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Content
September 2014, Volume 20, Issue 7-9
- 728-751 Domestic and foreign institutional investors' behavior in China
by Ningyue Liu & Don Bredin & Liming Wang & Zhihong Yi - 752-777 Improving corporate governance where the State is the controlling block holder: evidence from China
by Henk Berkman & Rebel A. Cole & Lawrence J. Fu - 778-802 Valuation of restricted shares by conflicting shareholders in the Split Share Structure Reform
by Douglas Cumming & Wenxuan Hou - 803-828 How do agency problems affect firm value? - Evidence from China
by Sheng Xiao & Shan Zhao - 829-846 Sources of the stock price fluctuations in Chinese equity market
by Zhenhua Su & Jun Ma & Mark E. Wohar
June 2014, Volume 20, Issue 6
- 499-523 A behavioral analysis of investor diversification
by Ana-Maria Fuertes & Gulnur Muradoglu & Belma Ozturkkal - 524-549 How value-glamour investors use financial information: UK evidence of investors' confirmation bias
by Chau Duong & Gioia Pescetto & Daniel Santamaria - 550-567 Central European foreign exchange markets: a cross-spectral analysis of the 2007 financial crisis
by David Gray - 568-594 Estimating cost of capital in firm valuations with arithmetic or geometric mean - or better use the Cooper estimator?
by Wolfgang Breuer & Daniel Fuchs & Klaus Mark
May 2014, Volume 20, Issue 5
- 399-418 A functional approach to pricing complex barrier options
by Thomas Mazzoni - 419-445 Patent now or later? Corporate financing decisions, agency costs and social benefits
by Ricardo Correia & Sydney Howell & Peter Duck - 446-462 Risk aversion vs. individualism: what drives risk taking in household finance?
by Wolfgang Breuer & Michael Riesener & Astrid Juliane Salzmann - 463-498 Testing linear factor models on individual stocks using the average F -test
by Soosung Hwang & Stephen E. Satchell
April 2014, Volume 20, Issue 4
- 319-340 Do anti-takeover devices affect the takeover likelihood or the takeover premium?
by Martin Holmén & Eugene Nivorozhkin & Rakesh Rana - 341-360 Estimating the risk-return profile of new venture investments using a risk-neutral framework and 'thick' models
by Beat Reber - 361-379 The German Capital Markets Model Case Act (KapMuG): a European role model for increasing the efficiency of capital markets? Analysis and suggestions for reform
by Eberhard Feess & Axel Halfmeier - 380-398 Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis
by Norhuda Abdul Rahim & Alan Goodacre & Chris Veld
March 2014, Volume 20, Issue 3
- 201-231 How beneficial is international stock market information in domestic stock market trading?
by Boulis Maher Ibrahim & Janusz Brzeszczynski - 232-263 Share repurchases of initial public offerings: motives, valuation effects, and the impact of market regulation
by Wolfgang Bessler & Wolfgang Drobetz & Martin Seim - 264-290 The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
by KiHoon Jimmy Hong & Steve Satchell - 291-317 Cooperative bank efficiency in Japan: a parametric distance function analysis
by J. Colin Glass & Donal G. McKillop & Barry Quinn & John Wilson
February 2014, Volume 20, Issue 2
- 105-124 Reputational losses and operational risk in banking
by Franco Fiordelisi & Maria-Gaia Soana & Paola Schwizer - 125-149 Long-run performance of IPOs and the role of financial analysts: some French evidence
by Romain Boissin & Patrick Sentis - 150-180 Optimal hedging of variance derivatives
by John Crosby - 181-200 Persistence and current determinants of the future earnings growth rates of firms
by Lawrence Kryzanowski & Sana Mohsni
January 2014, Volume 20, Issue 1
- 1-32 Risk and beta anatomy in the hedge fund industry
by Roberto Savona - 33-58 Predictability in implied volatility surfaces: evidence from the Euro OTC FX market
by Georgios Chalamandaris & Andrianos E. Tsekrekos - 59-79 Insider employee stock option trading and stock prices
by David G. McMillan & Manouchehr Tavakoli & Phillip J. McKnight - 80-103 Transparency, idiosyncratic risk, and convertible bonds
by Yi-Mien Lin & Chin-Fang Chao & Chih-Liang Liu
November 2013, Volume 19, Issue 10
- 939-950 An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis
by Go Tamakoshi & Shigeyuki Hamori - 951-963 Winners and losers: German equity mutual funds
by Keith Cuthbertson & Dirk Nitzsche - 964-977 The long memory of the forward premium during the 1920s' float: evidence from the European foreign exchange market
by Taufiq Choudhry - 978-992 The speed of adjustment in working capital requirement
by Sonia Baños-Caballero & Pedro J. García-Teruel & Pedro Martínez-Solano
October 2013, Volume 19, Issue 9
- 811-814 Contemporary issues in financial markets and institutions
by Claudia Girardone & Philip A. Hamill & John Wilson - 815-840 Are there benefits to being naked? The returns and diversification impact of capital structure arbitrage
by Giovanni Calice & Jing Chen & Julian M. Williams - 841-860 The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions?
