Applied Financial Economics

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For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:taf:apfiec

2009, Volume 19, Issue 22

• 1767-1778 Earnings management practices among growth and value firms
  by Pawan Madhogarhia & Ninon Sutton & Theodor Kohers [Downloadable! (restricted)]
• 1779-1785 Oops, we should have diversified!
  by Shamila Jayasuriya & William Shambora [Downloadable! (restricted)]
• 1787-1802 The impact of foreign equity investment flows on global linkages of the Asian emerging equity markets
  by Sunil Poshakwale & Chandra Thapa [Downloadable! (restricted)]
• 1803-1812 Transfiguration of the foreign exchange market since the Euro introduction
  by Liu Zhentao & Kazumi Asako [Downloadable! (restricted)]
• 1813-1824 Interest-rate risk factor and stock returns: a time-varying factor-loadings model
  by Peng Huang & C. James Hueng [Downloadable! (restricted)]
• 1825-1846 Using the artificial neural network to assess bank credit risk: a case study of Indonesia
  by Maximilian Hall & Dadang Muljawan & Lolita Moorena [Downloadable! (restricted)]

• 1687-1696 Ownership structure and the likelihood of financial distress in the Netherlands
  by Han Donker & Bernard Santen & Saif Zahir [Downloadable! (restricted)]
• 1697-1704 Output versus salient impact in financial economics
  by Rose Prasad & S. Benjamin Prasad [Downloadable! (restricted)]
• 1705-1714 An analysis of the price dynamics between the Turkish and the international paintings markets
  by Erdal Atukeren & Aylin Seckin [Downloadable! (restricted)]
• 1715-1736 The dual-tranche offer mechanism in Hong Kong and the characteristics of IPO subscription demand and initial return levels
  by Paul McGuinness [Downloadable! (restricted)]
• 1737-1752 Trading volume and information asymmetry: routine versus nonroutine earnings announcements in Australia
  by Thusitha Mahipala & Howard Chan & Robert Faff [Downloadable! (restricted)]
• 1753-1760 The ex-interest behaviour of UK gilt prices
  by Lynn Hodgkinson & Jo Wells [Downloadable! (restricted)]
• 1761-1766 Multiperiod dynamic investment for a generalized situation
  by Hung-Hsi Huang & David Jou [Downloadable! (restricted)]

• 1605-1610 Seasonality in stock returns
  by Eric Bentzen [Downloadable! (restricted)]
• 1611-1624 Firms' investment under financial constraints: a euro area investigation
  by Rozalia Pal & Roman Kozhan [Downloadable! (restricted)]
• 1625-1648 Liberalization of capital controls and interest rates restrictions in the EU-15: did it affect economic growth?
  by Diego Romero-Avila [Downloadable! (restricted)]
• 1649-1659 Herding behaviour in strategic asset allocations: new approaches on quantitative and intertemporal imitation
  by Laura Andreu & Cristina Ortiz & Jose Luis Sarto [Downloadable! (restricted)]
• 1661-1674 Competitive investors, trade timing and price discovery
  by Jung-Juei Lee & Lon-Ping Zu & Ming-Chang Wang & Chau-Jung Kuo [Downloadable! (restricted)]
• 1675-1685 NYSE Rule 80A restrictions on index arbitrage and market linkage
  by A. Tolga Ergun [Downloadable! (restricted)]

• 1523-1530 Takeovers of newly public targets
  by Aigbe Akhigbe & Surendranath Jory & Jeff Madura [Downloadable! (restricted)]
• 1531-1546 Efficiency of transition banks: inter-country banking industry trends
  by Karligash Kenjegalieva & Richard Simper & Thomas Weyman-Jones [Downloadable! (restricted)]
• 1547-1557 Pricing of liquidity risk: empirical evidence from Finland
  by Mika Vaihekoski [Downloadable! (restricted)]
• 1559-1571 Stock portfolio selection with full-scale optimization and differential evolution
  by Bjorn Hagstromer & Jane Binner [Downloadable! (restricted)]
• 1573-1579 Idiosyncratic volatility and security returns: Australian evidence
  by Bernard Bollen & Anthony Skotnicki & Madhu Veeraraghavan [Downloadable! (restricted)]
• 1581-1593 Board structure, ownership structure and firm performance: evidence from banking
  by Mohamed Belkhir [Downloadable! (restricted)]
• 1595-1604 Spillovers and correlations between US and major European stock markets: the role of the euro
  by Christos Savva & Denise Osborn & Len Gill [Downloadable! (restricted)]

