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Taylor and Francis Journals

European Journal of Finance

Contact information of Taylor and Francis Journals:
Web page: http://taylorandfrancis.metapress.com/link.asp?target=journal&id=100161

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Web: http://www.tandf.co.uk/journals/subscription.html
Pricing information: individual rates available on request
Editor: Chris Adcock
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:taf:eurjfi

More pages of listings: 0|1

2009, Volume 15, Issue 5-6

445-445 Preface
by Chris Adcock [Downloadable! (restricted)]
447-449 Editorial
by Wolfgang Bessler & Wolfgang Drobetz [Downloadable! (restricted)]
451-461 From Markowitz to modern risk management
by Gordon Alexander [Downloadable! (restricted)]
463-486 Performance measures and incentives: loading negative coskewness to outperform the CAPM
by Alexandros Kostakis [Downloadable! (restricted)]
487-509 Performance and characteristics of mutual fund starts
by Aymen Karoui & Iwan Meier [Downloadable! (restricted)]
511-532 Long-horizon consumption risk and the cross-section of returns: new tests and international evidence
by Joachim Grammig & Andreas Schrimpf & Michael Schuppli [Downloadable! (restricted)]
533-553 Diversification benefits for bond portfolios
by Wassim Dbouk & Lawrence Kryzanowski [Downloadable! (restricted)]
555-583 International bond diversification strategies: the impact of currency, country, and credit risk
by Mats Hansson & Eva Liljeblom & Anders Loflund [Downloadable! (restricted)]
585-605 Conditioning information in mutual fund performance evaluation: Portuguese evidence
by Paulo Armada Leite & Maria Ceu Cortez [Downloadable! (restricted)]

2009, Volume 15, Issue 4

365-384 Short-term market timing using the bond-equity yield ratio
by Pierre Giot & Mikael Petitjean [Downloadable! (restricted)]
385-404 The impact of board size on firm performance: evidence from the UK
by Paul Guest [Downloadable! (restricted)]
405-420 Optimal allotment policy in central bank open market operations
by Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla [Downloadable! (restricted)]
421-435 UK IPO underpricing and venture capitalists
by Jerry Coakley & Leon Hadass & Andrew Wood [Downloadable! (restricted)]
437-444 Forecasting the weekly time-varying beta of UK firms: GARCH models vs. Kalman filter method
by Taufiq Choudhry & Hao Wu [Downloadable! (restricted)]

2009, Volume 15, Issue 3

249-262 Martingales in European emerging stock markets: Size, liquidity and market quality
by Graham Smith [Downloadable! (restricted)]
263-285 International asset returns and exchange rates
by Yuming Li & Maosen Zhong [Downloadable! (restricted)]
287-316 Conditional performance evaluation for German equity mutual funds
by Wolfgang Bessler & Wolfgang Drobetz & Heinz Zimmermann [Downloadable! (restricted)]
317-335 Econometrical analysis of the sample efficient frontier
by Taras Bodnar & Wolfgang Schmid [Downloadable! (restricted)]
337-363 Stochastic volatility and time-varying country risk in emerging markets
by Anders Johansson [Downloadable! (restricted)]

2009, Volume 15, Issue 2

103-103 Preface
by Chris Adcock [Downloadable! (restricted)]
105-118 Modelling the number of customers as a birth and death process
by Helena Pinto & Sydney Howell & Dean Paxson [Downloadable! (restricted)]
119-136 Asset securitization: effects on value of banking institutions
by Pedro Martinez-Solano & Jose Yague-Guirao & Fulgencio Lopez-Martinez [Downloadable! (restricted)]
137-156 Earnings announcements by UK companies: Evidence of extreme events?
by Carlos Alegria & George McKenzie & Simon Wolfe [Downloadable! (restricted)]
157-167 Durable vs. disposable equipment choice under interest rate uncertainty
by Jose Carlos Dias & Mark Shackleton [Downloadable! (restricted)]
169-189 The relation between dividends and insider ownership in different legal systems: international evidence
by Jorge Farinha & Oscar Lopez-de-Foronda [Downloadable! (restricted)]
191-209 The performance of investment grade corporate bond funds: evidence from the European market
by Leif Holger Dietze & Oliver Entrop & Marco Wilkens [Downloadable! (restricted)]
211-230 Corporate governance and dividend policy in Southeast Asia pre- and post-crisis
by Julia Sawicki [Downloadable! (restricted)]
231-247 Competition and stock market development
by Sofia Ramos [Downloadable! (restricted)]

