This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Elsevier International Review of Financial Analysis Contact information of
Elsevier: http://www.elsevier.com/locate/inca/620166
Download restrictions: Full text for ScienceDirect subscribers only Editor: J. A. Batten Editor:
For technical questions regarding this series, please contact
(Heidi Boesdal) Series handle: repec:eee:finana
More pages of listings: 0 |1 |2 2009, Volume 18, Issue 4
151-153 ARCH and GARCH models vs. martingale volatility of finance market returns by McCauley, Joseph L. [Downloadable! (restricted)]
154-163 Unifractality and multifractality in the Italian stock market by Onali, Enrico & Goddard, John [Downloadable! (restricted)]
164-173 Earnings management and firm financial motives: A financial investigation of UK listed firms by Iatridis, George & Kadorinis, George [Downloadable! (restricted)]
174-184 Multivariate affine generalized hyperbolic distributions: An empirical investigation by Fajardo, José & Farias, Aquiles [Downloadable! (restricted)]
185-197 The effectiveness of the VaR-based portfolio insurance strategy: An empirical analysis by Jiang, Chonghui & Ma, Yongkai & An, Yunbi [Downloadable! (restricted)]
198-204 Regime switches between dividend and bond yields by Migiakis, Petros M. & Bekiris, Fivos V. [Downloadable! (restricted)]
205-211 Adverse selection costs for NASDAQ and NYSE after decimalization by Jiang, Christine X. & Kim, Jang-Chul & Wood, Robert A. [Downloadable! (restricted)]
212-221 Together we invest? Individual and institutional investors' trading behaviour in Poland by Goodfellow, Christiane & Bohl, Martin T. & Gebka, Bartosz [Downloadable! (restricted)]
2009, Volume 18, Issue 3 95-100 Volatility transmission between oil prices and equity sector returns by Malik, Farooq & Ewing, Bradley T. [Downloadable! (restricted)]
101-108 Is integration I(d) applicable to observed economics and finance time series? by McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu H. [Downloadable! (restricted)]
109-116 Extreme observations and risk assessment in the equity markets of MENA region: Tail measures and Value-at-Risk by Assaf, A. [Downloadable! (restricted)]
117-124 Are RiskMetrics forecasts good enough? Evidence from 31 stock markets by McMillan, David G. & Kambouroudis, Dimos [Downloadable! (restricted)]
125-133 The dynamics of the Monday effect in international stock indices by Keef, Stephen P. & Khaled, Mohammed & Zhu, Hui [Downloadable! (restricted)]
134-150 The distribution of realized variances: Marginal behaviors, asymmetric dependence and contagion effects by Ané, Thierry & Métais, Carole [Downloadable! (restricted)]
2009, Volume 18, Issue 1-2 1-11 Modelling stock returns in Africa's emerging equity markets by Alagidede, Paul & Panagiotidis, Theodore [Downloadable! (restricted)]
12-20 Buy and sell dynamics following high market returns: Evidence from China by Wongchoti, Udomsak & Wu, Fei & Young, Martin [Downloadable! (restricted)]
21-33 Rating model arbitrage in CDO markets: An empirical analysis by Morkötter, Stefan & Westerfeld, Simone [Downloadable! (restricted)]
34-39 How to quantify the influence of correlations on investment diversification by Medo, Matús & Yeung, Chi Ho & Zhang, Yi-Cheng [Downloadable! (restricted)]
40-49 The efficiency of international information flow: Evidence from the ETF and CEF prices by Hughen, J. Christopher & Mathew, Prem G. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
58-65 Short-run deviations and time-varying hedge ratios: Evidence from agricultural futures markets by Choudhry, Taufiq [Downloadable! (restricted)]
66-73 Informed trading and liquidity in the Shanghai Stock Exchange by Wong, Woon K. & Tan, Dijun & Tian, Yixiang [Downloadable! (restricted)]
