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Elsevier Global Finance Journal Contact information of
Elsevier: http://www.elsevier.com/locate/inca/620162
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(Heidi Boesdal) Series handle: repec:eee:glofin
More pages of listings: 0 |1 2009, Volume 20, Issue 2
107-118 Price causal relations between China and the world oil markets by Chen, K.C. & Chen, Shaoling & Wu, Lifan [Downloadable! (restricted)]
119-127 Empirical study on relationship between persistence-free trading volume and stock return volatility by Fenghua, Wen & Xiaoguang, Yang [Downloadable! (restricted)]
128-136 Forecasting Value-at-Risk using high frequency data: The realized range model by Shao, Xi-Dong & Lian, Yu-Jun & Yin, Lian-Qian [Downloadable! (restricted)]
137-152 Range-based multivariate volatility model with double smooth transition in conditional correlation by Chou, Ray Yeutien & Cai, Yijie [Downloadable! (restricted)]
153-164 Managerial power, compensation gap and firm performance -- Evidence from Chinese public listed companies by Lin, Bing-Xuan & Lu, Rui [Downloadable! (restricted)]
165-179 The impact of the CSRC Regulation No. 12-1996 on the credibility of Chinese IPO earnings forecasts by Sun, Jerry & Liu, Guoping [Downloadable! (restricted)]
180-190 Information-based trade in the Shanghai stock market by Copeland, Laurence & Wong, Woon K. & Zeng, Yong [Downloadable! (restricted)]
191-208 Privatization and non-tradable stock reform in China: The case of Valin Steel Tube & Wire Co., Ltd by Guo, Enyang & Keown, Arthur J. [Downloadable! (restricted)]
2009, Volume 20, Issue 1 1-12 Japanese day-of-the-week return patterns: New results by Boynton, Wentworth & Oppenheimer, Henry R. & Reid, Sean F. [Downloadable! (restricted)]
13-30 International stock market linkages: Evidence from Latin America by Diamandis, Panayiotis F. [Downloadable! (restricted)]
31-47 Stock split size, signaling and earnings management: Evidence from the Spanish market by Yagüe, José & Gómez-Sala, J. Carlos & Poveda-Fuentes, Francisco [Downloadable! (restricted)]
48-66 One-to-many matching: An alternative trading cost comparison technique by Liu, Jerry W. & Wort, Donald H. [Downloadable! (restricted)]
67-79 The impact of portfolio aggregation on day-of-the-week effect: Evidence from Finland by Högholm, Kenneth & Knif, Johan [Downloadable! (restricted)]
80-97 Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext by Beltran, Helena & Durré, Alain & Giot, Pierre [Downloadable! (restricted)]
98-105 Systematic risk changes around convertible debt offerings: A note on recent evidence by Kleidt, Benjamin & Schiereck, Dirk [Downloadable! (restricted)]
2009, Volume 19, Issue 3 203-218 Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework by Bhar, Ramaprasad & Nikolova, Biljana [Downloadable! (restricted)]
219-234 The practice of estimating the term structure of discount rates by Freeman, Mark C. [Downloadable! (restricted)]
235-251 Credit rating impact on CDO evaluation by Rösch, Daniel & Scheule, Harald [Downloadable! (restricted)]
252-267 Flight-to-quality and asymmetric volatility responses in US Treasuries by Dungey, Mardi & McKenzie, Michael & Tambakis, Demosthenes N. [Downloadable! (restricted)]
268-285 Psychological barriers in European stock markets: Where are they? by Dorfleitner, Gregor & Klein, Christian [Downloadable! (restricted)]
286-306 Institutional characteristics and capital structure: A cross-national comparison by Vasiliou, Dimitrios & Daskalakis, Nikolaos [Downloadable! (restricted)]
307-322 Tournament behavior in Australian superannuation funds: A non-parametric analysis by Hallahan, Terrence & Faff, Robert [Downloadable! (restricted)]
323-341 Law, culture and investment performance: A cross-country analysis by Lin, Anchor Y. [Downloadable! (restricted)]
2008, Volume 19, Issue 2 85-101 Causality between banking and currency fragilities: A dynamic panel model by Shen, Chung-Hua & Chen, Chien-Fu [Downloadable! (restricted)]
