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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
1998, Volume 8, Issue 1
1997, Volume 7, Issue 6 575-86 Augmented ARCH Models for Financial Time Series: Stability Conditions and Empirical Evidence by Kunst, Robert M [Downloadable! (restricted)]
587-98 The Monetary Exchange Rate Model within the ERM: Cointegration Tests and Implications concerning the German Dominance Hypothesis by Kanas, Angelos [Downloadable! (restricted)]
599-604 Stylized Facts on the Temporal and Distributional Properties of Daily FT-SE Returns by Mills, Terence C [Downloadable! (restricted)]
605-10 Estimation of the Bid/Ask Spread on Danish Stocks, an Evaluation of Roll's Estimator by Nyholm, Ken [Downloadable! (restricted)]
611-17 Does Speculation Play Any Role in Determining the Forward Exchange Rate? by Moosa, Imad A & Bhatti, Razzaque H [Downloadable! (restricted)]
619-34 Nonlinear Dynamics and Daily Stock Returns on the Taiwan Stock Exchange by Chyi, Yih-Luan [Downloadable! (restricted)]
635-43 A Re-examination of the Fragility of Evidence from Cointegration-Based Tests of Foreign Exchange Market Efficiency by Barkoulas, John & Baum, Christopher F [Downloadable! (restricted)]
645-57 Share Market Efficiency: Tests Using Daily Data for Australia and New Zealand by Groenewold, Nicolaas [Downloadable! (restricted)]
659-65 Common Stochastic Trends in International Stock Prices and Dividends: An Example of Testing Overidentifying Restrictions on Multiple Cointegration Vectors by Engsted, Tom & Lund, Jesper [Downloadable! (restricted)]
667-72 Long Memory in the Canadian Stock Market by Beveridge, Steve & Oickle, Cyril [Downloadable! (restricted)]
673-78 The Demand for International Liquidity: A Cointegration Approach by Karfakis, Costas [Downloadable! (restricted)]
679-87 Stock Return Predictability or Mismeasured Risk? by Clare, A D & Priestley, R & Thomas, S H [Downloadable! (restricted)]
689-94 The Impact of Settlement Time on the Volatility of Stock Markets by Li, Dong & Lin, Shao-Kung & Li, Chulin [Downloadable! (restricted)]
695-701 An Exploratory Empirical Analysis of the Impact of the Federal Deposit Insurance Corporation Improvement Act of 1991 on Bank Failures in the United States by Cebula, R J [Downloadable! (restricted)]
703-10 Reaction of Bank Stock Prices to the Multiple Events of the Brazilian Debt Crisis by Mathur, Ike & Sundaram, Sridhar [Downloadable! (restricted)]
711-19 Testing for Foreign Exchange Market Efficiency--A Trivariate Vector Autoregressive Approach by Shen, Chung-Hua [Downloadable! (restricted)]
721-30 The Information on Inflation in the Australian Term Structure by Alles, Lakshman A & Bhar, Ramaprasad [Downloadable! (restricted)]
1997, Volume 7, Issue 5 447-54 Price Variability, Trading Volume and Market Depth: Evidence from the Australian Futures Market by Ragunathan, Vanitha & Peker, Albert [Downloadable! (restricted)]
455-64 Security Price Anomalies in the London International Stock Exchange: A Sixty Year Perspective by Arsad, Zainudin & Coutts, J Andrew [Downloadable! (restricted)]
465-71 Domestic and External Factors in Interest Rate Determination by Caporale, Guglielmo Maria & Pittis, Nikitas [Downloadable! (restricted)]
473-80 The Effect of Volatility Estimates in the Valuation of Underwritten Rights Issues by Chan, Howard W [Downloadable! (restricted)]
481-92 Ex-dividend Day Stock Price Falls on the Spanish Stock Market by Espitia, Manuel & Ruiz, Francisco-Javier [Downloadable! (restricted)]
493-98 Stock Market Returns in Thin Markets: Evidence from the Vienna Stock Exchange by Huber, Peter [Downloadable! (restricted)]
