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September 2017, Volume 23, Issue 12
- 1083-1106 The effects of an uncertain abandonment value on the investment decision
by Roger Adkins & Dean Paxson - 1107-1128 The cyclical behaviour of commodities
by Marcelo Pereira & Sofia B. Ramos & José G. Dias - 1129-1149 Efficiency in initial public offerings and intellectual capital disclosure
by Leire Alcaniz & Fernando Gomez-Bezares & Jose Vicente Ugarte - 1150-1175 Sequential investments with stage-specific risks and drifts
by Roger Adkins & Dean Paxson - 1176-1196 The contributions to systemic stress of financial interactions between the US and Europe
by Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong
September 2017, Volume 23, Issue 11
- 947-973 w-MPS risk aversion and the shadow CAPM: theory and empirical evidence
by Lin Huang & Chenghu Ma & Hiroyuki Nakata - 974-998 Life-cycle funds: Much Ado about Nothing?
by Stefan Graf - 999-1024 The effects of quantitative easing on the integration of UK capital markets
by James M. Steeley - 1025-1058 Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods
by Sanjay Sehgal & Priyanshi Gupta & Florent Deisting - 1059-1082 Media, sentiment and market performance in the long run
by Roman Kräussl & Elizaveta Mirgorodskaya
August 2017, Volume 23, Issue 10
- 841-858 Single versus multiple banking: lessons from initial public offerings
by Moez Bennouri & Sonia Falconieri & Maher Kooli - 859-884 Differences of opinion in sovereign credit signals during the European crisis
by Rasha Alsakka & Owain ap Gwilym & Huong Vu - 885-915 Industry cost of equity capital: European evidence for multifactor models
by Fabian T. Lutzenberger - 916-945 Capital account reform and short- and long-run stock price leadership
by Charlie X. Cai & Paul B. McGuinness & Qi Zhang
July 2017, Volume 23, Issue 7-9
- 573-580 Chinese capital markets: institutional reforms and growing global links
by Douglas Cumming & Alessandra Guariglia & Wenxuan Hou & Edward Lee
May 2017, Volume 23, Issue 6
- 457-473 The role of fund size in the performance of mutual funds assessed with DEA models
by Antonella Basso & Stefania Funari - 474-486 Risk attitude in case of losses or gains – an experimental study
by Tomasz Rólczyński & Maria Forlicz & Łukasz Kuźmiński - 487-506 Risk management with expectiles
by Fabio Bellini & Elena Di Bernardino - 507-534 How robust is the value-at-risk of credit risk portfolios?
by Carole Bernard & Ludger Rüschendorf & Steven Vanduffel & Jing Yao - 535-572 Are news important to predict the Value-at-Risk?
by Mauro Bernardi & Leopoldo Catania & Lea Petrella
April 2017, Volume 23, Issue 5
- 375-406 Glamour, value and anchoring on the changing /
by Keith Anderson & Tomasz Zastawniak - 407-426 Individual behaviour and long-range planning attitude
by Barbara Alemanni & Caterina Lucarelli - 427-455 Directors’ share dealings and corporate insolvencies: evidence from the UK
by Aydin Ozkan & Jannine Poletti-Hughes & Agnieszka Trzeciakiewicz
March 2017, Volume 23, Issue 4
- 297-323 Hedging of Asian options under exponential Lévy models: computation and performance
by Laura Ballotta & Russell Gerrard & Ioannis Kyriakou - 324-352 Asset–liability modelling and pension schemes: the application of robust optimization to USS