102-122 ADRs under momentum and contrarian strategies by Parhizgari, A.M. & Nguyen, D. [Downloadable! (restricted)]
123-138 Hedging with Chinese metal futures by Lien, Donald & Yang, Li [Downloadable! (restricted)]
139-156 Volatility switching and regime interdependence between information technology stocks 1995-2005 by Qiao, Zhuo & Smyth, Russell & Wong, Wing-Keung [Downloadable! (restricted)]
157-170 Efficiency of the foreign currency options market by Hoque, Ariful & Chan, Felix & Manzur, Meher [Downloadable! (restricted)]
171-186 Impact of financial and multinational operations on manager perceptions of dividends by Baker, H. Kent & Dutta, Shantanu & Saadi, Samir [Downloadable! (restricted)]
187-201 The dynamics of volatility transmission and information flow between ADRs and their underlying stocks by Poshakwale, Sunil S. & Aquino, Katty Pérez [Downloadable! (restricted)]
2008, Volume 19, Issue 1 1-10 Relations between portfolio returns and market multiples by Barbee Jr., William C. & Jeong, Jin-Gil & Mukherji, Sandip [Downloadable! (restricted)]
11-18 The existence theorem of approximate multibeta representation for multifactor pricing models with unobservable omitted variables: A technical note by Jeng, Jau-Lian [Downloadable! (restricted)]
19-31 Common nonlinearities in long-horizon stock returns: Evidence from the G-7 stock markets by Kim, Sei-Wan & Mollick, André V. & Nam, Kiseok [Downloadable! (restricted)]
32-45 An empirical investigation of operating performance in the new European banking landscape by Staikouras, Christos & Mamatzakis, Emmanuel & Koutsomanoli-Filippaki, Anastasia [Downloadable! (restricted)]
46-55 The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries by Li, Huimin & Jeon, Bang Nam & Cho, Seong-Yeon & Chiang, Thomas C. [Downloadable! (restricted)]
56-71 Acquisitions from UK firms into emerging markets by Graham, Michael & Martey, Emmanuel & Yawson, Alfred [Downloadable! (restricted)]
72-84 Which acquirers gain more, single or multiple? Recent evidence from the USA market by Ismail, Ahmad [Downloadable! (restricted)]
2008, Volume 18, Issue 3 290-302 Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices by Äijö, Janne [Downloadable! (restricted)]
303-318 A comparison of international short-term rates under no arbitrage condition by Mahdavi, Mahnaz [Downloadable! (restricted)]
319-336 The truth about interest rate futures and forwards: Evidence from high frequency data by Poskitt, Russell [Downloadable! (restricted)]
337-350 An examination of investor reaction to unexpected political and economic events in Turkey by Mehdian, Seyed & Nas, Tevfik & Perry, Mark J. [Downloadable! (restricted)]
351-372 The effects of venture capitalist affiliation to underwriters on short- and long-term performance in French IPOs by Chahine, Salim & Filatotchev, Igor [Downloadable! (restricted)]
373-384 Golden parachutes and shark repellents and shareholders' interests: Some new evidence by Chakraborty, Atreya [Downloadable! (restricted)]
385-399 The Japanese yen futures returns, spot returns, and the risk premium by Inci, Ahmet Can [Downloadable! (restricted)]
400-415 Investing in European stock markets for high-technology firms by Pierdzioch, Christian & Schertler, Andrea [Downloadable! (restricted)]
416-425 Foreign investment with inflation-linked securities: A natural hedge under Fisher theory? by Herbst, Anthony F. & Wu, Joseph S.K. [Downloadable! (restricted)]
2007, Volume 18, Issue 2 143-156 A future global economy to be built by BRICs by Cheng, Hui Fang & Gutierrez, Margarida & Mahajan, Arvind & Shachmurove, Yochanan & Shahrokhi, Manuchehr [Downloadable! (restricted)]
157-184 The effects of changes in corporate governance and restructurings on operating performance: Evidence from privatizations by D'Souza, Juliet & Megginson, William & Nash, Robert [Downloadable! (restricted)]
