahmani - 174-181 Gold mining companies and the price of gold
by Dirk G. Baur - 182-193 Does non‐interest income make banks more risky? Retail‐ versus investment‐oriented banks
by Matthias Köhler - 194-207 Cross‐market spillovers with ‘volatility surprise’
by Sofiane Aboura & Julien Chevallier - 208-216 Socially responsible investing and stock performance: New empirical evidence for the US and European stock markets
by Janick Christian Mollet & Andreas Ziegler - 217-226 Business cycle, storage, and energy prices
by Oleg Kucher & Alexander Kurov - 227-235 What explains the lack of monetary policy influence on bank holding companies?
by Abdullah Mamun & M. Kabir Hassan
September 2014, Volume 23, Issue 3
- 107-119 Changing banking relationships and client‐firm performance: Evidence from Japan for the 1990s
by Daisuke Tsuruta - 120-130 The predictability of aggregate returns on commodity futures
by Fabian T. Lutzenberger - 131-140 The output gap and expected security returns
by Anindya Biswas - 141-147 Testing for financial contagion based on a nonparametric measure of the cross‐market correlation
by Fuchun Li & Hui Zhu - 148-154 IPO first‐day returns: Skewness preference, investor sentiment and uncertainty underlying factors
by Dorsaf Ben Aissia
April 2014, Volume 23, Issue 2
- 55-63 The abnormal psychology of investment performance
by Fernando M. Patterson & Robert T. Daigler - 64-74 Does sovereign risk matter? New evidence from eurozone corporate bond ratings and zero‐volatility spreads
by Christian Klein & Christoph Stellner - 75-89 Preemption, leverage, and financing constraints
by Michi Nishihara & Takashi Shibata - 90-97 Forecasting GDP growth with financial market data in Finland: Revisiting stylized facts in a small open economy during the financial crisis
by Petri Kuosmanen & Juuso Vataja - 98-105 Liquidity and capital under uncertainty and changing market sentiment: A simple analysis
by Biagio Bossone
January 2014, Volume 23, Issue 1
- 1-9 The spirit of capitalism among the income classes
by H.J. Smoluk & John Voyer - 10-17 Opaque financial reports and R2: Revisited
by Sudip Datta & Mai Iskandar‐Datta & Vivek Singh - 18-29 Foreign exchange rate exposure: Evidence from Canada
by Mohammad Al‐Shboul & Sajid Anwar - 30-45 Predictability of the simple technical trading rules: An out‐of‐sample test
by Jiali Fang & Ben Jacobsen & Yafeng Qin - 46-53 Resurrecting the size effect: Evidence from a panel nonlinear cointegration model for the G7 stock markets
by Nicholas Apergis & James E. Payne
November 2013, Volume 22, Issue 4
- 135-145 Initial credit ratings and earnings management
by K. Ozgur Demirtas & Kimberly Rodgers Cornaggia - 146-157 The effect of banking market structure on the lending channel: Evidence from emerging markets
by Mohammed Amidu & Simon Wolfe - 158-168 Entrepreneurial risk aversion, net worth effects and real fluctuations
by Cristian Pardo - 169-179 Asset pricing under quantile utility maximization
by Bruno C. Giovannetti - 180-186 The high returns to low volatility stocks are actually a premium on high quality firms
by Christian Walkshäusl - 187-193 Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests
by Junsoo Lee & Mark C. Strazicich & Byung Chul Yu - 194-205 What makes a joint venture: Micro‐evidence from Sino‐Italian contracts
by Valeria Gattai & Piergiovanna Natale - 206-212 Time‐changed Lévy jump processes with GARCH model on reverse convertibles
by Wei W. Simi & Xiaoli Wang - 213-219 Irrational fads, short‐term memory emulation, and asset predictability
by Stelios D. Bekiros
September 2013, Volume 22, Issue 3
- 79-85 Estimation of tail‐related risk measures in the Indian stock market: An extreme value approach
by Madhusudan Karmakar - 86-97 Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns
by Daniel Jubinski & Marc Tomljanovich - 98-108 The value implications of restrictions on asset sales
by Valeriy Sibilkov & Miroslava Straska & H. Gregory Waller - 109-117 Financial reforms and technical efficiency in Indian commercial banking: A generalized stochastic frontier analysis
by Aditi Bhattacharyya & Sudeshna Pal - 118-124 The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization
by Thomas Nitschka - 125-134 The conditional relation between dispersion and return
by Rıza Demirer & Shrikant P. Jategaonkar
April 2013, Volume 22, Issue 2
- 47-52 Is gold the best hedge and a safe haven under changing stock market volatility?
