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Taylor and Francis Journals Applied Financial Economics Contact information of
Taylor and Francis Journals: http://www.tandf.co.uk/journals/routledge/09603107.html
Order information: http://www.tandf.co.uk/journals/subscription.html Pricing
information: individual rates available on request Editor:
For technical questions regarding this series, please contact
(Christopher F. Baum) Series handle: repec:taf:apfiec
More pages of listings: 0 |1 |2 |3 |4 |5 |6 |7
2003, Volume 13, Issue 6
2003, Volume 13, Issue 5 2003, Volume 13, Issue 4 2003, Volume 13, Issue 3 2003, Volume 13, Issue 2 2003, Volume 13, Issue 1 2002, Volume 12, Issue 12 843-49 The Relationship between Dividend Policy, Financial Structure, Profitability and Firm Value by Ben Naceur, Samy & Goaied, Mohamed [Downloadable! (restricted)]
851-61 Testing for Cointegration between International Stock Prices by Ahlgren, Niklas & Antell, Jan [Downloadable! (restricted)]
863-71 The Anomalies That Aren't There: The Weekend, January and Pre-holiday Effects on the All Gold Index on the Johannesburg Stock Exchange 1987-1997 by Coutts, J Andrew & Sheikh, Mohamed A [Downloadable! (restricted)]
873-83 Tests of International Asset Pricing Model with and without a Riskless Asset by Chou, Pin-Huang & Lin, Mei-Chen [Downloadable! (restricted)]
885-93 Common Features between Stock Returns and Trading Volume by Regulez, Marta & Zarraga, Ainhoa [Downloadable! (restricted)]
895-911 Credit Risk and Efficiency in the European Banking System: A Three-Stage Analysis by Pastor, Jose M [Downloadable! (restricted)]
913-21 An Empirical Investigation of the Premium for Volatility Risk in Currency Options for the British Pound by Sarwar, Ghulam [Downloadable! (restricted)]
923-31 Macroeconomic Factors and International Industry Returns by Kavussanos, Manolis G & Marcoulis, Stelios N & Arkoulis, Angelos G [Downloadable! (restricted)]
2002, Volume 12, Issue 11 765-69 SeptemBear--A Seasonality Puzzle in the German Stock Index DAX by Reutter, Michael & von Weizsacker, Jakob & Westermann, Frank [Downloadable! (restricted)]
771-81 Calculating the Misspecification in Beta from Using a Proxy for the Market Portfolio by Hwang, Soosung & Satchell, Stephen E [Downloadable! (restricted)]
783-90 Inter-market Spread Trading: Evidence from UK Index Futures Markets by Butterworth, Darren & Holmes, Phil [Downloadable! (restricted)]
791-98 Evaluating the Hedging Performance of the Constant-Correlation GARCH Model by Lien, Donald & Tse, Y K & Tsui, Albert K C [Downloadable! (restricted)]
799-804 The Forward Rate Unbiasedness Hypothesis Revisited by Ho, Tsung-Wu [Downloadable! (restricted)]
805-11 Large Changes in Major Exchange Rates: A Chronicle of the 1990s by Lobo, B J [Downloadable! (restricted)]
813-26 On the Predictive Ability of Several Common Models of Volatility: An Empirical Test on the FOX Index by Maukonen, Marko S [Downloadable! (restricted)]
827-34 Effects of Financial Constraints on Research and Development Investment: An Empirical Investigation by Ozkan, Neslihan [Downloadable! (restricted)]
835-42 Returns and the Interest Rate: A Non-linear Relationship in the Bogota Stock Market by Arango, L E & Gonzalez, A & Posada, C E [Downloadable! (restricted)]
2002, Volume 12, Issue 10 687-96 Some Answers to Puzzles in Testing Unbiasedness in the Foreign Exchange Market by Barnhart, Scott W & McNown, Robert & Wallace, Myles S [Downloadable! (restricted)]
697-706 The Short-Run Price Performance of Investment Trust IPOs on the UK Main Market by Khurshed, Arif & Mudambi, Ram [Downloadable! (restricted)]