by Matthias Bodenstedt & Daniel R�sch & Harald Scheule - 861-887 The determinants of bank CDS spreads: evidence from the financial crisis
by Laura Chiaramonte & Barbara Casu - 888-908 The impact of market power and funding strategy on bank-interest margins
by Mohammed Amidu & Simon Wolfe - 909-937 An examination of investor sentiment effect on G7 stock market returns
by Deven Bathia & Don Bredin
September 2013, Volume 19, Issue 7-8
- 589-590 Real options - introduction to the state of the art
by Artur Rodrigues - 591-603 Revisiting the Tourinho real options model: outstanding issues 30 years later
by Octavio Augusto Fontes Tourinho - 604-624 The Tourinho model: neglected nugget or a receding relic?
by Roger Adkins & Dean Paxson - 625-644 Real option pricing with mean-reverting investment and project value
by Sebastian Jaimungal & Max O. de Souza & Jorge P. Zubelli - 645-673 Continuous rainbow options on commodity outputs: what is the real value of switching facilities?
by J�rg Dockendorf & Dean Paxson - 674-688 The value of switching inputs in a biodiesel production plant
by Luiz Eduardo T. Brandão & Gilberto Master Penedo & Carlos Bastian-Pinto - 689-714 Valuation of a spark spread: an LM6000 power plant
by Mark Cassano & Gordon Sick - 715-733 Gas storage valuation under limited market liquidity: an application in Germany
by Bastian Felix & Oliver Woll & Christoph Weber - 734-759 Valuing a high-tech growth company: the case of EchoStar Communications Corporation
by Lenos Trigeorgis & Sophocles Ioulianou - 760-778 Real options at the interface of finance and operations: exploiting embedded supply-chain real options to gain competitiveness
by Benjamin Avanzi & Isik Bicer & Suzanne de Treville & Lenos Trigeorgis - 779-790 Some results on relocation policies
by Jos� Azevedo-Pereira & Gualter Couto & Cl�udia Nunes - 791-809 Organisational change and performance in long-lived small firms: a real options approach
by Bernadette Power & Gavin C. Reid
July 2013, Volume 19, Issue 6
- 449-465 A note on institutional hierarchy and volatility in financial markets
by S. Alfarano & M. Milakovic & M. Raddant - 466-490 Identifying reference companies using the book-to-market ratio: a minimum spanning tree approach
by David Brookfield & Halim Boussabaine & Chen Su - 491-517 Risk sharing in a financial market with endogenous option prices
by Jan Wenzelburger - 518-553 Performance analysis of a collateralized fund obligation (CFO) equity tranche
by Shady Aboul-Enein & Georges Dionne & Nicolas Papageorgiou - 554-571 Optimal liquidation strategies regularize portfolio selection
by Fabio Caccioli & Susanne Still & Matteo Marsili & Imre Kondor - 572-588 Nonlinear dynamics in economics and finance and unit root testing
by Efthymios G. Pavlidis & Ivan Paya & David A. Peel & Costas Siriopoulos
May 2013, Volume 19, Issue 5
- 337-343 Editorial introduction: ‘new facets of the economic complexity in modern financial markets’
by C. Kyrtsou & D. Sornette - 344-365 Diagnostics of rational expectation financial bubbles with stochastic mean-reverting termination times
by L. Lin & D. Sornette - 366-391 Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask
by Petr Geraskin & Dean Fantazzini - 392-419 Heterogeneous expectations and exchange rate dynamics
by Carl Chiarella & Xue-Zhong He & Min Zheng - 420-437 Asymmetric returns, gradual bubbles and sudden crashes
by Weihong Huang & Huanhuan Zheng & Wai-Mun Chia - 438-447 Epidemics of rules, rational negligence and market crashes
by Kartik Anand & Alan Kirman & Matteo Marsili
April 2013, Volume 19, Issue 4
- 243-275 Forecasting hedge fund volatility: a Markov regime-switching approach
by Szabolcs Blazsek & Anna Downarowicz - 276-297 Investigating the stationarity of insurance premiums: international evidence
by Chien-Chiang Lee & Ching-Chuan Tsong & Shih-Jui Yang & Chi-Hung Chang - 298-317 Arbitrage violations and implied valuations: the option market
by Ioulia D. Ioffe & Eliezer Z. Prisman - 318-335 Game hoarding in Europe: stock-price consequences of local bias?
