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International Review of Financial Analysis
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2013, Volume 26, Issue C
- 1-17 A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations
by Amini, Shima & Gebka, Bartosz & Hudson, Robert & Keasey, Kevin - 18-39 A yield spread perspective on the great financial crisis: Break-point test evidence
by Guidolin, Massimo & Tam, Yu Man - 40-50 The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?
by Vivian, Andrew & Wohar, Mark E. - 51-58 Testing Greeks and price changes in the S&P 500 options and futures contract: A regression analysis
by Hilliard, Jitka - 59-70 The impact of recent financial shocks on the financing and investment policies of UK private firms
by Akbar, Saeed & Rehman, Shafiq ur & Ormrod, Phillip
2012, Volume 25, Issue C
- 1-17 Towards a new research programme on ‘banking and the economy’ — Implications of the Quantity Theory of Credit for the prevention and resolution of banking and debt crises
by Werner, Richard A. - 18-27 The quest for growth: The impact of bank strategy on interest margins
by Arnold, Ivo J.M. & van Ewijk, Saskia E. - 28-63 Credit market conditions and the impact of access to the public debt market on corporate leverage
by Judge, Amrit & Korzhenitskaya, Anna - 64-72 Loan loss provisioning and income smoothing in US banks pre and post the financial crisis
by El Sood, Heba Abou - 73-82 A cost–benefit analysis of Basel III: Some evidence from the UK
by Yan, Meilan & Hall, Maximilian J.B. & Turner, Paul - 83-93 Do banks value the eco-friendliness of firms in their corporate lending decision? Some empirical evidence
by Nandy, Monomita & Lodh, Suman - 94-105 Lessons from the Bank of England on ‘quantitative easing’ and other ‘unconventional’ monetary policies
by Lyonnet, Victor & Werner, Richard - 106-116 Comparison of efficiency characteristics between the banking sectors of US and UK during the global financial crisis of 2007–2011
by Choudhry, Taufiq & Jayasekera, Ranadeva - 117-130 An empirical analysis of the impact of the credit default swap index market on large complex financial institutions
by Calice, Giovanni & Ioannidis, Christos - 131-135 Competitive conditions in the Jamaican banking market 1998–2009
by Daley, Jenifer & Matthews, Kent - 136-141 International banking during the Global Financial Crisis: U.K. and U.S. perspectives
by Batten, Jonathan A. & Szilagyi, Peter G. - 142-153 Credit creation and social optimality
by Turner, Adair - 154-158 Taxing banks fairly
by Mullineux, Andrew W. - 159-166 Basel III: Is the cure worse than the disease?
by Allen, Bill & Chan, Ka Kei & Milne, Alistair & Thomas, Steve
2012, Volume 24, Issue C
- 1-11 Self-affinity in financial asset returns
by Goddard, John & Onali, Enrico - 12-19 Empirical analysis of credit spread changes of US corporate bonds
by Loncarski, Igor & Szilagyi, Peter G. - 20-25 Biology-induced effects on investor psychology and behavior
by Murphy, Austin - 26-37 Asymmetries, causality and correlation between FTSE100 spot and futures: A DCC-TGARCH-M analysis
by Tao, Juan & Green, Christopher J. - 38-47 Mutual fund managers stock preferences in Latin America
by Piccioni, Joao Luiz & Sheng, Hsia Hua & Lora, Mayra Ivanoff - 48-56 Common factors, principal components analysis, and the term structure of interest rates
by Juneja, Januj - 57-65 Equities, credits and volatilities: A multivariate analysis of the European market during the subprime crisis
by Schreiber, Irene & Müller, Gernot & Klüppelberg, Claudia & Wagner, Niklas - 66-73 Reputational damage of operational loss on the bond market: Evidence from the financial industry
by Plunus, Séverine & Gillet, Roland & Hübner, Georges - 74-83 Competitive valuation effects of Australian IPOs
by McGilvery, Andrew & Faff, Robert & Pathan, Shams - 84-92 When the market becomes inefficient: Comparing BRIC markets with markets in the USA
by Majumder, Debasish - 93-103 Competition, efficiency and interest rate margins in Latin American banking
by Chortareas, Georgios E. & Garza-García, Jesús G. & Girardone, Claudia - 104-116 Deal structure decision in the global market for divested assets
by Jory, Surendranath R. & Madura, Jeff & Ngo, Thanh N. - 117-128 Does managerial entrenchment motivate the insurance decision?