• 1439-1452 Is there a puzzle in the failure of venture capital backed portfolio companies?
  by Khaled Abdou & Oscar Varela [Downloadable! (restricted)]
• 1453-1476 Ownership structure and the separation of voting and cash flow rights-evidence from Switzerland
  by Markus Schmid [Downloadable! (restricted)]
• 1477-1485 The value of a merger and its optimal timing
  by Masaya Okawa & Motoh Tsujimura [Downloadable! (restricted)]
• 1487-1496 Market power versus efficient-structure in Arab GCC banking
  by Saeed Al-Muharrami & Kent Matthews [Downloadable! (restricted)]
• 1497-1508 Central bank intervention and exchange rate volatility in Pakistan: an analysis using GARCH-X model
  by Muhammad Kashif Ali Shah & Zulfiqar Hyder & Muhammad Khalid Pervaiz [Downloadable! (restricted)]
• 1509-1521 Spillover effects from London and Frankfurt to Central and Eastern European stock markets
  by Barry Harrison & Winston Moore [Downloadable! (restricted)]
• 1477-1485 The value of a merger and its optimal timing
  by Masaya Okawa & Motoh Tsujimura [Downloadable! (restricted)]

• 1355-1363 The 'other' January effect and the presidential election cycle
  by Ray Sturm [Downloadable! (restricted)]
• 1365-1370 Does pecking order theory explain leverage behaviour in Pakistan?
  by Muhammad Azeem Qureshi [Downloadable! (restricted)]
• 1371-1381 Realized betas and the cross-section of expected returns
  by Claudio Morana [Downloadable! (restricted)]
• 1383-1390 Myopic loss aversion, bond returns and the equity premium puzzle
  by Philip Jagd & Jakob Madsen [Downloadable! (restricted)]
• 1391-1399 Order imbalance, market returns and volatility: evidence from Thailand during the Asian crisis
  by Nuttawat Visaltanachoti & Robin Luo [Downloadable! (restricted)]
• 1401-1416 Price calibration and hedging of correlation dependent credit derivatives using a structural model with α-stable distributions
  by Jochen Papenbrock & Svetlozar Rachev & Markus Hochstotter & Frank Fabozzi [Downloadable! (restricted)]
• 1417-1432 Central bank intervention and foreign exchange markets
  by Dave Seerattan & Nicola Spagnolo [Downloadable! (restricted)]
• 1433-1438 Do the financial statements of intangible-intensive companies hold less information content for investors?
  by Ian Fraser & Heather Tarbert & Kai Hong Tee [Downloadable! (restricted)]

• 1269-1281 Idiosyncratic volatility and stock returns: a cross country analysis
  by Kuntara Pukthuanthong-Le & Nuttawat Visaltanachoti [Downloadable! (restricted)]
• 1283-1293 Corporate social responsibility and stock market performance
  by Leonardo Becchetti & Rocco Ciciretti [Downloadable! (restricted)]
• 1295-1304 Decisions of domestic equity fund investors: determinants and search costs
  by Luis Ferruz & Cristina Ortiz & Jose Sarto [Downloadable! (restricted)]
• 1305-1316 Modelling skewness and elongation in financial returns: the case of exchange-traded funds
  by Sanjiv Jaggia & Alison Kelly-Hawke [Downloadable! (restricted)]
• 1317-1328 Efficiency and productivity of Greek banks in the EMU era
  by Georgios Chortareas & Claudia Girardone & Alexia Ventouri [Downloadable! (restricted)]
• 1329-1343 Essay in dividend modelling and forecasting: does nonlinearity help?
  by Fredj Jawadi [Downloadable! (restricted)]
• 1345-1354 Pragmatic problems in using beta for managerial finance applications
  by Elvan Aktas & Wm McDaniel [Downloadable! (restricted)]