2009, Volume 15, Issue 1

1-28 In-sample and out-of-sample properties of international stock return dynamics conditional on equilibrium pricing factors
by Helmut Herwartz & Leonardo Morales-Arias [Downloadable! (restricted)]
29-51 Earnings management around UK open offers
by Abdullah Iqbal & Susanne Espenlaub & Norman Strong [Downloadable! (restricted)]
53-60 Comment on 'earnings management around UK open offers'
by Seth Armitage & John Capstaff [Downloadable! (restricted)]
61-69 Datastream returns and UK open offers
by Susanne Espenlaub & Abdullah Iqbal & Norman Strong [Downloadable! (restricted)]
71-87 Asset sales and firm strategy: an analysis of divestitures by UK companies
by David Hillier & Patrick McColgan & Samwel Werema [Downloadable! (restricted)]
89-102 The determinants of trading volume for cross-listed Euribor futures contracts
by Owain ap Gwilym & Samir Aguenaou & Mark Rhodes [Downloadable! (restricted)]

2008, Volume 14, Issue 8

663-686 International nonlinear causality between stock markets
by Michel Beine & Gunther Capelle-Blancard & Helene Raymond [Downloadable! (restricted)]
687-699 Stock returns, inflation and interest rates in the United Kingdom
by Mohammad Hasan [Downloadable! (restricted)]
701-716 Monetary disequilibria and the euro/dollar exchange rate
by Dieter Nautz & Karsten Ruth [Downloadable! (restricted)]
717-734 Distribution-free upper bounds for spread options and market-implied antimonotonicity gap
by Peter Laurence & Tai-Ho Wang [Downloadable! (restricted)]
735-753 Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market
by Vassilios Babalos & Guglielmo Maria Caporale & Alexandros Kostakis & Nikolaos Philippas [Downloadable! (restricted)]
755-769 Recovery of hidden state participation effects on oil and gas asset values
by Gavin Kretzschmar & Axel Kirchner [Downloadable! (restricted)]
771-802 Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques
by Sascha Mergner & Jan Bulla [Downloadable! (restricted)]

2008, Volume 14, Issue 7

541-544 Financial reform in emerging markets
by Christopher Green [Downloadable! (restricted)]
545-562 Banking in transition economies: does foreign ownership enhance profitability?
by Ilko Naaborg & Robert Lensink [Downloadable! (restricted)]
563-581 Savings and financial sector development: panel cointegration evidence from Africa
by Roger Kelly & George Mavrotas [Downloadable! (restricted)]
583-607 The impact of tax policy on corporate debt in a developing economy: a study of unquoted Indian companies
by Christopher Green & Victor Murinde [Downloadable! (restricted)]
609-624 Capital financing behaviour: evidence from firms listed on the Nairobi Stock Exchange
by Rose Ngugi [Downloadable! (restricted)]
625-639 The measurement and determinants of x-inefficiency in commercial banks in Sub-Saharan Africa
by C. Kirkpatrick & V. Murinde & M. Tefula [Downloadable! (restricted)]
641-661 Flow of funds and the impact of financial controls on bank portfolio behaviour: a study of India
by Tomoe Moore & Christopher Green [Downloadable! (restricted)]

