Applied Financial Economics

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2005, Volume 15, Issue 1

• 31-42 The stock market impact of German reunification: international evidence
  by Robert D. Brooks & Robert W. Faff & David L. Sokulsky [Downloadable! (restricted)]
• 43-51 A simple graphical method to explore tail-dependence in stock-return pairs
  by Klaus Abberger [Downloadable! (restricted)]
• 53-61 Price limits and overreaction in the Athens stock exchange
  by George P Diacogiannis & Nikolaos Patsalis & Nickolaos V. Tsangarakis & Emanuel D. Tsiritakis [Downloadable! (restricted)]
• 63-71 Seasonality in stock returns: evidence from an emerging market
  by Khalid Al-Saad & Imad A. Moosa [Downloadable! (restricted)]

• 1281-1289 The Mib30 index and futures relationship: econometric analysis and implications for hedging
  by Francesco Pattarin & Riccardo Ferretti [Downloadable! (restricted)]
• 1291-1305 The role of hostile takeovers in corporate governance
  by Rajeeva Sinha [Downloadable! (restricted)]
• 1307-1311 Excess volatility in the US stock market: evidence to the contrary
  by Samih Antoine Azar [Downloadable! (restricted)]
• 1313-1318 Components of volatility and their empirical measures: a note
  by Dipankor Coondoo & Paramita Mukherjee [Downloadable! (restricted)]
• 1319-1324 Linking profits to asset-liability management of domestic and foreign banks in the UK
  by Kyriaki Kosmidou & Fotios Pasiouras & Jordan Floropoulos [Downloadable! (restricted)]
• 1325-1331 Joint venture investments and the market value of the firm
  by Edward Jones & Jo Danbolt [Downloadable! (restricted)]
• 1333-1342 Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model
  by Stavros Degiannakis [Downloadable! (restricted)]
• 1343-1350 The New Market effect on return and volatility of Spanish stock indexes
  by Juan Ángel Lafuente & Jesús Ruiz [Downloadable! (restricted)]

• 1211-1217 The transmission of shocks across real estate investment trust (REIT) markets
  by James E. Payne & Hassan Mohammadi [Downloadable! (restricted)]
• 1219-1224 The value relevance of accounting and financial information: panel data evidence
  by Samy Ben Naceur & Mohamed Goaied [Downloadable! (restricted)]
• 1225-1231 Portfolio diversification: alive and well in Euro-land!
  by Kpate Adjaouté & Jean-Pierre Danthine [Downloadable! (restricted)]
• 1233-1238 Stakeholder representation on the boards of Australian initial public offerings
  by Bill Dimovski & Robert Brooks [Downloadable! (restricted)]
• 1239-1252 Multi-bank loan pool contracts: enhancing the profitability of small commercial banks
  by Andreas Gintschel & Andreas Hackethal [Downloadable! (restricted)]
• 1253-1268 International portfolio diversification to Central European stock markets
  by Theodore Syriopoulos [Downloadable! (restricted)]
• 1269-1279 How short-termed is the trading behaviour in Eurex futures markets?
  by Gregor Dorfleitner [Downloadable! (restricted)]

• 1137-1149 Cross-border banking and transmission mechanisms in Europe: evidence from German data
  by Claudia M. Buch [Downloadable! (restricted)]
• 1151-1165 Acquisitions of private targets: the unique shareholder wealth implications
  by Ninon Kohers [Downloadable! (restricted)]
• 1167-1180 Correlations, integration and Hansen-Jagannathan bounds
  by Vanitha Ragunathan & Robert W. Faff & Robert D. Brooks [Downloadable! (restricted)]
• 1181-1185 Exchange rate adjustment and output in Greece and Cyprus: evidence from panel data
  by Kamal P. Upadhyaya & Franklin G. Mixon & Rabindra Bhandari [Downloadable! (restricted)]
• 1187-1196 The Greek implied volatility index: construction and properties
  by George Skiadopoulos [Downloadable! (restricted)]
• 1197-1210 The informational role of option trading volume in the S&P 500 futures options markets
  by Ghulam Sarwar [Downloadable! (restricted)]

