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Citations of
Lawrence C. Rose

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Articles

  1. Xiao-Ming Li & Lawrence Rose, 2008. "Market integration and extreme co-movements in APEC emerging equity markets," Applied Financial Economics, Taylor and Francis Journals, vol. 18(2), pages 99-113. [Downloadable!] (restricted)

    Cited by:

    1. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2008. "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," IMF Working Papers 08/286, International Monetary Fund. [Downloadable!]
      Other versions:
    2. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009. "Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:

  2. Marshall, Ben R. & Young, Martin R. & Rose, Lawrence C., 2006. "Candlestick technical trading strategies: Can they create value for investors?," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2303-2323, August. [Downloadable!] (restricted)

    Cited by:

    1. Andreas Krause, 2009. "Evaluating the performance of adapting trading strategies with different memory lengths," Quantitative Finance Papers 0901.0447, arXiv.org. [Downloadable!]

  3. Hamish Anderson & Steven Cahan & Lawrence C. Rose, 2001. "Stock Dividend Announcement Effects in an Imputation Tax Environment," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 28(5-6), pages 653-669. [Downloadable!] (restricted)

    Cited by:

    1. Bechmann, Ken L. & Raaballe, Johannes, 2004. "The Differences Between Stock Splits and Stock Dividends," Working Papers 2004-1, Copenhagen Business School, Department of Finance. [Downloadable!]

  4. Andrew K. Prevost & Lawrence C. Rose & Gary Miller, 2000. "Derivatives Usage and Financial Risk Management in Large and Small Economies: A Comparative Analysis," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 27(5&6), pages 733-759. [Downloadable!] (restricted)

    Cited by:

    1. Bartram, Söhnke M., 2004. "The Use of Options in Corporate Risk Management," MPRA Paper 6663, University Library of Munich, Germany. [Downloadable!]
    2. Moguillansky, Graciela, 2002. "Non-Financial Corporate Risk Management and Exchange Rate Volatility in Latin America," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]

  5. Wilkinson, Katherine J & Rose, Lawrence C & Young, Martin R, 1999. "Comparing the Effectiveness of Traditional and Time Varying Hedge Ratios Using New Zealand and Australian Debt Futures Contracts," The Financial Review, Eastern Finance Association, vol. 34(3), pages 79-94, August.

    Cited by:

    1. David Shaffer & Andrea DeMaskey, 2005. "Currency Hedging Using the Mean-Gini Framework," Review of Quantitative Finance and Accounting, Springer, vol. 25(2), pages 125-137, September. [Downloadable!] (restricted)

  6. Cochran, Bruce & Rose, Lawrence C. & Fraser, Donald R., 1995. "A market evaluation of FDIC assisted transactions," Journal of Banking & Finance, Elsevier, vol. 19(2), pages 261-279, May. [Downloadable!] (restricted)

    Cited by:

    1. Roy Gardner & Roger Stover, 1998. "The Role of Information in Resolution Trust Corporation Auctions of Failed Thrifts," Journal of Financial Services Research, Springer, vol. 14(3), pages 209-221, December. [Downloadable!] (restricted)
    2. Nikhil Varaiya & David Ely, 1997. "Assessing the Resolution of Insolvent Thrift Institutions post FIRREA: The Impact of Resolution Delays," Journal of Financial Services Research, Springer, vol. 11(3), pages 255-282, June. [Downloadable!] (restricted)

Did you know? You can include your works in the database easily by uploading them on the Munich Personal RePEc Archive (MPRA) if you do not have access to an institutional RePEc archive.

This page was last updated on 2009-12-20.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.