by Matthew Hood & Farooq Malik - 53-60 Sovereign asset values and implications for the credit market
by Eva‐Maria Kalteier & Peter N. Posch - 61-67 Can habit formation under complete market integration explain the cross‐section of international equity risk premia?
by Benjamin R. Auer - 68-77 Islamic and conventional banks' soundness during the 2007–2008 financial crisis
by Khawla Bourkhis & Mahmoud Sami Nabi
January 2013, Volume 22, Issue 1
- 1-7 Essential concepts necessary to consider when evaluating the efficacy of quantitative easing
by Bluford H. Putnam - 8-19 An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns
by Stephen P. Huffman & Cliff R. Moll - 20-35 The performance of venture capital investments: Do investors overreact?
by Ann‐Kristin Achleitner & Nico Engel & Uwe Reiner - 36-46 Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations
by Patrick Konermann & Christoph Meinerding & Olga Sedova
November 2012, Volume 21, Issue 4
- 159-167 A logit model of retail investors' individual trading decisions and their relations to insider trades
by Olaf Stotz & Dominik Georgi - 168-174 Volume, volatility and information linkages in the stock and option markets
by Kin‐Yip Ho & Lin Zheng & Zhaoyong Zhang - 175-187 What determines the stock market's reaction to monetary policy statements?
by Alexander Kurov - 188-192 Real option valuation of abandoned farmland
by Michi Nishihara - 193-193 Corrigendum to “Severity of financing constraints and firms' investments” [Rev. Finan. Econ. 17, (2008), 112–129]
by Tetsuya Kasahara
September 2012, Volume 21, Issue 3
- 93-101 True Markowitz or assumptions we break and why it matters
by D. Sykes Wilford - 102-110 FX counterparty risk and trading activity in currency forward and futures markets
by Richard M. Levich - 111-119 A Bayesian interpretation of the Federal Reserve's dual mandate and the Taylor Rule
by Bluford H. Putnam & Samantha Azzarello - 120-130 Financial crisis and extreme market risks: Evidence from Europe
by Lucjan T. Orlowski - 131-140 Optimal commodity asset allocation with a coherent market risk modeling
by Mazin A.M. Al Janabi - 141-152 Credit risk dynamics in response to changes in the federal funds target: The implication for firm short‐term debt
by Kwamie Dunbar & Abu S. Amin - 153-158 The effect of management team characteristics on risk‐taking and style extremity of mutual fund portfolios
by Iordanis Karagiannidis
April 2012, Volume 21, Issue 2
- 39-52 Do corporate boards matter during the current financial crisis?
by Bill B. Francis & Iftekhar Hasan & Qiang Wu - 53-62 Islamic investing
by Christian Walkshäusl & Sebastian Lobe - 63-68 Profitable candlestick trading strategies—The evidence from a new perspective
by Tsung‐Hsun Lu & Yung‐Ming Shiu & Tsung‐Chi Liu - 69-81 Mutual fund corporate culture and performance
by Aron Gottesman & Matthew Morey - 82-89 Analyst responses to stock‐index adjustments: Evidence from MSCI Taiwan Index additions
by Chia‐Jung Tu & Yuanchen Chang
January 2012, Volume 21, Issue 1
- 1-13 Semi‐transparency, dealership market, and foreign exchange market quality
by Liang Ding & Hao Zou & Vittorio Addona - 14-20 Are exchange rates serially correlated? New evidence from the Euro FX markets
by Adrian Wai‐Kong Cheung & Jen‐Je Su & Astrophel Kim Choo - 21-30 Staged venture capital contracting with ratchets and liquidation rights
by Dietmar P.J. Leisen - 31-38 Religious‐based portfolio selection
by Jin‐Ray Lu & Chih‐Ming Chan
November 2011, Volume 20, Issue 4
- 123-129 The effect of leverage on the tax‐cut versus investment‐subsidy argument
by Anna Danielova & Sudipto Sarkar - 130-145 The role of corporate governance in the write‐off decision
by Kristina Minnick - 146-161 Value creation and pricing in buyouts: Empirical evidence from Europe and North America
by Ann‐Kristin Achleitner & Reiner Braun & Nico Engel
August 2011, Volume 20, Issue 3
- 105-112 The effects of costly exploration on optimal investment timing
by Michi Nishihara & Takashi Shibata - 113-121 Partial adjustment toward optimal cash holding levels
by Vinod Venkiteshwaran
May 2011, Volume 20, Issue 2
- 49-62 Quality of financial information and liquidity
by Katsiaryna Salavei Bardos - 63-73 Revisiting the composition puzzles of the household portfolio: New evidence
by Fangyi Jin - 74-83 Export pricing and the cross‐country correlation of stock prices
by Juha Tervala - 84-95 Efficiency under quantile regression: What is the relationship with risk in the EU banking industry?