• 1187-1196 Equities, liquidity and consumption: does the stock market matter?
  by Sohrab Abizadeh & Dennis Ng [Downloadable! (restricted)]
• 1197-1211 Common volatility across Latin American foreign exchange markets
  by Isabel Ruiz [Downloadable! (restricted)]
• 1213-1221 Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics?
  by Ben Marshall & Sun Qian & Martin Young [Downloadable! (restricted)]
• 1223-1237 A nonparametric general equilibrium estimation of covered interest rate arbitrage for western European countries during the pre-euro period: a behavioural perspective
  by Hsiou-Wei Lin & Yun Chiang Tai [Downloadable! (restricted)]
• 1239-1255 Intraday characteristics of stock price crashes
  by Manuel Ammann & Stephan Markus Kessler [Downloadable! (restricted)]
• 1257-1268 An empirical extension of Rock's IPO underpricing model to three distinct groups of investors
  by Anna Vong & Duarte Trigueiros [Downloadable! (restricted)]

• 1103-1115 Intraday evidence of the informational efficiency of the yen/dollar exchange rate
  by Kentaro Iwatsubo & Yoshihiro Kitamura [Downloadable! (restricted)]
• 1117-1129 Monetary models of exchange rates and sweep programs
  by Rakesh Bissoondeeal & Jane Binner & Thomas Elger [Downloadable! (restricted)]
• 1131-1142 The predictive power of the term spread revisited: a change in the sign of the predictive relationship
  by Javier Gomez-Biscarri [Downloadable! (restricted)]
• 1143-1157 Macroeconomic considerations in regional reserve pooling
  by Leong Fee Wan & Yen Li Chee [Downloadable! (restricted)]
• 1159-1162 Optimal modelling frequency for foreign exchange volatility forecasting
  by Vincent Hooper & Jonathan Reeves & Xuan Xie [Downloadable! (restricted)]
• 1163-1170 Optimal market indices using value-at-risk: a first empirical approach for three stock markets
  by Jordi Andreu & Salvador Torra [Downloadable! (restricted)]
• 1171-1186 A study of the predictive performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange: sensitivity analysis and implications for weak-form market efficiency testing
  by Alexandros Milionis & Evangelia Papanagiotou [Downloadable! (restricted)]

• 1019-1028 Extreme dependence in the NASDAQ and S&P 500 composite indexes
  by John Galbraith & Serguei Zernov [Downloadable! (restricted)]
• 1029-1041 The size and composition of corporate boards in Hong Kong, Malaysia and Singapore
  by Richard Heaney [Downloadable! (restricted)]
• 1043-1057 Capital market integration: evidence from the G7 countries
  by David Morelli [Downloadable! (restricted)]
• 1059-1072 An out-of-sample comparative analysis of hedging performance of stock index futures: dynamic versus static hedging
  by Ming Jing Yang & Yi-Chuan Lai [Downloadable! (restricted)]
• 1073-1081 Divestitures: wealth transfers or real economic gains?
  by Abdul-Magid Gadad & Andrew Stark & Hardy Thomas [Downloadable! (restricted)]
• 1083-1102 Distribution of extreme changes in Asian currencies: tail index estimates and value-at-risk calculations
  by Raj Aggarwal & Min Qi [Downloadable! (restricted)]