• 1059-1066 Market timing effects on the investment performance of Asia-Pacific and European ADRs listed on the New York stock exchange
  by Mark Schaub [Downloadable! (restricted)]
• 1067-1073 Maximizing futures returns using fixed fraction asset allocation
  by John A. Anderson & Robert W. Faff [Downloadable! (restricted)]
• 1075-1085 Options trading profits from correlation forecasts
  by James Chong [Downloadable! (restricted)]
• 1087-1095 Statistical properties of volatility in fractal dimensions and probability distribution among six stock markets
  by Hai-Chin Yu & Ming-Chang Huang [Downloadable! (restricted)]
• 1097-1103 Impact of export earnings fluctuation on capital formation: evidence from four SADC countries
  by Peter Karungu & Yohane Khamfula [Downloadable! (restricted)]
• 1105-1110 SARS: a non-event for affected countries' stock markets?
  by Srinivas Nippani & Kenneth M. Washer [Downloadable! (restricted)]
• 1111-1124 Do equity investments affect banks' profitability? Evidence from OECD countries
  by Francisco González [Downloadable! (restricted)]
• 1125-1136 Hedge ratios in Greek stock index futures market
  by Christos Floros & Dimitrios V. Vougas [Downloadable! (restricted)]

• 981-989 Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market
  by Guglielmo Maria Caporale & Nikolaos Philippas & Nikitas Pittis [Downloadable! (restricted)]
• 991-1004 Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts
  by Paresh Kumar Narayan & Russell Smyth [Downloadable! (restricted)]
• 1005-1016 The impact of environmental risk on the UK banking sector
  by George McKenzie & Simon Wolfe [Downloadable! (restricted)]
• 1017-1025 Appropriate lag specification for daily responses of international stock markets
  by Yoshiro Tsutsui & Kenjiro Hirayama [Downloadable! (restricted)]
• 1027-1034 Sources of contrarian profits and return predictability in emerging markets
  by Emilios C. Galariotis [Downloadable! (restricted)]
• 1035-1043 Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia
  by Dimitar Tonchev & Tae-Hwan Kim [Downloadable! (restricted)]
• 1045-1058 Volatility transmission across the term structure of swap markets: international evidence
  by Pilar Abad & Alfonso Novales [Downloadable! (restricted)]

• 909-913 Trading collar, intraday periodicity and stock market volatility
  by Satheesh V. Aradhyula & A. Tolga Ergün [Downloadable! (restricted)]
• 915-922 On the long memory properties of emerging capital markets: evidence from Istanbul stock exchange
  by Rehim Kili&art1; [Downloadable! (restricted)]
• 923-936 Bid-ask spreads in commodity futures markets
  by Henry L. Bryant & Michael S. Haigh [Downloadable! (restricted)]
• 937-943 Shrunken earnings predictions are better predictions
  by Manfred Keil & Gary Smith & Margaret H. Smith [Downloadable! (restricted)]
• 945-952 Time-varying risk components in the single-factor market model: an exact most powerful invariant test
  by Philip A. Shively [Downloadable! (restricted)]
• 953-962 Efficient estimation and testing of oil futures contracts in a mutual offset system
  by M. McAleer & J. M. Sequeira [Downloadable! (restricted)]
• 963-973 Simple and extended Kalman filters: an application to term structures of commodity prices
  by Delphine Lautier & Alain Galli [Downloadable! (restricted)]
• 975-979 Serial correlation in the returns of UK capitalization based portfolios
  by P. Chelley-Steeley [Downloadable! (restricted)]