by Emmanouil Platanakis & Charles Sutcliffe - 353-374 Pricing volatility options under stochastic skew with application to the VIX index
by Jacinto Marabel Romo
February 2017, Volume 23, Issue 3
- 192-210 Exploring the benefits of using stock characteristics in optimal portfolio strategies
by Jonathan Fletcher - 211-242 Venture capital trusts and the expiration of IPO lock-up provisions
by Tianna Yang & Wenxuan Hou - 243-265 Are firms accessing venture funding more financially constrained? New evidence from capital structure adjustments
by Marina Balboa & José Martí & Álvaro Tresierra-Tanaka - 266-295 Family control and adjustment to the optimal level of cash holding
by M. Belén Lozano & Rodrigo F. Durán
January 2017, Volume 23, Issue 2
- 111-129 Exchange rate risk exposure and the value of European firms
by Fabio Parlapiano & Vitali Alexeev & Mardi Dungey - 130-152 Stock market investors' use of stop losses and the disposition effect
by Daniel W. Richards & Janette Rutterford & Devendra Kodwani & Mark Fenton-O'Creevy - 153-169 How Spanish options market smiles in summer: an empirical analysis for options on IBEX-35
by Juan J. García-Machado & Jarosław Rybczyński - 170-191 Efficiency in Turkish banking: post-restructuring evidence
by Nurhan Davutyan & Canan Yildirim
January 2017, Volume 23, Issue 1
- 1-30 Multi-asset portfolio optimization and out-of-sample performance: an evaluation of Black–Litterman, mean-variance, and naïve diversification approaches
by Wolfgang Bessler & Heiko Opfer & Dominik Wolff - 31-59 A bootstrap-based comparison of portfolio insurance strategies
by Hubert Dichtl & Wolfgang Drobetz & Martin Wambach - 60-79 Discount rates for long-term projects: the cost of capital and social discount rate compared
by Seth Armitage - 80-110 Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange
by Nikolaos Balafas & Alexandros Kostakis
December 2016, Volume 22, Issue 15
- 1-1 Editorial Board
by The Editors - 1484-1506 The relative pricing of European dividend futures and their predictive abilities for index returns
by Olaf Stotz - 1507-1533 Evolution of control of cross-listed companies
by Wissam Abdallah & Marc Goergen - 1534-1560 Commodity futures hedging, risk aversion and the hedging horizon
by Thomas Conlon & John Cotter & Ramazan Gençay - 1561-1579 How to design down-and-out barrier option contracts so that firms invest when it is socially efficient
by Jyh-Bang Jou & Tan (Charlene) Lee - 1580-1595 The effect of private investments on banks' capital requirements
by Mahmoud Arayssi
November 2016, Volume 22, Issue 14
- 1363-1387 Pairs trading in the UK equity market: risk and return
by David A. Bowen & Mark C. Hutchinson - 1388-1413 Model-free jump measures and interest rates: common patterns in US and UK monetary policy around major economic events
by Januj Juneja & Kuntara Pukthuanthong - 1414-1434 The Friedman rule and inflation targeting
by Qian Guo & Huw Rhys & Xiaojing Song & Mark Tippett - 1435-1456 Managerial actions and nominal stock price levels
by Adri De Ridder & David A. Burnie - 1457-1483 Commodity futures returns: more memory than you might think!
by Jerry Coakley & Neil Kellard & Jian Wang
October 2016, Volume 22, Issue 13
- 1237-1271 Which parametric model for conditional skewness?
by Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tédongap - 1272-1291 Realised higher moments: theory and practice
by Mike Buckle & Jing Chen & Julian M. Williams - 1292-1319 Pension plan solvency and extreme market movements: a regime switching approach
by Niloufar Abourashchi & Iain Clacher & Mark C. Freeman & David Hillier & Malcolm Kemp & Qi Zhang - 1320-1350 Multivariate asset models using Lévy processes and applications
by Laura Ballotta & Efrem Bonfiglioli - 1351-1362 Estimating loss-given default through advanced credibility theory
by Stefano Bonini & Giuliana Caivano
September 2016, Volume 22, Issue 12
- 1109-1129 Yield curve modeling and forecasting using semiparametric factor dynamics
by Wolfgang K. Härdle & Piotr Majer - 1130-1144 Covered interest parity with default risk
by Csaba Csávás - 1145-1163 Stock market prediction using evolutionary support vector machines: an application to the ASE20 index
by Andreas Karathanasopoulos & Konstantinos Athanasios Theofilatos & Georgios Sermpinis & Christian Dunis & Sovan Mitra & Charalampos Stasinakis - 1164-1188 The intraday determination of liquidity in the NYSE LIFFE equity option markets
by Thanos Verousis & Owain ap Gwilym & XiaoHua Chen - 1189-1203 Disappointment aversion and the equity premium puzzle: new international evidence
by Yuxin Xie & Athanasios A. Pantelous & Chris Florackis - 1204-1223 Commonality in equity options liquidity: evidence from European Markets
by Thanos Verousis & Owain ap Gwilym & Nikolaos Voukelatos - 1224-1236 Optimal derivatives: portfolios, payoffs and preferences
by Patrick OSullivan & David Edelman
September 2016, Volume 22, Issue 11
- 965-984 Cross-country linkages as determinants of procyclicality of loan loss provisions
by Małgorzata Olszak & Mateusz Pipień - 985-1003 A new multi-factor risk model to evaluate funding liquidity risk of banks
by Malick Fall & Jean-Laurent Viviani - 1004-1039 A behavioural theory of the fund management firm
by John Holland - 1040-1062 A structural model for credit risk with switching processes and synchronous jumps
by Donatien Hainaut & David B. Colwell - 1063-1085 Retail investor information demand – speculating and investing in structured products
by Sebastian Schroff & Stephan Meyer & Hans-Peter Burghof - 1086-1108 The relative influence of price and non-price factors on short-term retail deposit quantities?
by John K. Ashton & Andros Gregoriou & Jerome V. Healy
August 2016, Volume 22, Issue 10
- 803-824 Have changes in the financial structure affected bank profitability? Evidence for Austria
by Fabio Rumler & Walter Waschiczek - 825-853 Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads
by Saad Badaoui & Lara Cathcart & Lina El-Jahel - 854-886 Effectiveness of independent boards of UCITS funds
by Jan Jaap Hazenberg & Edwin Terink - 887-908 Pricing derivatives with modeling CO emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium
by Chang-Yi Li & Son-Nan Chen & Shih-Kuei Lin - 909-940 How do risk attitudes of clearing firms matter for managing default exposure in futures markets?
by Jie Cheng & Yi Hong & Juan Tao - 941-964 Access to consumer credit in the UK
by Solomon Y. Deku & Alper Kara & Philip Molyneux
July 2016, Volume 22, Issue 8-9
- 627-636 Behavioral finance and me, or how I came to see the light
by Warren Bailey - 637-661 University endowment committees: how a learning orientation and knowledge factors contribute to portfolio diversification and performance
by Mimi Lord - 662-687 A behavioural finance approach to working capital management
by Vikash Ramiah & Yilang Zhao & Imad Moosa & Michael Graham - 688-711 Situated cognition and narrative heuristic: evidence from retail investors and their brokers
by Emre Tarim - 712-731 CEO pay in UK FTSE 100: pay inequality, board size and performance
by William Patrick Forbes & Michael Pogue & Lynn Hodgkinson - 732-755 Assessing market attractiveness for mergers and acquisitions: the M&A Attractiveness Index Score
by Naaguesh Appadu & Anna Faelten & Scott Moeller & Valeriya Vitkova - 756-781 Comparative corporate governance and international portfolios
by Maela Giofré - 782-802 Home bias persistence in foreign direct investments
by Mario Levis & Yaz Gülnur Muradoǧlu & Kristina Vasileva
May 2016, Volume 22, Issue 7
- 529-550 Financial consequences of mutual fund mergers
by Laura Andreu & José Luis Sarto - 551-571 Pricing of foreign exchange options under the MPT stochastic volatility model and the CIR interest rates
by Rehez Ahlip & Marek Rutkowski - 572-600 European asset swap spreads and the credit crisis
by Wolfgang Aussenegg & Lukas Götz & Ranko Jelic - 601-626 Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?