by Anastasia I. Koutsomanoli‐Filippaki & Emmanuel C. Mamatzakis - 96-104 A search for long‐range dependence and chaotic structure in Indian stock market
by Ritesh Kumar Mishra & Sanjay Sehgal & N.R. Bhanumurthy
January 2011, Volume 20, Issue 1
- 1-10 Information in short selling: Comparing Nasdaq and the NYSE
by Benjamin M. Blau & Bonnie F. Van Ness & Robert A. Van Ness - 11-21 Dividends, maturity, and acquisitions: Evidence from a sample of bank IPOs
by Marcia Millon Cornett & Alex Fayman & Alan J. Marcus & Hassan Tehranian - 22-27 Are stock returns still mean‐reverting?
by Sandip Mukherji - 28-36 Electronic versus open outcry trading in agricultural commodities futures markets
by Valeria Martinez & Paramita Gupta & Yiuman Tse & Jullavut Kittiakarasakun - 37-47 Why falling information costs may increase demand for index funds
by Espen Sirnes
October 2010, Volume 19, Issue 4
- 137-150 Nonlinear modelling of target leverage with latent determinant variables — new evidence on the trade‐off theory
by Ralf Sabiwalsky - 151-160 Credit market structure and bank screening
by Mariarosaria Agostino & Francesca Gagliardi & Francesco Trivieri - 161-178 A historical examination of optimal real return portfolios for non‐US investors
by Salvatore Bruno & Ludwig Chincarini - 179-191 Does offshoring create value for shareholders?
by Alexandros P. Prezas & Karen Simonyan & Gopala Vasudevan - 192-193 The impact of macroeconomic uncertainty on non‐financial firms' demand for liquidity: A note
by Jie Dai
August 2010, Volume 19, Issue 3
- 91-100 Can common stocks provide a hedge against inflation? Evidence from African countries
by Paul Alagidede & Theodore Panagiotidis - 101-108 Competitive conditions in Islamic and conventional banking: A global perspective
by Rima Turk Ariss - 109-116 An optimization process in Value‐at‐Risk estimation
by Alex YiHou Huang - 117-127 Fundamental indexing around the world
by Christian Walkshäusl & Sebastian Lobe - 128-135 Terrorism activity, investor sentiment, and stock returns
by Konstantinos Drakos
April 2010, Volume 19, Issue 2
- 47-48 Introduction to the special issue on project finance
by William L. Megginson - 49-59 Project finance as a driver of economic growth in low‐income countries
by Stefanie Kleimeier & Roald Versteeg - 60-71 Offtaking agreements and how they impact the cost of funding for project finance deals
by Veronica Bonetti & Stefano Caselli & Stefano Gatti - 72-77 Project financing: Deal or no deal
by Yunbi An & Keith Cheung - 78-83 Government guarantees and risk sharing in public–private partnerships
by Ryuta Takashima & Kyoko Yagi & Hiroshi Takamori - 84-89 An overview of project finance binomial loan valuation
by Joseph K. Winsen
January 2010, Volume 19, Issue 1
- 1-7 Delivery options and convexity in Treasury bond and note futures
by Robin Grieves & Alan J. Marcus & Adrian Woodhams - 8-18 Differences in individual NYSE specialists' performances and strategies
by Bülent Köksal - 19-27 Habit persistence, impediments to production factor adjustments, and asset returns in general equilibrium models with self‐fulfilling expectations
by Natalia Gershun - 28-37 PMA license valuation: A Bayesian learning real options approach
by Luke T. Miller - 38-45 Does the prospect theory also hold for power traders? Empirical evidence from a Swiss energy company
by Erkan Kalayci & Ulkem Basdas
October 2009, Volume 18, Issue 4
- 163-171 Macro‐finance VARs and bond risk premia: A caveat
by Marco Taboga - 172-182 Electronic limit order book and order submission choice around macroeconomic news
by Grigori Erenburg & Dennis Lasser - 183-189 Information contents misjudged: Digressive convergence to equilibrium in cointegrated prices
by Keshin Tswei & Jing‐yi Lai - 190-201 Profitability of technical stock trading: Has it moved from daily to intraday data?