707-13 Return-Volume Dynamics in UK Futures by McMillan, David & Speight, Alan [Downloadable! (restricted)]
715-24 The Predictability of Futures Returns: Rational Variation in Required Returns or Market Inefficiency? by Miffre, Joelle [Downloadable! (restricted)]
725-29 Long Memory in Stock Returns: Some International Evidence by Henry, Olan T [Downloadable! (restricted)]
731-41 Intra- and Inter-continental Transmission of Inflation in Africa by Jeong, Jin-Gil & Fanara, Philip, Jr & Mahone, Charlie E, Jr [Downloadable! (restricted)]
743-50 Mutual Funds as an Alternative to Direct Stock Investment: A Cointegration Approach by Matallin, Juan Carlos & Nieto, Luisa [Downloadable! (restricted)]
751-63 Testing the Univariate Conditional CAPM in Thinly Traded Markets by Solibakke, Per Bjarte [Downloadable! (restricted)]
2002, Volume 12, Issue 9 613-23 The Time Profile of Risk in Banking Crises: Evidence from Scandinavian Banking Sectors by Hyytinen, Ari [Downloadable! (restricted)]
625-31 Purchasing Power Parity in the Long-Run: Evidence from Australia's Recent Float by Tawadros, George B [Downloadable! (restricted)]
633-37 Identifying Irregularities in a Financial Market by Paton, David & Williams, Leighton Vaughn [Downloadable! (restricted)]
639-53 Technical Trading Strategies and Return Predictability: NYSE by Kwon, Ki-Yeol & Kish, Richard J [Downloadable! (restricted)]
655-65 Determinants of Capital Structure Choice: A Study of the Indian Corporate Sector by Bhaduri, Saumitra N [Downloadable! (restricted)]
667-72 The Effect of Interest Rate Volatility on Treasury Yields by Sarkar, Sudipto & Ariff, Mohamed [Downloadable! (restricted)]
673-80 Have Unincorporated Businesses in the UK Been Constrained in Their Ability to Obtain Bank Lending? by Barlow, David & Robson, Martin [Downloadable! (restricted)]
681-86 Why Investors Should Be Cautious of the Academic Approach to Testing for Stock Market Anomalies by Hudson, Robert & Keasey, Kevin & Littler, Kevin [Downloadable! (restricted)]
2002, Volume 12, Issue 8 535-43 Do Forecasters Use Monetary Models? An Empirical Analysis of Exchange Rate Expectations by Schroder, Michael & Dornau, Robert [Downloadable! (restricted)]
545-53 Korean Stock Prices under Price Limits: Variance Ratio Tests of Random Walks by Ryoo, Hyun-Jung & Smith, Graham [Downloadable! (restricted)]
555-64 Generalized Asymmetric Power ARCH Modelling of Exchange Rate Volatility by McKenzie, Michael & Mitchell, Heather [Downloadable! (restricted)]
565-74 Share Returns and the Fisher Hypothesis Reconsidered by Madsen, Jakob B [Downloadable! (restricted)]
575-80 Predictability of Stock Returns: Is It Rational? by Azar, Samih Antoine [Downloadable! (restricted)]
581-88 Do Venture Capitalists Add Value? A Comparative Study between Singapore and US by Wang, Clement K & Wang, Kangmao & Lu, Qing [Downloadable! (restricted)]
589-600 Accounting for Conditional Leptokurtosis and Closing Days Effects in FIGARCH Models of Daily Exchange Rates by Beine, Michel & Laurent, Sebastien & Lecourt, Christelle [Downloadable! (restricted)]
601-12 A Solution to the Equity Premium and Risk-Free Rate Puzzles: An Empirical Investigation using Japanese Data by Maki, Atsushi & Sonoda, Tadashi [Downloadable! (restricted)]
2002, Volume 12, Issue 7 457-67 Aggregate Market Returns and UK Unit Trust Net Acquisitions by Clare, Andrew & Moschetti, Philip [Downloadable! (restricted)]
469-74 The Stock Market Rumours and Stock Prices: A Test of Price Pressure and Size Effect in an Emerging Market by Kiymaz, Halil [Downloadable! (restricted)]