74-83 The value of stock analysts' recommendations: Evidence from emerging markets by Moshirian, Fariborz & Ng, David & Wu, Eliza [Downloadable! (restricted)]
84-93 Heterogeneity in asset allocation decisions: Empirical evidence from Switzerland by Drobetz, Wolfgang & Kugler, Peter & Wanzenried, Gabrielle & Zimmermann, Heinz [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
784-792 Seasonality in outliers of daily stock returns: A tail that wags the dog? by Galai, Dan & Kedar-Levy, Haim & Schreiber, Ben Z. [Downloadable! (restricted)]
793-804 Significant issuance date returns in seasoned equity offerings: An options-based resolution of a puzzle by Aggarwal, Raj & Zhao, Xinlei [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
820-837 Nonstationarity of efficient finance markets: FX market evolution from stability to instability by McCauley, Joseph L. [Downloadable! (restricted)]
838-848 A simple non-linear model with fractional integration for financial time series data by Gil-Alana, Luis A. [Downloadable! (restricted)]
849-869 The timeliness of accounting disclosures in international security markets by Conover, C. Mitchell & Miller, Robert E. & Szakmary, Andrew [Downloadable! (restricted)]
870-885 Can the traditional Asian US dollar peg exchange rate regime be extended to include the Japanese yen? by Kearney, Colm & Muckley, Cal [Downloadable! (restricted)]
886-902 Noise, equity prices, and hedging: A new approach by Bertus, Mark & Godbey, Jonathan & Hinkelmann, Christoph & Mahar, James W. [Downloadable! (restricted)]
903-924 Short-term patterns in government bond returns following market shocks: International evidence by Kassimatis, Konstantinos & Spyrou, Spyros & Galariotis, Emilios [Downloadable! (restricted)]
925-948 Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates by Christiansen, Charlotte [Downloadable! (restricted)]
949-970 Go long or short in pyramids? News from the Egyptian stock market by Billmeier, Andreas & Massa, Isabella [Downloadable! (restricted)]
971-983 Component structure for nonstationary time series: Application to benchmark oil prices by Bhar, Ramaprasad & Hammoudeh, Shawkat & Thompson, Mark A. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
998-1011 Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework by Holmes, Kathryn A. & Faff, Robert [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
1029-1035 Euro and FIBOR interest rates: A continuous time modelling analysis by Nowman, K.B. & Yahia, B.B.H. [Downloadable! (restricted)]
1036-1054 Portfolio selection subject to experts' judgments by Smimou, K. & Bector, C.R. & Jacoby, G. [Downloadable! (restricted)]
1055-1069 Halloween or January? Yet another puzzle by Lucey, Brian M & Zhao, Shelly [Downloadable! (restricted)]
1070-1086 How long memory in volatility affects true dependence structure by de Melo Mendes, Beatriz Vaz & Kolev, Nikolai [Downloadable! (restricted)]
1087-1109 Does corporate diversification exacerbate or mitigate earnings management?: An empirical analysis by Jiraporn, Pornsit & Kim, Young Sang & Mathur, Ike [Downloadable! (restricted)]
1110-1122 Dynamic betas for Canadian sector portfolios by He, Zhongzhi (Lawrence) & Kryzanowski, Lawrence [Downloadable! (restricted)]
1123-1138 Empirical risk aversion functions-estimates and assessment of their reliability by Kang, Byung Jin & Kim, Tong Suk [Downloadable! (restricted)]
1139-1155 Are survey forecasts of individual and institutional investor sentiments rational? by Verma, Rahul & Verma, Priti [Downloadable! (restricted)]
1156-1172 Bank efficiency in the new European Union member states: Is there convergence? by Mamatzakis, Emmanuel & Staikouras, Christos & Koutsomanoli-Filippaki, Anastasia [Downloadable! (restricted)]