2008, Volume 14, Issue 6

453-468 Forecasting inter-related energy product prices
by M. E. Malliaris & S. G. Malliaris [Downloadable! (restricted)]
469-488 The effectiveness of dynamic hedging: evidence from selected European stock index futures
by Jahangir Sultan & Mohammad Hasan [Downloadable! (restricted)]
489-501 Changing investors' risk appetite: Reality or fiction?
by Miroslav Misina [Downloadable! (restricted)]
503-521 Trading futures spread portfolios: applications of higher order and recurrent networks
by Christian Dunis & Jason Laws & Ben Evans [Downloadable! (restricted)]
523-540 Forecasting daily volatility with intraday data
by Bart Frijns & Dimitris Margaritis [Downloadable! (restricted)]

2008, Volume 14, Issue 5

359-379 Forecasting credit migration matrices with business cycle effects—a model comparison
by Stefan Truck [Downloadable! (restricted)]
381-395 Time-varying factor models for equity portfolio construction
by Markus Ebner & Thorsten Neumann [Downloadable! (restricted)]
397-408 Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index
by Stelios Bekiros & Dimitris Georgoutsos [Downloadable! (restricted)]
409-425 Return forecasts and optimal portfolio construction: a quantile regression approach
by Lingjie Ma & Larry Pohlman [Downloadable! (restricted)]
427-449 A further extension of duration-dependent models
by Akifumi Isogai & Satoru Kanoh & Toshifumi Tokunaga [Downloadable! (restricted)]

2008, Volume 14, Issue 4

273-280 Takeover defenses, golden parachutes, and bargaining over stochastic synergy gains: a note on optimal contracting
by Atreya Chakraborty & Abdikarim Farah & John Barkoulas [Downloadable! (restricted)]
281-298 Trading strategies based on term structure model residuals
by Rainer Jankowitsch & Michaela Nettekoven [Downloadable! (restricted)]
299-314 Size effect, methodological issues and 'risk-to-default': evidence from the UK stock market
by Panagiotis Andrikopoulos & Arief Daynes & David Latimer & Paraskevas Pagas [Downloadable! (restricted)]
315-336 Reserve overstocking in a highly integrated world. New evidence from Asia and Latin America
by Giulio Cifarelli & Giovanna Paladino [Downloadable! (restricted)]
337-358 Performance of closely held firms in Russia: evidence from firm-level data
by Andrei Kuznetsov & Rostislav Kapelyushnikov & Natalya Dyomina [Downloadable! (restricted)]

2008, Volume 14, Issue 3

179-193 A change of focus: Stock market reclassification in the UK
by Bryan Mase [Downloadable! (restricted)]
195-210 Dividends, prices and the present value model: firm-level evidence
by John Goddard & David Mcmillan & John Wilson [Downloadable! (restricted)]
211-223 Empirical investigation of stock index futures market efficiency: the case of the Athens Derivatives Exchange
by Panayiotis Andreou & Yiannos Pierides [Downloadable! (restricted)]
225-242 Trading time and trading activity: evidence from extensions of the NYSE trading day
by Ebenezer Asem & Aditya Kaul [Downloadable! (restricted)]
243-270 Hedging effectiveness of the Athens stock index futures contracts
by Manolis Kavussanos & Ilias Visvikis [Downloadable! (restricted)]

2008, Volume 14, Issue 2

71-71 Preface
by Chris Adcock [Downloadable! (restricted)]
73-73 Editorial
by Jan Annaert & Marc De Ceuster [Downloadable! (restricted)]
75-89 Testing for changing persistence in US Treasury on/off spreads under weighted-symmetric estimation
by L. Vanessa Smith & Demosthenes Tambakis [Downloadable! (restricted)]
91-113 Commodity volatility modelling and option pricing with a potential function approach
by Jasper Anderluh & Svetlana Borovkova [Downloadable! (restricted)]
115-135 The stability of bank efficiency rankings when risk preferences and objectives are different
by Michael Koetter [Downloadable! (restricted)]
137-156 Pricing Parisians and barriers by hitting time simulation
by J. H. M. Anderluh [Downloadable! (restricted)]
157-177 Residual value risk in the leasing industry: A European case
by Hugues Pirotte & Céline Vaessen [Downloadable! (restricted)]