by Tom Aabo & Christos Pantzalis & Maja Stoholm S?rensen
March 2013, Volume 19, Issue 3
- 165-179 Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks
by Georgios Sermpinis & Jason Laws & Christian L. Dunis - 180-205 GP algorithm versus hybrid and mixed neural networks
by Christian L. Dunis & Jason Laws & Andreas Karathanasopoulos - 206-227 Optimal portfolio selection in nonlinear arbitrage spreads
by Hamad Alsayed & Frank McGroarty - 228-241 Football championships and jersey sponsors’ stock prices: an empirical investigation
by Michael Hanke & Michael Kirchler
February 2013, Volume 19, Issue 2
- 89-111 The determinants of foreign exchange hedging in Alternative Investment Market firms
by Andrew Marshall & Martin Kemmitt & Helena Pinto - 113-126 Central bank coordinated intervention: a microstructure approach
by Montserrat Ferr� & Carolina Manzano - 127-144 Purchase and redemption decisions of mutual fund investors and the role of fund families
by Stephan Jank & Michael Wedow - 145-164 On risk management determinants: what really matters?
by Georges Dionne & Thouraya Triki
January 2013, Volume 19, Issue 1
- 1-18 Competition and risk in Japanese banking
by Hong Liu & John O.S. Wilson - 19-35 Short-selling constraints and ‘quantitative’ investment strategies
by Panagiotis Andrikopoulos & James Clunie & Antonios Siganos - 37-53 A formula for the economic value of return predictability
by Nicholas Taylor - 55-74 Asset correlations and bank capital adequacy
by Giampaolo Gabbi & Pietro Vozzella - 75-88 On the influence of autocorrelation and GARCH-effects on goodness-of-fit tests for copulas
by Sebastian Garmann & Peter Grundke
November 2012, Volume 18, Issue 10
- 885-919 A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach
by Ingmar Nolte - 921-947 How do individual investors trade?
by Ingmar Nolte & Sandra Nolte - 949-967 On the hidden side of liquidity
by Angel Pardo & Roberto Pascual - 969-987 Price discovery in spot and futures markets: a reconsideration
by Erik Theissen - 989-1013 Optimal informed trading in the foreign exchange market
by Paolo Vitale - 1015-1038 The impact of aggressive orders in an order-driven market: a simulation approach
by Gunther Wuyts
October 2012, Volume 18, Issue 9
- 737-759 Limit order books and trade informativeness
by H�lena Beltran-Lopez & Joachim Grammig & Albert J. Menkveld - 761-774 A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
by M. Bonato & M. Caporin & A. Ranaldo - 775-797 A simple two-component model for the distribution of intraday returns
by Laura Coroneo & David Veredas - 799-821 Liquidity determination in an order-driven market
by Jón Daníelsson & Richard Payne - 823-840 Exchange rate determination and inter-market order flow effects
by Jón Daníelsson & Jinhui Luo & Richard Payne - 841-864 Permanent trading impacts and bond yields
by Alfonso Dufour & Minh Nguyen - 865-884 High-frequency information content in end-user foreign exchange order flows
by Ian W. Marsh & Teng Miao
September 2012, Volume 18, Issue 8
- 663-688 How have M&As changed? Evidence from the sixth merger wave
by George Alexandridis & Christos F. Mavrovitis & Nickolaos G. Travlos - 689-708 The changing and relative efficiency of European emerging stock markets
by Graham Smith - 709-735 Rating or no rating? That is the question: an empirical examination of UK companies
by Eleimon Gonis & Salima Paul & Jon Tucker
June 2012, Volume 18, Issue 7
- 639-661 Asymmetric information and target firm returns
by Ettore Croci & Dimitris Petmezas & Nickolaos Travlos
August 2012, Volume 18, Issue 7
- 619-637 Investment options with debt-financing constraints
by Nicos Koussis & Spiros H. Martzoukos
September 2012, Volume 18, Issue 7