by Stephan Schulmeister - 202-209 The euro–dollar exchange rate and equity flows
by Kari Heimonen
August 2009, Volume 18, Issue 3
- 113-123 Asset pricing with a reference level of consumption: New evidence from the cross‐section of stock returns
by Joachim Grammig & Andreas Schrimpf - 124-131 Financial progress and the stability of long‐run money demand: Implications for the conduct of monetary policy in emerging economies
by Ali F. Darrat & Saif S. Al‐Sowaidi - 132-141 A real options approach for evaluating the implementation of a risk‐sensitive capital rule in banks
by Kjell Bjørn Nordal - 142-155 Last resort gambles, risky debt and liquidation policy
by Elettra Agliardi & Rainer Andergassen - 156-162 Survey evidence on forecast accuracy of U.S. term spreads
by Hamid Baghestani
April 2009, Volume 18, Issue 2
- 67-67 In memory of Professor James R. Webb
by Tarun K. Mukherjee & Gerald A. Whitney - 68-69 Introduction for special issue of RFE on real estate
by James Webb - 70-79 Performance differences in property‐type diversified versus specialized real estate investment trusts (REITs)
by Justin D. Benefield & Randy I. Anderson & Leonard V. Zumpano - 80-89 Common factors in international securitized real estate markets
by Kim Hiang Liow & James R. Webb - 90-96 An analysis of the impact of timberland, farmland and commercial real estate in the asset allocation decisions of institutional investors
by Doug Waggle & Don T. Johnson - 97-102 Applying VaR to REITs: A comparison of alternative methods
by Chiuling Lu & Sheng‐Ching Wu & Lan‐Chih Ho - 103-111 Equity and fixed income markets as drivers of securitised real estate
by Chee Seng Cheong & Richard Gerlach & Simon Stevenson & Patrick J. Wilson & Ralf Zurbruegg
January 2009, Volume 18, Issue 1
- 1-9 Optimal financial education
by Avanidhar Subrahmanyam - 10-22 Monte Carlo valuation of natural gas investments
by Luis M. Abadie & José M. Chamorro - 23-32 Empirical performance of multifactor term structure models for pricing and hedging Eurodollar futures options
by I‐Doun Kuo & Yueh‐Neng Lin - 33-46 The effects of tax policy on financial markets: G3 evidence
by K. Peren Arin & Abdullah Mamun & Nanda Purushothman - 47-55 The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases
by Mira Farka - 56-65 The unsung impact of currency risk on the performance of international real property investment
by Kwame Addae‐Dapaah & Wilfred Tan Yong Hwee
December 2008, Volume 17, Issue 4
- 245-260 Learning from experience and trading volume
by Avanidhar Subrahmanyam - 261-279 Evaluating stock returns with time‐varying risk aversion driven by trend deviations from the consumption‐to‐wealth ratio: An analysis conditional on income levels
by H.J. Smoluk & James Bennett - 280-295 The day‐of‐the‐week effect and conditional volatility: Sensitivity of error distributional assumptions
by H. Kent Baker & Abdul Rahman & Samir Saadi - 296-314 Endogenous screening, credit crunches, and competition in laxity
by Sherrill Shaffer & Scott Hoover - 315-337 Profit sharing and investment by regulated utilities: A welfare analysis
by Michele Moretto & Paolo M. Panteghini & Carlo Scarpa - 338-351 Estimating exchange rate responsiveness to shocks
by Paresh Kumar Narayan
August 2008, Volume 17, Issue 3
- 157-171 U.S. corporate bond returns: A study of market anomalies based on broad industry groups
by Srinivas Nippani & Augustine C. Arize - 172-182 Can economic liberalization and improved governance alter the defense–growth trade‐off?
by Robert Looney & Robert M. McNab - 183-203 Market switching in shipping — A real option model applied to the valuation of combination carriers
by Sigbjørn Sødal & Steen Koekebakker & Roar Aadland - 204-212 Random walk and breaking trend in financial series: An econometric critique of unit root tests
by Abdul Rahman & Samir Saadi - 213-227 A comparative analysis of proxies for an optimal leverage ratio
by Ranjan D'Mello & Joseph Farhat - 228-244 Changes in the risk structure of stock returns: Consumer Confidence and the dotcom bubble
by Lawrence Leger & Vitor Leone
2008, Volume 17, Issue 2
- 79-91 Capital shocks, bank asset allocation, and the revised Basel Accord
by Kevin T. Jacques - 92-111 Bivariate relative city price convergence in the United States: 1918–1997
by Robert J. Sonora - 112-129 Severity of financing constraints and firms' investments
by Tetsuya Kasahara - 130-145 Military industrialization and economic development: Jordan's defense industry
by Jomana Amara