International Review of Financial Analysis
2010, Volume 19, Issue 1
- 35-46 Phase-transition behavior in the emerging market: Evidence from the KOSPI200 futures market
by Hwang, Keunho & Kang, Jangkoo & Ryu, Doojin
- 47-54 An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation
by Al Janabi, Mazin A.M. & Hatemi-J, Abdulnasser & Irandoust, Manuchehr
- 55-64 Price and volatility spillovers across North American, European and Asian stock markets
by Singh, Priyanka & Kumar, Brajesh & Pandey, Ajay
- 65-76 The adverse selection component of exchange traded funds
by Chelley-Steeley, Patricia & Park, Keebong
2009, Volume 18, Issue 5
- 223-231 French and U.S. trading of cross-listed stocks around the period of U.S. decimalization: Volume, spreads, and depth effects
by Lin, Bing-Xuan & Michayluk, David & Oppenheimer, Henry R. & Sabherwal, Sanjiv
- 232-238 "Extended Black" term structure models
by Realdon, Marco
- 239-249 Duration of IPOs between offering and listing: Cox proportional hazard models--Evidence for Chinese A-share IPOs
by Guo, Haifeng & Brooks, Robert
- 250-259 The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model
by Marshall, Andrew & Maulana, Tubagus & Tang, Leilei
- 260-270 Marking-to-model credit and operational risks of loan commitments: A Basel-2 advanced internal ratings-based approach
by Chateau, John-Peter D.
- 271-276 Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis
by Wang, Yudong & Liu, Li & Gu, Rongbao
- 277-284 Economic convergence and the fundamental equilibrium exchange rate in central and eastern Europe
by Rubaszek, Michal & Rawdanowicz, Lukasz
- 285-293 Bank health in varying macroeconomic conditions: A panel study
by Akhter, Selim & Daly, Kevin
- 294-302 The impact of banking regulations on banks' cost and profit efficiency: Cross-country evidence
by Pasiouras, Fotios & Tanna, Sailesh & Zopounidis, Constantin
- 303-310 The effect of downside risk reduction on UK equity portfolios included with Managed Futures Funds
by Tee, Kai-Hong
2009, Volume 18, Issue 4
- 151-153 ARCH and GARCH models vs. martingale volatility of finance market returns
by McCauley, Joseph L.
- 154-163 Unifractality and multifractality in the Italian stock market
by Onali, Enrico & Goddard, John
- 164-173 Earnings management and firm financial motives: A financial investigation of UK listed firms
by Iatridis, George & Kadorinis, George
- 174-184 Multivariate affine generalized hyperbolic distributions: An empirical investigation
by Fajardo, José & Farias, Aquiles
- 185-197 The effectiveness of the VaR-based portfolio insurance strategy: An empirical analysis
by Jiang, Chonghui & Ma, Yongkai & An, Yunbi
- 198-204 Regime switches between dividend and bond yields
by Migiakis, Petros M. & Bekiris, Fivos V.
- 205-211 Adverse selection costs for NASDAQ and NYSE after decimalization
by Jiang, Christine X. & Kim, Jang-Chul & Wood, Robert A.
- 212-221 Together we invest? Individual and institutional investors' trading behaviour in Poland
by Goodfellow, Christiane & Bohl, Martin T. & Gebka, Bartosz
2009, Volume 18, Issue 3
- 95-100 Volatility transmission between oil prices and equity sector returns
by Malik, Farooq & Ewing, Bradley T.
- 101-108 Is integration I(d) applicable to observed economics and finance time series?
by McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu H.
- 109-116 Extreme observations and risk assessment in the equity markets of MENA region: Tail measures and Value-at-Risk
by Assaf, A.