by Jiang, Wei & Adams, Mike & Jia-Upreti, Joy - 129-136 Short-sale constraints and efficiency of the spot–futures dynamics
by McMillan, David G. & Philip, Dennis
2012, Volume 23, Issue C
- 11-19 Quantifying volatility clustering in financial time series
by Tseng, Jie-Jun & Li, Sai-Ping - 20-29 Properties of range-based volatility estimators
by Molnár, Peter - 30-34 On the nonstationarity of the exchange rate process
by Ohnishi, Takaaki & Takayasu, Hideki & Ito, Takatoshi & Hashimoto, Yuko & Watanabe, Tsutomu & Takayasu, Misako - 35-40 Mixed time scale strategy in portfolio management
by Chen, Wenjin & Szeto, K.Y. - 41-54 Market fraction hypothesis: A proposed test
by Kampouridis, Michael & Chen, Shu-Heng & Tsang, Edward - 55-65 Patterns of regional travel behavior: An analysis of Japanese hotel reservation data
by Sato, Aki-Hiro - 66-71 How do skilled traders change the structure of the market
by Vacha, Lukas & Barunik, Jozef & Vosvrda, Miloslav - 72-80 Liquidity cost of market orders in the Taiwan Stock Market: A study based on an order-driven agent-based artificial stock market
by Huang, Yi-Ping & Chen, Shu-Heng & Hung, Ming-Chin & Yu, Tina - 81-85 Effects of taxation on money distribution
by Diniz, M. & Mendes, F.M.
2012, Volume 22, Issue C
- 1-9 On the dependence structure of realized volatilities
by Mendes, Beatriz Vaz de Melo & Accioly, Victor Bello - 10-17 Econometric modeling and value-at-risk using the Pearson type-IV distribution
by Stavroyiannis, S. & Makris, I. & Nikolaidis, V. & Zarangas, L. - 18-29 Explaining aggregate credit default swap spreads
by Breitenfellner, Bastian & Wagner, Niklas - 30-37 Wine price risk management: International diversification and derivative instruments
by Kourtis, Apostolos & Markellos, Raphael N. & Psychoyios, Dimitris - 38-47 Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence
by Azad, A.S.M. Sohel & Fang, Victor & Hung, Chi-Hsiou
2012, Volume 21, Issue C
- 1-9 A contingent claim analysis of sunflower management under board monitoring and capital regulation
by Tsai, Jeng-Yan & Lin, Jyh-Horng - 10-22 Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
by Gupta, Rakesh & Guidi, Francesco - 23-32 An analysis of intraday market behaviour before takeover announcements
by Rodrigues, Bruno Dore & Souza, Reinaldo Castro & Stevenson, Maxwell J. - 33-44 The contrasting effects of board composition and structure on IPO firm underpricing in a developing context
by Hearn, Bruce - 45-55 Rating agencies' credit signals: An analysis of sovereign watch and outlook
by Alsakka, Rasha & ap Gwilym, Owain - 56-63 Mandatory IFRS adoption and its impact on analysts' forecasts
by Jiao, Tao & Koning, Miriam & Mertens, Gerard & Roosenboom, Peter - 64-69 A multiscale entropy approach for market efficiency
by Alvarez-Ramirez, Jose & Rodriguez, Eduardo & Alvarez, Jesus - 70-80 Corporate governance and firm value during the global financial crisis: Evidence from China
by Liu, Chunyan & Uchida, Konari & Yang, Yufeng - 81-89 Foreign direct investment and institutional quality: Some empirical evidence
by Buchanan, Bonnie G. & Le, Quan V. & Rishi, Meenakshi - 90-107 Open-ended property funds: Risk and return profile — Diversification benefits and liquidity risks
by Haß, Lars Helge & Johanning, Lutz & Rudolph, Bernd & Schweizer, Denis - 108-118 Price discovery and sentiment
by Jacoby, Gady & Liao, Rose C. - 119-127 Switching to floating exchange rates, devaluations, and stock returns in MENA countries
by Chortareas, Georgios & Cipollini, Andrea & Eissa, Mohamed Abdelaziz
2011, Volume 20, Issue 5
- 237-243 Forecasting the yield curve with linear factor models
by Matsumura, Marco & Moreira, Ajax & Vicente, José - 244-251 Intraday patterns in London listed Exchange Traded Funds