• 835-845 Strategic competition in the banking industry
  by Melvin Ayogu & Hashem Dezhbakhsh [Downloadable! (restricted)]
• 847-857 Partial acquisitions, corporate control, and performance
  by Aigbe Akhigbe & Jeff Madura & Carolyn Spencer [Downloadable! (restricted)]
• 859-873 Day-of-the-week effects: New Zealand bank bills, 1985-2000
  by Stephen P. Keef & Melvin L. Roush [Downloadable! (restricted)]
• 875-883 Implied asset value distributions
  by Gunter Löffler [Downloadable! (restricted)]
• 885-893 Exchange rate uncertainty, UK trade and the euro
  by Charalambos Pattichis & Chongcheul Cheong & Tesfa Mehari & Leighton Vaughan Williams [Downloadable! (restricted)]
• 895-907 Long run trends and volatility spillovers in daily exchange rates
  by Angela J. Black & David G. McMillan [Downloadable! (restricted)]

• 761-771 The information content of interest rate futures and time-varying risk premia
  by Sotiris K. Staikouras [Downloadable! (restricted)]
• 773-778 Funding new ventures: some strategies for raising early finance
  by Rajeev K. Goel & Iftekhar Hasan [Downloadable! (restricted)]
• 779-784 Deviations from PPP and UIP in a financially open economy: the Turkish evidence
  by Erdal Özmen & Aysun Gökcan [Downloadable! (restricted)]
• 785-797 The Chinese stock exchange market: operations and efficiency
  by H. R. Seddighi & W. Nian [Downloadable! (restricted)]
• 799-808 Manipulation of the Bund futures market
  by Sami Järvinen & Jari Käppi [Downloadable! (restricted)]
• 809-822 Offering price clusters and underpricing in the US primary market
  by Kevin C. H. Chiang & T. Harikumar [Downloadable! (restricted)]
• 823-833 Selective asymmetric intervention and sterilization
  by John A. Carlson & Melody Lo [Downloadable! (restricted)]

• 687-696 Financial conglomeration: efficiency, productivity and strategic drive
  by Barbara Casu & Claudia Girardone [Downloadable! (restricted)]
• 697-705 Sources of exchange rate fluctuations: empirical evidence from six emerging market countries
  by Ibrahim S. Chowdhury [Downloadable! (restricted)]
• 707-716 Downside risk for European equity markets
  by John Cotter [Downloadable! (restricted)]
• 717-729 Volatility and risk estimation with linear and nonlinear methods based on high frequency data
  by Marcel Dettling & Peter Bühlmann [Downloadable! (restricted)]
• 731-741 An empirical analysis of the German long-term interest rate
  by Frank A. G. Den Butter & Pieter W. Jansen [Downloadable! (restricted)]
• 743-749 Valuing callable convertible bonds: a reduced approach
  by F. André-le Pogamp & F. Moraux [Downloadable! (restricted)]
• 751-760 Evaluating the style-based risk model for equity mutual funds investing in Europe
  by Stephanos Papadamou & George Stephanides [Downloadable! (restricted)]

• 611-630 Modelling the composition of personal sector wealth in the UK
  by David Blake [Downloadable! (restricted)]
• 631-644 Investigating performance benchmarks in the context of international trusts: Australian evidence
  by Karen L. Benson & Robert W. Faff [Downloadable! (restricted)]
• 645-650 The equity premium in the long-run
  by Marco Taboga [Downloadable! (restricted)]
• 651-661 Fundamental share prices and aggregate real output
  by Nicolaas Groenewold [Downloadable! (restricted)]
• 663-669 Diversification versus specialization: an event study of M&As in the European banking industry
  by Laetitia Lepetit & Stéphanie Patry & Philippe Rous [Downloadable! (restricted)]
• 671-679 A re-examination of variance-ratio test of random walks in foreign exchange rates
  by Yuanchen Chang [Downloadable! (restricted)]
• 681-686 Efficiency of Indian commercial banks during the reform period
  by K. R. Shanmugam & A. Das [Downloadable! (restricted)]