• 935-953 Momentum profits, nonnormality risks and the business cycle
  by Ana-Maria Fuertes & Joëlle Miffre & Wooi-Hou Tan [Downloadable! (restricted)]
• 955-974 Concentrated control and corporate value: a comparative analysis of single and dual class structures in Canada
  by Brian Frederick Smith & Ben Amoako-Adu & Madhu Kalimipalli [Downloadable! (restricted)]
• 975-984 Did capital market convergence lower the effectiveness of monetary policy?
  by Pieter Jansen [Downloadable! (restricted)]
• 985-998 Are the Basel II requirements justified in the presence of structural breaks?
  by Par Sjolander [Downloadable! (restricted)]
• 999-1008 Financial development and economic growth: evidence from transition economies
  by Alexandr Akimov & Albert Wijeweera & Brian Dollery [Downloadable! (restricted)]
• 1009-1017 Evidence on inefficiency of the Euribor option market
  by I.-Doun Kuo & Yueh-Neng Lin [Downloadable! (restricted)]

• 853-868 Systematic liquidity, characteristic liquidity and asset pricing
  by Duong Nguyen & Tribhuvan Puri [Downloadable! (restricted)]
• 869-880 Uncollateralized overnight lending in Canada
  by Scott Hendry & Nadja Kamhi [Downloadable! (restricted)]
• 881-892 Calendar anomolies and stock market volatility in selected Arab stock exchanges
  by Ahmed Kamaly & Eskandar Tooma [Downloadable! (restricted)]
• 893-904 Effect of wind on stock market returns: evidence from European markets
  by Hui-Chu Shu & Mao-Wei Hung [Downloadable! (restricted)]
• 905-916 Volatility changes in drachma exchange rates
  by Patricia Chelley-Steeley & Nikolaos Tsorakidis [Downloadable! (restricted)]
• 917-933 Integration at a cost: evidence from volatility impulse response functions
  by Ekaterini Panopoulou & Theologos Pantelidis [Downloadable! (restricted)]

• 767-777 Highs and lows: a behavioural and technical analysis
  by Bruce Mizrach & Susan Weerts [Downloadable! (restricted)]
• 779-794 Defining the level of abnormal return underperformance that exists for issuers of high-yield bonds
  by David Wolfe [Downloadable! (restricted)]
• 795-808 The myth of executive compensation: do shareholders get what they pay for?
  by Mark Bayless [Downloadable! (restricted)]
• 809-823 Financial liberalization, stock market volatility and outliers in emerging economies
  by Juncal Cunado Eizaguirre & Javier Gomez Biscarri & Fernando Perez de Gracia Hidalgo [Downloadable! (restricted)]
• 825-839 To be good or to be better: asset managers' attitudes towards herding
  by Torben Lutje [Downloadable! (restricted)]
• 841-851 ATM networks and cash usage
  by Heli Snellman & Matti Viren [Downloadable! (restricted)]

• 681-692 Seasonality tests on the Shanghai and Shenzhen stock exchanges: an empirical analysis
  by Asli Ogunc & Srinivas Nippani & Kenneth Washer [Downloadable! (restricted)]
• 693-702 Impact of bond index revisions
  by Wassim Dbouk & Lawrence Kryzanowski [Downloadable! (restricted)]
• 703-717 Corporate ownership and the information content of earnings in Poland
  by Adriana Korczak & Piotr Korczak [Downloadable! (restricted)]
• 719-733 Disaggregating marketplace attitudes toward risk: a contingent-claim-based model
  by Edwin Neave & Jun Yang [Downloadable! (restricted)]
• 735-744 Examining market efficiency for large- and small-capitalization of TOPIX and FTSE stock indices
  by Jui-Cheng Hung & Yen-Hsien Lee & Tung-Yueh Pai [Downloadable! (restricted)]
• 745-752 Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure
  by Victor Pontines & Reza Siregar [Downloadable! (restricted)]
• 753-766 Uncertainty and total factor productivity in the Taiwanese banking industry
  by Cliff Huang & Tsu-Tan Fu [Downloadable! (restricted)]