475-84 African Stock Markets: Multiple Variance Ratio Tests of Random Walks by Smith, Graham & Jefferis, Keith & Ryoo, Hyun-Jung [Downloadable! (restricted)]
485-91 An Empirical Analysis of Cancelled Mergers, Board Composition and Ownership Structure by Davidson, Wallace N, III & Rosenstein, Stuart & Sundaram, Sridhar [Downloadable! (restricted)]
493-504 Can Forward Rates Be Used to Improve Interest Rate Forecasts? by Dominguez, Emilio & Novales, Alfonso [Downloadable! (restricted)]
505-16 Competition and Efficency in the Spanish Banking Sector: The Importance of Specialization by Maudos, Joaquin & Pastor, Jose M & Perez, Francisco [Downloadable! (restricted)]
517-25 The Nearest Neighbor Method as a Test for Detecting Complex Dynamics in Financial Series: An Empirical Application by Aparicio, Teresa & Pozo, Eduardo & Saura, Dulce [Downloadable! (restricted)]
527-34 International Capital Standards, Bank Portfolios and Bank Stock Risk by Mohanty, Sunil K & Song, Frank [Downloadable! (restricted)]
2002, Volume 12, Issue 6 379-87 Asymmetric Dynamics in UK Real Interest Rates by Coakley, Jerry & Fuertes, Ana-Maria [Downloadable! (restricted)]
389-94 Financial Liberalization and Stock Market Volatility in Selected Developing Countries by Kassimatis, Konstantinos [Downloadable! (restricted)]
395-403 Margin Requirements, Positive Feedback Trading, and Stock Return Autocorrelations: The Case of Japan by Watanabe, Toshiaki [Downloadable! (restricted)]
405-13 Liquidity Effects and Precautionary Saving in the Czech Republic by Bredin, Don & Cuthbertson, Keith [Downloadable! (restricted)]
415-29 Stock Market Integration: Evidence on Price Integration and Return Convergence by Heimonen, Kari [Downloadable! (restricted)]
431-45 Product Mix Clubs, Divergence and Inequality of Spanish Banking Firms by Perez, Francisco & Tortosa-Ausina, Emili [Downloadable! (restricted)]
447-56 Tests for Interest Rate Convergence and Sttructural Breaks in the EMS: Further Analysis by Camarero, Mariam & Ordonez, Javier & Tamarit, Cecilio R [Downloadable! (restricted)]
2002, Volume 12, Issue 5 309-17 SFA, TFA and a New Thick Frontier: Graphical and Analytical Comparisons by Caudill, S B [Downloadable! (restricted)]
319-29 Asymmetric and Crash Effects in Stock Volatility for the S&P 100 Index and Its Constituents by Blair, Bevan & Poon, Ser-Huang & Taylor, Stephen J [Downloadable! (restricted)]
331-35 Fractional Cointegration: Monte Carlo Estimates of Critical Values, with an Application by Sephton, P S [Downloadable! (restricted)]
337-45 Bank Solvency Evaluation with a Markov Model by Reboredo, Juan C [Downloadable! (restricted)]
347-59 The Differential Effects of Agency Costs on Multinational Corporations by Wright, Francis W & Madura, Jeff & Wiant, Kenneth J [Downloadable! (restricted)]
361-70 The World Price of Exchange Risk in the Pacific Basin Equity Markets by Chou, Peter Shyan-Rong & Jan, Yin-Ching & Hung, Mao-Wei [Downloadable! (restricted)]
371-78 New Product Innovations, Information Signalling and Industry Competition by Akhigbe, Aigbe [Downloadable! (restricted)]
2002, Volume 12, Issue 4 231-40 The Impact of Federal Reserve Intervention on Exchange Rate Volatility: Evidence From the Futures Markets by Ramchander, Sanjay & Sant, R Raymond [Downloadable! (restricted)]
241-51 Hedging Interest Rate Risk with Multivariate GARCH by Rossi, Eduardo & Zucca, Claudio [Downloadable! (restricted)]
253-70 Asset Price Reactions to RPI Announcements by Joyce, Michael A S & Read, Vicky [Downloadable! (restricted)]
271-84 A Comparative Multiproduct Cost Study of Foreign-Owned and Domestic-Owned US Banks by Elyasiani, Elyas & Rezvanian, Rasoul [Downloadable! (restricted)]