by Gonçalo Faria & João Correia-da-Silva
April 2016, Volume 22, Issue 4-6
- 255-258 Chinese style capitalism: current development and future implications
by Douglas Cumming & Alessandra Guariglia & Wenxuan Hou & Edward Lee - 259-287 The growth, determinants, and profitability of nontraditional activities of Chinese commercial banks
by Michael Firth & Wei Li & Steven Shuye Wang - 288-318 Institutional development and financing decisions: evidence from a cross-regional study on Chinese listed firms
by Nancy Huyghebaert & Lihong Wang - 319-344 External finance and trade credit extension in China: does political affiliation make a difference?
by Alessandra Guariglia & Simona Mateut - 345-370 Are Chinese stock and property markets integrated or segmented?
by Chris Adcock & Xiuping Hua & Yiping Huang - 371-392 A separate monitoring organ and disclosure of firm-specific information
by Zhenyu Wu & Yuanshun Li & Shujun Ding & Chunxin Jia - 393-412 Media coverage and foreign share discount puzzle in China
by Douglas Cumming & Robert Dixon & Wenxuan Hou & Edward Lee - 413-431 Political connections and tax-induced earnings management: evidence from China
by Chen Li & Yaping Wang & Liansheng Wu & Jason Zezhong Xiao - 432-462 Board attributes and herding in corporate investment: evidence from Chinese-listed firms
by Hong Bo & Tao Li & Yanmei Sun - 463-483 Does ownership structure matter? Evidence from firms’ excess cash in China
by Zhenzhen Sun & Yaping Wang - 484-505 Chinese executive compensation: the role of asymmetric performance benchmarks
by James Cordeiro & Lerong He & Martin Conyon & Tara Shaw - 506-528 Executive compensation and the split share structure reform in China
by Wenxuan Hou & Edward Lee & Konstantinos Stathopoulos & Zhenxu Tong
February 2016, Volume 22, Issue 3
- 167-194 Evaluating analysts' value: evidence from recommendation revisions around stock price jumps
by George J. Jiang & Woojin Kim - 195-220 Consumer confidence indices and stock markets' meltdowns
by Elena Ferrer & Julie Salaber & Anna Zalewska - 221-236 Infrastructure public-private partnership project ecosystem - financial and economic positioning of stakeholders
by Pekka Levi�kangas & Tuomo Kinnunen & Aki Aapaoja - 237-253 A macroprudential approach to address liquidity risk with the loan-to-deposit ratio
by Jan Willem Van den End
January 2016, Volume 22, Issue 2
- 80-104 The information content of retail investors' order flow
by Ingmar Nolte & Sandra Nolte - 105-119 The distribution of information in speculative markets: a natural experiment
by Alasdair Brown - 120-142 Price impact of block trades: the curious case of downstairs trading in the EU emissions futures market
by Gbenga Ibikunle & Andros Gregoriou & Naresh R. Pandit - 143-166 Should banks be geographically diversified? Empirical evidence from cross-country diversification of European banks
by Andreja Bandelj
January 2016, Volume 22, Issue 1
- 1-27 Capacity effects and winner fund performance: the relevance and interactions of fund size and family characteristics
by Wolfgang Bessler & Lawrence Kryzanowski & Philipp Kurmann & Peter Lückoff - 28-58 Demand-supply imbalances in the credit default swap market: empirical evidence
by Lidija Lovreta - 59-79 Capital structure decisions: old issues, new insights from high-tech small- and medium-sized enterprises
by Zélia Serrasqueiro & Paulo Ma çãs Nunes & Manuel da Rocha Armada
December 2015, Volume 21, Issue 15
- 1282-1296 The calm after the storm: implied volatility and future stock index returns
by Thorben Manfred Lubnau & Neda Todorova - 1297-1316 Non-executive compensation in German and Swiss banks before and after the financial crisis
by Patrick Kampkötter - 1317-1333 A sequential purchasing power parity test for panels of large cross-sections and implications for investors
by Joakim Westerlund & Paresh Narayan - 1334-1356 Why is timing perverse?