- 603-617 Recent evidence on the performance and riskiness of contrarian portfolios
by Emilios C. Galariotis
August 2012, Volume 18, Issue 6
- 575-595 Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures
by Fei Chen & Charles Sutcliffe
July 2012, Volume 18, Issue 6
- 497-513 State-ownership and financial constraints on investment of Chinese-listed firms: new evidence
by Hsiang-Chun Michael Lin & Hong Bo - 515-533 Factors influencing corporate governance disclosures: evidence from Alternative Investment Market (AIM) companies in the UK
by Chris Mallin & Kean Ow-Yong - 535-573 International price and earnings momentum
by Markus Leippold & Harald Lohre - 597-602 A note on the turn of the month and year effects in international stock returns
by Mohammed S. Khaled & Stephen P. Keef
November 2012, Volume 18, Issue 5
- 469-495 Optimal subsidies and guarantees in public--private partnerships
by Manuel J. Rocha Armada & Paulo J. Pereira & Artur Rodrigues
May 2012, Volume 18, Issue 5
- 393-417 The calculation of returns during seasoned equity offers
by Seth Armitage - 419-438 Bank mergers and acquisitions in emerging markets: evidence from Asia and Latin America
by John Goddard & Philip Molyneux & Tim Zhou - 439-468 Did expected returns fall? Evidence from UK size portfolios
by Andrew Vivian
May 2012, Volume 18, Issue 3-4
- 333-349 The cost of sustainability in optimal portfolio decisions
by Stefano Herzel & Marco Nicolosi & Cătălin Stărică
April 2012, Volume 18, Issue 3-4
- 185-189 Law, ethics and finance: implications for international investment and portfolio management
by Robert Cressy & Douglas Cumming & Christine Mallin - 191-207 Voluntary and mandatory skin in the game: understanding outside directors’ stock holdings
by Sanjai Bhagat & Heather Tookes - 209-237 The value of country-level perceived ethics to entrepreneurs around the world
by April Knill - 239-259 Do private equity-backed buyouts respond better to financial distress than PLCs?
by Robert Cressy & Hisham Farag - 261-292 Harmonized regulatory standards, international distribution of investment funds and the recent financial crisis
by Douglas Cumming & Gael Imad'Eddine & Armin Schwienbacher - 293-309 Delegated portfolio management with socially responsible investment constraints
by A. Fabretti & S. Herzel - 311-331 Corporate governance and business strategies for climate change and environmental mitigation
by Raj Aggarwal & Sandra Dow - 351-368 Stock market regulation and news dissemination: evidence from an emerging market
by Hisham Farag & Robert Cressy - 369-392 Dividend tunneling and joint expropriation: empirical evidence from China's capital market
by Huaili Lv & Wanli Li & Simon Gao
February 2012, Volume 18, Issue 2
- 89-107 Mean reversion of short-run interest rates: empirical evidence from new EU countries
by Carlos P. Barros & Luis Gil-Alana & Roman Matousek - 109-133 Information processing in the stock market around anticipated accounting information: earnings release
by C. José García & Begoña Herrero & Ana M. Ibáñez - 135-147 Hedging effectiveness under conditions of asymmetry
by John Cotter & Jim Hanly - 149-165 Understanding bull and bear ETFs
by Raymond Haga & Snorre Lindset - 167-183 High-speed rail transport valuation
by Pedro Miguel Pimentel & Jos� Azevedo-Pereira & Gualter Couto
January 2012, Volume 18, Issue 1
- 1-27 Trading constraints and illiquidity discounts
by Wenxuan Hou & Sydney Howell - 29-39 Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30
by Torben W. Hendricks & Bernd Kempa & Christian Pierdzioch - 41-58 The value of board diversity in banking: evidence from the market for corporate control
by Jens Hagendorff & Kevin Keasey - 59-87 Investing in commodity futures markets: can pricing models help?