• 537-554 Fertility, human capital, and macroeconomic performance: long-term interactions and short-run dynamics
  by A. F. Darrat & D. A. Yousef [Downloadable! (restricted)]
• 555-576 The impact of wealth on consumption and retirement behaviour in the UK
  by David Blake [Downloadable! (restricted)]
• 577-589 A re-examination of Wagner's law for ten countries based on cointegration and error-correction modelling techniques
  by Tsangyao Chang & WenRong Liu & Steven B. Caudill [Downloadable! (restricted)]
• 591-597 The relationship between risk and capital in Swiss commercial banks: a panel study
  by Robert Bichsel & Jürg Blum [Downloadable! (restricted)]
• 599-610 Impact of operating and balance sheet performance of Japanese international banks on bank safety levels and risk ratings
  by J. Evans & J. Simpson & A. A. Mahate & R. Evans [Downloadable! (restricted)]

• 461-476 Do high-tech stock prices revert to their 'fundamental' value?
  by Leonardo Becchetti & Fabrizio Adriani [Downloadable! (restricted)]
• 477-484 Why do US banks borrow from the Fed? A fresh look at the 'reluctance' phenomenon
  by Ali F. Darrat & Khaled Elkhal & Gaurango Banerjee & Maosen Zhong [Downloadable! (restricted)]
• 485-496 Bank acquisitions of security firms: the early evidence
  by Aigbe Akhigbe & Jeff Madura [Downloadable! (restricted)]
• 497-505 The foreign exchange exposure of capital structure: the 1997 Asian crises revisited
  by Tsung-Wu Ho [Downloadable! (restricted)]
• 507-515 Does deregulation make markets more competitive? Evidence of mark-ups in Spanish savings banks
  by Subal C. Kumbhakar & Ana Lozano-Vivas [Downloadable! (restricted)]
• 517-523 Robust estimates of daily seasonality in the Irish equity market
  by Brian M. Lucey [Downloadable! (restricted)]
• 525-536 Information sensitivity of high tech industries: evidence from merger announcements
  by N. Kohers & T. Kohers [Downloadable! (restricted)]

• 375-383 Long range dependence in daily stock returns
  by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable! (restricted)]
• 385-396 Expiration day effects of index futures and options: evidence from a market with a long settlement period
  by Per Alkebäck & Niclas Hagelin [Downloadable! (restricted)]
• 397-402 Returns on negative beta securities: implications for the empirical SML
  by Dale O. Cloninger & Edward R. Waller & Yvette Bendeck & Lee Revere [Downloadable! (restricted)]
• 403-411 Exchange-rate uncertainty and workers' remittances
  by Matthew L. Higgins & Alketa Hysenbegasi & Susan Pozo [Downloadable! (restricted)]
• 413-420 Censoring and its impact on multivariate testing of the Capital Asset Pricing Model
  by Robert D. Brooks & Robert W. Faff & Tim R. L. Fry & Emma Newton [Downloadable! (restricted)]
• 421-428 Commercial bank entry into equity IPO underwriting: modern evidence
  by Nancy L. Beneda & Ik-Whan G. Kwon [Downloadable! (restricted)]
• 429-441 A capital adequacy framework for Islamic banks: the need to reconcile depositors' risk aversion with managers' risk taking
  by Dadang Muljawan & Humayon A. Dar & Maximilian J. B. Hall [Downloadable! (restricted)]
• 443-446 Don't lose sleep on it: a re-examination of the daylight savings time anomaly
  by Reinhold P. Lamb & Richard A. Zuber & John M. Gandar [Downloadable! (restricted)]
• 447-456 Firm-level return dispersion and correlation asymmetry: challenges for portfolio diversification
  by Riza Demirer & Donald Lien [Downloadable! (restricted)]
• 457-460 Analysing long memory and volatility of returns in the Athens stock exchange
  by Dimitrios V. Vougas [Downloadable! (restricted)]