285-90 The Transmission of Shocks among S&P Indexes by Ewing, Bradley T [Downloadable! (restricted)]
291-99 Emerging Stock Markets Return Seasonalities: The January Effect and the Tax-Loss Selling Hypothesis by Fountas, Stilianos & Segredakis, Konstantinos N [Downloadable! (restricted)]
301-07 Old Volatility--ARCH Effects in 19th Century Consol Data by Mitchell, Heather & Brown, Rob & Easton, Stephen [Downloadable! (restricted)]
2002, Volume 12, Issue 3 155-58 An Unbiased Variance Estimator for Overlapping Returns by Bod, Pauline, et al [Downloadable! (restricted)]
159-70 Capital Structure and Its Determinants in the UK--A Decompositional Analysis by Bevam, Alan A & Danbolt, Jo [Downloadable! (restricted)]
171-81 The Long-Term Performance of Parent and Units Following Equity Carve-Outs by Madura, Jeff & Nixon, Terry D [Downloadable! (restricted)]
183-92 Does the Introduction of Stock Index Futures Effectively Reduce Stock Market Volatility? Is the 'Futures Effect' Immediate? Evidence from the Italian Stock Exchange Using GARCH by Bologna, Pierluigi & Cavallo, Laura [Downloadable! (restricted)]
193-202 Forecasting Volatility in the New Zealand Stock Market by Yu, Jun [Downloadable! (restricted)]
203-12 Measuring Growth Opportunities by Danbolt, Jo & Hirst, Ian & Jones, Edward [Downloadable! (restricted)]
213-29 Emerging Stock Markets: A More Realistic Assessment of the Gains from Diversification by Fifield, S G M & Power, D M & Sinclair, C D [Downloadable! (restricted)]
2002, Volume 12, Issue 2 77-84 The Impact of the Movements in US Three-Month Treasury Bill Yields on the Equity Markets in Latin America by Soydemir, Gokce A [Downloadable! (restricted)]
85-93 Stock Splits and Stock Return Behaviour: How Germany Tries to Improve the Attractiveness of Its Stock Market by Bley, Jorg [Downloadable! (restricted)]
95-103 The Disclosure of Directors' Share Option Information in UK Companies by Conyon, Martin J & Mallin, Christine & Sadler, Graham [Downloadable! (restricted)]
105-21 Relationship between Debt, R&D and Physical Investment, Evidence From US Firm-Level Data by Chiao, Chaoshin [Downloadable! (restricted)]
123-30 Strategic Parameters for Capital Budgeting When Abandonment Value Is Stochastic by Clark, Ephraim & Rousseau, Patrick [Downloadable! (restricted)]
131-39 Foreign Exchange Market Efficiency and Cointegration by Ferre, Montserrat & Hall, Stephen G [Downloadable! (restricted)]
141-45 Anomalies in US Equity Markets: A Re-examination of the January Effect by Mehdian, Seyed & Perry, Mark J [Downloadable! (restricted)]
147-53 The Effects of News on Exchange Rates When the Risk Premium Is Considered by Newby, Van A [Downloadable! (restricted)]
2002, Volume 12, Issue 1 1-8 Imaginary Moneys as International Units of Account by Wolf, Holger C [Downloadable! (restricted)]
9-18 Mean Aversion and Return Predictability in Currency Futures by Puri, Tribhuvan N & Elyasiani, Elyas & Westbrook, Jilleen R [Downloadable! (restricted)]
19-24 The Determinants of Corporate Debt Maturity: Evidence from UK Firms by Ozkan, Aydin [Downloadable! (restricted)]
25-31 Can We Explain the Dynamics of the UK FTSE 100 Stock and Stock Index Futures Markets? by Brooks, Chris & Garrett, Ian [Downloadable! (restricted)]
33-38 Is One Price Enough to Value a State-Contingent Asset Correctly? Evidence from a Gambling Market by Cain, Michael & Law, David & Peel, David A [Downloadable! (restricted)]
39-46 A Note on Foreign Bank Investment in the USA by Esperanca, Jose Paulo & Gulamhussen, Mohamed Azzim [Downloadable! (restricted)]