1173-1185 Portfolio maturity choice of Australian cash management trusts by Davis, Kevin [Downloadable! (restricted)]
1186-1193 A note on takeover success prediction by Branch, Ben & Wang, Jia & Yang, Taewon [Downloadable! (restricted)]
2008, Volume 17, Issue 4 645-646 Hedging, speculating and risk diversification in international markets: An editorial review by Blenman, Lloyd P. [Downloadable! (restricted)]
647-663 Asymmetric currency exposure and currency risk pricing by Tai, Chu-Sheng [Downloadable! (restricted)]
664-680 Information asymmetry, speculation and foreign trading activity: Emerging market evidence by Ciner, Cetin & Karagozoglu, Ahmet K. [Downloadable! (restricted)]
681-698 Systematic risk and international diversification: An empirical perspective by Olibe, Kingsley O. & Michello, Franklin A. & Thorne, Jerry [Downloadable! (restricted)]
699-715 International day-of-the-week effects: An empirical examination of iShares by Imtiaz Mazumder, M. & Chu, Ting-Heng & Miller, Edward M. & Prather, Larry J. [Downloadable! (restricted)]
716-727 Behavioral currency hedging for international portfolios by Ogunc, Kurtay [Downloadable! (restricted)]
728-746 Asymmetry in the effects of economic fundamentals on rising and falling exchange rates by Vygodina, Anna V. & Zorn, Thomas S. & DeFusco, Richard [Downloadable! (restricted)]
747-766 The impact of geographic diversification on firm performance by Kim, Young Sang & Mathur, Ike [Downloadable! (restricted)]
2008, Volume 17, Issue 3 431-445 Common stochastic volatility trends in international stock returns by Dao, Chi-Mai & Wolters, Jürgen [Downloadable! (restricted)]
446-460 The cointegration relationships among G-7 foreign exchange rates by Kang, Heejoon [Downloadable! (restricted)]
461-474 Calendar anomaly in the Greek stock market: Stochastic dominance analysis by Al-Khazali, Osamah M. & Koumanakos, Evangelos P. & Pyun, Chong Soo [Downloadable! (restricted)]
475-490 Is the Swedish stock market efficient? Evidence from some simple trading rules by Metghalchi, Massoud & Chang, Yung-Ho & Marcucci, Juri [Downloadable! (restricted)]
491-506 Conflicts of interest and China's A-share underpricing by Gannon, Gerard & Zhou, Yuwei [Downloadable! (restricted)]
507-522 New considerations in the announcement effects of privately placed debt by Dennis, Steven A. & Lu, Weili [Downloadable! (restricted)]
523-538 Going-public vs. private sales: A two-tiered agency approach by Yin, Xiangkang [Downloadable! (restricted)]
539-556 Idiosyncratic volatility and equity returns: UK evidence by Angelidis, Timotheos & Tessaromatis, Nikolaos [Downloadable! (restricted)]
557-570 An investigation on the causal relationships between banking concentration and economic growth by Coccorese, Paolo [Downloadable! (restricted)]
571-591 Financial crisis and stock market efficiency: Empirical evidence from Asian countries by Lim, Kian-Ping & Brooks, Robert D. & Kim, Jae H. [Downloadable! (restricted)]
592-603 Stock market bubbles, inflation and investment risk by Kaliva, Kasimir & Koskinen, Lasse [Downloadable! (restricted)]
604-621 Evaluating a non-linear asset pricing model on international data by Asgharian, Hossein & Karlsson, Sonnie [Downloadable! (restricted)]
622-634 Is earnings management opportunistic or beneficial? An agency theory perspective by Jiraporn, Pornsit & Miller, Gary A. & Yoon, Soon Suk & Kim, Young S. [Downloadable! (restricted)]
635-643 The ex-date impact of special dividend announcements: A note by Balachandran, Balasingham & Faff, Robert & Nguyen, Tuan Anh [Downloadable! (restricted)]
2008, Volume 17, Issue 2 242-258 Impact of US and UK macroeconomic news announcements on the return distribution implied by FTSE-100 index options by Äijö, Janne [Downloadable! (restricted)]