• 299-311 Subjective discount functions - an experimental approach
  by Uri Benzion & Yochanan Shachmurove & Joseph Yagil [Downloadable! (restricted)]
• 313-325 The volatility impact of the European monetary system on member and non-member currencies
  by Michael Y. Hu & Christine X. Jiang & Christos Tsoukalas [Downloadable! (restricted)]
• 327-335 An examination of financial integration for the group of seven (G7) industrialized countries using an I( 2 ) cointegration model
  by A. Tahai & Robert W. Rutledge & Khondkar E. Karim [Downloadable! (restricted)]
• 337-349 The performance of UK firms acquiring large cross-border and domestic takeover targets
  by M. S. B. Aw & R. A. Chatterjee [Downloadable! (restricted)]
• 351-360 The effect of the Asian financial crisis on the performance of Korean nationwide banks
  by Yongil Jeon & Stephen M. Miller [Downloadable! (restricted)]
• 361-365 Investment in information technology systems and other determinants of bank profitability in the UK
  by Ken Holden & Magdi El-Bannany [Downloadable! (restricted)]
• 367-373 Estimating time-varying risk premia in UK long-term government bonds
  by James M. Steeley [Downloadable! (restricted)]

• 221-231 Short patches of outliers, ARCH and volatility modelling
  by Philip Hans Franses & Dick van Dijk & André Lucas [Downloadable! (restricted)]
• 233-242 Modelling East Asian exchange rates: a Markov-switching approach
  by Guglielmo Maria Caporale & Nicola Spagnolo [Downloadable! (restricted)]
• 243-251 The impact of stock index futures on the Korean stock market
  by Hyun-Jung Ryoo & Graham Smith [Downloadable! (restricted)]
• 253-263 Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility
  by David G. McMillan & Alan E. H. Speight [Downloadable! (restricted)]
• 265-278 The importance of variance stationarity in economic time series modelling. A practical approach
  by Alexandros E. Milionis [Downloadable! (restricted)]
• 279-283 Is there a need for hedging exposure to foreign exchange risk?
  by Imad A. Moosa [Downloadable! (restricted)]
• 285-297 The profitability of daily stock market indices trades based on neural network predictions: case study for the S&P 500, the DAX, the TOPIX and the FTSE in the period 1965-1999
  by Teo Jasic & Douglas Wood [Downloadable! (restricted)]

• 155-163 Further empirical analysis of the time series properties of financial ratios based on a panel data approach
  by David A. Peel & Michael J. Peel & Ioannis A. Venetis [Downloadable! (restricted)]
• 165-177 European stock market dependencies when price changes are unusually large
  by Sebastian Schich [Downloadable! (restricted)]
• 179-194 IPO underpricing in Italy
  by L. Cassia & G. Giudici & S. Paleari & R. Redondi [Downloadable! (restricted)]
• 195-202 Skewness in the conditional distribution of daily equity returns
  by Richard D. F. Harris & C. Coskun Küçüközmen & Fatih Yilmaz [Downloadable! (restricted)]
• 203-208 Monthly and semi-annual seasonality in the Irish equity market 1934-2000
  by Brian M. Lucey & Shane Whelan [Downloadable! (restricted)]
• 209-214 Back to the future: an empirical investigation into the validity of stock index models over time
  by Barbara Summers & Evan Griffiths & Robert Hudson [Downloadable! (restricted)]
• 215-220 Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK
  by A. Gregoriou & A. Kontonikas & N. Tsitsianis [Downloadable! (restricted)]

• 73-82 Identification of corporate distress in UK industrials: a conditional probability analysis approach
  by L. Lin & J. Piesse [Downloadable! (restricted)]
• 83-92 A simple test of the Fama and French model using daily data: Australian evidence
  by Robert Faff [Downloadable! (restricted)]
• 93-104 Estimating the risk premium of swap spreads. Two econometric GARCH-based techniques
  by Carolina Castagnetti [Downloadable! (restricted)]
• 105-112 The rational expectations hypothesis and the cross-section of bond yields
  by Richard D. F. Harris [Downloadable! (restricted)]
• 113-120 The causes of the long stagnation in Japan
  by Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda [Downloadable! (restricted)]
• 121-129 Stock market and aggregate economic activity: evidence from Australia
  by K. Chaudhuri & S. Smiles [Downloadable! (restricted)]
• 131-141 Performance persistence and the source of returns for hedge funds
  by A. Harri & B. W. Brorsen [Downloadable! (restricted)]
• 143-154 The impact of the introduction of futures contracts on the spot market volatility: the case of Kuala Lumpur Stock Exchange
  by Wee Ching Pok & Sunil Poshakwale [Downloadable! (restricted)]