185-204 Modelling and forecasting temperature based weather derivatives by Svec, J. & Stevenson, M. [Downloadable! (restricted)]
205-227 The valuation of modular projects: A real options approach to the value of splitting by Rodrigues, Artur & Armada, Manuel J. Rocha [Downloadable! (restricted)]
228-250 The determinants of international financial integration by Vo, Xuan Vinh & Daly, Kevin James [Downloadable! (restricted)]
251-269 Valuation of derivatives based on single-factor interest rate models by Sorwar, Ghulam & Barone-Adesi, Giovanni & Allegretto, Walter [Downloadable! (restricted)]
270-288 US-Swiss term structures and exchange rate dynamics by Inci, Ahmet Can [Downloadable! (restricted)]
2007, Volume 18, Issue 1 1-15 Price discovery and informational efficiency of international iShares funds by Tse, Yiuman & Martinez, Valeria [Downloadable! (restricted)]
16-33 Optimal currency hedging by Albuquerque, Rui [Downloadable! (restricted)]
34-46 An anatomy of Bullish Underlying Linked Securities by Chen, K.C. & Wu, Lifan [Downloadable! (restricted)]
47-83 Equity and debt market responses to sovereign credit ratings announcement by Pukthuanthong-Le, Kuntara & Elayan, Fayez A. & Rose, Lawrence C. [Downloadable! (restricted)]
84-103 Serial correlation in the Spanish Stock Market by DePenya, Francisco J. & Gil-Alana, Luis A. [Downloadable! (restricted)]
104-123 Modeling money demand under the profit-sharing banking scheme: Some evidence on policy invariance and long-run stability by Kia, Amir & Darrat, Ali F. [Downloadable! (restricted)]
124-142 Assymetric information and the pricing of sovereign eurobonds: India 1990-1992 by Clark, Ephraim & Lakshmi, Geeta [Downloadable! (restricted)]
2007, Volume 17, Issue 3 335-349 The cross section of expected stock returns in the Chinese A-share market by Wang, Yuenan & Di Iorio, Amalia [Downloadable! (restricted)]
350-378 How important is participation of different venture capitalists in German IPOs? by Tykvova, Tereza & Walz, Uwe [Downloadable! (restricted)]
379-396 Limit orders and the intraday behavior of market liquidity: Evidence from the Toronto stock exchange by Vo, Minh T. [Downloadable! (restricted)]
397-402 Valuing coins as the sum of the underlying asset and a perpetual American put option by Easton, Steve [Downloadable! (restricted)]
403-418 Crisis, contagion and cross-border effects: Evidence from the Latin American closed-end fund market by Anoruo, Emmanuel & Ramchander, Sanjay & Thiewes, Harold [Downloadable! (restricted)]
419-438 A modified finite-lived American exchange option methodology applied to real options valuation by Armada, Manuel Rocha & Kryzanowski, Lawrence & Pereira, Paulo Jorge [Downloadable! (restricted)]
439-453 Informed trading and the consistent enforcement hypothesis: Evidence from bid-ask spreads in France and Britain by Maisondieu-Laforge, Olivier [Downloadable! (restricted)]
2006, Volume 17, Issue 2 177-191 Services and the long-term profitability in Taiwan's banks by Liu, Yong-Chin & Hung, Jung-Hua [Downloadable! (restricted)]
192-213 Modeling country risk in Latin America: A country beta approach by Verma, Rahul & Soydemir, Gokce [Downloadable! (restricted)]
214-223 Effects of size and international exposure of the US firms on the relationship between stock prices and exchange rates by Vygodina, Anna V. [Downloadable! (restricted)]
224-251 Oil price risk and emerging stock markets by Basher, Syed A. & Sadorsky, Perry [Downloadable! (restricted)]
252-270 Business-cycle fluctuations and international equity correlations by Kizys, Renatas & Pierdzioch, Christian [Downloadable! (restricted)]
271-281 Is the CRISMA technical trading system profitable? by Marshall, Ben R. & Cahan, Jared M. & Cahan, Rochester H. [Downloadable! (restricted)]
282-293 Domestic or international: Divestitures in Australian multinational corporations by Owen, Sian & Yawson, Alfred [Downloadable! (restricted)]