by Chelley-Steeley, Patricia & Park, Keebong - 252-257 Oil prices and accounting profits of oil and gas companies
by Dayanandan, Ajit & Donker, Han - 258-268 Market risk model selection and medium-term risk with limited data: Application to ocean tanker freight markets
by Kavussanos, Manolis G. & Dimitrakopoulos, Dimitris N. - 269-282 Information in balance sheets for future stock returns: Evidence from net operating assets
by Papanastasopoulos, Georgios & Thomakos, Dimitrios & Wang, Tao - 283-291 Dressed to merge — small fits fine: M&A success in the fashion and accessories industry
by Meinshausen, Steffen & Schiereck, Dirk - 292-305 Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets
by Chau, Frankie & Deesomsak, Rataporn & Lau, Marco C.K. - 306-310 The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects
by Ben Sita, Bernard & Westerholm, P. Joakim - 311-319 The value relevance of cash flows, current accruals, and non-current accruals in the UK
by Akbar, Saeed & Shah, Syed Zulfiqar Ali & Stark, Andrew W. - 320-334 Credit supply and corporate capital structure: Evidence from Japan
by Voutsinas, Konstantinos & Werner, Richard A. - 335-344 Liquidity, analysts, and institutional ownership
by Jiang, Christine X. & Kim, Jang-Chul & Zhou, Dan - 345-354 Dynamics of analysts' coverage and the firms' information environment
by Giraldo, Marcela - 355-363 Covered interest rate parity in emerging markets
by Skinner, Frank S. & Mason, Andrew - 364-374 Dividend signaling under economic adversity: Evidence from the London Stock Exchange
by Bozos, Konstantinos & Nikolopoulos, Konstantinos & Ramgandhi, Ghanamaruthy - 375-385 Do optimal diversification strategies outperform the 1/N strategy in U.K. stock returns?
by Fletcher, Jonathan
2011, Volume 20, Issue 4
- 191-199 The prudential effect of strategic institutional ownership on stock performance
by Belghitar, Yacine & Clark, Ephraim & Kassimatis, Konstantino - 200-206 What drives the volume-volatility relationship on Euronext Paris?
by Louhichi, Waël - 207-214 Industry membership and capital structure dynamics in the UK
by Tucker, Jon & Stoja, Evarist - 215-224 Robust global stock market interdependencies
by Lucey, Brian M. & Muckley, Cal - 225-236 Short-sales constraints and market quality: Evidence from the 2008 short-sales bans
by Frino, Alex & Lecce, Steven & Lepone, Andrew
2011, Volume 20, Issue 3
- 121-126 Intraday volatility and scaling in high frequency foreign exchange markets
by Seemann, Lars & McCauley, Joseph L. & Gunaratne, Gemunu H. - 127-133 Are broad market shocks anticipated by investors? Evidence from major equity and index options markets
by Spyrou, Spyros - 134-139 Information transmission across currency futures markets: Evidence from frequency domain tests
by Ciner, Cetin - 140-151 The performance and the effects of family control in North African IPOs
by Hearn, Bruce - 152-164 Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries
by Filis, George & Degiannakis, Stavros & Floros, Christos - 165-176 Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets
by Diamandis, Panayiotis F. & Drakos, Anastassios A. & Kouretas, Georgios P. & Zarangas, Leonidas - 177-189 Debt and taxes for private firms
by Bartholdy, Jan & Mateus, Cesário
2011, Volume 20, Issue 2
- 59-67 Are European equity markets efficient? New evidence from fractal analysis
by Onali, Enrico & Goddard, John - 68-75 Investment horizon and portfolio choice of private investors
by Veld-Merkoulova, Yulia V. - 76-87 Agency problems and liquidity premium: Evidence from China's stock ownership reform
by Chen, Chao & Jin, Qinglu & Yuan, Hongqi - 88-102 Accounting disclosures, accounting quality and conditional and unconditional conservatism
by Iatridis, George Emmanuel - 103-112 Can corporate tax shields explain the long-term borrowing behaviour of Chinese listed firms?