• 1-11 Forecasting volatility in the Spanish option market
  by Pilar Corredor & Rafael Santamaría [Downloadable! (restricted)]
• 13-17 Diversification benefits in trading?
  by Raphael N. Markellos [Downloadable! (restricted)]
• 19-27 Money demand stability under currency substitution: some recent evidence
  by Santi Chaisrisawatsuk & Subhash C. Sharma & Abdur R. Chowdhury [Downloadable! (restricted)]
• 29-41 A Multivariate I (2) cointegration analysis of German hyperinflation
  by Dimitris A. Georgoutsos & Georgios P. Kouretas [Downloadable! (restricted)]
• 43-54 Number preference in Australian stocks
  by Hristos Doucouliagos [Downloadable! (restricted)]
• 55-66 Testing for inconsistencies in the estimation of UK capital structure determinants
  by A. A. Bevan & J. Danbolt [Downloadable! (restricted)]
• 67-72 Interaction among China-related stocks: evidence from a causality test with a new procedure
  by Gary Gang Tian & Guang Hua Wan [Downloadable! (restricted)]

• 849-856 Efficiency tests for mutual fund portfolios
  by Jati K. Sengupta [Downloadable! (restricted)]
• 857-863 Increasing exchange rate volatility during the recent float
  by Michael Frömmel & Lukas Menkhoff [Downloadable! (restricted)]
• 865-869 Currency risks, government procurement and counter-trade: a note
  by Sang-Rim Choi & Adrian E. Tschoegl [Downloadable! (restricted)]
• 871-878 Investor sentiment, market timing, and futures returns
  by Changyun Wang [Downloadable! (restricted)]
• 879-891 Parities and Spread Trading in Gold and Silver Markets: A Fractional Cointegration Analysis
  by Shi-Miin Liu & Chih-Hsien Chou [Downloadable! (restricted)]
• 893-903 Investment and firm value: an analysis using panel data
  by Esther Del Brio & Alberto De Miguel & Julio Pindado [Downloadable! (restricted)]
• 905-909 Financial development and economic growth in India: 1970-1971 to 1998-1999
  by Prabir C. Bhattacharya & M. N. Sivasubramanian [Downloadable! (restricted)]

• 783-806 A two-factor model of the German term structure of interest rates
  by Nuno Cassola & Jorge Barros Luís [Downloadable! (restricted)]
• 807-815 The size effect and the random walk hypothesis: evidence from the London Stock Exchange using Markov Chains
  by T.C. Mills & J.V. Jordanov [Downloadable! (restricted)]
• 817-827 Intraday information transmission between DJIA spot and futures markets
  by Gökçe A. Soydemir & A. George Petrie [Downloadable! (restricted)]
• 829-839 Dispersion of analysts' expectations and the cross-section of stock returns
  by Bokhyeon Baik & Cheolbeom Park [Downloadable! (restricted)]
• 841-848 GMM-based testing procedures of the mixture of distributions model
  by Ainhoa Zarraga [Downloadable! (restricted)]

• 701-719 Money market operations and short-term interest rate volatility in the United Kingdom
  by Anne Vila Wetherilt [Downloadable! (restricted)]
• 721-729 Impact of nonearnings disclosures on market risk: evidence with interim reports
  by Antti J. Kanto & Hannu J. Schadewitz [Downloadable! (restricted)]
• 731-739 The cross section of expected futures returns and the Keynesian hypothesis
  by Joelle Miffre [Downloadable! (restricted)]
• 741-745 A contemporary analysis of Mexican stock market volatility
  by Jorge G. Gonzalez & Roger W. Spencer & Daniel T. Walz [Downloadable! (restricted)]
• 747-752 Returns and volatility on the Chinese stock markets
  by Robert D. Brooks & Vanitha Ragunathan [Downloadable! (restricted)]
• 753-761 Indirect convertibility as a money rule for inflation targeting
  by J. S. Ferris & J. A. Galbraith [Downloadable! (restricted)]
• 763-769 A long memory test of the long-run Fisher effect in the G7 countries
  by Noor A. Ghazali & Shamshubariah Ramlee [Downloadable! (restricted)]
• 771-782 A study of Spanish firms' security issue decision under asymmetric information and agency costs
  by Rubén Arrondo & Silvia Gómez-Ansón [Downloadable! (restricted)]