259-273 The time difference effect of a measurement unit in the lead-lag relationship analysis of Korean financial market by Nam, Seung Oh & Oh, SeungYoung & Kim, Hyun Kyung [Downloadable! (restricted)]
274-290 Real-time macroeconomic data and ex ante stock return predictability by Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian [Downloadable! (restricted)]
291-311 Liquidity distribution in the limit order book on the stock exchange of Thailand by Visaltanachoti, Nuttawat & Charoenwong, Charlie & Ding, David K. [Downloadable! (restricted)]
312-329 Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis by McInish, Thomas H. & Ding, David K. & Pyun, Chong Soo & Wongchoti, Udomsak [Downloadable! (restricted)]
330-344 The effect of mergers on implied volatility of equity options by Geppert, Gero & Kamerschen, David R. [Downloadable! (restricted)]
345-362 Reforms in Thai bank governance: The aftermath of the Asian financial crisis by Pathan, Shams & Skully, Michael & Wickramanayake, J. [Downloadable! (restricted)]
363-381 Stock index futures arbitrage in emerging markets: Polish evidence by Bialkowski, Jedrzej & Jakubowski, Jacek [Downloadable! (restricted)]
382-395 Conditional VaR using EVT - Towards a planned margin scheme by Bhattacharyya, Malay & Ritolia, Gopal [Downloadable! (restricted)]
396-410 Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets by Abugri, Benjamin A. [Downloadable! (restricted)]
411-430 The profitability of regression-based trading rules for the Shanghai stock market by Groenewold, Nicolaas & Kan Tang, Sam Hak & Wu, Yanrui [Downloadable! (restricted)]
2008, Volume 17, Issue 1 1-26 The war on terror and its impact on the long-term volatility of financial markets by Fernandez, Viviana [Downloadable! (restricted)]
27-46 Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets by Nikkinen, Jussi & Omran, Mohammad M. & Sahlstrom, Petri & Aijo, Janne [Downloadable! (restricted)]
47-63 Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets by Hammoudeh, Shawkat & Li, Huimin [Downloadable! (restricted)]
64-82 Persistence characteristics of the Chinese stock markets by Los, Cornelis A. & Yu, Bing [Downloadable! (restricted)]
83-107 U.S. investors and global equity markets by Lin, Anchor Y. & Swanson, Peggy E. [Downloadable! (restricted)]
108-133 An empirical investigation of investor expectations in the currency market by Murphy, Austin [Downloadable! (restricted)]
134-155 Volume- and size-related lead-lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange by Gebka, Bartosz [Downloadable! (restricted)]
156-177 Co-movements of sector index returns in the world's major stock markets in bull and bear markets: Portfolio diversification implications by Meric, Ilhan & Ratner, Mitchell & Meric, Gulser [Downloadable! (restricted)]
178-197 The effects of changes in index composition on stock prices and volume: Evidence from the Istanbul stock exchange by Bildik, Recep & Gulay, Guzhan [Downloadable! (restricted)]
198-217 Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market by Anderson, John A. & Faff, Robert W. [Downloadable! (restricted)]
2007, Volume 16, Issue 5 412-433 Beyond Basel-2 simplified standardized approach: Credit risk valuation of short-term loan commitments by Chateau, John-Peter D. [Downloadable! (restricted)]
434-451 Ratings-based credit risk modelling: An empirical analysis by Nickell, Pamela & Perraudin, William & Varotto, Simone [Downloadable! (restricted)]
452-470 Hedging emerging market bonds and the rise of the credit default swap by Skinner, Frank S. & Nuri, Julinda [Downloadable! (restricted)]
471-495 A credit scoring model for Vietnam's retail banking market by Dinh, Thi Huyen Thanh & Kleimeier, Stefanie [Downloadable! (restricted)]