499-505 Deterministic versus Stochastic Volatility: Implications for Option Pricing Models by Brockman, Paul & Chowdhury, Mustafa [Downloadable! (restricted)]
507-15 The Monetary Model of the Exchange Rate and the Greek Drachma in the 1920s by Georgoutsos, Dimitris A & Kouretas, Georgios P [Downloadable! (restricted)]
517-23 Testing for Seasonal Patterns in Conditional Return Volatility: Evidence from Asia-Pacific Markets by Clare, Andrew & Garrett, Ian & Jones, Greg [Downloadable! (restricted)]
525-36 An Empirical Investigation of Asset-Liability Management of Small US Commercial Banks by Lai, Van Son & Hassan, Kabir [Downloadable! (restricted)]
537-48 Long-Term Over-Reaction in the UK Stock Market and Size Adjustments by Campbell, Kevin & Limmack, Robin J [Downloadable! (restricted)]
549-58 Estimating Skewness Persistence in Market Returns by Sengupta, Jati K & Zheng, Yijuan [Downloadable! (restricted)]
559-66 The Impact of Inflation Rate Announcements on Interest Rate Volatility: Australian Evidence by Silvapulle, Param & Pereira, Robert & Lee, John H H [Downloadable! (restricted)]
567-73 Long-Term Valuation Effects of Shareholder Activism by Akhigbe, Aigbe & Madura, Jeff & Tucker, Alan L [Downloadable! (restricted)]
1997, Volume 7, Issue 4 327-36 Currency Substitution and Exchange Rate Determination by He, Yijian & Sharma, Subhash C [Downloadable! (restricted)]
337-46 The Fisher Effect and Australian Interest Rates by Hawtrey, K M [Downloadable! (restricted)]
347-59 The Stability of ARCH Models across Australian Financial Futures Markets by Brooks, Robert D & Lee, John H H [Downloadable! (restricted)]
361-65 Technical Analysis, Trading Volume and Market Efficiency: Evidence from an Emerging Market by Antoniou, A, et al [Downloadable! (restricted)]
367-77 A Time-Varying Analysis of Abnormal Performance of UK Property Companies by Matysiak, George A & Brown, Gerald R [Downloadable! (restricted)]
379-94 Option Pricing under Stochastic Volatility and Stochastic Interest Rate in the Spanish Case by Saez, Marc [Downloadable! (restricted)]
395-402 Dynamics of Inflation in Sub-Saharan Africa: The Role of Foreign Inflation, Official and Parallel Market Exchange Rates, and Monetary Growth by Odedokun, M O [Downloadable! (restricted)]
403-11 International Linkages in Bank Lending and Borrowing Markets: Evidence from Six Industrialized Countries by Chatrath, Arjun & Ramachander, Sanjay & Song, Frank [Downloadable! (restricted)]
413-17 On the Unbiasedness of the Forward Rate in the Singapore Foreign Exchange Market by Gan, Wee-Beng & Soon, Lee-Ying [Downloadable! (restricted)]
419-26 Macroeconomic Volatility and Stock Market Volatility: Empirical Evidence on Finnish Data by Liljeblom, Eva & Stenius, Marianne [Downloadable! (restricted)]
427-37 Capital Structure Choice and Financial Market Liberalization: Evidence from New Zealand by Boyle, Glenn W & Eckhold, Kelly R [Downloadable! (restricted)]
439-45 Stock Prices, Inflation and Output: Evidence from India by Chatrath, Arjun & Ramchander, Sanjay & Song, Frank [Downloadable! (restricted)]
1997, Volume 7, Issue 3 213-21 A Multivariate Cointegration Approach to the Determination of Reserves and Money Balances in India by Parikh, Ashok & Lovatt, David [Downloadable! (restricted)]
223-28 Productivity Growth in the Hellenic Banking Industry: State versus Private Banks by Noulas, Athanasios G [Downloadable! (restricted)]
229-39 An Empirical Test of the Risk-Return Relationship on the Taiwan Stock Exchange by Huang, Yen-Sheng [Downloadable! (restricted)]