by Raphael Paschke & Marcel Prokopczuk
November 2011, Volume 17, Issue 9-10
- 765-768 Contemporary issues in financial institutions and markets
by John O.S. Wilson & David G. McMillan & Barbara Casu - 769-788 Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies
by Barbara Casu & Andrew Clare & Anna Sarkisyan & Stephen Thomas - 789-810 Bancassurance efficiency gains: evidence from the Italian banking and insurance industries
by Franco Fiordelisi & Ornella Ricci - 811-827 Financial deepening and bank productivity in Latin America
by Georgios E. Chortareas & Jesús G. Garza-García & Claudia Girardone - 829-850 Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries
by Andreas G.F. Hoepner & Hussain G. Rammal & Michael Rezec - 851-881 The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress
by Sergio Mayordomo & Juan Ignacio Peña & Juan Romo - 883-896 Return reversals and the compass rose: insights from high frequency options data
by Thanos Verousis & Owain ap Gwilym
2011, Volume 17, Issue 8
- 603-621 Are there any cost and profit efficiency gains in financial conglomeration? Evidence from the accession countries
by Dimitris Chronopoulos & Claudia Girardone & John Nankervis - 623-648 Empirical investigation of securitisation drivers: the case of Italian banks
by Mariarosaria Agostino & Maria Mazzuca - 649-660 Multivariate digital options with memory
by Umberto Cherubini & Silvia Romagnoli - 661-674 Exchange rate exposure in the pre- and post-Euro periods: evidence from Finland
by Gregory Koutmos & Johan Knif - 675-694 The strategic use of corporate insurance in China
by Joy Yihui Jia & Mike Adams & Mike Buckle - 695-715 Firm size and volatility analysis in the Spanish stock market
by Helena Chulia & Hipolit Torro - 717-737 The influence of taxes on corporate financing and investment decisions against the background of the German tax reforms
by Ludwig Reinhard & Steven Li - 739-764 Banking competition and economic growth: cross-country evidence
by Juan Fernandez de Guevara & Joaquin Maudos
2011, Volume 17, Issue 7
- 471-486 Threshold non-linear dynamics between Hang Seng stock index and futures returns
by Hon-Lun Chung & Wai-Sum Chan & Jonathan Batten - 487-503 Estimating stochastic volatility models using integrated nested Laplace approximations
by Sara Martino & Kjersti Aas & Ola Lindqvist & Linda Neef & Håvard Rue - 505-523 Information and capital asset pricing
by Baibing Li & Xiangkang Yin - 525-538 Preferences for skewness: evidence from a binary choice experiment
by Tobias Brunner & Rene Levinsky & Jianying Qiu - 539-552 Human capital investment and optimal portfolio choice
by Snorre Lindset & Egil Matsen - 553-576 On the performance of the minimum VaR portfolio
by Robert Durand & John Gould & Ross Maller - 577-587 Commonality in returns, order flows, and liquidity in the Greek stock market
by Peter Dunne & Michael Moore & Vasileios Papavassiliou - 589-601 A modified Corrado test for assessing abnormal security returns
by Ali Ataullah & Xiaojing Song & Mark Tippett
2011, Volume 17, Issue 5-6
- 337-337 Introduction and preface
by Chris Adcock - 339-354 History of financial research and education in Finland
by Mika Vaihekoski - 355-376 The use of derivatives in Nordic firms
by Tor Brunzell & Mats Hansson & Eva Liljeblom - 377-390 Cross-distributional robustness of conditional weekday effects: evidence from European equity-index returns
by Kenneth Hogholm & Johan Knif & Seppo Pynnonen - 391-408 Corporate governance and profitability in family SMEs
by Mats Hansson & Eva Liljeblom & Minna Martikainen - 409-425 Co-movement of the Finnish and international stock markets: a wavelet analysis
by Michael Graham & Jussi Nikkinen - 427-450 External corporate governance and performance: evidence from the Nordic countries
by Seppo Ikaheimo & Vesa Puttonen & Tuomas Ratilainen - 451-469 The 'Dogs of the Dow' strategy revisited: Finnish evidence
by Eemeli Rinne & Sami Vahamaa
2011, Volume 17, Issue 4
- 259-284 In or out: the effect of euro membership on the exercise of real business options
by Tom Aabo & Christos Pantzalis - 285-306 Structural changes, bid-ask spread composition and tick size in inter-bank futures trading
by Frank McGroarty & Owain ap Gwilym & Stephen Thomas - 307-320 Translation-invariant and positive-homogeneous risk measures and optimal portfolio management
by Z. Landsman & U. Makov - 321-336 Time-varying stock returns and labor income risks in the US and UK
by Yuming Li
2011, Volume 17, Issue 3
- 169-196 Monte Carlo methods for pricing discrete Parisian options
by Carole Bernard & Phelim Boyle - 197-216 The explanatory power of trading volume and insider activity in a pari-mutuel betting market
by Alistair Bruce & Johnnie Johnson & Leilei Tang - 217-239 Wealth effects of private equity investments on the German stock market
by Ann-Kristin Achleitner & Christian Andres & Andre Betzer & Charlie Weir - 241-258 Do heterogeneous beliefs diversify market risk?