• 595-610 Momentum trading, disposition effects and prediction of future share prices: an experimental study of multiple reference points in responses to short- and long-run return trends
  by Henrik Svedsater & Niklas Karlsson & Tommy Garling [Downloadable! (restricted)]
• 611-623 Intra-day volatility forecasts
  by David McMillan & Raquel Quiroga Garcia [Downloadable! (restricted)]
• 625-634 Wealth effects to bidding companies from regulatory interventions in the UK
  by Edward Jones & Jonathan Crook [Downloadable! (restricted)]
• 635-645 Valuation effects of new equity issues by banks: evidence from Japan
  by Hiroyuki Aman & Hironobu Miyazaki [Downloadable! (restricted)]
• 647-657 Monetary policy and interest rate rigidity in China
  by M. -H. Liu & D. Margaritis & A. Tourani-Rad [Downloadable! (restricted)]
• 659-667 Cross-ownership, takeover threat and control benefit
  by Daehwan Kim & Taeyoon Sung [Downloadable! (restricted)]
• 669-680 Partial auction, pricing information and price adjustment in the IPO's aftermarket: an empirical study of TAIEX-listing firms
  by Gili Yen & Ching-Lung Chen [Downloadable! (restricted)]

• 509-525 Industry-level stock returns volatility and aggregate economic activity in Australia
  by Md. Arifur Rahman [Downloadable! (restricted)]
• 527-537 Investment success and the value of investment opportunities: evidence from the biotech industry
  by Bixia Xu [Downloadable! (restricted)]
• 539-550 Explaining the US bond yield conundrum
  by Harm Bandholz & Jorg Clostermann & Franz Seitz [Downloadable! (restricted)]
• 551-562 Dividends, earnings volatility and information
  by Ben Howatt & Richard Zuber & John Gandar & Reinhold Lamb [Downloadable! (restricted)]
• 563-574 An empirical study of Taiwan's bond market based on the nonlinear dynamic model
  by Chi-Wei Su [Downloadable! (restricted)]
• 575-594 The benefits and obstacles of internet-based Commercial Paper issuance in Europe-a survey
  by Andreas Trauten & Thomas Langer [Downloadable! (restricted)]

• 427-432 On tests of the conditional relationship between beta and returns
  by Ian Cooper [Downloadable! (restricted)]
• 433-438 Extreme equity valuation ratios and stock market investments
  by Andreas Reschreiter [Downloadable! (restricted)]
• 439-443 Testing for causality in the transmission of Eurodollar and US interest rates
  by Richard Ajayi & Apostolos Serletis [Downloadable! (restricted)]
• 445-462 Pricing efficiency of the 3-month KLIBOR futures contracts: an empirical analysis
  by Marina Abdul Razak & Obiyathulla Ismath Bacha [Downloadable! (restricted)]
• 463-488 What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model
  by Massimo Guidolin & Stuart Hyde [Downloadable! (restricted)]
• 489-507 Macroeconomic and market determinants of interest rate spreads in low- and middle-income countries
  by David Tennant & Abiodun Folawewo [Downloadable! (restricted)]

• 339-345 NASDAQ-listed European and Asia Pacific ADRs: does market-timing affect long-term performance?
  by Mark Schaub [Downloadable! (restricted)]
• 347-355 Nonlinear mean reversion in the G7 stock markets
  by Hyeongwoo Kim & Liliana Stern & Michael Stern [Downloadable! (restricted)]
• 357-369 Anger, sadness and bear markets
  by Robert Durand & Marta Simon & Alex Szimayer [Downloadable! (restricted)]
• 371-377 Distribution switching of stock returns: international evidence
  by Kosei Fukuda [Downloadable! (restricted)]
• 379-395 A value-at-risk approach with kernel estimator
  by Alex YiHou Huang [Downloadable! (restricted)]
• 397-407 The operating performance of preferred stock issuers
  by Hongbok Lee & Don Johnson [Downloadable! (restricted)]
• 409-426 Russian financial crisis, US financial stock returns and the IMF
  by M. Humayun Kabir & M. Kabir Hassan [Downloadable! (restricted)]