241-53 Stock Return Volatility and Information: An Empirical Analysis of Pacific Rim, UK and US Equity Markets by Fraser, Patricia & Power, David [Downloadable! (restricted)]
255-63 Exchange Rate and Interest Rate Volatility in the European Monetary System: Some Further Results by Sarno, Lucio [Downloadable! (restricted)]
265-66 Inflation and Real Stock Prices by Caporale, Tony & Jung, Chulho [Downloadable! (restricted)]
267-71 The Dividend Reinvestment Plan Puzzle by Bierman, Harold, Jr [Downloadable! (restricted)]
273-80 A Note on the Stability of Relationships between Returns from Emerging Stock Markets by Sinclair, C D, et al [Downloadable! (restricted)]
281-94 Spreads, Information Flows and Transparency across Trading Systems by Kofman, Paul & Moser, James T [Downloadable! (restricted)]
295-305 Cross-Border Mergers and Acquisitions: Maximizing the Value of the Firm by Gonzalez, Pedro, et al [Downloadable! (restricted)]
307-10 Risk Components and the Market Model: A Pedagogical Note by Bohren, Oyvind [Downloadable! (restricted)]
311-16 Multivariate Testing of the Capital Asset Pricing Model in the Hong Kong Stock Market by Chan, Yue-Cheong [Downloadable! (restricted)]
317-25 Further Analysis of Official and Black Market Exchange Rates in Brazil: Data Transformations and Structural Changes by Yoon, Gawon [Downloadable! (restricted)]
1997, Volume 7, Issue 2 127-36 Stock Returns and Inflation: A Macro Analysis by Groenewold, Nicolaas & O'Rourke, Gregory & Thomas, Stephen [Downloadable! (restricted)]
137-46 On Stocks, Bonds and Business Conditions by Loflund, Anders & Nummelin, Kim [Downloadable! (restricted)]
147-64 ARCH Modelling of Australian Bilateral Exchange Rate Data by McKenzie, Michael D [Downloadable! (restricted)]
165-72 Listing and the Liquidity of Bank Stocks: Revisited by Fraser, Donald R & Groth, John C & Byers, Steven S [Downloadable! (restricted)]
173-76 On the Validity of the Weak-Form Efficient Markets Hypothesis Applied to the London Stock Exchange by Al-Loughani, Nabeel & Chappell, David [Downloadable! (restricted)]
177-91 Regime Switching in Stock Market Returns by Schaller, Huntley & van Norden, Simon [Downloadable! (restricted)]
193-96 A Test of Relative Efficiency between Two Sets of Securities by Chou, Pin-Huang [Downloadable! (restricted)]
197-201 Financial Constraints on the Growth of High Technology Small Firms in the United Kingdom by Westhead, Paul & Storey, David J [Downloadable! (restricted)]
203-06 Asymmetries and Non-linearities in Economic Activity by Fornari, Fabio & Mele, Antonio [Downloadable! (restricted)]
207-12 Calling for the True Margin by Keppo, Jussi [Downloadable! (restricted)]
1997, Volume 7, Issue 1 1-7 The Determinants of Actuarial Costs in the New Zealand Life Insurance Industry by Adams, Mike [Downloadable! (restricted)]
9-14 A Further Examination of the Effect of Diversification on the Stability of Portfolio Betas by Brooks, R D, et al [Downloadable! (restricted)]
15-24 Black and Official Exchange Rate Volatility and Foreign Exchange Controls by Phylaktis, Kate & Kassimatis, Yiannis [Downloadable! (restricted)]
25-35 Exchange Rate and Stock Price Interactions in Emerging Financial Markets: Evidence on India, Korea, Pakistan and the Philippines by Abdalla, Issam S A & Murinde, Victor [Downloadable! (restricted)]
37-44 Measuring Cost Inefficiency in the UK Life Insurance Industry by Hardwick, Philip [Downloadable! (restricted)]
45-57 A Switching Regression Approach to the Stationarity of Systematic and Non-systematic Risks: The Hong Kong Experience by Cheng, Joseph W [Downloadable! (restricted)]
59-74 A Comparative Analysis of the Propagation of Stock Market Fluctuations in Alternative Models of Dynamic Causal Linkages by Masih, Abul M M & Masih, Rumi [Downloadable! (restricted)]