• 623-633 An investigation of the unconditional distribution of South African stock index returns
  by O. Beelders [Downloadable! (restricted)]
• 635-643 An empirical investigation of asset price bubbles in Latin American emerging financial markets
  by L. Sarno & M. P. Taylor [Downloadable! (restricted)]
• 645-653 Econometrics of yield spreads in the money market: a note
  by S. K. Bhaumik & D. Coondoo [Downloadable! (restricted)]
• 655-664 Futures trading activity and stock price volatility: some extensions
  by A. Chatrath & F. Song & B. Adrangi [Downloadable! (restricted)]
• 665-676 Stochastic behaviour of Deutsche mark exchange rates within EMS
  by N. T. Laopodis [Downloadable! (restricted)]
• 677-692 The association between disclosure level and information quality: voluntary management earnings forecasts
  by Hark-Ppin Yhim & Khondkar E. Karim & Robert W. Rutledge [Downloadable! (restricted)]
• 693-700 Inflation and output as predictors of stock returns and volatility: international evidence
  by Nicole Davis & Ali M. Kutan [Downloadable! (restricted)]

• 553-563 Stability of the day of the week effect in return and in volatility at the Indian capital market: a GARCH approach with proper mean specification
  by Kaushik Bhattacharya & Nityananda Sarkar & Debabrata Mukhopadhyay [Downloadable! (restricted)]
• 565-571 Determinants of commercial banks' profitability in Malawi: a cointegration approach
  by E. W. Chirwa [Downloadable! (restricted)]
• 573-579 Pros win! Pros win!… or do they?: an analysis of the 'Dartboard' contest using stochastic dominance
  by Ross N. Dickens & Roger M. Shelor [Downloadable! (restricted)]
• 581-592 Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
  by Felix Chan & Michael McAleer [Downloadable! (restricted)]
• 593-597 An examination of the information role of the yield spread and stock returns for predicting future GDP
  by Ning Li & David. E. Ayling & Lynn Hodgkinson [Downloadable! (restricted)]
• 599-607 Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures
  by David G. McMillan & Alan E. H. Speight [Downloadable! (restricted)]
• 609-622 Mega-mergers in the US banking industry
  by Said Elfakhani & Rita F. Ghantous & Imad Baalbaki [Downloadable! (restricted)]

• 477-486 Stock market integration and financial crises: the case of Asia
  by Jian Yang & James W. Kolari & Insik Min [Downloadable! (restricted)]
• 487-494 Intraday volatility spillovers in the German equity index derivatives markets
  by G. Geoffrey Booth & Raymond W. So [Downloadable! (restricted)]
• 495-502 Long memory and outliers in stock market returns
  by Jussi Tolvi [Downloadable! (restricted)]
• 503-508 Beta, the Treynor ratio, and long-run investment horizons
  by Charles W. Hodges & Walton R. L. Taylor & James A. Yoder [Downloadable! (restricted)]
• 509-516 Seasonal indexation bias in US Treasury Inflation-indexed Securities
  by Michael T. Gapen [Downloadable! (restricted)]
• 517-523 Voluntary trading suspensions in Singapore
  by Ruth S. K. Tan & W. Y. Yeo [Downloadable! (restricted)]
• 525-535 Monetary policy rules and regime shifts
  by Giorgio Valente [Downloadable! (restricted)]
• 537-541 An alternative conditional asymmetry specification for stock returns
  by Kurt Brännäs & Niklas Nordman [Downloadable! (restricted)]
• 543-551 How rewarding is technical analysis? Evidence from Singapore stock market
  by Wing-Keung Wong & Meher Manzur & Boon-Kiat Chew [Downloadable! (restricted)]