• 257-272 Semiparametric estimation of asset pricing kernel
  by Jun Yang [Downloadable! (restricted)]
• 273-290 Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets
  by Qing Xu & Xiao-Ming Li [Downloadable! (restricted)]
• 291-303 Crude oil shocks and stock market returns
  by Babatunde Olatunji Odusami [Downloadable! (restricted)]
• 305-318 Modelling the longitudinal properties of financial ratios
  by Stuart McLeay & Maxwell Stevenson [Downloadable! (restricted)]
• 319-326 Earnings announcement timing and earnings management
  by Ho-Young Lee & Myungsoo Son [Downloadable! (restricted)]
• 327-337 Backtesting the tail risk of VaR in holding US dollar
  by W. K. Wong [Downloadable! (restricted)]

• 175-182 Regime changes in sub-prime margins under the US housing bubble
  by Camilo Sarmiento [Downloadable! (restricted)]
• 183-190 A duration analysis of the time from prospectus to listing for Australian initial public offerings
  by Robert Brooks & Tim Fry & William Dimovski & Sandra Mihajilo [Downloadable! (restricted)]
• 191-202 Evaluating cost and profit efficiency: a comparison of parametric and nonparametric methodologies
  by Manthos Delis & Anastasia Koutsomanoli-Fillipaki & Christos Staikouras & Gerogiannaki Katerina [Downloadable! (restricted)]
• 203-212 Does options listing impact on the time-varying risk characteristics of the underlying stocks? Evidence from NYSE stocks listed on the CBOE
  by Khelifa Mazouz & Michael Bowe [Downloadable! (restricted)]
• 213-225 Changing credit rating standards in the UK: empirical evidence from 1999 to 2004
  by Eleimon Gonis & Peter Taylor [Downloadable! (restricted)]
• 227-256 The valuation of special purpose vehicles by issuing structured credit-linked notes
  by Chia-Chien Chang & Chou-Wen Wang & Szu-Lang Liao [Downloadable! (restricted)]

• 87-97 Hedging with weather derivatives: a role for options in reducing basis risk
  by Mark Manfredo & Timothy Richards [Downloadable! (restricted)]
• 99-110 The stock market and the Fed
  by Fabrizio Mattesini & Leonardo Becchetti [Downloadable! (restricted)]
• 111-119 Can macroeconomic variables explain long-term stock market movements? A comparison of the US and Japan
  by Andreas Humpe & Peter Macmillan [Downloadable! (restricted)]
• 121-134 Structural breaks in the real exchange rate adjustment mechanism
  by Laurence Copeland & Saeed Heravi [Downloadable! (restricted)]
• 135-146 The effect of group affiliation on the risk-taking of Japanese firms
  by Pascal Nguyen & Sophie Nivoix [Downloadable! (restricted)]
• 147-155 Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests
  by Kian-Ping Lim & Robert Brooks [Downloadable! (restricted)]
• 157-174 The equity premium puzzle and the ex post bias
  by Jakob Madsen & Ratbek Dzhumashev [Downloadable! (restricted)]

• 1-15 The relative contribution of conditional mean and volatility in bivariate returns to international stock market indices
  by Kirt Butler & Katsushi Okada [Downloadable! (restricted)]
• 17-25 American depository receipts and calendar anomalies
  by Janie Casello Bouges & Ravi Jain & Yash Puri [Downloadable! (restricted)]
• 27-38 Do Australian hedge fund managers possess timing abilities?
  by Viet Do & Robert Faff & Madhu Veeraraghavan [Downloadable! (restricted)]
• 39-57 Monetary policy implementation and the Euro area money market
  by Julius Moschitz [Downloadable! (restricted)]
• 59-72 Strategic auditor switch and financial distress prediction-empirical findings from the TSE-listed firms
  by Ching-Lung Chen & Gili Yen & Fu-Hsing Chang [Downloadable! (restricted)]
• 73-85 Performance measures: advantages of linear risk penalization
  by Luis Ferruz & Maria Vargas & Fernando Gomez-Bezares [Downloadable! (restricted)]