2008, Volume 14, Issue 1

1-21 Evidence of ex-dividend trading by investor tax category
by Karl Felixson & Eva Liljeblom [Downloadable! (restricted)]
23-31 Stochastic volatility in the Spanish stock market: a long memory model with a structural break
by Luis Gil-Alana & Juncal Cunado & Fernando Perez De Gracia [Downloadable! (restricted)]
33-47 What a delta hedge really does - a theoretical and pedagogical note
by S. D. Howell [Downloadable! (restricted)]
49-67 Will we pay in the same way?
by Sandra Deungoue [Downloadable! (restricted)]

2007, Volume 13, Issue 8

691-704 Modeling Conditional Skewness in Stock Returns
by Markku Lanne & Saikkonen Pentti [Downloadable! (restricted)]
705-715 Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities
by Simon Stevenson & Patrick Wilson & Ralf Zurbruegg [Downloadable! (restricted)]
717-739 Algorithmic Trading Patterns in Xetra Orders
by Johannes Prix & Otto Loistl & Michael Huetl [Downloadable! (restricted)]
741-750 Asymmetric Mean Reversion in European Interest Rates: A Two-factor Model
by Gregory Koutmos & George Philippatos [Downloadable! (restricted)]
751-768 Anyone for Tennis (Betting)?
by David Forrest & Ian Mchale [Downloadable! (restricted)]
769-793 Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience
by Ron Bird & Lorenzo Casavecchia [Downloadable! (restricted)]

2007, Volume 13, Issue 7

595-619 Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs
by Peter Løchte Jørgensen [Downloadable! (restricted)]
621-644 Volatility as an Asset Class: European Evidence
by Reinhold Hafner & Martin Wallmeier [Downloadable! (restricted)]
645-655 Factor-based, Non-parametric Risk Measurement Framework for Hedge Funds and Fund-of-Funds
by T. R. J. Goodworth & C. M. Jones [Downloadable! (restricted)]
657-667 Tax-Induced Trading and the Identity of the Marginal Investor: Evidence from Sweden
by Sven-Olov Daunfeldt [Downloadable! (restricted)]
669-687 Nonlinear Effects of Debt on Investment: Evidence from Dutch Listed Firms
by Hong Bo [Downloadable! (restricted)]

2007, Volume 13, Issue 6

503-522 Estimating Beta-Coefficients of German Stock Data: A Non-Parametric Approach
by Maik Eisenbeiss & Göran Kauermann & Willi Semmler [Downloadable! (restricted)]
523-544 Skew Brownian Motion and Pricing European Options
by T. R. A. Corns & S. E. Satchell [Downloadable! (restricted)]
545-564 A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates
by Snorre Lindset & Arne-Christian Lund [Downloadable! (restricted)]
565-593 Determinants of Leverage and Agency Problems: A Regression Approach with Survey Data
by Abe De Jong & Ronald Van Dijk [Downloadable! (restricted)]

2007, Volume 13, Issue 5

397-404 Conditions Ensuring the Decomposition of Asset Demand for All Risk-Averse Investors
by Kais Dachraoui & Georges Dionne [Downloadable! (restricted)]
405-439 Trading Activity, Trade Costs and Informed Trading for Acquisition Targets and Acquirers
by Lawrence Kryzanowski & Skander Lazrak [Downloadable! (restricted)]
441-458 Multivariate Shrinkage for Optimal Portfolio Weights
by Vasyl Golosnoy & Yarema Okhrin [Downloadable! (restricted)]
459-481 The Use of Collateral in Gross and Net Payment Systems
by Francisco J. Callado Muñoz [Downloadable! (restricted)]
483-500 Who Transfers Credit Risk? Determinants of the Use of Credit Derivatives by Large US Banks
by Dawood Ashraf & Yener Altunbas & John Goddard [Downloadable! (restricted)]