by Carl Chiarella & Roberto Dieci & Xue-Zhong He
2011, Volume 17, Issue 2
- 83-110 Intraday euro exchange rates and international macroeconomic announcements
by Kevin Evans & Alan Speight - 111-131 Market discipline in the banking industry: evidence from spread dispersion
by Giuliano Iannotta - 133-152 Institutional block-holdings of UK firms: do corporate governance mechanisms matter?
by Arif Khurshed & Stephen Lin & Mingzhu Wang - 153-168 End-user order flow and exchange rate dynamics - a dealer's perspective
by Stefan Reitz & Markus Schmidt & Mark Taylor
2011, Volume 17, Issue 1
- 1-25 The growth companies puzzle: can growth opportunities measures predict firm growth?
by Jo Danbolt & Ian Hirst & Eddie Jones - 27-48 Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models
by Julien Idier - 49-65 Analysing bank-issued option pricing
by David Abad & Belen Nieto - 67-82 Performance evaluation of dynamic trading strategies in UK stock returns incorporating lagged conditioning information
by Greg Anderson & Jonathan Fletcher & Andrew Marshall
2010, Volume 16, Issue 8
- 743-752 Numerical solution of the sequential investment model: a note on Dixit and Pindyck's (1994) analysis
by R. H. Berry & S. X. Zuo - 753-767 Correlations and spillovers among three euro rates: evidence using realised variance
by David McMillan & Isabel Ruiz & Alan Speight - 769-783 Determinants of the inflation compensation curve in the euro area
by Jerome Coffinet & Sebastien Frappa
2010, Volume 16, Issue 7
- 611-640 The informational impact of electronic trading systems on the FTSE 100 stock index and its futures contracts
by Helder Sebastiao - 641-656 UK stock price effects of permanent and transitory shocks
by Andrew Vivian & Mark Wohar - 657-676 The information content of risk-neutral densities: tests based on Hungarian currency option-implied densities
by Csaba Csavas - 677-710 Foreign debt as a hedging instrument of exchange rate risk: a new perspective
by Luis Otero Gonzalez & Milagros Vivel Bua & Sara Fernandez Lopez & Pablo Duran Santomil - 711-726 Efficient market hypothesis in European stock markets
by Maria Rosa Borges - 727-741 The performance of the European stock markets: a time-varying Sharpe ratio approach
by Jose Soares da Fonseca
2010, Volume 16, Issue 6
- 481-502 Population age structure and household portfolio choices in Italy
by Marianna Brunetti & Costanza Torricelli - 503-525 Utility-based pricing of weather derivatives
by Helene Hamisultane - 527-539 A time-varying common risk factor affecting corporate yield spreads
by Yusho Kagraoka - 541-560 Modelling and trading the EUR/USD exchange rate at the ECB fixing
by Christian Dunis & Jason Laws & Georgios Sermpinis - 561-586 Option-based forecasts of volatility: an empirical study in the DAX-index options market
by S. Muzzioli - 587-610 Mean-reversion properties of implied volatilities
by Florian Ielpo & Guillaume Simon
2010, Volume 16, Issue 5
- 381-411 Does the CFO matter in family firms? Evidence from Italy
by Stefano Caselli & Alberta Di Giuli - 413-435 Liability-driven investment: multiple liabilities and the question of the number of moments
by Michael Theobald & Peter Yallup - 437-458 Large debt financing: syndicated loans versus corporate bonds
by Yener Altunbas & Alper Kara & David Marques-Ibanez - 459-480 Migration and the retail banking industry: an examination of immigrants' bank nationality choice in Germany
by Fabian Gleisner & Andreas Hackethal & Christian Rauch
2010, Volume 16, Issue 4
- 281-304 Are retail investors the culprits? Evidence from Australian individual stock price bubbles
by Julia Henker & Thomas Henker - 305-327 Valuation of reverse mortgages under (limited) default risk
by Andreas Kolbe & Rudi Zagst - 329-351 Individual home bias, portfolio churning and performance
by Lars Norden - 353-372 Delegated portfolio management and risk-taking behavior
by Jose Luiz Barros Fernandes & Juan Ignacio Pena & Benjamin Miranda Tabak - 373-379 On the dangers of a simplistic American option simulation valuation method
by Nelson Areal & Artur Rodrigues