• 1681-1695 A new perspective on financial anomalies in emerging markets: the case of China
  by Zhichao Zhang & Wai Sun & Hua Wang [Downloadable! (restricted)]
• 1697-1707 Effect of intervalling and skewness on portfolio selection in developed and developing markets
  by Chun-Hao Chang & Brice Dupoyet & Arun Prakash [Downloadable! (restricted)]
• 1709-1720 Causality-in-variance and causality-in-mean among European government bond markets
  by Guangzhong Li & James Refalo & Lifan Wu [Downloadable! (restricted)]
• 1721-1737 Family ownership and the cost of under-diversification
  by Richard Heaney & Martin Holmen [Downloadable! (restricted)]
• 1739-1753 Deflator selection and generalized linear modelling in market-based regression analyses
  by Changbao Wu & Bixia Xu [Downloadable! (restricted)]
• 1755-1764 Aggregate hedge funds' flows and returns
  by Andrea Beltratti & Claudio Morana [Downloadable! (restricted)]

• 1597-1611 Long-horizon yield curve projections: comparison of semi-parametric and parametric approaches
  by Ken Nyholm & Riccardo Rebonato [Downloadable! (restricted)]
• 1613-1622 European mezzanine
  by Martijn de Ruijter Korver & Steven Ongena [Downloadable! (restricted)]
• 1623-1633 Relationship between downside risk and return: new evidence through a multiscaling approach
  by Don Galagedera & Elizabeth Maharaj & Robert Brooks [Downloadable! (restricted)]
• 1635-1646 Optimum allocation of weights to assets in a portfolio: the case of nominal annualization versus effective annualization of returns
  by Chun-Hao Chang & Brice DuPoyet & Arun Prakash [Downloadable! (restricted)]
• 1647-1656 The concentration of creditors: evidence from small businesses
  by Liang Han & David Storey & Stuart Fraser [Downloadable! (restricted)]
• 1657-1665 The impact of lifting the short-sale price restriction on volatility and liquidity in Taiwan
  by Ching-Chung Lin [Downloadable! (restricted)]
• 1667-1680 The risk premiums of the four-factor asset pricing model in the Hong Kong stock market
  by Keith Lam & Frank Li [Downloadable! (restricted)]

• 1515-1532 The performance of moving average rules in emerging stock markets
  by S. G. M. Fifield & D. M. Power & D. G. S. Knipe [Downloadable! (restricted)]
• 1533-1537 Are there threshold effects in the stock price-dividend relation? The case of the US stock market, 1871-2004
  by Vicente Esteve & Maria Prats [Downloadable! (restricted)]
• 1539-1547 An examination of IPO underpricing in the growth enterprise market of Hong Kong
  by Anna Vong & N. Zhao [Downloadable! (restricted)]
• 1549-1560 Evidence on growth and financial development using principal components
  by Karima Saci & Ken Holden [Downloadable! (restricted)]
• 1561-1567 Pricing futures options with basis risk: evidence from S&P 500 futures options
  by Chou-Wen Wang & Ting-Yi Wu [Downloadable! (restricted)]
• 1569-1580 Athens' Olympic Games 2004 impact on sponsors' stock returns
  by Aristeidis Samitas & Dimitris Kenourgios & Peter Zounis [Downloadable! (restricted)]
• 1581-1595 Deregulation, ownership and profit performance of banks: evidence from India
  by Rudra Sensarma [Downloadable! (restricted)]