2007, Volume 13, Issue 4

301-318 Is Momentum Due to Data-snooping?
by Johan Parmler & Andrés González [Downloadable! (restricted)]
319-331 Cross-correlation Measures in the High-frequency Domain
by Ovidiu V. Precup & Giulia Iori [Downloadable! (restricted)]
333-352 The Economic Value of Advanced Time Series Methods for Modelling and Trading 10-year Government Bonds
by Christian L. Dunis & Vincent Morrison [Downloadable! (restricted)]
353-372 On the Numerical Evaluation of Option Prices in Jump Diffusion Processes
by Peter Carr & Anita Mayo [Downloadable! (restricted)]
373-395 Extreme Risk and Value-at-Risk in the German Stock Market
by Konstantinos Tolikas & Athanasios Koulakiotis & Richard A. Brown [Downloadable! (restricted)]

2007, Volume 13, Issue 3

195-226 Deviations from Fundamentals in US and EU Stock Markets: A Comparative Analysis
by Leonardo Becchetti & Stefania Di Giacomo [Downloadable! (restricted)]
227-252 Conducting Event Studies on a Small Stock Exchange
by Jan Bartholdy & Dennis Olson & Paula Peare [Downloadable! (restricted)]
253-268 The Relevance of Accounting Data in the Measurement of Credit Risk
by Amer Demirovic & Dylan Thomas [Downloadable! (restricted)]
269-282 Discrete Variable Chain Graphical Modelling for Assessing the Effects of Fund Managers' Characteristics on Incentives Satisfaction and Size of Returns
by Frank Fabozzi & Omar Masood & Radu Tunaru [Downloadable! (restricted)]
283-298 A Comparison of Measures of Earnings Per Share
by Peter Casson & George Mckenzie [Downloadable! (restricted)]

2007, Volume 13, Issue 2

105-122 Earning Forecast Error in US and European Stock Markets
by Michele Bagella & Leonardo Becchetti & Rocco Ciciretti [Downloadable! (restricted)]
123-143 Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000
by H. Semih Yildirim & George Philippatos [Downloadable! (restricted)]
145-158 Explaining the Cross-section of Stock Returns in France: Characteristics or Risk Factors?
by Souad Lajili-Jarjir [Downloadable! (restricted)]
159-164 A Note on the Predictability of UK Stock Returns
by David Lovatt & Andrew Boswell & Reza Noor [Downloadable! (restricted)]
165-179 Impact of Analysts' Recommendations on Stock Performance
by Valentyn Panchenko [Downloadable! (restricted)]
181-193 The Bank Lending Channel Transmission of Monetary Policy in the EMU: A Case Study of Portugal
by Cândida Ferreira [Downloadable! (restricted)]

2007, Volume 13, Issue 1

1-27 Sources of Predictability of European Stock Markets for High-technology Firms
by Christian Pierdzioch & Andrea Schertler [Downloadable! (restricted)]
29-63 Agency Problems and the Performance of Venture-backed IPOs in Germany: Exit Strategies, Lock-up Periods, and Bank Ownership
by Wolfgang Bessler & Andreas Kurth [Downloadable! (restricted)]
65-87 A Better Asymmetric Model of Changing Volatility in Stock and Exchange Rate Returns: Trend-GARCH
by Christian Bauer [Downloadable! (restricted)]
89-101 Stochastic Dominance Analysis of iShares
by Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt [Downloadable! (restricted)]

2006, Volume 12, Issue 6-7

455-472 Extended switching regression models with time-varying probabilities for combining forecasts
by Arie Preminger & Uri Ben-Zion & David Wettstein [Downloadable! (restricted)]
473-494 Small sample properties of GARCH estimates and persistence
by Soosung Hwang & Pedro Valls Pereira [Downloadable! (restricted)]
495-512 Detecting market transitions and energy futures risk management using principal components
by Svetlana Borovkova [Downloadable! (restricted)]
513-528 Volatility of interest rates in the euro area: Evidence from high frequency data
by Nuno Cassola & Claudio Morana [Downloadable! (restricted)]
529-552 Return-based style analysis with time-varying exposures
by Laurens Swinkels & Pieter Van Der Sluis [Downloadable! (restricted)]
553-566 Extreme Value Estimation of Boom and Crash Statistics
by John Cotter [Downloadable! (restricted)]
567-582 Comovements and correlations in international stock markets
by Rita D’Ecclesia & Mauro Costantini [Downloadable! (restricted)]
583-603 Why Smiles Exist in Foreign Exchange Options Markets: Isolating Components of the Risk Neutral Process
by Robert Tompkins [Downloadable! (restricted)]
605-626 Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data
by Álvaro Veiga & Leonardo Souza [Downloadable! (restricted)]