by Tse, Chin-Bun & Rodgers, Timothy - 113-119 Share price clustering in Mexico
by Narayan, Paresh Kumar & Narayan, Seema & Popp, Stephan & D'Rosario, Michael
2011, Volume 20, Issue 1
- 1-5 Characteristics of the Polish Stock Market correlations
by Galazka, Marek - 6-11 Bank 'ratings arbitrage': Is LGD a blind spot in economic capital calculations?
by Sundmacher, Maike & Ellis, Craig - 12-19 Assessing the impact of heteroskedasticity for evaluating hedge fund performance
by Marshall, Andrew & Tang, Leilei - 20-26 Modeling investment guarantees in Japan: A risk-neutral GARCH approach
by Ng, Andrew Cheuk-Yin & Li, Johnny Siu-Hang & Chan, Wai-Sum - 27-40 Synthetizing a debt guarantee: Super-replication versus utility approach
by Jacques, Sébastien & Lai, Van Son & Soumaré, Issouf - 41-51 The relationship between product market competition and capital structure in Chinese listed firms
by Guney, Yilmaz & Li, Ling & Fairchild, Richard - 52-58 Private benefits in corporate control transactions
by Poulsen, Thomas
2010, Volume 19, Issue 5
- 313-322 Positive feedback trading in stock index futures: International evidence
by Salm, Christian A. & Schuppli, Michael - 323-333 Performance and conservatism of monthly FHS VaR: An international investigation
by Chrétien, Stéphane & Coggins, Frank - 334-341 Modelling the UK and Euro yield curves using the Generalized Vasicek model: Empirical results from panel data for one and two factor models
by Nowman, Khalid Ben - 342-350 Bayesian extensions to Diebold-Li term structure model
by Laurini, Márcio Poletti & Hotta, Luiz Koodi - 351-357 Dynamic hedge fund portfolio construction
by Harris, Richard D.F. & Mazibas, Murat - 358-367 Mispricing vs risk premia in R&D-intensive firms
by Branch, Ben & Chichirau, Cosette - 368-378 Managerial overconfidence in high and low valuation markets and gains to acquisitions
by Croci, Ettore & Petmezas, Dimitris & Vagenas-Nanos, Evangelos - 379-387 The Halloween effect: Trick or treat?
by Haggard, K. Stephen & Witte, H. Douglas
2010, Volume 19, Issue 4
- 223-236 The impact of daily return limit and segmented clientele on stock returns in China
by Kedar-Levy, Haim & Yu, Xiaoyan & Kamesaka, Akiko & Ben-Zion, Uri - 237-241 Analysis of efficiency for Shenzhen stock market: Evidence from the source of multifractality
by Liu, Li & Wang, Yudong & Wan, Jieqiu - 242-257 Time varying size and liquidity effects in South Asian equity markets: A study of blue-chip industry stocks
by Hearn, Bruce - 258-269 The effect of changes in index constitution: Evidence from the Korean stock market
by Yun, Jooyoung & Kim, Tong S. - 270-280 The effect of attention on buying behavior during a financial crisis: Evidence from the Taiwan stock exchange
by Yu, Hsin-Yi & Hsieh, Shu-Fan - 281-288 The price linkages between the equity fund price levels and the stock markets: Evidences from cointegration approach and causality analysis of Hong Kong Mandatory Provident Fund (MPF)
by Chu, Patrick Kuok Kun - 289-297 Government intervention in response to the subprime financial crisis: The good into the pot, the bad into the crop
by Breitenfellner, Bastian & Wagner, Niklas - 298-305 Re-examining the dynamic causal oil-macroeconomy relationship
by Hammoudeh, Shawkat & Bhar, Ramaprasad & Thompson, Mark A. - 306-312 Cross-cultural differences in seasonality
by Bley, Jorg & Saad, Mohsen
2010, Volume 19, Issue 3
- 151-164 Pyramidal structure, firm capital structure exploitation and ultimate owners' dominance
by Bany-Ariffin, A.N. & Mat Nor, Fauzias & McGowan Jr., Carl B. - 165-171 Macroeconomic determinants of credit risk: Recent evidence from a cross country study
by Ali, Asghar & Daly, Kevin - 172-180 The performance and the survivorship of New Zealand IPOs
by Chi, Jing & McWha, Matthew & Young, Martin - 181-192 New evidence on the relation between stock liquidity and measures of trading activity