75-85 Equity Retention and Initial Public Offerings: The Influence of Signalling and Entrenchment Effects by Keasey, Kevin & Short, Helen [Downloadable! (restricted)]
87-95 Using a VECM to Test Exogeneity and Forecastability in the PPP Condition by Norrbin, Stefan C & Reffett, Kevin L & Ji, Yaohua [Downloadable! (restricted)]
97-106 The Valuation Effects of the Mexican Debt Crisis: A Re-examination by Sundaram, Sridhar & Mathur, Ike & Chhachhi, Indudeep [Downloadable! (restricted)]
107-14 Aggregate Consumption Behaviour with Time-Nonseparable Preferences and Liquidity Constraints by Wirjanto, Tony S [Downloadable! (restricted)]
115-25 Does Futures Speculation Stabilize Spot Prices? Evidence from Metals Markets by Kocagil, Ahmet Enis [Downloadable! (restricted)]
1996, Volume 6, Issue 6 463-75 The Stable Paretian Hypothesis and the Frequency of Large Returns: An Examination of Major German Stocks by Lux, Thomas [Downloadable! (restricted)]
477-85 Credit Constraints and US Households by Crook, Jonathan [Downloadable! (restricted)]
487-94 Stock Price Volatility: Tests for Linear and Non-linear Cointegration in the Present Value Model of Stock Prices by Yuhn, Ky-Hyang [Downloadable! (restricted)]
495-504 Common Stochastic Trends, Multivariate Market Efficiency and the Temporal Causal Dynamics in a System of Daily Spot Exchange Rates by Masih, Abul M M & Masih, Rumi [Downloadable! (restricted)]
505-10 Banks and Income Smoothing: An Empirical Analysis by Bhat, Vasanthakumar N [Downloadable! (restricted)]
511-17 Signalling in UK Capital Markets by Brookfield, David [Downloadable! (restricted)]
519-29 Impact of Anti-takeover Amendments on Corporate Performance by Akhigbe, Aigbe & Madura, Jeff [Downloadable! (restricted)]
531-34 Does Seasonal Adjustment Distort Tests of Stationarity? Some Small-Sample Evidence by Olekalns, Nilss [Downloadable! (restricted)]
535-41 The Proportionality of Financial Ratios: Implications for Ratio Classifications by Kallunki, Juha-Pekka & Martikainen, Teppo & Parttunen, Jukka [Downloadable! (restricted)]
543-49 Portfolio Hedging and Basis Risks by Lim, Kian-Guan [Downloadable! (restricted)]
551-61 Australian Dividend Reinvestment Plans: An Event Study on Discount Rates by Chan, Keith K W & McColough, Damien W & Skully, Michael T [Downloadable! (restricted)]
1996, Volume 6, Issue 5 393-99 Demand for Broad Money in the UK by Sumner, Michael [Downloadable! (restricted)]
401-11 Testing Memory Patterns in the Spanish Stock Market by Blasco, Natividad & Santamaria, Rafael [Downloadable! (restricted)]
413-20 Demands for Short-Term Assets and Liabilities by UK Quoted Companies by Hay, Donald & Louri, Helen [Downloadable! (restricted)]
421-32 Long-Term Output Growth as a Predictor of Stock Returns by Lee, Kiseok [Downloadable! (restricted)]
433-41 Stock Returns, Real Activities and Temporary and Persistent Inflation by Lee, Kiseok & Ni, Shawn [Downloadable! (restricted)]
443-48 Corporate Bond Maturity Decision: An Agency and Transaction Cost Explanation by Kare, Dilip D [Downloadable! (restricted)]
449-61 Forecasting Interest Rates from Financial Futures Markets by Holden, K & Thompson, J L [Downloadable! (restricted)]
1996, Volume 6, Issue 4 301-05 Financial Deregulation, Demand for Narrow Money and Monetary Policy in Australia by Hoque, Asraul & Al-Mutairi, Naief [Downloadable! (restricted)]
307-17 Testing for Non-linearity in Daily Sterling Exchange Rates by Brooks, Christopher [Downloadable! (restricted)]