2006, Volume 12, Issue 5

379-400 Buybacks of domestic debt in public debt management
by Silvia Marchesi [Downloadable! (restricted)]
401-420 The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK
by Leo De Haan & Elmer Sterken [Downloadable! (restricted)]
421-448 Estimating the expropriation of minority shareholders: Results from a new empirical approach
by José Guedes & Gilberto Loureiro [Downloadable! (restricted)]
449-453 Volatility clustering and event-induced volatility: Evidence from UK mergers and acquisitions
by Ercan Balaban & Charalambos Constantinou [Downloadable! (restricted)]

2006, Volume 12, Issue 4

283-301 An application of expert information to win betting on the Kentucky Derby, 1981--2005
by Roderick Bain & Donald Hausch & William Ziemba [Downloadable! (restricted)]
303-312 Using extreme value theory to estimate the likelihood of banking sector failure
by Hans Byström [Downloadable! (restricted)]
313-332 Asymmetry and downside risk in foreign exchange markets
by Shaun Bond & Stephen Satchell [Downloadable! (restricted)]
333-345 Bankruptcy law and financial structure: The impact of managerial incentives
by Ansgar Wohlschlegel [Downloadable! (restricted)]
347-360 Information costs and liquidity effects from changes in the FTSE 100 list
by Andros Gregoriou & Christos Ioannidis [Downloadable! (restricted)]
361-377 Which factors determine sovereign credit ratings?
by Constantin Mellios & Eric Paget-Blanc [Downloadable! (restricted)]

2006, Volume 12, Issue 3

189-204 Timing and diversification: A state-dependent asset allocation approach
by Martin Hess [Downloadable! (restricted)]
205-216 Short-term Dynamics in the Cyprus Stock Exchange
by Gregory Koutmos & Andreas Pericli & Lenos Trigeorgis [Downloadable! (restricted)]
217-240 The determinants of Norwegian exporters’ foreign exchange risk management
by Dick Davies & Christian Eckberg & Andrew Marshall [Downloadable! (restricted)]
241-263 Modelling multivariate moments in European Stock Markets
by Ignacio Mauleón [Downloadable! (restricted)]
265-282 Ownership structure and dividend policy: Evidence from Italian firms
by Luciana Mancinelli & Aydin Ozkan [Downloadable! (restricted)]

2006, Volume 12, Issue 2

95-105 The Inverted-U hypothesis for the effect of uncertainty on investment: Evidence from UK firms
by Robert Lensink & Victor Murinde [Downloadable! (restricted)]
107-135 The Jarrow/Turnbull default risk model--Evidence from the German market
by Manfred Frühwirth & Leopold Sögner [Downloadable! (restricted)]
137-152 Price resolution in an emerging market: Evidence from the Istanbul Stock Exchange
by G. Booth & Aydin Yüksel [Downloadable! (restricted)]
153-169 Measuring the liquidity impact on EMU government bond prices
by R. Jankowitsch & H. Mösenbacher & S. Pichler [Downloadable! (restricted)]
171-188 Forecasting stock market volatility: Further international evidence
by Ercan Balaban & Asli Bayar & Robert Faff [Downloadable! (restricted)]