by Chai, Daniel & Faff, Robert & Gharghori, Philip - 193-204 International Financial Reporting Standards and the quality of financial statement information
by Iatridis, George - 205-213 Real exchange rate behavior and optimum currency area in East Asia: Evidence from Generalized Purchasing Power Parity
by Mishra, Ritesh Kumar & Sharma, Chandan - 214-221 Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach
by Angelidis, Timotheos & Andrikopoulos, Andreas
2010, Volume 19, Issue 2
- 77-80 Does screen trading weather the weather? A note on cloudy skies, liquidity, and computerized stock markets
by Goodfellow, Christiane & Schiereck, Dirk & Verrier, Tatjana - 81-88 Ownership dispersion and market liquidity
by Jacoby, Gady & Zheng, Steven X. - 89-97 Price clustering and underpricing in the IPO aftermarket
by ap Gwilym, Owain & Verousis, Thanos - 98-107 Credit insurance and investment: A contingent claims analysis approach
by Lai, Van Son & Soumaré, Issouf - 108-112 Forecasting the yield curve: A statistical model with market survey data
by Leite, André Luís & Filho, Romeu Braz Pereira Gomes & Vicente, José Valentim Machado - 113-117 Bubbles in China
by Lehkonen, Heikki - 118-126 Impact of credit spreads, monetary policy and convergence trading on swap spreads
by Chung, Hon-Lun & Chan, Wai-Sum - 127-133 How does the removal of the United States short-sale rules impact three Latin American markets?
by Tseng, Hsiou-Ying - 134-139 Exploring an efficient investment regime: The case of SP100 companies
by Chang, Tsangyao & Kang, Shuchen & Chiang, Gengnan - 140-150 Capital structure, dividend policy, and multinationality: Theory versus empirical evidence
by Aggarwal, Raj & Kyaw, NyoNyo Aung
2010, Volume 19, Issue 1
- 1-9 A net beta test of asset pricing models
by Guermat, Cherif & Freeman, Mark C. - 10-18 Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets
by Masih, Mansur & Alzahrani, Mohammed & Al-Titi, Omar - 19-24 Non-extensive properties, multifractality, and inefficiency degree of the Athens Stock Exchange General Index
by Stavroyiannis, S. & Makris, I. & Nikolaidis, V. - 25-34 Testing the evolving efficiency of Arab stock markets
by Abdmoulah, Walid - 35-46 Phase-transition behavior in the emerging market: Evidence from the KOSPI200 futures market
by Hwang, Keunho & Kang, Jangkoo & Ryu, Doojin - 47-54 An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation
by Al Janabi, Mazin A.M. & Hatemi-J, Abdulnasser & Irandoust, Manuchehr - 55-64 Price and volatility spillovers across North American, European and Asian stock markets
by Singh, Priyanka & Kumar, Brajesh & Pandey, Ajay - 65-76 The adverse selection component of exchange traded funds
by Chelley-Steeley, Patricia & Park, Keebong
2009, Volume 18, Issue 5
- 223-231 French and U.S. trading of cross-listed stocks around the period of U.S. decimalization: Volume, spreads, and depth effects
by Lin, Bing-Xuan & Michayluk, David & Oppenheimer, Henry R. & Sabherwal, Sanjiv - 232-238 "Extended Black" term structure models
by Realdon, Marco - 239-249 Duration of IPOs between offering and listing: Cox proportional hazard models--Evidence for Chinese A-share IPOs
by Guo, Haifeng & Brooks, Robert - 250-259 The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model
by Marshall, Andrew & Maulana, Tubagus & Tang, Leilei - 260-270 Marking-to-model credit and operational risks of loan commitments: A Basel-2 advanced internal ratings-based approach
by Chateau, John-Peter D. - 271-276 Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis
by Wang, Yudong & Liu, Li & Gu, Rongbao - 277-284 Economic convergence and the fundamental equilibrium exchange rate in central and eastern Europe
by Rubaszek, Michal & Rawdanowicz, Lukasz - 285-293 Bank health in varying macroeconomic conditions: A panel study