• 1441-1450 Institutional flows and equity style diversification
  by John Gallo & Chanwit Phengpis & Peggy Swanson [Downloadable! (restricted)]
• 1451-1463 Diversification prospects in Middle East and North Africa (MENA) equity markets: a synthesis and an update
  by Olasupo Olusi & Haikal Abdul-Majid [Downloadable! (restricted)]
• 1465-1474 The value of stability ratings to the Canadian income trust market
  by H. Semih Yildirim & Prem Mathew & Priscilla Neeliah-Chinniah [Downloadable! (restricted)]
• 1475-1480 Intraday stock returns and performance of a simple market model
  by Elvan Aktas [Downloadable! (restricted)]
• 1481-1488 Post-Bretton Woods evidence on PPP under different exchange rate regimes
  by Rakesh Bissoondeeal [Downloadable! (restricted)]
• 1489-1499 Dynamic causality between intraday return and order imbalance in NASDAQ speculative top gainers
  by YongChern Su & HanChing Huang [Downloadable! (restricted)]
• 1501-1513 Modelling cross-sectional profitability and capital intensity using panel corrected significance tests
  by Jason Hecht [Downloadable! (restricted)]

• 1363-1378 The quiet period is making noise again
  by Michael Highfield & Patrick Lach & Larry White [Downloadable! (restricted)]
• 1379-1389 Empirical evidence on feedback trading in mature and emerging stock markets
  by Martin Bohl & Pierre Siklos [Downloadable! (restricted)]
• 1391-1400 Macro shocks and the Japanese stock market
  by Ying Huang & Feng Guo [Downloadable! (restricted)]
• 1401-1410 Long-run and short-run relationship between the main stock indexes: evidence from the Athens stock exchange
  by Theophano Patra & Sunil Poshakwale [Downloadable! (restricted)]
• 1411-1423 Merger momentum and market valuations: the UK evidence
  by Antonios Antoniou & Jie Guo & Dimitris Petmezas [Downloadable! (restricted)]
• 1425-1440 Fundamental uncertainty and stock market volatility
  by Ivo Arnold & Evert Vrugt [Downloadable! (restricted)]

• 1277-1287 The MSCI-Canada index rebalancing and excess comovement
  by J. Coakley & P. Kougoulis & J. C. Nankervis [Downloadable! (restricted)]
• 1289-1302 Empirical distributions of stock returns: Paris stock market, 1980-2003
  by Stella Kanellopoulou & Epaminondas Panas [Downloadable! (restricted)]
• 1303-1317 The impact of rational and irrational sentiments of individual and institutional investors on DJIA and S&P500 index returns
  by Rahul Verma & Hasan Baklaci & Gokce Soydemir [Downloadable! (restricted)]
• 1319-1331 Do Spanish mutual fund managers use public and private information correctly? Use of information in mutual fund management
  by Luis Ferruz & Javier Nievas & Maria Vargas [Downloadable! (restricted)]
• 1333-1341 The relationship between stock return volatility and trading volume: the case of the Philippines
  by Manabu Asai & Angelo Unite [Downloadable! (restricted)]
• 1343-1350 The co-movement of stock prices, herd behaviour and high-tech mania
  by Wen-Chung Guo & Hsiu-Ting Shih [Downloadable! (restricted)]
• 1351-1361 Closing inefficient affiliates: evidence from Korean conglomerates
  by Heechul Min & Wook Sohn [Downloadable! (restricted)]

• 1193-1200 International transmissions in US-Japanese stock markets
  by Youta Ishii [Downloadable! (restricted)]
• 1201-1208 Estimating stock market volatility using asymmetric GARCH models
  by Dima Alberg & Haim Shalit & Rami Yosef [Downloadable! (restricted)]
• 1209-1220 The impact of unsecured debt on financial pressure among British households
  by Ana del Rio & Garry Young [Downloadable! (restricted)]
• 1221-1231 Nonlinear adjustment of investors' holding periods for common stocks in the presence of unobserved transactions costs: evidence from the UK equity market
  by V. Boinet & A. Gregoriou & C. Ioannidis [Downloadable! (restricted)]
• 1233-1246 Degree of market imperfections: evidence from four Asian index futures markets
  by Janchung Wang [Downloadable! (restricted)]
• 1247-1262 Simulating convertible bond arbitrage portfolios
  by Mark Hutchinson & Liam Gallagher [Downloadable! (restricted)]
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This page was last updated on 2009-11-8.