by Juan Carlos Matallín-Sáez & David Moreno & Rosa Rodríguez - 1357-1373 Risk aversion, prudence, and compensation
by Pierre Chaigneau
November 2015, Volume 21, Issue 13-14
- 1091-1112 Robust portfolio estimation under skew-normal return processes
by Masanobu Taniguchi & Alexandre Petkovic & Takehiro Kase & Thomas DiCiccio & Anna Clara Monti - 1113-1131 Modelling multivariate skewness in financial returns: a SGARCH approach
by Giovanni De Luca & Nicola Loperfido - 1132-1143 Effects of skewness and kurtosis on production and hedging decisions: a skewed t distribution approach
by Donald Lien & Yaqin Wang - 1144-1160 The role of multivariate skew-Student density in the estimation of stock market crashes
by Lei Wu & Qingbin Meng & Julio C. Velazquez - 1161-1175 Skewed exchange-rate forecasts
by Christian Pierdzioch & Georg Stadtmann - 1176-1194 Robustness of the inference procedures for the global minimum variance portfolio weights in a skew-normal model
by Taras Bodnar & Arjun K. Gupta - 1195-1213 Financial density selection
by J. Miguel Marin & Genaro Sucarrat - 1214-1252 Multivariate asset return prediction with mixture models
by Marc S. Paolella - 1253-1281 Skewed distributions in finance and actuarial science: a review
by Christopher Adcock & Martin Eling & Nicola Loperfido
September 2015, Volume 21, Issue 12
- 971-991 Non-homogeneous volatility correlations in the bivariate multifractal model
by Ruipeng Liu & Thomas Lux - 992-1004 A note on a semiparametric approach to estimating financing constraints in firms
by Sumon Kumar Bhaumik & Subal C. Kumbhakar & Kai Sun - 1005-1022 Towards a common Eurozone risk free rate
by Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz - 1023-1069 Regime-switching models for exchange rates
by Ekaterini Panopoulou & Theologos Pantelidis - 1070-1089 FT coverage and UK target price run-ups
by Antonios Siganos & Marco Papa
August 2015, Volume 21, Issue 10-11
- 773-790 Financing obstacles and growth: an analysis for euro area non-financial firms
by Chiara Coluzzi & Annalisa Ferrando & Carmen Martinez-Carrascal - 791-805 High-speed rail transport valuation and conjecture shocks
by Gualter Couto & Cláudia Nunes & Pedro Pimentel - 806-825 Linking wealth and labour income with stock returns and government bond yields
by Ricardo M. Sousa - 826-847 Family control, multiple institutional block-holders, and informed trading
by Xiaoxiang Zhang & Jenifer Piesse & Igor Filatotchev - 848-866 Do Portuguese private firms follow pecking order financing?
by Jan Bartholdy & Cesario Mateus & Dennis Olson - 867-892 Sequential real rainbow options
by Jörg Dockendorf & Dean A. Paxson - 893-911 Real effects of financial market integration: does lower home bias lead to welfare benefits?
by Crina Pungulescu - 912-945 Is value creation consistent with currency hedging?
by Milagros Vivel Búa & Luis Otero González & Sara Fernández López & Pablo Durán Santomil - 946-970 Investment style positioning of UK unit trusts
by David Brookfield & Chen Su & Kenbata Bangassa
July 2015, Volume 21, Issue 9
- 691-713 Emergence of macro-variables by evaluation and clustering of micro- activities
by Otto Loistl - 714-733 A generalized approach to optimal hedging with option contracts
by Emanuele Bajo & Massimiliano Barbi & Silvia Romagnoli - 734-754 Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors
by Markus Baltzer & Oscar Stolper & Andreas Walter - 755-771 Disentangling the link between stock and accounting performance in acquisitions
by André Betzer & Markus Doumet & Marc Goergen
June 2015, Volume 21, Issue 8
- 629-645 Financial intermediation and the role of price discrimination in the foreign exchange market
by Stefan Reitz & Markus A. Schmidt & Mark P. Taylor - 646-671 Timing, earnings management and over-reaction around pure placings