by Akhter, Selim & Daly, Kevin - 294-302 The impact of banking regulations on banks' cost and profit efficiency: Cross-country evidence
by Pasiouras, Fotios & Tanna, Sailesh & Zopounidis, Constantin - 303-310 The effect of downside risk reduction on UK equity portfolios included with Managed Futures Funds
by Tee, Kai-Hong
2009, Volume 18, Issue 4
- 151-153 ARCH and GARCH models vs. martingale volatility of finance market returns
by McCauley, Joseph L. - 154-163 Unifractality and multifractality in the Italian stock market
by Onali, Enrico & Goddard, John - 164-173 Earnings management and firm financial motives: A financial investigation of UK listed firms
by Iatridis, George & Kadorinis, George - 174-184 Multivariate affine generalized hyperbolic distributions: An empirical investigation
by Fajardo, José & Farias, Aquiles - 185-197 The effectiveness of the VaR-based portfolio insurance strategy: An empirical analysis
by Jiang, Chonghui & Ma, Yongkai & An, Yunbi - 198-204 Regime switches between dividend and bond yields
by Migiakis, Petros M. & Bekiris, Fivos V. - 205-211 Adverse selection costs for NASDAQ and NYSE after decimalization
by Jiang, Christine X. & Kim, Jang-Chul & Wood, Robert A. - 212-221 Together we invest? Individual and institutional investors' trading behaviour in Poland
by Goodfellow, Christiane & Bohl, Martin T. & Gebka, Bartosz
2009, Volume 18, Issue 3
- 95-100 Volatility transmission between oil prices and equity sector returns
by Malik, Farooq & Ewing, Bradley T. - 101-108 Is integration I(d) applicable to observed economics and finance time series?
by McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu H. - 109-116 Extreme observations and risk assessment in the equity markets of MENA region: Tail measures and Value-at-Risk
by Assaf, A. - 117-124 Are RiskMetrics forecasts good enough? Evidence from 31 stock markets
by McMillan, David G. & Kambouroudis, Dimos - 125-133 The dynamics of the Monday effect in international stock indices
by Keef, Stephen P. & Khaled, Mohammed & Zhu, Hui - 134-150 The distribution of realized variances: Marginal behaviors, asymmetric dependence and contagion effects
by Ané, Thierry & Métais, Carole
2009, Volume 18, Issue 1-2
- 1-11 Modelling stock returns in Africa's emerging equity markets
by Alagidede, Paul & Panagiotidis, Theodore - 12-20 Buy and sell dynamics following high market returns: Evidence from China
by Wongchoti, Udomsak & Wu, Fei & Young, Martin - 21-33 Rating model arbitrage in CDO markets: An empirical analysis
by Morkötter, Stefan & Westerfeld, Simone - 34-39 How to quantify the influence of correlations on investment diversification
by Medo, Matús & Yeung, Chi Ho & Zhang, Yi-Cheng - 40-49 The efficiency of international information flow: Evidence from the ETF and CEF prices
by Hughen, J. Christopher & Mathew, Prem G. - 50-57 Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange
by Cajueiro, Daniel O. & Gogas, Periklis & Tabak, Benjamin M. - 58-65 Short-run deviations and time-varying hedge ratios: Evidence from agricultural futures markets
by Choudhry, Taufiq - 66-73 Informed trading and liquidity in the Shanghai Stock Exchange
by Wong, Woon K. & Tan, Dijun & Tian, Yixiang - 74-83 The value of stock analysts' recommendations: Evidence from emerging markets
by Moshirian, Fariborz & Ng, David & Wu, Eliza - 84-93 Heterogeneity in asset allocation decisions: Empirical evidence from Switzerland
by Drobetz, Wolfgang & Kugler, Peter & Wanzenried, Gabrielle & Zimmermann, Heinz
2008, Volume 17, Issue 5
- 767-783 Empirically based modeling in financial economics and beyond, and spurious stylized facts
by Bassler, Kevin E. & Gunaratne, Gemunu H. & McCauley, Joseph L. - 784-792 Seasonality in outliers of daily stock returns: A tail that wags the dog?