294-308 Swap pricing: Evidence from the sterling swap market by Poskitt, Russell [Downloadable! (restricted)]
309-333 Neutrality of market neutral funds by Capocci, Daniel [Downloadable! (restricted)]
334-334 Erratum to "Systemic risk in the major Eurobanking markets: Evidence from inter-bank offered rates" [Global Finance Journal 16/2 128-166] by Simpson, J.L. & Evans, J.P. [Downloadable! (restricted)]
2006, Volume 17, Issue 1 1-22 Valuing volatility spillovers by Milunovich, George & Thorp, Susan [Downloadable! (restricted)]
23-49 Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU by McGroarty, Frank & ap Gwilym, Owain & Thomas, Stephen [Downloadable! (restricted)]
50-74 The informational content of option-implied distributions: Evidence from the Eurex index and interest rate futures options market by Wilkens, Sascha & Roder, Klaus [Downloadable! (restricted)]
75-91 Gulf Cooperation Council (GCC) stock markets: The dawn of a new era by Bley, Jorg & Chen, Kim Heng [Downloadable! (restricted)]
92-104 Global stock market reactions to scheduled U.S. macroeconomic news announcements by Nikkinen, Jussi & Omran, Mohammed & Sahlstrom, Petri & Aijo, Janne [Downloadable! (restricted)]
105-118 The Chilean ex-dividend day by Castillo, Augusto & Jakob, Keith [Downloadable! (restricted)]
119-135 Is stock price rounded for economic reasons in the Chinese markets? by He, Yan & Wu, Chunchi [Downloadable! (restricted)]
136-154 Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches by Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Yip, Angela Y.N. [Downloadable! (restricted)]
155-176 How Norwegian managers view dividend policy by Baker, H. Kent & Mukherjee, Tarun K. & Paskelian, Ohannes George [Downloadable! (restricted)]
2006, Volume 16, Issue 3 233-244 Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior by Gebka, Bartosz & Henke, Harald & Bohl, Martin T. [Downloadable! (restricted)]
245-263 Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? by Cifarelli, Giulio & Paladino, Giovanna [Downloadable! (restricted)]
264-282 Regulation: The market for corporate control and corporate governance by Sinha, Rajeeva [Downloadable! (restricted)]
283-301 Family ownership, dual-class shares, and risk management by Hagelin, Niclas & Holmen, Martin & Pramborg, Bengt [Downloadable! (restricted)]
302-316 Corporate cash holdings, foreign direct investment, and corporate governance by Chang, Kiyoung & Noorbakhsh, Abbas [Downloadable! (restricted)]
317-329 An extension of price improvement debate: The case of American Depository Receipts (ADRs) by Nikbakht, Ehsan & Shahrokhi, Manuchehr [Downloadable! (restricted)]
330-353 Short-term market efficiency in the futures markets: TOPIX futures and 10-year JGB futures by Rentzler, Joel & Tandon, Kishore & Yu, Susana [Downloadable! (restricted)]
354-365 The Euro deposit market in a global perspective by de Jong, Pieter J. & Swanson, Peggy E. [Downloadable! (restricted)]
2005, Volume 16, Issue 2 113-124 The impact of government regulation and ownership on the performance of securities companies: Evidences from China by K. Chen, Shaw & Chen, Xuanjuan & Lin, Bing-Xuan & Zhong, Rongsa [Downloadable! (restricted)]
125-144 Systemic risk in the major Eurobanking markets: Evidence from inter-bank offered rates by Simpson, J.L. & Evans, J.P. [Downloadable! (restricted)]
145-163 ERM effects on currency spot and futures markets by Inci, Ahmet Can [Downloadable! (restricted)]
164-179 Market quality and price discovery: Introduction of the E-mini energy futures by Tse, Yiuman & Xiang, Ju [Downloadable! (restricted)]
180-190 Announcements of bonus share options: Signalling of the quality of firms by Balachandran, Balasingham & Faff, Robert & Jong, Len [Downloadable! (restricted)]
191-209 Long-term stock performance after open-market repurchases in Korea by Lee, Yong-Gyo & Jung, Sung-Chang & Thornton, John Jr. [Downloadable! (restricted)]