by Dionysia Dionysiou - 672-690 The short-term impact of director trading in UK closed-end funds
by Dimitris Andriosopoulos & Michael Steliaros & Dylan C. Thomas
May 2015, Volume 21, Issue 7
- 527-547 Wealth effects of the Securities and Exchange Commission's 'terror tool'
by Wolfgang Breuer & Moritz Felde - 548-574 Risk management in the energy markets and Value-at-Risk modelling: a hybrid approach
by Kostas Andriosopoulos & Nikos Nomikos - 575-583 One index fits none: the conundrum of euro area inflation-linked bonds
by Ivo J.M. Arnold - 584-607 The disappearance of momentum
by Soosung Hwang & Alexandre Rubesam - 608-628 VC investments and global exits
by Susanne Espenlaub & Arif Khurshed & Abdulkadir Mohamed
April 2015, Volume 21, Issue 6
- 466-485 Market quality of dealer versus hybrid markets for illiquid securities: new evidence from the FTSE AIM Index
by Andros Gregoriou - 486-506 How candlestick features affect the performance of volatility forecasts: evidence from the stock market
by Jung-Bin Su - 507-526 When times get tough, gold is golden
by Nelson Areal & Benilde Oliveira & Raquel Sampaio
March 2015, Volume 21, Issue 5
- 400-425 The relationship between conditional value at risk and option prices with a closed-form solution
by Sovan Mitra - 426-443 The dynamics of US bank profitability
by Dimitris K. Chronopoulos & Hong Liu & Fiona J. McMillan & John O.S. Wilson - 444-465 Mispricing and risk of R&D investment in European firms
by Andi Duqi & Aziz Jaafar & Giuseppe Torluccio
March 2015, Volume 21, Issue 4
- 269-291 Markowitz versus Michaud: portfolio optimization strategies reconsidered
by Franziska Becker & Marc Gürtler & Martin Hibbeln - 292-315 Modeling electricity spot prices: combining mean reversion, spikes, and stochastic volatility
by Klaus Mayer & Thomas Schmid & Florian Weber - 316-336 Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data
by Georgios Sermpinis & Jason Laws & Christian L. Dunis - 337-351 Adaptive universal portfolios
by Patrick O'Sullivan & David Edelman - 352-375 Trading and hedging the corn/ethanol crush spread using time-varying leverage and nonlinear models
by Christian L. Dunis & Jason Laws & Peter W. Middleton & Andreas Karathanasopoulos - 376-399 Forecasting the daily dynamic hedge ratios by GARCH models: evidence from the agricultural futures markets
by Yuanyuan Zhang & Taufiq Choudhry
February 2015, Volume 21, Issue 3
- 172-194 The information content of three credit ratings: the case of European residential mortgage-backed securities
by Frank J. Fabozzi & Dennis Vink - 195-214 Spanish savings banks in the credit crunch: could distress have been predicted before the crisis? A multivariate statistical analysis
by Marti Sagarra & Cecilio Mar-Molinero & Miguel García-Cestona - 215-241 Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean-variance analysis
by Guy Kaplanski & Haim Levy - 242-268 Earnings management, forecast guidance and the banking crisis
by Elena Beccalli & Saverio Bozzolan & Andrea Menini & Philip Molyneux
January 2015, Volume 21, Issue 2
- 93-110 A pricing kernel approach to valuing options on interest rate futures
by Xiaoquan Liu & Jing-Ming Kuo & Jerry Coakley - 111-128 The European sovereign debt market: from integration to segmentation
by Andrea Cipollini & Jerry Coakley & Hyunchul Lee - 129-146 Time varying costs of capital and the expected present value of future cash flows
by Ian Davidson & Xiaojing Song & Mark Tippett - 147-171 Impact of exchange rate regime reform on asset returns in China
by Xiuping Hua & Laixiang Sun & Tianyi Wang
January 2015, Volume 21, Issue 1
- 1-25 Does the investment opportunities bias affect the investment-cash flow sensitivities of unlisted SMEs?