47-55 Modelling Volatility and Testing for Efficiency in Emerging Capital Markets: The Case of the Athens Stock Exchange by Siourounis, Gregorios D [Downloadable! (restricted)]
57-75 Fitting Term Structure of Interest Rates Using B-Splines: The Case of Taiwanese Government Bonds by Lin, Bing-Huei [Downloadable! (restricted)]
2001, Volume 11, Issue 6 581-89 Forecasting Capital Flows to Emerging Markets: A Kalman Filtering Approach by Mody, Ashoka & Taylor, Mark P & Kim, Jung Yeon [Downloadable! (restricted)]
591-601 Measuring Convergence Speed of Asset Prices toward a Pre-announced Target by Dewachter, Hans & Veestraeten, Dirk [Downloadable! (restricted)]
603-12 Interest Rate Spreads between Italy and Germany, 1995-1997 by D'Amato, Marcello & Pistoresi, Barbara [Downloadable! (restricted)]
613-17 Curbing Expense Preference Behaviour in Commercial Banking: Econometric Evidence by Mixon, Franklin G, Jr & Upadhyaya, Kamal P [Downloadable! (restricted)]
619-40 The Contrarian Investment Strategy: Additional Evidence by Mun, Johnathan C & Kish, Richard J & Vasconcellos, Geraldo M [Downloadable! (restricted)]
641-49 Is There a Long Run Relationship between Stock Returns and Monetary Variables: Evidence from an Emerging Market by Muradoglu, Gulnur & Metin, Kivilcim & Argac, Reha [Downloadable! (restricted)]
651-58 Price Volatility, Trading Volume, and Market Depth: Evidence from the Japanese Stock Index Futures Market by Watanabe, Toshiaki [Downloadable! (restricted)]
659-68 The Behaviour of the Currency-Deposit Ratio in Mainland China by Hasan, Mohammad S [Downloadable! (restricted)]
669-80 The Conditional Relation between Beta and Returns in the Hong Kong Stock Market by Lam, Keith S K [Downloadable! (restricted)]
681-91 Evaluating Currency Market Efficiency: Are Cointegration Tests Appropriate? by Kellard, Neil & Newbold, Paul & Rayner, Tony [Downloadable! (restricted)]
2001, Volume 11, Issue 5 469-74 The Distributional Properties of Shocks to a Fractional I(d) Process Having a Marginal Exponential Distribution by Granger, Clive W & Jeon, Yongil [Downloadable! (restricted)]
475-81 The Monetary Approach to Exchange Rates and the Behaviour of the Canadian Dollar over the Long Run by Francis, Bill & Hasan, Iftekhar & Lothian, James R [Downloadable! (restricted)]
483-87 Handle with Care: Cost of Equity Estimation with the Discounted Dividend Model When Corporations Repurchase by Lamdin, Douglas J [Downloadable! (restricted)]
489-95 Lead-Lag Patterns between Small and Large Size Portfolios in the London Stock Exchange by Mills, Terence C & Jordanov, Jordan V [Downloadable! (restricted)]
497-509 Overreaction in the NFL Point Spread Market by Vergin, Roger C [Downloadable! (restricted)]
511-26 Exchange Rate Misalignment and Nonlinear Convergence to Purchasing Power Parity in the European Exchange Rate Mechanism by Iannizzotto, Matteo [Downloadable! (restricted)]
527-38 Using Accounting Data to Measure Efficiency in Banking: An Application to Portugal by de Pinho, Paulo Soares [Downloadable! (restricted)]
539-56 Efficiently ARMA-GARCH Estimated Trading Volume Characteristics in Thinly Traded Markets by Solibakke, P B [Downloadable! (restricted)]
557-71 Efficiency and Productivity Change in UK Banking by Drake, Leigh [Downloadable! (restricted)]
573-79 A Multivariate Test for Stock Market Efficiency: The Case of ASE by Kavussanos, Manolis G & Dockery, Everton [Downloadable! (restricted)]
2001, Volume 11, Issue 4 353-59 Modelling the Day-of-the-Week Effect in the Kuwait Stock Exchange: A Nonlinear GARCH Representation by Al-Loughani, Nabeel & Chappell, David [Downloadable! (restricted)]
361-72 Changes in Settlement Regime and the Modulation of Day-of-the-Week Effects in Stock Returns by Keef, Stephen P & McGuinness, Paul B [Downloadable! (restricted)]