- 117-124 Are RiskMetrics forecasts good enough? Evidence from 31 stock markets
by McMillan, David G. & Kambouroudis, Dimos
- 125-133 The dynamics of the Monday effect in international stock indices
by Keef, Stephen P. & Khaled, Mohammed & Zhu, Hui
- 134-150 The distribution of realized variances: Marginal behaviors, asymmetric dependence and contagion effects
by Ané, Thierry & Métais, Carole
2009, Volume 18, Issue 1-2
- 1-11 Modelling stock returns in Africa's emerging equity markets
by Alagidede, Paul & Panagiotidis, Theodore
- 12-20 Buy and sell dynamics following high market returns: Evidence from China
by Wongchoti, Udomsak & Wu, Fei & Young, Martin
- 21-33 Rating model arbitrage in CDO markets: An empirical analysis
by Morkötter, Stefan & Westerfeld, Simone
- 34-39 How to quantify the influence of correlations on investment diversification
by Medo, Matús & Yeung, Chi Ho & Zhang, Yi-Cheng
- 40-49 The efficiency of international information flow: Evidence from the ETF and CEF prices
by Hughen, J. Christopher & Mathew, Prem G.
- 50-57 Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange
by Cajueiro, Daniel O. & Gogas, Periklis & Tabak, Benjamin M.
- 58-65 Short-run deviations and time-varying hedge ratios: Evidence from agricultural futures markets
by Choudhry, Taufiq
- 66-73 Informed trading and liquidity in the Shanghai Stock Exchange
by Wong, Woon K. & Tan, Dijun & Tian, Yixiang
- 74-83 The value of stock analysts' recommendations: Evidence from emerging markets
by Moshirian, Fariborz & Ng, David & Wu, Eliza
- 84-93 Heterogeneity in asset allocation decisions: Empirical evidence from Switzerland
by Drobetz, Wolfgang & Kugler, Peter & Wanzenried, Gabrielle & Zimmermann, Heinz
2008, Volume 17, Issue 5
- 767-783 Empirically based modeling in financial economics and beyond, and spurious stylized facts
by Bassler, Kevin E. & Gunaratne, Gemunu H. & McCauley, Joseph L.
- 784-792 Seasonality in outliers of daily stock returns: A tail that wags the dog?
by Galai, Dan & Kedar-Levy, Haim & Schreiber, Ben Z.
- 793-804 Significant issuance date returns in seasoned equity offerings: An options-based resolution of a puzzle
by Aggarwal, Raj & Zhao, Xinlei
- 805-819 Betas, market weights and the cost of capital: The example of Nokia and small cap stocks on the Helsinki Stock Exchange
by Lally, Martin & Swidler, Steve
- 820-837 Nonstationarity of efficient finance markets: FX market evolution from stability to instability
by McCauley, Joseph L.
- 838-848 A simple non-linear model with fractional integration for financial time series data
by Gil-Alana, Luis A.
- 849-869 The timeliness of accounting disclosures in international security markets
by Conover, C. Mitchell & Miller, Robert E. & Szakmary, Andrew
- 870-885 Can the traditional Asian US dollar peg exchange rate regime be extended to include the Japanese yen?
by Kearney, Colm & Muckley, Cal
- 886-902 Noise, equity prices, and hedging: A new approach
by Bertus, Mark & Godbey, Jonathan & Hinkelmann, Christoph & Mahar, James W.
- 903-924 Short-term patterns in government bond returns following market shocks: International evidence
by Kassimatis, Konstantinos & Spyrou, Spyros & Galariotis, Emilios
- 925-948 Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates
by Christiansen, Charlotte
- 949-970 Go long or short in pyramids? News from the Egyptian stock market
by Billmeier, Andreas & Massa, Isabella
- 971-983 Component structure for nonstationary time series: Application to benchmark oil prices
by Bhar, Ramaprasad & Hammoudeh, Shawkat & Thompson, Mark A.
- 984-997 Underpricing of Chinese A-share IPOs and short-run underperformance under the approval system from 2001 to 2005
by Guo, Haifeng & Brooks, Robert
- 998-1011 Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework
by Holmes, Kathryn A. & Faff, Robert
- 1012-1028 Do zero-cost portfolios have the ability to predict economic growth? Evidence from Hong Kong, South Korea and Taiwan
by Davison, Freddy & Marsden, Alastair & Veeraraghavan, Madhu
- 1029-1035 Euro and FIBOR interest rates: A continuous time modelling analysis
by Nowman, K.B. & Yahia, B.B.H.