• 401-412 Political administration effects and day-of-the-week effects in New Zealand's foreign exchange rate
  by Stephen P. Keef & Melvin L. Roush [Downloadable! (restricted)]
• 413-426 Cross-sectional estimation of stock returns in small markets: The case of the Athens Stock Exchange
  by George Leledakis & Ian Davidson & George Karathanassis [Downloadable! (restricted)]
• 427-430 Does diversification strategy matter in explaining capital structure? Some evidence from Spain
  by Eduardo J. Menéndez-Alonso [Downloadable! (restricted)]
• 431-446 Parametric estimation of different interest rate processes
  by Michalis Ioannides & Frank S. Skinner [Downloadable! (restricted)]
• 447-461 Examining intraday returns with buy/sell information
  by Shinn-Juh Lin & Jian Yang [Downloadable! (restricted)]
• 463-472 Estimation of persistence in log-volatility using panel data
  by Yoshitsugu Kitazawa [Downloadable! (restricted)]
• 473-476 Exchange rate determination during hyperinflation: the case of the Romanian lei
  by Costas Karfakis [Downloadable! (restricted)]

• 317-335 On the equilibrium value of the peseta
  by I. Paya & A. Duarte & K. Holden [Downloadable! (restricted)]
• 337-351 What Determines Maturity? An analysis of German Commercial Banks' foreign Assets
  by C. M. Buch [Downloadable! (restricted)]
• 353-360 Calendar anomalies in the Turkish foreign exchange markets
  by Kürsat Aydoğan & G. Geoffrey Booth [Downloadable! (restricted)]
• 361-368 How is the market reaction to stock splits?
  by Juan C. Reboredo [Downloadable! (restricted)]
• 369-378 The random walk hypothesis and the behaviour of foreign capital portfolio flows: the Brazilian stock market case
  by Benjamin Miranda Tabak [Downloadable! (restricted)]
• 379-385 A trend towards being normal: the 'A' share experience on the Shanghai stock exchange
  by Anthony Yanxiang Gu [Downloadable! (restricted)]
• 387-399 The dynamics of bond yields and the stock index - with an application to the UK stock and bond market
  by Jan Bo Jakobsen & Carsten Sørensen [Downloadable! (restricted)]

• 237-243 Is US inflation low because the dollar value is high? Some short- and long run evidence
  by A. F. Darrat & M. C. Chopin & C. Topuz [Downloadable! (restricted)]
• 245-256 Non-linear dynamics in futures prices: evidence from the coffee, sugar and cocoa exchange
  by B. Adrangi & A. Chatrath [Downloadable! (restricted)]
• 257-266 The relationship between commercial banks' interest rates and loan sizes: evidence from a small open economy
  by W. Moore & R. Craigwell [Downloadable! (restricted)]
• 267-277 Credit channel and credit shocks in Canadian macrodynamics - a structural VAR approach
  by J. Safaei & N. E. Cameron [Downloadable! (restricted)]
• 279-285 Electoral management, political risk and exchange rate dynamics: the Greek experience
  by Fotios Siokis & Panayotis Kapopoulos [Downloadable! (restricted)]
• 287-294 Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration
  by Winfried G. Hallerbach [Downloadable! (restricted)]
• 295-307 Event-related GARCH: the impact of stock dividends in Turkey
  by Roy Batchelor & Ismail Orakcioglu [Downloadable! (restricted)]
• 309-316 Relative development in stock markets: empirical evidence from mainland China and Hong Kong
  by Dauvin J. Peterson & Scott Pardee & Phanindra V. Wunnava [Downloadable! (restricted)]

• 159-167 A study of production efficiencies of integrated securities firms in Taiwan
  by K.-L. Wang & Y.-T. Tseng & C.-C. Weng [Downloadable! (restricted)]
• 169-176 Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates
  by Burak Saltoğlu [Downloadable! (restricted)]

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This page was last updated on 2008-8-14.