210-220 Multinationals and futures hedging under liquidity constraints by Lien, Donald & Wong, Kit Pong [Downloadable! (restricted)]
221-232 Corporate governance: Toward converging models? by Jeffers, Esther [Downloadable! (restricted)]
2005, Volume 16, Issue 1 1-15 Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components by Chelley-Steeley, Patricia [Downloadable! (restricted)]
16-25 Relative importance of industry and country factors in security returns by Tessitore, Anthony & Usmen, Nilufer [Downloadable! (restricted)]
26-47 Country and size effects in financial ratios: A European perspective by Serrano Cinca, C. & Mar Molinero, C. & Gallizo Larraz, J.L. [Downloadable! (restricted)]
48-68 Contagion and impulse response of international stock markets around the 9-11 terrorist attacks by Mun, Kyung-Chun [Downloadable! (restricted)]
69-85 A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era by Baharumshah, Ahmad Zubaidi & Haw, Chan Tze & Fountas, Stilianos [Downloadable! (restricted)]
86-98 Covered arbitrage with currency options: A theoretical analysis by Ghosh, Dilip K. & Ghosh, Dipasri [Downloadable! (restricted)]
99-111 Biases in FX-forecasts: Evidence from panel data by Audretsch, David B. & Stadtmann, Georg [Downloadable! (restricted)]
2005, Volume 15, Issue 3 219-237 Long-run dynamics of official and black-market exchange rates in Latin America by Diamandis, Panayiotis F. & Drakos, Anastassios A. [Downloadable! (restricted)]
239-249 The relationship between bid-ask spreads and holding periods: The case of Chinese A and B shares by Chung, Shifei & Wei, Peihwang [Downloadable! (restricted)]
251-280 An analysis of the determinants of sovereign ratings by Bissoondoyal-Bheenick, Emawtee [Downloadable! (restricted)]
281-302 Technical trading, monetary policy, and exchange rate regimes by Bauer, Christian & Herz, Bernhard [Downloadable! (restricted)]
303-320 New European Union members on their way to adopting the Euro: An analysis of macroeconomic disturbances by Frenkel, Michael & Nickel, Christiane [Downloadable! (restricted)]
321-335 Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach by Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas [Downloadable! (restricted)]
337-367 Prophets during boom and gloom downunder by Azzi, Sarah & Bird, Ron [Downloadable! (restricted)]
369-387 Capital structure in new technology-based firms: Evidence from the Irish software sector by Hogan, Teresa & Hutson, Elaine [Downloadable! (restricted)]
2004, Volume 15, Issue 2 103-123 Financial market liberalization and stock market efficiency: Evidence from the Athens Stock Exchange by Laopodis, Nikiforos T. [Downloadable! (restricted)]
125-137 International transmission of stock exchange volatility: Empirical evidence from the Asian crisis by Fernandez-Izquierdo, Angeles & Lafuente, Juan Angel [Downloadable! (restricted)]
139-146 Acquiring foreign equity assets without currency risk by Wang, Ming-Chieh & Shyu, David [Downloadable! (restricted)]
147-170 Further evidence on the announcement effect of bonus shares in an imputation tax setting by Balachandran, Balasingham & Faff, Robert & Tanner, Sally [Downloadable! (restricted)]
171-196 The value of the S&P 500--A macro view of the stock market adjustment process by Chiarella, Carl & Gao, Shenhuai [Downloadable! (restricted)]
197-217 Increasing input information and realistically measuring potential diversification gains from international portfolio investments by Phengpis, Chanwit & Swanson, Peggy E. [Downloadable! (restricted)]
2004, Volume 15, Issue 1 1-15 International transmission of uncertainty implicit in stock index option prices by Nikkinen, Jussi & Sahlstrom, Petri [Downloadable! (restricted)]
17-27 Scale economies in hedging foreign exchange cash flow exposures by Martin, Anna D. & Mauer, Laurence J. [Downloadable! (restricted)]
29-56 Filtering the BEER: A permanent and transitory decomposition by Clark, Peter B. & MacDonald, Ronald [Downloadable! (restricted)]