319-25 Who's Afraid of International Deregulation? Belgian Credit Institutions' Policy Preferences by Sheerlinck, Ilse & Hens, Luc M A & S'Jegers, Rosette [Downloadable! (restricted)]
327-35 The Effect of Bond Plus Equity Warrant Issues on Underlying Asset Volatility: An Empirical Analysis with Conditional and Unconditional Volatility Measures by Becchetti, Leonardo [Downloadable! (restricted)]
337-42 Heteroscedasticity in Stock Market Indicator Return Data: Volume versus GARCH Effects by Sharma, Jandhyala L & Moughoue, Mbodja & Kamath, Ravindra [Downloadable! (restricted)]
343-46 One-Touch Double Barrier Binary Option Values by Hui, Cho H [Downloadable! (restricted)]
347-49 The Dynamics of Interest Rates between Eurodollar and Domestic US Dollar by Chan, David Yee-Kai & Lee, Raymond Siu-Kuen [Downloadable! (restricted)]
351-62 The Monetary Approach to the Exchange Rate: Long-Run Relationships, Coefficient Restrictions and Temporal Stability of the Greek Drachma by Diamandis, Panayiotis F & Kouretas, Georgios P [Downloadable! (restricted)]
363-66 The Effects of the Fundamentalists' and Chartists' Expectations on Market Survey by Liu, Peter C [Downloadable! (restricted)]
367-75 Economies of Scale and Scope in European Banking by Altunbas, Yener & Molyneux, Phil [Downloadable! (restricted)]
377-82 A Stochastic Dominance Approach to Evaluating Alternative Estimators of the Variance for Use in the Black-Scholes Option Pricing Model by Levy, Haim & Yoder, James A [Downloadable! (restricted)]
383-91 The Regulation of Insider Dealing in the UK: Some Empirical Evidence Concerning Share Prices, Merger Bids and Bidders' Advising Merchant Banks by Barnes, Paul [Downloadable! (restricted)]
1996, Volume 6, Issue 3 189-98 Uncertainty and Overconfidence in Time Series Forecasts: Application to the Standard & Poor's 500 Stock Index by Gordon, Danielle A & Kammen, Daniel M [Downloadable! (restricted)]
199-211 Exchange Rate Uncertainty, Consumption Preferences and the Currency Denomination of External Debt by Miller, Victoria [Downloadable! (restricted)]
213-23 Loan-Loss Provisions and Bank Buffer-Stock Capital by McKenzie, George [Downloadable! (restricted)]
225-31 Inflation News in Australia: Its Effects on Exchange Rates and Interest Rates by Kim, Suk-Joong [Downloadable! (restricted)]
233-42 The Impact of the Revenue Act of 1987 on Master Limited Partnerships by Muhtaseb, Majed R & Karayan, John E [Downloadable! (restricted)]
243-49 Interdependence of Stock Markets: Evidence from Europe during the 1920s and 1930s by Choudhry, Taufiq [Downloadable! (restricted)]
251-57 Cointegration in Interest Rate Futures Trading on the Sydney Future Exchange by Bhar, Ramaprasad [Downloadable! (restricted)]
259-69 Permanent and Temporary Components of Canadian Stock Prices by Serletis, Apostolos & Sondergard, Murray A [Downloadable! (restricted)]
271-77 A Note on the Determinants of Foreign Bank Activity in London between 1980 and 1989 by Fisher, A & Molyneux, P [Downloadable! (restricted)]
279-86 Forecasting UK Stock Prices by Jung, Chulho & Boyd, Roy [Downloadable! (restricted)]
287-92 Betting Bias and Market Equilibrium in Racetrack Betting by Chadha, Sumir & Quandt, Richard E [Downloadable! (restricted)]
293-300 Does It Matter How Seigniorage Is Measured by Honohan, Patrick [Downloadable! (restricted)]
1996, Volume 6, Issue 2 91-101 Using Chaos Measures to Examine International Capital Market Integration by Sewell, Susan P, et al [Downloadable! (restricted)]
103-13 An Examination of the Oslo Stock Exchange Options Market by Berg, Egil & Brevik, Trond & Saettem, Frode [Downloadable! (restricted)]