496-507 Proportionate consolidation versus the equity method: Additional evidence on the association with bond ratings by Bauman, Mark P. [Downloadable! (restricted)]
508-523 A simple continuous measure of credit risk by Bystrom, Hans & Kwon, Oh Kang [Downloadable! (restricted)]
2007, Volume 16, Issue 4 301-303 Introduction to the special issue on privatization by Megginson, William L. [Downloadable! (restricted)]
304-331 The dynamics of privatization, the legal environment and stock market development by Boubakri, Narjess & Hamza, Olfa [Downloadable! (restricted)]
332-353 The performance of newly privatized firms in selected MENA countries: The role of ownership structure, governance and liberalization policies by Ben Naceur, Samy & Ghazouani, Samir & Omran, Mohammed [Downloadable! (restricted)]
354-366 The productivity effects of privatization: The case of Polish cooperatives by Amess, Kevin & Roberts, Barbara M. [Downloadable! (restricted)]
367-389 Operating and stock market performance of state-owned enterprise privatizations: The Spanish experience by Farinos, Jose E. & Garcia, C. Jose & Ibanez, Ana Ma [Downloadable! (restricted)]
390-409 The Spanish privatisation process: Implications on the performance of divested firms by Cabeza Garcia, Laura & Gomez Anson, Silvia [Downloadable! (restricted)]
2007, Volume 16, Issue 3 201-222 Debt-equity choice in Europe by Gaud, Philippe & Hoesli, Martin & Bender, Andre [Downloadable! (restricted)]
223-241 New evidence on the price and liquidity effects of the FTSE 100 index revisions by Mazouz, Khelifa & Saadouni, Bharim [Downloadable! (restricted)]
242-261 Common stochastic trends among Far East stock prices: Effects of the Asian financial crisis by Choudhry, Taufiq & Lu, Lin & Peng, Ke [Downloadable! (restricted)]
262-281 The identification of acquisition targets in the EU banking industry: An application of multicriteria approaches by Pasiouras, Fotios & Tanna, Sailesh & Zopounidis, Constantin [Downloadable! (restricted)]
282-292 Volatility in stock returns for new EU member states: Markov regime switching model by Moore, Tomoe & Wang, Ping [Downloadable! (restricted)]
293-300 Statistical properties of post-sample hedging effectiveness by Lien, Donald [Downloadable! (restricted)]
2007, Volume 16, Issue 2 99-115 The use of the comparable firm approach in valuing Australian IPOs by How, Janice & Lam, Jennifer & Yeo, Julian [Downloadable! (restricted)]
116-135 Investor interest, trading volume, and the choice of IPO mechanism in France by Chahine, Salim [Downloadable! (restricted)]
136-151 Approval of shareholder-sponsored proposals: Evidence from Canada by Morgan, Angela & Wolf, Jack [Downloadable! (restricted)]
152-171 The behavior of government of Canada real return bond returns by Peters, David W. [Downloadable! (restricted)]
172-182 The comovement of US and German bond markets by Engsted, Tom & Tanggaard, Carsten [Downloadable! (restricted)]
183-199 Is the long-run underperformance of seasoned equity issues irrational? Evidence from Spain by Farinos, Jose E. & Garcia, C. Jose & Ibanez, Ana M. [Downloadable! (restricted)]
2007, Volume 16, Issue 1 2006, Volume 15, Issue 4-5 288-290 Asian market microstructure by Ding, David K. & Charoenwong, Charlie [Downloadable! (restricted)]
291-305 Index inclusion and commonality in liquidity: Evidence from the Stock Exchange of Hong Kong by Brockman, Paul & Chung, Dennis Y. [Downloadable! (restricted)]
306-327 Common factors in liquidity: Evidence from Taiwan's OTC stock market by Lee, Jie-Haun & Lin, Shu-Ying & Lee, Wan-Chen & Tsao, Chueh-Yung [Downloadable! (restricted)]
328-347 The intraday effect and the extension of trading hours for Taiwanese securities by Fan, Yu-Ju & Lai, Hung-Neng [Downloadable! (restricted)]