2006, Volume 12, Issue 1

1-22 The distribution of the extreme daily share returns in the Athens stock exchange
by Konstantinos Tolikas & Richard Brown [Downloadable! (restricted)]
23-32 Intertemporal stability of the European credit spread co-movement structure 1
by Jan Annaert & Anouk Claes & Marc De Ceuster [Downloadable! (restricted)]
33-40 WACC and a generalized tax code
by Sven Husmann & Lutz Kruschwitz & Andreas Löffler [Downloadable! (restricted)]
41-59 Stochastic Volatility and GARCH: a Comparison Based on UK Stock Data
by Chiara Pederzoli [Downloadable! (restricted)]
61-75 Anatomy of Interim Disclosures During Bimodal Return Distributions
by Hannu Kahra & Antti Kanto & Hannu Schadewitz & Dallas Blevins [Downloadable! (restricted)]
77-94 Ownership structure and open market stock repurchases in France
by Edith Ginglinger & Jean-François L’her [Downloadable! (restricted)]

2005, Volume 11, Issue 6

463-470 Technical analysis profitability when exchange rates are pegged: A note
by Bertrand Maillet & Thierry Michel [Downloadable! (restricted)]
471-491 Overconfidence in investment decisions: An experimental approach
by Dennis Dittrich & Werner Güth & Boris Maciejovsky [Downloadable! (restricted)]
493-509 Determinants of corporate debt securities in the Euro area
by Gabe Bondt [Downloadable! (restricted)]
511-529 The negative news threshold--An explanation for negative skewness in stock returns
by Anders Ekholm & Daniel Pasternack [Downloadable! (restricted)]
531-548 An analysis of trading strategies in eleven European stock markets
by Suzanne Fifield & David Power & C. Donald Sinclair [Downloadable! (restricted)]

2005, Volume 11, Issue 5

361-392 Hedge fund performance and persistence in bull and bear markets
by Daniel Capocci & Albert Corhay & Georges Hübner [Downloadable! (restricted)]
393-409 Simple and cross efficiency of CTAs using data envelopment analysis
by Greg Gregoriou & Fabrice Rouah & Stephen Satchell & Fernando Diz [Downloadable! (restricted)]
411-417 Hedge Fund Transparency
by James Hedges [Downloadable! (restricted)]
419-443 New test statistics for market timing with applications to emerging markets hedge funds
by Alessio Sancetta & Stephen Satchell [Downloadable! (restricted)]
445-462 Exploiting skewness to build an optimal hedge fund with a currency overlay
by C. Adcock [Downloadable! (restricted)]

2005, Volume 11, Issue 3

169-181 Generating science-based growth: an econometric analysis of the impact of organizational incentives on university--industry technology transfer
by Albert Link & Donald Siegel [Downloadable! (restricted)]
183-205 Abstract
by Michael Graff [Downloadable! (restricted)]
207-221 Price exhaustion and number preference: time and price confluence in Australian stock prices
by Chris Doucouliagos [Downloadable! (restricted)]
223-246 Risk management and asset allocation with jump-diffusion exogenous risks: Some algebraic approximated solutions
by Francesco Menoncin [Downloadable! (restricted)]
247-258 Investments, financial structure and imperfect financial markets: An intertemporal discrete-time framework
by Marco Mazzoli [Downloadable! (restricted)]
259-270 Dynamic bond portfolio choice in a model with Gaussian diffusion regimes
by João Libório [Downloadable! (restricted)]
271-281 Semi-correlations as a tool for geographical and sector asset allocation
by Giampaolo Gabbi [Downloadable! (restricted)]
283-295 Assessing the effort of rating agencies in emerging economies: Some empirical evidence
by Giovanni Ferri & Li-gang Liu [Downloadable! (restricted)]

2005, Volume 11, Issue 2

93-109 The tick/volatility ratio as a determinant of the compass rose pattern
by Chun Lee & Ike Mathur & Kimberly Gleason [Downloadable! (restricted)]
111-136 Non-linear dependence and conditional heteroscedasticity in stock returns evidence from the norwegian thinly traded equity market
by P. Solibakke [Downloadable! (restricted)]
137-150 Prediction in chaotic time series: methods and comparisons with an application to financial intra-day data
by D. Guégan & L. Mercier [Downloadable! (restricted)]
151-166 Evaluating density forecasts from models of stock market returns
by Gabriela De Raaij & Burkhard Raunig [Downloadable! (restricted)]