373-84 The Effects of Firm-Specific Variables and Consensus Forecast Data on the Pricing of Large Swedish Firms' Stocks by Johansson, Anders & Rolseth, Lars [Downloadable! (restricted)]
385-93 The Lead-Lag Relationship between the FTSE100 Stock Index and Its Derivative Contracts by ap Gwilym, Owain & Buckle, Mike [Downloadable! (restricted)]
395-402 Estimating Fractal Dimension Using Stable Distributions and Exploring Long Memory through ARFIMA Models in the Athens Stock Exchange by Panas, Epaminondas [Downloadable! (restricted)]
403-409 The Term Spread As a Cyclical Indicator: A Forecasting Evaluation by Boulier, Bryan L & Stekler, H O [Downloadable! (restricted)]
411-22 The Stability of Risk Factors in the UK Stock Market by Bahri, S Saiful & Leger, Lawrence A [Downloadable! (restricted)]
423-33 Labour Demand and Efficiency in Swedish Savings Banks by Heshmati, Almas [Downloadable! (restricted)]
435-444 How Efficient Are FX Markets? Empirical Evidence of Arbitrage Opportunities Using High-Frequency Data by Kollias, Christos & Metaxas, Kostantinos [Downloadable! (restricted)]
445-56 Modelling the Volatility in East European Emerging Stock Markets: Evidence on Hungary and Poland by Poshakwale, Sunil & Murinde, Victor [Downloadable! (restricted)]
457-66 Persistence of Mutual Fund Operating Characteristics: Returns, Turnover Rates, and Expense Ratios by Droms, William G & Walker, David A [Downloadable! (restricted)]
2001, Volume 11, Issue 3 237-42 An Estimation of X-Inefficency in Taiwan's Banks by Chen, Tser-Yieth [Downloadable! (restricted)]
243-51 The Empirical Relationship between Mutual Fund Size and Operational Efficiency by Zera, Stephen P & Madura, Jeff [Downloadable! (restricted)]
253-60 Volatility Persistence in Asset Markets: Long Memory in High/Low Prices by Byers, J D & Peel, D A [Downloadable! (restricted)]
261-68 A Note on Testing the Monetary Model of the Exchange Rate by Moersch, Mathias & Nautz, Dieter [Downloadable! (restricted)]
269-77 Computing Sets of Expected Utility Maximizing Distributions for Common Utility Functions by Thistle, Paul D & Burnett, John E [Downloadable! (restricted)]
279-86 The Predictive Power of the Monetary Model of Exchange Rate Determination by Tawadros, George B [Downloadable! (restricted)]
287-90 The Rationality of Price Forecasts: A Directional Analysis by Pons, Jordi [Downloadable! (restricted)]
291-97 Positive Feedback Trading in Emerging Capital Markets by Koutmos, Gregory & Saidi, Reza [Downloadable! (restricted)]
299-315 The Limiting Extremal Behavior of Speculative Returns: An Analysis of Intra-daily Data from the Frankfurt Stock Exchange by Lux, Thomas [Downloadable! (restricted)]
317-19 The Determinants of the Tunisian Deposit Banks' Performance by Naceur, Samy Ben & Goaied, Mohamed [Downloadable! (restricted)]
321-32 Fractional Cointegration of Voting and Non-voting Shares by Dittman, Ingolf [Downloadable! (restricted)]
333-39 Bayesian Analysis of the Dividend Behavior by Huang, Ho-Chuan [Downloadable! (restricted)]
341-52 Volatility Dynamics in High Frequency Financial Data: An Empirical Investigation of the Australian Equity Returns by Mian, G Mujtaba & Adam, Christopher M [Downloadable! (restricted)]
2001, Volume 11, Issue 2 119-26 Induced Persistence or Reversals in Fund Performance? The Effect of Survivorship Bias by Hallahan, Terrence A & Faff, Robert W [Downloadable! (restricted)]
127-36 Equilibrium Adjustment, Basis Risk and Risk Transmission in Spot and Forward Foreign Exchange Markets by Wang, Peijie & Wang, Ping [Downloadable! (restricted)]