348-362 A simple estimate of noise and its determinant in a call auction market by Hu, Shing-yang [Downloadable! (restricted)]
363-376 Estimating the VaR of a portfolio subject to price limits and nonsynchronous trading by Chou, Pin-Huang & Li, Wen-Shen & Lin, Jun-Biao & Wang, Jane-Sue [Downloadable! (restricted)]
377-397 The intraday price behaviour of Australian and New Zealand cross-listed stocks by Lok, Emily & Kalev, Petko S. [Downloadable! (restricted)]
398-414 An empirical analysis of the price discovery and the pricing bias in the KOSPI 200 stock index derivatives markets by Nam, Seung Oh & Oh, SeungYoung & Kim, Hyun Kyung & Kim, Byung Chun [Downloadable! (restricted)]
415-433 Intra-night trading behaviour of Australian treasury-bond futures overnight options by Zou, Liping & Rose, Lawrence C. & Pinfold, John F. [Downloadable! (restricted)]
434-449 Were bid-ask spreads in the FX market excessive during the Asian crisis? by Becker, Torbjorn & Sy, Amadou [Downloadable! (restricted)]
450-461 Insider ownership, bid-ask spread, and stock splits: Evidence from the Stock Exchange of Thailand by Gorkittisunthorn, Maneeporn & Jumreornvong, Seksak & Limpaphayom, Piman [Downloadable! (restricted)]
2006, Volume 15, Issue 3 203-219 The CAPM and value at risk at different time-scales by Fernandez, Viviana [Downloadable! (restricted)]
220-236 Are corporates' target leverage ratios time-dependent? by Hui, C.H. & Lo, C.F. & Huang, M.X. [Downloadable! (restricted)]
237-246 Asymmetric risk premium in value and growth stocks by Black, Angela J. & McMillan, David G. [Downloadable! (restricted)]
247-255 Do option markets substitute for stock markets? Evidence from trading on anticipated tender offer announcements by Arnold, Tom & Erwin, Gayle & Nail, Lance & Nixon, Terry [Downloadable! (restricted)]
256-286 Financial statement data in assessing the future potential of a technology firm: The case of Nokia by Laitinen, Erkki K. [Downloadable! (restricted)]
2006, Volume 15, Issue 2 109-129 Stock market dynamics in a regime-switching asymmetric power GARCH model by Ane, Thierry & Ureche-Rangau, Loredana [Downloadable! (restricted)]
130-144 The Theory of Fair Markets (TFM) toward a new finance paradigm by Frankfurter, George M. [Downloadable! (restricted)]
145-178 Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options by Cassese, Gianluca & Guidolin, Massimo [Downloadable! (restricted)]
179-188 Are options redundant? Further evidence from currency futures markets by Chan, Leo & Lien, Donald [Downloadable! (restricted)]
189-202 Performance aspects of Greek bond mutual funds by Dritsakis, Nikolaos & Grose, Christos & Kalyvas, Lampros [Downloadable! (restricted)]
2006, Volume 15, Issue 1 1-20 The volatility effect of futures trading: Evidence from LSE traded stocks listed as individual equity futures contracts on LIFFE by Mazouz, Khelifa & Bowe, Michael [Downloadable! (restricted)]
21-38 Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy by Marshall, Ben R. [Downloadable! (restricted)]
39-56 A test of risk arbitrage profitability by Branch, Ben & Yang, Taewon [Downloadable! (restricted)]
57-67 A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market by Chang, Tsangyao & Caudill, Steven B. [Downloadable! (restricted)]
68-85 Futures trading volume as a determinant of prices in different momentum phases by Hodgson, Allan & Masih, A. Mansur M. & Masih, Rumi [Downloadable! (restricted)]
86-107 An unobserved component model of asset pricing across financial markets by Cowan, Adrian M. & Joutz, Frederick L. [Downloadable! (restricted)]
2005, Volume 14, Issue 5 493-507 Security analysis, agency costs, and UK firm characteristics by Doukas, John A. & McKnight, Phillip J. & Pantzalis, Christos [Downloadable! (restricted)]