115-20 Testing the Fisher Effect as a Long-Run Equilibrium Relation by Daniels, Joseph P & Nourzad, Farrokh & Toutkoushian, Robert K [Downloadable! (restricted)]
121-41 The Causes and Consequences of Central Bank Money Supply Decisions: Evidence from Africa by Fielding, David [Downloadable! (restricted)]
143-53 A Test of the Cost of Carry Relationship for the Australian 90 Day Bank Accepted Bill Futures Market by Heaney, Richard A & Layton, Allan P [Downloadable! (restricted)]
155-62 Determinants of Outsider Excess Returns from Insider Transactions and Semi-strong Form Efficiency by Toutkoushian, Robert K [Downloadable! (restricted)]
163-74 A Simultaneous, Rational Expectations Model of the Australian Dollar/U.S. Dollar Market by Goss, Barry A & Avsar, S Gulay [Downloadable! (restricted)]
175-88 Dividend Policy and Stock Price Volatility: Australian Evidence by Allen, Dave E & Rachim, Veronica S [Downloadable! (restricted)]
1996, Volume 6, Issue 1 1-7 Regulation, Deregulation and Managerial Behaviour: New Evidence on Expense Preference in Banking by Gropper, Daniel M & Oswald, Sharon L [Downloadable! (restricted)]
9-18 An Examination of Open Market Stock Repurchases: Cash Flow Signalling, Investments, and Tobin's Q by Tsetsekos, George P & Liu, Feng-Ying & Floros, Nicos [Downloadable! (restricted)]
19-27 The Relative Performance of the PER and PSR Filters with Stochastic Dominance: Evidence from the Taiwan Stock Exchange by Chou, Peter Shyan-Rong & Liao, Tung Liang [Downloadable! (restricted)]
29-35 Inflation, Real Stock Returns, and Monetary Policy by Graham, Fred C [Downloadable! (restricted)]
37-48 On the Application of the Black and Scholes Formula to Valuing Bonds with Embedded Options: The Case of Extendible Bonds by Athanassakos, George [Downloadable! (restricted)]
49-57 Risk Premia in Eurodollar Futures Prices by Lauterbach, Beni & Smoller, Margaret Monroe [Downloadable! (restricted)]
59-70 An Empirical Exploration of Revisions in U.S. National Income Aggregates by Siklos, Pierre L [Downloadable! (restricted)]
71-83 Leases, Debt and Taxable Capacity by Adedeji, Abimbola & Stapleton, Richard C [Downloadable! (restricted)]
85-90 Security Price Reaction to Divestments by Healthy and Financially Distressed Firms: The Case of MBOs by Saadouni, B, et al [Downloadable! (restricted)]
1995, Volume 5, Issue 6 367-72 The Accuracy and Timeliness of Survey Forecasts of Six-Month and Twelve-Month ahead Exchange Rates by Easton, Stephen A & Lalor, Paul A [Downloadable! (restricted)]
373-81 Lead-Lag Associations between Option Trading and Cash Market Volatility by Chatrath, Arjun, et al [Downloadable! (restricted)]
383-89 Determinants of Variation in Mutual Fund Returns by Droms, William G & Walker, David A [Downloadable! (restricted)]
391-95 The Trading Performance of Filter Rules on the Taiwan Stock Exchange by Huang, Yen-Sheng [Downloadable! (restricted)]
397-407 The Measurement of Productive Efficiency in UK Building Societies by Piesse, Jenifer & Townsend, Robert [Downloadable! (restricted)]
409-18 A VARMA Approach to Estimating Term Premia: The Case of the Spanish Interbank Money Market by de Frutos, Rafael Flores [Downloadable! (restricted)]
419-23 Daily Seasonalities and Stock Market Reforms in Spain by Pena, J Ignacio [Downloadable! (restricted)]
425-32 The Impact of Sunshine Laws on Police and Firefighter Bargaining Outcomes by O'Brien, Kevin M [Downloadable! (restricted)]
433-40 Conditional Volatility and Firm Size: An Empirical Analysis of UK Equity Portfolios by Chelley-Steeley, Patricia L & Steeley, James M [Downloadable! (restricted)]
441-47 Monitoring Costs and Ownership Concentration: Australian Evidence by Lange, Helen P & Sharpe, Ian G [Downloadable! (restricted)]