- 1036-1054 Portfolio selection subject to experts' judgments
by Smimou, K. & Bector, C.R. & Jacoby, G.
- 1055-1069 Halloween or January? Yet another puzzle
by Lucey, Brian M & Zhao, Shelly
- 1070-1086 How long memory in volatility affects true dependence structure
by de Melo Mendes, Beatriz Vaz & Kolev, Nikolai
- 1087-1109 Does corporate diversification exacerbate or mitigate earnings management?: An empirical analysis
by Jiraporn, Pornsit & Kim, Young Sang & Mathur, Ike
- 1110-1122 Dynamic betas for Canadian sector portfolios
by He, Zhongzhi (Lawrence) & Kryzanowski, Lawrence
- 1123-1138 Empirical risk aversion functions-estimates and assessment of their reliability
by Kang, Byung Jin & Kim, Tong Suk
- 1139-1155 Are survey forecasts of individual and institutional investor sentiments rational?
by Verma, Rahul & Verma, Priti
- 1156-1172 Bank efficiency in the new European Union member states: Is there convergence?
by Mamatzakis, Emmanuel & Staikouras, Christos & Koutsomanoli-Filippaki, Anastasia
- 1173-1185 Portfolio maturity choice of Australian cash management trusts
by Davis, Kevin
- 1186-1193 A note on takeover success prediction
by Branch, Ben & Wang, Jia & Yang, Taewon
2008, Volume 17, Issue 4
- 645-646 Hedging, speculating and risk diversification in international markets: An editorial review
by Blenman, Lloyd P.
- 647-663 Asymmetric currency exposure and currency risk pricing
by Tai, Chu-Sheng
- 664-680 Information asymmetry, speculation and foreign trading activity: Emerging market evidence
by Ciner, Cetin & Karagozoglu, Ahmet K.
- 681-698 Systematic risk and international diversification: An empirical perspective
by Olibe, Kingsley O. & Michello, Franklin A. & Thorne, Jerry
- 699-715 International day-of-the-week effects: An empirical examination of iShares
by Imtiaz Mazumder, M. & Chu, Ting-Heng & Miller, Edward M. & Prather, Larry J.
- 716-727 Behavioral currency hedging for international portfolios
by Ogunc, Kurtay
- 728-746 Asymmetry in the effects of economic fundamentals on rising and falling exchange rates
by Vygodina, Anna V. & Zorn, Thomas S. & DeFusco, Richard
- 747-766 The impact of geographic diversification on firm performance
by Kim, Young Sang & Mathur, Ike
2008, Volume 17, Issue 3
- 431-445 Common stochastic volatility trends in international stock returns
by Dao, Chi-Mai & Wolters, Jürgen
- 446-460 The cointegration relationships among G-7 foreign exchange rates
by Kang, Heejoon
- 461-474 Calendar anomaly in the Greek stock market: Stochastic dominance analysis
by Al-Khazali, Osamah M. & Koumanakos, Evangelos P. & Pyun, Chong Soo
- 475-490 Is the Swedish stock market efficient? Evidence from some simple trading rules
by Metghalchi, Massoud & Chang, Yung-Ho & Marcucci, Juri
- 491-506 Conflicts of interest and China's A-share underpricing
by Gannon, Gerard & Zhou, Yuwei
- 507-522 New considerations in the announcement effects of privately placed debt
by Dennis, Steven A. & Lu, Weili
- 523-538 Going-public vs. private sales: A two-tiered agency approach
by Yin, Xiangkang
- 539-556 Idiosyncratic volatility and equity returns: UK evidence
by Angelidis, Timotheos & Tessaromatis, Nikolaos
- 557-570 An investigation on the causal relationships between banking concentration and economic growth
by Coccorese, Paolo
- 571-591 Financial crisis and stock market efficiency: Empirical evidence from Asian countries
by Lim, Kian-Ping & Brooks, Robert D. & Kim, Jae H.