2005, Volume 11, Issue 1

1-16 Valuing information using utility functions: how much should we pay for linear factor models?
by Soosung Hwang & Steve Satchell [Downloadable! (restricted)]
17-31 Signalling with official interest rates: the case of the German discount and lombard rate
by Peter Anker & Jörn Wasmund [Downloadable! (restricted)]
33-57 Forecasting variance using stochastic volatility and GARCH
by Björn Hansson & Peter Hördahl [Downloadable! (restricted)]
59-74 Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads
by Giampaolo Gabbi & Andrea Sironi [Downloadable! (restricted)]
75-92 Do bank-firm relationships reduce bank debt? Evidence from Japan
by Tobias Miarka & Michael Tröge [Downloadable! (restricted)]

2004, Volume 10, Issue 6

453-474 Estimating liquidity premia in the Spanish government securities market
by Francisco Alonso & Roberto Blanco & Ana Del Río & Alicia Sanchis [Downloadable! (restricted)]
475-488 An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method
by Abdulnasser Hatemi-J & Eduardo Roca [Downloadable! (restricted)]
489-509 The agency problem, investment decision, and optimal financial structure
by Jyh-Bang Jou & Tan Lee [Downloadable! (restricted)]
510-525 The statistical evolution of prices on the Istanbul stock exchange
by Attila Odabaşl & Celal Asku & Vedat Akgiray [Downloadable! (restricted)]
526-541 Stock repurchases with legal restrictions. Evidence from Spain
by Víctor González & Francisco González [Downloadable! (restricted)]
542-566 On the bi-dimensionality of liquidity
by Roberto Pascual & Alvaro Escribano & Mikel Tapia [Downloadable! (restricted)]
567-578 Deposit insurance and the stock market: evidence from Denmark
by Jan Bartholdy & Glenn Boyle & Roger Stover [Downloadable! (restricted)]

2004, Volume 10, Issue 5

329-344 Predictability of stock markets with disequilibrium trading
by Wojciech Charemza & Kalvinder Shields & Anna Zalewska [Downloadable! (restricted)]
345-352 Predictability of stock markets with disequilibrium trading. A commentary paper
by Pawel Miłobędzki [Downloadable! (restricted)]
353-369 Jai Alai arbitrage strategies
by Daniel Lane & William Ziemba [Downloadable! (restricted)]
370-378 Tote arbitrage and lock opportunities in racetrack betting
by David Edelman & Nigel O'Brian [Downloadable! (restricted)]
379-390 The utility of gambling and the favourite-longshot bias
by Michael Cain & David Peel [Downloadable! (restricted)]
391-411 A performance evaluation of portfolio managers: tests of micro and macro forecasting
by Simon Stevenson [Downloadable! (restricted)]
412-436 Heterogeneity effects from market interventions
by Nihat Aktas & Eric de Bodt & Michel Levasseur [Downloadable! (restricted)]
437-452 Company investment announcements and the market value of the firm
by Edward Jones & Jo Danbolt & Ian Hirst [Downloadable! (restricted)]

2004, Volume 10, Issue 4

239-254 The cost of equity of internet stocks: a downside risk approach
by Javier Estrada [Downloadable! (restricted)]
255-276 Time-varying betas and the cross-sectional return-risk relation: evidence from the UK
by Patricia Fraser & Foort Hamelink & Martin Hoesli & Bryan Macgregor [Downloadable! (restricted)]
277-289 Nonlinear modelling of the Finnish Banking and Finance branch index
by Ralf Östermark & Jaana Aaltonen & Henrik Saxén & Kenneth Söderlund [Downloadable! (restricted)]
290-307 The influence of the forecast horizon on judgemental probability forecasts of exchange rate movements
by Mary Thomson & Andrew Pollock & Karen Henriksen & Alex Macaulay [Downloadable! (restricted)]

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This page was last updated on 2009-10-29.

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