449-59 Banks' Information about Borrowers: The Stock Market Response to Syndicated Loan Announcements in the UK by Armitage, Seth [Downloadable! (restricted)]
1995, Volume 5, Issue 5 273-83 The Expectations Theory of the Term Structure: A Cointegration/Causality Analysis of US Interest Rates by Mandeno, Robert J & Giles, David E A [Downloadable! (restricted)]
285-89 Is There an Intra-month Effect on Stock Returns in Developing Stock Markets? by Wong, Kie Ann [Downloadable! (restricted)]
291-300 Empirical Tests of Chaotic Dynamics in Market Volatility by Sengupta, Jati K & Zheng, Yijuan [Downloadable! (restricted)]
301-07 Treasury Bill Auction Announcements and the Transitory Positive Tuesday Return in the Treasury Bond Market by Adrangi, Bahram & Hensler, Douglas A [Downloadable! (restricted)]
309-18 Duration Dependence in the US Stock Market Cycle: A Parametric Approach by Cochran, Steven J & Defina, Robert H [Downloadable! (restricted)]
319-22 Deregulation and Security Prices in Pakistan: The Case of Islamization by Prodhan, Bimal K & Khan, Bashir A [Downloadable! (restricted)]
323-27 Cointegration between US Short-Term and Long-Term Interest Rates (Both Nominal and Real) by Mustafa, Muhammad & Rahman, Matiur [Downloadable! (restricted)]
329-36 Wealth Effects of US Bank Takeovers by Zhang, Hao [Downloadable! (restricted)]
337-44 Trading Activity Indicators and Market Timing by Dukas, Stephen & Park, Jinwoo [Downloadable! (restricted)]
345-56 Modelling Sterling Exchange Rates and Interest Rate Differentials by Sarantis, Nicholas [Downloadable! (restricted)]
357-66 Modelling China's Demand for International Reserves by Huang, Guobo [Downloadable! (restricted)]
1995, Volume 5, Issue 4 191-98 Valuation Effects of the FDIC Improvement Act by Madura, Jeff & Bartunek, Kenneth [Downloadable! (restricted)]
199-202 Rational and Intrinsic Bubbles: A Reinterpretation of Empirical Results by Charemza, Wojciech W & Deadman, Derek F [Downloadable! (restricted)]
203-18 Global Reaction of Security Prices to Major U.S.-Induced Surprises: An Empirical Investigation by Ajayi, Richard A & Mehdian, Seyed M [Downloadable! (restricted)]
219-27 Information Content of Bank Insider Trading by Madura, Jeff & Wiant, Kenneth J [Downloadable! (restricted)]
229-34 Testing the Relevance of Accounting Numbers in Security Valuation: A Structural Model with Scandinavian Data by Ostermark, Ralf & Aaltonen, Jaana [Downloadable! (restricted)]
235-42 On the Importance of the Term Premium in the T-Bill Market by Batchelor, Roy [Downloadable! (restricted)]
243-50 Management Buyout Announcements and Securities Returns in the U.K.: Further Evidence for the Period 1981-91 by Saadouni, B & Mallin, C A & Briston, R J [Downloadable! (restricted)]
251-56 Do Asian Stock Market Prices Follow Random Walks? Evidence from the Variance Ratio Test by Huang, Bwo-Nung [Downloadable! (restricted)]
257-64 The Effect of Financial Liberalization on the Efficiency of Turkish Commercial Banks by Zaim, Osman [Downloadable! (restricted)]
265-72 Return to Shareholders of U.S. Targeted Companies Acquired by Foreign Corporations by Parhizgari, A M & De Boyrie, Maria E [Downloadable! (restricted)]
1995, Volume 5, Issue 3 121-29 Exchange Rates, Country-Specific Shocks, and Gold by Dooley, Michael P & Isard, Peter & Taylor, Mark P [Downloadable! (restricted)]
131-37 Time-Varying Distributions and the Optimal Hedge Ratios for Stock Index Futures by Park, Tae H & Switzer, Lorne N [Downloadable! (restricted)]