- 592-603 Stock market bubbles, inflation and investment risk
by Kaliva, Kasimir & Koskinen, Lasse
- 604-621 Evaluating a non-linear asset pricing model on international data
by Asgharian, Hossein & Karlsson, Sonnie
- 622-634 Is earnings management opportunistic or beneficial? An agency theory perspective
by Jiraporn, Pornsit & Miller, Gary A. & Yoon, Soon Suk & Kim, Young S.
- 635-643 The ex-date impact of special dividend announcements: A note
by Balachandran, Balasingham & Faff, Robert & Nguyen, Tuan Anh
2008, Volume 17, Issue 2
- 242-258 Impact of US and UK macroeconomic news announcements on the return distribution implied by FTSE-100 index options
by Äijö, Janne
- 259-273 The time difference effect of a measurement unit in the lead-lag relationship analysis of Korean financial market
by Nam, Seung Oh & Oh, SeungYoung & Kim, Hyun Kyung
- 274-290 Real-time macroeconomic data and ex ante stock return predictability
by Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian
- 291-311 Liquidity distribution in the limit order book on the stock exchange of Thailand
by Visaltanachoti, Nuttawat & Charoenwong, Charlie & Ding, David K.
- 312-329 Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis
by McInish, Thomas H. & Ding, David K. & Pyun, Chong Soo & Wongchoti, Udomsak
- 330-344 The effect of mergers on implied volatility of equity options
by Geppert, Gero & Kamerschen, David R.
- 345-362 Reforms in Thai bank governance: The aftermath of the Asian financial crisis
by Pathan, Shams & Skully, Michael & Wickramanayake, J.
- 363-381 Stock index futures arbitrage in emerging markets: Polish evidence
by Bialkowski, Jedrzej & Jakubowski, Jacek
- 382-395 Conditional VaR using EVT - Towards a planned margin scheme
by Bhattacharyya, Malay & Ritolia, Gopal
- 396-410 Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets
by Abugri, Benjamin A.
- 411-430 The profitability of regression-based trading rules for the Shanghai stock market
by Groenewold, Nicolaas & Kan Tang, Sam Hak & Wu, Yanrui
2008, Volume 17, Issue 1
- 1-26 The war on terror and its impact on the long-term volatility of financial markets
by Fernandez, Viviana
- 27-46 Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets
by Nikkinen, Jussi & Omran, Mohammad M. & Sahlstrom, Petri & Aijo, Janne
- 47-63 Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets
by Hammoudeh, Shawkat & Li, Huimin
- 64-82 Persistence characteristics of the Chinese stock markets
by Los, Cornelis A. & Yu, Bing
- 83-107 U.S. investors and global equity markets
by Lin, Anchor Y. & Swanson, Peggy E.
- 108-133 An empirical investigation of investor expectations in the currency market
by Murphy, Austin
- 134-155 Volume- and size-related lead-lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange
by Gebka, Bartosz
- 156-177 Co-movements of sector index returns in the world's major stock markets in bull and bear markets: Portfolio diversification implications
by Meric, Ilhan & Ratner, Mitchell & Meric, Gulser
- 178-197 The effects of changes in index composition on stock prices and volume: Evidence from the Istanbul stock exchange
by Bildik, Recep & Gulay, Guzhan
- 198-217 Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market
by Anderson, John A. & Faff, Robert W.
2007, Volume 16, Issue 5
- 412-433 Beyond Basel-2 simplified standardized approach: Credit risk valuation of short-term loan commitments
by Chateau, John-Peter D.
- 434-451 Ratings-based credit risk modelling: An empirical analysis
by Nickell, Pamela & Perraudin, William & Varotto, Simone
- 452-470 Hedging emerging market bonds and the rise of the credit default swap
by Skinner, Frank S. & Nuri, Julinda
- 471-495 A credit scoring model for Vietnam's retail banking market
by Dinh, Thi Huyen Thanh & Kleimeier, Stefanie
- 496-507 Proportionate consolidation versus the equity method: Additional evidence on the association with bond ratings
by Bauman, Mark P.