57-70 Financial markets and the financing choice of firms: Evidence from developing countries by Agarwal, Sumit & Mohtadi, Hamid [Downloadable! (restricted)]
71-79 Determining negotiating ranges for EDI-induced transaction and float cost reductions by Borden, Karl [Downloadable! (restricted)]
81-102 Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 by Dungey, Mardi & Fry, Renee & Martin, Vance L. [Downloadable! (restricted)]
2003, Volume 14, Issue 3 243-270 The impact of speculative trading on stock return volatility: the evidence from Taiwan by Hsin, Chin-Wen & Guo, Wen-Chung & Tseng, Seng-Su & Luo, Wen-Chih [Downloadable! (restricted)]
271-286 Determinants of emerging-market bond spreads: Cross-country evidence by Min, Hong-Ghi & Lee, Duk-Hee & Nam, Changi & Park, Myeong-Cheol & Nam, Sang-Ho [Downloadable! (restricted)]
303-318 U.S. multinationals and the home bias puzzle: an empirical analysis by Salehizadeh, Mehdi [Downloadable! (restricted)]
319-332 Asymmetric information transmission between a transition economy and the U.S. market: evidence from the Warsaw Stock Exchange by Tse, Yiuman & Wu, Chunchi & Young, Allan [Downloadable! (restricted)]
2003, Volume 14, Issue 2 121-133 Early unwinding of options-futures arbitrage with bid/ask quotations and transaction prices by Fung, Joseph K. W. & Mok, Henry M. K. [Downloadable! (restricted)]
135-157 Rational speculators and equity volatility as a measure of ex ante risk by Kia, Amir [Downloadable! (restricted)]
159-179 Wealth creation and managerial pay: MVA and EVA as determinants of executive compensation by Fatemi, Ali & Desai, Anand S. & Katz, Jeffrey P. [Downloadable! (restricted)]
181-195 The performance of new equity offerings in Hungary and Poland by Lyn, Esmeralda O. & Zychowicz, Edward J. [Downloadable! (restricted)]
217-242 The persistence of international diversification benefits before and during the Asian crisis by Meyer, Thomas O. & Rose, Lawrence C. [Downloadable! (restricted)]
2003, Volume 14, Issue 1 1-18 Financial versus operative hedging of currency risk by Hommel, Ulrich [Downloadable! (restricted)]
19-47 Analytical implementation of the Ho and Lee model for the short interest rate by Grant, Dwight & Vora, Gautam [Downloadable! (restricted)]
49-64 The stock return effect of political risk event on foreign joint ventures: evidence from the Tiananmen Square Incident by Ma, Yulong & Sun, Huey-Lian & Tang, Alex P. [Downloadable! (restricted)]
65-82 State equity ownership and firm market performance: evidence from China's newly privatized firms by Wei, Zuobao & Varela, Oscar [Downloadable! (restricted)]
83-93 The forward rate unbiasedness hypothesis reexamined: evidence from a new test by Delcoure, Natalya & Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya [Downloadable! (restricted)]
95-120 Exchange rate sensitivity of Australian international equity funds by Benson, Karen L. & Faff, Robert W. [Downloadable! (restricted)]
2002, Volume 13, Issue 2 109-120 Export finance skills for the U.S. and Japanese markets: An Australian agribusiness perspective by Ross, Donald G. & Wheldon, Brett J. [Downloadable! (restricted)]
121-146 An analysis of currency crisis in South Korea by Puri, Tribhuvan N. & Kuan, Chikuang & Maskooki, Kooros [Downloadable! (restricted)]
147-161 The impact of financial crises on international diversification by Schwebach, Robert G. & Olienyk, John P. & Zumwalt, J. Kenton [Downloadable! (restricted)]
163-179 The relationship between size, book-to-market equity ratio, earnings-price ratio, and return for the Hong Kong stock market by Lam, Keith S. K. [Downloadable! (restricted)]
181-194 Corporate multinationalism, organizational learning, and market reaction to international joint ventures: Evidence from Taiwan by Chang, Shao-Chi & Huang, Ping-Chang [Downloadable! (restricted)]
195-215 Forecasting exchange rates: Do banks know better? by Eun, Cheol S. & Sabherwal, Sanjiv [Downloadable! (restricted)]