508-532 Put-call parity and cross-markets efficiency in the index options markets: evidence from the Italian market by Brunetti, Marianna & Torricelli, Costanza [Downloadable! (restricted)]
533-558 Group affiliation, identity of managers, and the relation between managerial ownership and performance by Chen, Ming-Yuan [Downloadable! (restricted)]
559-569 The dynamics between stock returns and mutual fund flows: empirical evidence from the Greek market by Alexakis, Christos & Niarchos, Nikitas & Patra, Theopfano & Poshakwale, Sunil [Downloadable! (restricted)]
570-586 Exploratory analyses of dividend reinvestment plans and some comparisons by Chiang, Kevin & Frankfurter, George M. & Kosedag, Arman [Downloadable! (restricted)]
587-603 The intraday behaviors and relationships with its underlying assets: evidence on option market in Taiwan by Lee, Mingchih & Chen, Chun-Da [Downloadable! (restricted)]
2005, Volume 14, Issue 4 393-406 Equity market integration in the NAFTA region: Evidence from unit root and cointegration tests by Aggarwal, Raj & Kyaw, NyoNyo A. [Downloadable! (restricted)]
407-427 Estimation of expected return: CAPM vs. Fama and French by Bartholdy, Jan & Peare, Paula [Downloadable! (restricted)]
428-438 Derivative prices from interest rate models: results for Canada, Hong Kong, and United States by Nowman, K. Ben & Sorwar, Ghulam [Downloadable! (restricted)]
439-454 The early managed fund industry: Investment trusts in 19th century Britain by Hutson, Elaine [Downloadable! (restricted)]
455-476 Portfolio diversification benefits within Europe: Implications for a US investor by Laopodis, Nikiforos T. [Downloadable! (restricted)]
477-491 Correlation and return dispersion dynamics in Chinese markets by Demirer, RIza & Lien, Donald [Downloadable! (restricted)]
2005, Volume 14, Issue 3 283-303 Cost frontier efficiency and risk-return analysis in an emerging market by Rao, Ananth [Downloadable! (restricted)]
304-325 The valuation relevance of R&D expenditures: Time series evidence by Callen, Jeffrey L. & Morel, Mindy [Downloadable! (restricted)]
326-336 Simultaneous volatility transmissions and spillover effects: U.S. and Hong Kong stock and futures markets by Gannon, Gerard [Downloadable! (restricted)]
337-355 Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence by Dowling, Michael & Lucey, Brian M. [Downloadable! (restricted)]
356-375 Macroeconomic announcements, volatility, and interrelationships: An examination of the UK interest rate and equity markets by Jones, Brad & Lin, Chien-Ting & Masih, A. Mansur M. [Downloadable! (restricted)]
376-392 Pricing counterparty default risks: Applications to FRNs and vulnerable options by Kang, Jangkoo & Kim, Hwa-Sung [Downloadable! (restricted)]
2005, Volume 14, Issue 2 113-148 Risk management under extreme events by Fernandez, Viviana [Downloadable! (restricted)]
149-164 An analytical approximation to the option formula for the GARCH model by Choi, Youngsoo [Downloadable! (restricted)]
165-176 Paramater estimation bias and volatility scaling in Black-Scholes option prices by Batten, Jonathan A. & Ellis, Craig A. [Downloadable! (restricted)]
177-190 Revenue and optimality in unequal-sized share auctions by Jung, Kyu-Chul & Kim, Kyoo H. [Downloadable! (restricted)]
191-209 Optimization of a firm's capital structure: A quantitative approach based on a probabilistic prognosis of risk and time of bankruptcy by Philosophov, Leonid V. & Philosophov, Vladimir L. [Downloadable! (restricted)]
211-246 Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997 by Karuppiah, Jeyanthi & Los, Cornelis A. [Downloadable! (restricted)]
247-261 Autoregressive conditional tail behavior and results on Government bond yield spreads by Wagner, Niklas [Downloadable! (restricted)]