137-46 An Examination of Return and Volatility Patterns on the Irish Equity Market by Alles, Lakshman & Murray, Louis [Downloadable! (restricted)]
147-55 Charter Status, Ownership Type and Efficiency in the Thrift Industry by Caudill, Janice E & Caudill, Steven B & Gropper, Daniel M [Downloadable! (restricted)]
157-63 Testing a Two-Factor APT Model on Australian Industry Equity Portfolios: The Effect of Intervaling by Josev, Thomas & Brooks, Robert D & Faff, Robert W [Downloadable! (restricted)]
165-71 Risk Taking Behavior and Managerial Ownership in the United States Life Insurance Industry by Chen, Carl R & Steiner, Thomas L & White, Ann Marie [Downloadable! (restricted)]
173-77 A Nonparametric Test for Marginal Conditional Stochastic Dominance by Seiler, Edward J [Downloadable! (restricted)]
179-86 Volatility Smiles and the Information Content of News by Fornari, Fabio & Mele, Antonio [Downloadable! (restricted)]
187-96 The Risk and Return of UK Equities following Price Innovations: A Case of Market Inefficiency? by Hudson, Robert & Keasey, Kevin & Littler, Kevin [Downloadable! (restricted)]
197-207 An Empirical Analysis of the Relationship of Bond Yield Spreads and Macro-economic Factors by Athanassakos, George & Carayannopoulos, Peter [Downloadable! (restricted)]
209-20 Nonlinearities in the Black Market Zloty-Dollar Exchange Rate: Some Further Evidence by McMillan, David G & Speight, Alan E H [Downloadable! (restricted)]
221-30 CRISMA Revisted by Goodacre, Alan & Kohn-Speyer, Tessa [Downloadable! (restricted)]
231-36 Effects of Financial Structure and Instruments on Income of Low Income Credit Unions by Kebede, Ellene & Jolly, Curtis M [Downloadable! (restricted)]
2001, Volume 11, Issue 1 1-8 Nonparametric Cointegration Analysis of Real Exchange Rates by Coakley, Jerry & Fuertes, Ana-Maria [Downloadable! (restricted)]
9-16 Noncredit Risks Subsidization in the International Capital Standards by Mohanty, Sunil K [Downloadable! (restricted)]
17-21 Broken Trend Output in a Model of Stock Returns and Economic Activity by Sadorsky, Perry [Downloadable! (restricted)]
23-36 Price Spread and Convenience Yield Behaviour in the International Oil Market by Milonas, Nikolaos T & Henker, Thomas [Downloadable! (restricted)]
37-44 Hedging Sterling Eurobond Portfolios: A Proposal for Eurobond Futures Contract by Clare, A D & Oozeer, M C [Downloadable! (restricted)]
45-55 Czech Parallel Capital Markets: Discrepancies and Inefficiencies by Hanousek, Jan & Nemecek, Libor [Downloadable! (restricted)]
57-68 The Hedging Effectiveness of Stock Index Fixtures: Evidence for the FTSE-100 and FTSE-mid250 Indexes Traded in the UK by Butterworth, Darren & Holmes, Phil [Downloadable! (restricted)]
69-73 International Correlations and Excess Returns in European Stock Markets: Does EMU Matter? by Kempa, Bernd & Nelles, Michael [Downloadable! (restricted)]
75-81 Impact of Interest Rate Swaps on Corporate Capital Structure: An Empirical Investigation by Yang, Jian & Davis, George C & Leatham, David J [Downloadable! (restricted)]
83-91 The Demand for Household Debt in the USA: Evidence from the 1995 Survey of Consumer Finance by Crook, Jonathan [Downloadable! (restricted)]
93-105 Volatility in the Transition Markets of Central Europe by Kasch-Haroutounian, Maria & Price, Simon [Downloadable! (restricted)]
107-18 Expiration-Day Effect: Evidence from High-Frequency Data in the Hong Kong Stock Market by Kan, Andy C N [Downloadable! (restricted)]
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This page was last updated on 2009-12-5.
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