by Galai, Dan & Kedar-Levy, Haim & Schreiber, Ben Z. - 793-804 Significant issuance date returns in seasoned equity offerings: An options-based resolution of a puzzle
by Aggarwal, Raj & Zhao, Xinlei - 805-819 Betas, market weights and the cost of capital: The example of Nokia and small cap stocks on the Helsinki Stock Exchange
by Lally, Martin & Swidler, Steve - 820-837 Nonstationarity of efficient finance markets: FX market evolution from stability to instability
by McCauley, Joseph L. - 838-848 A simple non-linear model with fractional integration for financial time series data
by Gil-Alana, Luis A. - 849-869 The timeliness of accounting disclosures in international security markets
by Conover, C. Mitchell & Miller, Robert E. & Szakmary, Andrew - 870-885 Can the traditional Asian US dollar peg exchange rate regime be extended to include the Japanese yen?
by Kearney, Colm & Muckley, Cal - 886-902 Noise, equity prices, and hedging: A new approach
by Bertus, Mark & Godbey, Jonathan & Hinkelmann, Christoph & Mahar, James W. - 903-924 Short-term patterns in government bond returns following market shocks: International evidence
by Kassimatis, Konstantinos & Spyrou, Spyros & Galariotis, Emilios - 925-948 Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates
by Christiansen, Charlotte - 949-970 Go long or short in pyramids? News from the Egyptian stock market
by Billmeier, Andreas & Massa, Isabella - 971-983 Component structure for nonstationary time series: Application to benchmark oil prices
by Bhar, Ramaprasad & Hammoudeh, Shawkat & Thompson, Mark A. - 984-997 Underpricing of Chinese A-share IPOs and short-run underperformance under the approval system from 2001 to 2005
by Guo, Haifeng & Brooks, Robert - 998-1011 Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework
by Holmes, Kathryn A. & Faff, Robert - 1012-1028 Do zero-cost portfolios have the ability to predict economic growth? Evidence from Hong Kong, South Korea and Taiwan
by Davison, Freddy & Marsden, Alastair & Veeraraghavan, Madhu - 1029-1035 Euro and FIBOR interest rates: A continuous time modelling analysis
by Nowman, K.B. & Yahia, B.B.H. - 1036-1054 Portfolio selection subject to experts' judgments
by Smimou, K. & Bector, C.R. & Jacoby, G. - 1055-1069 Halloween or January? Yet another puzzle
by Lucey, Brian M & Zhao, Shelly - 1070-1086 How long memory in volatility affects true dependence structure
by de Melo Mendes, Beatriz Vaz & Kolev, Nikolai - 1087-1109 Does corporate diversification exacerbate or mitigate earnings management?: An empirical analysis
by Jiraporn, Pornsit & Kim, Young Sang & Mathur, Ike - 1110-1122 Dynamic betas for Canadian sector portfolios
by He, Zhongzhi (Lawrence) & Kryzanowski, Lawrence - 1123-1138 Empirical risk aversion functions-estimates and assessment of their reliability
by Kang, Byung Jin & Kim, Tong Suk - 1139-1155 Are survey forecasts of individual and institutional investor sentiments rational?
by Verma, Rahul & Verma, Priti - 1156-1172 Bank efficiency in the new European Union member states: Is there convergence?
by Mamatzakis, Emmanuel & Staikouras, Christos & Koutsomanoli-Filippaki, Anastasia