217-235 International linkage of interest rates: Evidence from the emerging economies of Asia by Anoruo, Emmanuel & Ramchander, Sanjay & Thiewes, Harold F. [Downloadable! (restricted)]
237-252 Pricing of American Depositary Receipts under Market Segmentation by Fang, Hsing & Loo, Jean C. H. [Downloadable! (restricted)]
253-270 The sensitivity of Japanese bank stock returns to economic factors: An examination of asset/liability differences and main bank status by Saporoschenko, Andrew [Downloadable! (restricted)]
2002, Volume 13, Issue 1 1-15 Trafficking in foreign tax credits: A case study of Compaq Computer Corporation by Tucker, Alan L. [Downloadable! (restricted)]
17-28 A novel approach to the valuation of American options by Allegretto, Walter & Lin, Yanping & Yang, Hongtao [Downloadable! (restricted)]
29-38 Corporate risk management: Costs and benefits by Fatemi, Ali & Luft, Carl [Downloadable! (restricted)]
39-62 The scale and patterns of abnormal returns to equity investment in UK electricity distribution by Buckland, Roger & Fraser, Patricia [Downloadable! (restricted)]
63-91 Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period by Masih, A. Mansur M. & Masih, Rumi [Downloadable! (restricted)]
2001, Volume 12, Issue 1 1-33 Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches by Dekker, Arie & Sen, Kunal & Young, Martin R. [Downloadable! (restricted)]
35-53 Chaotic behavior in national stock market indices: New evidence from the close returns test by McKenzie, Michael D. [Downloadable! (restricted)]
55-77 An empirical investigation of trading volume and return volatility of the Taiwan Stock Market by Huang, Bwo-Nung & Yang, Chin-Wei [Downloadable! (restricted)]
79-93 Time variation paths of international transmission of stock volatility -- US vs. Hong Kong and South Korea by He, Ling T. [Downloadable! (restricted)]
95-107 Price and volatility spillovers between interest rate and exchange value of the US dollar by So, Raymond W. [Downloadable! (restricted)]
109-119 US exports and time-varying volatility of real exchange rate by Sukar, Abdul-Hamid & Hassan, Seid [Downloadable! (restricted)]
121-137 International transmission of inflation under alternative exchange rate regimes: Empirical evidence and its implications by Jeong, Jin-Gil & Lee, Youngho [Downloadable! (restricted)]
139-151 An examination of nonlinear dependence in exchange rates, using recent methods from chaos theory by Gilmore, Claire G. [Downloadable! (restricted)]
2000, Volume 11, Issue 1-2 1-16 Pacific Basin stock markets and international capital asset pricing by Jan, Yin-Ching & Chou, Peter Shyan-Rong & Hung, Mao-Wei [Downloadable! (restricted)]
17-30 Integration of LIBOR and Treasury bill yields over different monetary regimes by Clinebell, John M. & Kahl, Douglas R. & Stevens, Jerry L. [Downloadable! (restricted)]
31-52 The determination and international transmission of stock market volatility by Kearney, Colm [Downloadable! (restricted)]
53-72 The Contrarian/Overreaction Hypothesis: An analysis of the US and Canadian stock markets by Mun, Johnathan C. & Vasconcellos, Geraldo M. & Kish, Richard [Downloadable! (restricted)]
73-86 Market efficiency, the Mexican peso crisis, and the US bank stock returns: An application of the event parameter method by Kilic, Osman & Hassan, M. Kabir & Tufte, David [Downloadable! (restricted)]
87-108 Long-run purchasing power parity, prices and exchange rates in transition: The case of six Central and East European countries by Christev, Atanas & Noorbakhsh, Abbas [Downloadable! (restricted)]
109-127 Currency futures, news releases, and uncertainty resolution by Christie-David, Rohan & Chaudhry, Mukesh [Downloadable! (restricted)]
129-149 The interaction and volatility asymmetry of unexpected returns in the greater China stock markets by Yeh, Yin-Hua & Lee, Tsun-Siou [Downloadable! (restricted)]