263-275 Value at risk methodology of international index portfolio under soft conditions (fuzzy-stochastic approach) by Zmeskal, Zdenek [Downloadable! (restricted)]
277-282 The use and abuse of the hedging effectiveness measure by Lien, Donald [Downloadable! (restricted)]
2005, Volume 14, Issue 1 1-22 Trends in analyst earnings forecast properties by Ciccone, Stephen J. [Downloadable! (restricted)]
23-42 Modeling conditional return autocorrelation by McKenzie, Michael D. & Faff, Robert W. [Downloadable! (restricted)]
43-59 The effect of ownership and control on market valuation: Evidence from initial public offerings in The Netherlands by Roosenboom, Peter & van der Goot, Tjalling [Downloadable! (restricted)]
61-75 Informed and uninformed trading on the Australian dollar by Hogan, Warren P. & Batten, Jonathan A. [Downloadable! (restricted)]
77-92 Stock market response to analysts' perceptions and earnings in a technology-intensive environment by Junttila, Juha & Kallunki, Juha-Pekka & Karja, Aki & Martikainen, Minna [Downloadable! (restricted)]
93-112 The index revision party by Doeswijk, Ronald Q. [Downloadable! (restricted)]
2004, Volume 13, Issue 5 571-583 International equity market integration: Theory, evidence and implications by Kearney, Colm & Lucey, Brian M. [Downloadable! (restricted)]
585-600 The links between securities settlement systems: An olihopoly theoretic approach by Kauko, Karlo [Downloadable! (restricted)]
601-619 Networks and equity market integration: European evidence by Hasan, Iftekhar & Schmiedel, Heiko [Downloadable! (restricted)]
621-632 Equity market integration in the Asia-Pacific region: A smooth transition analysis by Chelley-Steeley, Patricia [Downloadable! (restricted)]
633-647 Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes by Voronkova, Svitlana [Downloadable! (restricted)]
649-668 Equity market integration in Latin America: A time-varying integration score analysis by Barari, Mahua [Downloadable! (restricted)]
669-685 International equity market integration in a small open economy: Ireland January 1990-December 2000 by Cotter, John [Downloadable! (restricted)]
2004, Volume 13, Issue 4 367-380 Financial instability: Contagion effects, risk premiums, and returns in equity and currency markets by Blenman, L.P. [Downloadable! (restricted)]
381-409 Looking for risk premium and contagion in Asia-Pacific foreign exchange markets by Tai, Chu-Sheng [Downloadable! (restricted)]
411-432 Valuation impact of currency crises: Evidence from the ADR market by Bin, Feng-Shun & Blenman, Lloyd P. & Chen, Dar-Hsin [Downloadable! (restricted)]
433-462 A multilateral approach to examining the comovements among major world equity markets by Hsin, Chin-Wen [Downloadable! (restricted)]
463-478 Crisis transmission: Some evidence from the Asian financial crisis by Gong, Shang-Chi & Lee, Tsong-Pei & Chen, Yea-Mow [Downloadable! (restricted)]
479-515 Cointegration and causality in the Asian and emerging foreign exchange markets: Evidence from the 1990s financial crises by AuYong, Hue Hwa & Gan, Christopher & Treepongkaruna, Sirimon [Downloadable! (restricted)]
517-541 WTO financial services commitments: Determinants and impact on financial stability by Valckx, Nico [Downloadable! (restricted)]
543-558 U.S. monetary policy indicators and international stock returns: 1970-2001 by Mann, Thomas & Atra, Robert J. & Dowen, Richard [Downloadable! (restricted)]
559-570 Credit distortion and financial crisis by Chen, Jing [Downloadable! (restricted)]
2004, Volume 13, Issue 3 0 |1 |2 Access
and download statistics
Did you know? All bibliographic data on IDEAS has been put in the public domain by the publishers.
This page was last updated on 2009-11-7.
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 .