139-50 Investigating the Robustness of Tests of the Market Efficiency Hypothesis: Contributions from Cointegration Techniques on the Canadian Floating Dollar by Masih, Abul M M & Masih, Rumi [Downloadable! (restricted)]
151-60 The Impact of Firm Size Differences on the Day-of-the-Week Effect: A Comparison of Major Stock Exchanges by Kohers, Theodor & Kohers, Gerald [Downloadable! (restricted)]
161-67 Adverse Selection and the Market for Consumer Credit by Drake, Leigh M & Holmes, Mark J [Downloadable! (restricted)]
169-77 Institutional Shareholdings and the Investment Trust Discount as an Agency Cost by Prior, M J [Downloadable! (restricted)]
179-90 Industrial Relatedness, Structural Factors and Bidder Returns by Limmack, R J & McGregor, N [Downloadable! (restricted)]
1995, Volume 5, Issue 2 51-60 A Bias-Adjusted Black and Scholes Option Pricing Model by Ncube, Mthuli & Satchell, Stephen [Downloadable! (restricted)]
61-67 UK Stock and Government Bond Markets: Predictability and the Term Structure by Fraser, Patricia [Downloadable! (restricted)]
69-77 The Private Cost of Socially Responsible Investing by Diltz, J David [Downloadable! (restricted)]
79-84 A Non-parametric View of Money/Income Causality by Sephton, Peter S [Downloadable! (restricted)]
85-94 Tests of the Risk Premium on Foreign Currency Futures Implied by the Intertemporal Asset Pricing Theory by Gencay, Ramazan [Downloadable! (restricted)]
95-107 Measuring Efficiency and Productivity Growth in Japanese Banking: A Nonparametric Frontier Approach by Fukuyama, Hirofumi [Downloadable! (restricted)]
109-11 Predictive Ability of Earnings and Dividend Yields: An Empirical Evaluation of New Zealand Stocks by Raj, Mahendra & Thurston, David [Downloadable! (restricted)]
113-19 Outlier Time-Series Models and Analysts' Forecasting of GNP and Corporate Earnings Per Share by Guerard, John B, Jr, et al [Downloadable! (restricted)]
1995, Volume 5, Issue 1 1-10 Common Volatility in the Foreign Exchange Market by Alexander, Carol O [Downloadable! (restricted)]
11-18 Long Run Behaviour of Pacific-Basin Stock Prices by Corhay, Albert & Rad, Alireza Tourani & Urbain, Jean-Pierre [Downloadable! (restricted)]
19-26 Purchasing Power Parity: New Methods and Extensions by Manzur, Meher & Ariff, Mohamed [Downloadable! (restricted)]
27-32 Irish Loan-Deposit Interest Rate Margins: A Duration-Based Approach by Cronin, David [Downloadable! (restricted)]
33-42 The Long-Run Gains from International Equity Diversification: Australian Evidence from Cointegration Tests by Allen, D E & MacDonald, G [Downloadable! (restricted)]
43-50 Day of the Week Effect on the Greek Stock Market by Alexakis, Panayotis & Xanthakis, Manolis [Downloadable! (restricted)]
1994, Volume 4, Issue 6 383-90 Stochastic Trends and Stock Prices: An International Inquiry by Choudhry, Taufiq [Downloadable! (restricted)]
391-404 Financial Development and Economic Growth in Singapore: Demand-Following or Supply-Leading? by Murinde, Victor & Eng, Fern S H [Downloadable! (restricted)]
405-11 Stock Market Efficiency, the Small Firm Effect and Cointegration by Chelley-Steeley, Patricia L & Pentecost, Eric J [Downloadable! (restricted)]
413-22 Portfolio Behaviour of Commercial Banks in the Commonwealth Caribbean by Arjoon, Surendra [Downloadable! (restricted)]
423-29 Reexamining the Monetary Approach to the Exchange Rate: The Dollar-Franc, 1976-90 by MacDonald, Ronald & Taylor, Mark P [Downloadable! (restricted)]
431-39 The Distribution of Stock Returns: International Evidence by Peiro, Amado [Downloadable! (restricted)]
441-47 Are Trade Balance Announcements Informative? by Kutty, Gopalan & Sabi, Manijeh [Downloadable! (restricted)]
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