1999, Volume 10, Issue 2 123-145 The market-adjusted investment performance of ADR IPOs and SEOs by Callaghan, Joseph H. & Kleiman, Robert T. & Sahu, Anandi P. [Downloadable! (restricted)]
147-160 The impact of listing Latin American ADRs on the risks and returns of the underlying shares by Martell, Terrence F. & Rodriguez, Luis & Webb, Gwendolyn P. [Downloadable! (restricted)]
161-172 Common stochastic trends and volatility in Asian-Pacific equity markets by Pan, Ming-Shiun & Liu, Y. Angela & Roth, Herbert J. [Downloadable! (restricted)]
173-186 The determinants of secondary market prices for developing country loans: the impact of country risk by Ramcharran, Harri [Downloadable! (restricted)]
187-200 Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data by Chiang, Thomas C. & Doong, Shuh-Chyi [Downloadable! (restricted)]
201-221 Re-examining the small-cap myth: problems in portfolio formation and liquidation by Griffiths, Mark D. & Turnbull, D. Alasdair S. & White, Robert W. [Downloadable! (restricted)]
223-230 Overreaction in the Hong Kong stock market by Fung, Alexander Kwok-Wah [Downloadable! (restricted)]
231-245 Mean reversion and the forecasting of country betas: a note by Gangemi, Michael & Brooks, Robert & Faff, Robert [Downloadable! (restricted)]
247-248 Index by Unknown [Downloadable! (restricted)]
1999, Volume 10, Issue 1 1-23 Nonlinear dynamics in foreign exchange rates by Mahajan, Arvind & Wagner, Andrew J. [Downloadable! (restricted)]
25-34 Interest parity, fractional differencing, and the strength of attraction: a reexamination of the cost-of-carry futures pricing model by Jeng, Jau-Lian [Downloadable! (restricted)]
35-52 An empirical examination of the effect of dividend taxation on asset pricing and returns in Germany by Murphy, A. & Schlag, C. [Downloadable! (restricted)]
53-70 Cross-border transmission of stock price volatility: evidence from the overlapping trading hours by Jeong, Jin-Gil [Downloadable! (restricted)]
71-81 Cointegration and causality between macroeconomic variables and stock market returns by Kwon, Chung S. & Shin, Tai S. [Downloadable! (restricted)]
83-91 The no-arbitrage condition and financial markets with transaction costs and heterogeneous information: The bid-ask spread by Ardalan, Kavous [Downloadable! (restricted)]
93-105 Seasonality in returns on the Chinese stock markets: the case of Shanghai and Shenzhen by Mookerjee, Rajen & Yu, Qiao [Downloadable! (restricted)]
107-122 Competitiveness and the convergence of international business practice: North American evidence after NAFTA by Braun, Gary P. & Traichal, Patrick A. [Downloadable! (restricted)]
1998, Volume 9, Issue 2 149-171 International ownership structure and the firm value by Eun, Cheol S. & Janakiramanan, S. [Downloadable! (restricted)]
173-180 The Latin American foreign debt revisited by Milman, Claudio D. [Downloadable! (restricted)]
181-204 Cointegration, forecasting and international stock prices by Crowder, William J. & Wohar, Mark E. [Downloadable! (restricted)]
205-223 Model selection for causal models: The global procedure with AICC and AICU by Lee, Shyan-Yuan & Tsai, Chih-Ling [Downloadable! (restricted)]
225-240 Causal relations among stock returns, inflation: Persistence of international mutual fund performance by Bers, Martina K. [Downloadable! (restricted)]
241-251 On the relationship between stock returns and exchange rates: Tests of granger causality by Ajayi, Richard A. & Friedman, Joseph & Mehdian, Seyed M. [Downloadable! (restricted)]
253-267 A global perspective of P/E ratio determinants: The case of ADRs by Nikbakht, Ehsan & Polat, Celaleddin [Downloadable! (restricted)]
269-277 A note on accounting exposure and the value of multinational corporations by Martin, Anna D. & Madura, Jeff & Akhigbe, Aigbe [Downloadable! (restricted)]
1998, Volume 9, Issue 1 0 |1 Access
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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 .