by Bert D'Espallier & Alessandra Guariglia - 26-50 Earnings and capital management and signaling: the use of loan-loss provisions by European banks
by Domenico Curcio & Iftekhar Hasan - 51-70 The smallest stocks are not just smaller: global evidence
by Lieven De Moor & Piet Sercu - 71-92 Firm innovation and institutional investment: the role of the Sarbanes-Oxley Act
by Nida Abdioglu & Arif Khurshed & Konstantinos Stathopoulos
December 2014, Volume 20, Issue 12
- 1090-1113 Private acquisition gains: A contingent claims explanation
by John Doukas & Halit Gonenc & Auke Plantinga - 1114-1132 Efficiency and risk in commercial banking: empirical evidence from East Asian countries
by Sok Gee Chan & Mohd Zaini Abd Karim & Bruce Burton & Bora Aktan - 1133-1160 Proposal for a capital market-based guaranty scheme for the financial industry
by Hato Schmeiser & Joël Wagner & Alexandra Zemp - 1161-1186 Corporate risk management and firm value: evidence from the UK market
by Argyro Panaretou - 1187-1210 Does insurance activity promote economic growth? Further evidence based on bootstrap panel Granger causality test
by Tsangyao Chang & Chien-Chiang Lee & Chi-Hung Chang - 1211-1229 Investor sentiment and value and growth stock index options
by Jerry Coakley & George Dotsis & Xiaoquan Liu & Jia Zhai - 1230-1245 Inflation illusion and the dividend yield: evidence from the UK
by Daniella Acker & Nigel Duck
November 2014, Volume 20, Issue 11
- 957-977 Multiobjective portfolio optimization with non-convex policy constraints: Evidence from the Eurostoxx 50
by Panos Xidonas & George Mavrotas - 978-993 Home bias and Dutch pension funds' investment behavior
by G. Rubbaniy & I. P.P. van Lelyveld & W. F.C. Verschoor - 994-1007 Stochastic durations, the convexity effect, and the impact of interest rate changes
by José Soares da Fonseca - 1008-1036 Do rating agencies' decisions impact stock risks? Evidence from European markets
by Jérôme Hubler & Christine Louargant & Jean-Noël Ory & Philippe Raimbourg - 1037-1063 Price discovery on traded inflation expectations: does the financial crisis matter?
by Alexander Schulz & Jelena Stapf - 1064-1089 Equilibrium moment restrictions on asset returns: normal and crisis periods
by P. Simmons & N. Tantisantiwong
October 2014, Volume 20, Issue 10
- 847-849 Emerging issues in financial institutions and markets
by Barbara Casu & Daniela Fabbri & John O.S. Wilson - 850-873 How bank business models drive interest margins: evidence from US bank-level data
by Saskia E. van Ewijk & Ivo J.M. Arnold - 874-891 Bank competition, fire-sales and financial stability
by Ka Kei Chan & Alistair Milne - 892-914 Credit card interest rates and risk: new evidence from US survey data
by José Liñ ares-Zegarra & John O.S. Wilson - 915-933 The optimal size of the European Stability Mechanism: a cost-benefit analysis
by Daniel Kapp - 934-956 Cross-country differences in personality and the foreign bias in international equity portfolios
by Paweł Niszczota
September 2014, Volume 20, Issue 7-9
- 595-598 The experiences and challenges in the development of the Chinese capital market
by Douglas Cumming & Alessandra Guariglia & Wenxuan Hou & Edward Lee - 599-624 The IPO of Industrial and Commercial Bank of China and the 'Chinese Model' of privatizing large financial institutions
by Franklin Allen & Jun 'QJ' Qian & Susan Chenyu Shan & Mengxin Zhao - 625-636 Ten Chinese going global models: emerging patterns and analysis
by Huiyao Wang - 637-656 Information-based stock trading and managerial incentives: evidence from China's stock market
by Michael Firth & Man Jin & Yuanyuan Zhang - 657-680 CEO turnover in China: the role of market-based and accounting performance measures
by Martin J. Conyon & Lerong He - 681-702 The more the better? Foreign ownership and corporate performance in China
by David Greenaway & Alessandra Guariglia & Zhihong Yu - 703-727 Split Share Structure Reform, corporate governance, and the foreign share discount puzzle in China
by Wenxuan Hou & Edward Lee