- 508-523 A simple continuous measure of credit risk
by Bystrom, Hans & Kwon, Oh Kang
2007, Volume 16, Issue 4
- 301-303 Introduction to the special issue on privatization
by Megginson, William L.
- 304-331 The dynamics of privatization, the legal environment and stock market development
by Boubakri, Narjess & Hamza, Olfa
- 332-353 The performance of newly privatized firms in selected MENA countries: The role of ownership structure, governance and liberalization policies
by Ben Naceur, Samy & Ghazouani, Samir & Omran, Mohammed
- 354-366 The productivity effects of privatization: The case of Polish cooperatives
by Amess, Kevin & Roberts, Barbara M.
- 367-389 Operating and stock market performance of state-owned enterprise privatizations: The Spanish experience
by Farinos, Jose E. & Garcia, C. Jose & Ibanez, Ana Ma
- 390-409 The Spanish privatisation process: Implications on the performance of divested firms
by Cabeza Garcia, Laura & Gomez Anson, Silvia
2007, Volume 16, Issue 3
- 201-222 Debt-equity choice in Europe
by Gaud, Philippe & Hoesli, Martin & Bender, Andre
- 223-241 New evidence on the price and liquidity effects of the FTSE 100 index revisions
by Mazouz, Khelifa & Saadouni, Bharim
- 242-261 Common stochastic trends among Far East stock prices: Effects of the Asian financial crisis
by Choudhry, Taufiq & Lu, Lin & Peng, Ke
- 262-281 The identification of acquisition targets in the EU banking industry: An application of multicriteria approaches
by Pasiouras, Fotios & Tanna, Sailesh & Zopounidis, Constantin
- 282-292 Volatility in stock returns for new EU member states: Markov regime switching model
by Moore, Tomoe & Wang, Ping
- 293-300 Statistical properties of post-sample hedging effectiveness
by Lien, Donald
2007, Volume 16, Issue 2
- 99-115 The use of the comparable firm approach in valuing Australian IPOs
by How, Janice & Lam, Jennifer & Yeo, Julian
- 116-135 Investor interest, trading volume, and the choice of IPO mechanism in France
by Chahine, Salim
- 136-151 Approval of shareholder-sponsored proposals: Evidence from Canada
by Morgan, Angela & Wolf, Jack
- 152-171 The behavior of government of Canada real return bond returns
by Peters, David W.
- 172-182 The comovement of US and German bond markets
by Engsted, Tom & Tanggaard, Carsten
- 183-199 Is the long-run underperformance of seasoned equity issues irrational? Evidence from Spain
by Farinos, Jose E. & Garcia, C. Jose & Ibanez, Ana M.
2007, Volume 16, Issue 1
- 1-21 Basel-2 capital adequacy: Computing the `fair' capital charge for loan commitment `true' credit risk
by Chateau, J.-P. & Wu, J.
- 22-40 Evidence of an asymmetry in the relationship between volatility and autocorrelation
by McKenzie, Michael D. & Kim, Suk-Joong
- 41-60 Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?
by Syriopoulos, Theodore
- 61-80 Long-horizon event studies and event firm portfolio weights: Evidence from U.K. rights issues re-visited
by Abhyankar, Abhay & Ho, Keng-Yu
- 81-98 Does ownership structure affect value? A panel data analysis for the Spanish market
by Minguez-Vera, Antonio & Martin-Ugedo, Juan Francisco
2006, Volume 15, Issue 4-5
- 288-290 Asian market microstructure
by Ding, David K. & Charoenwong, Charlie
- 291-305 Index inclusion and commonality in liquidity: Evidence from the Stock Exchange of Hong Kong
by Brockman, Paul & Chung, Dennis Y.
- 306-327 Common factors in liquidity: Evidence from Taiwan's OTC stock market
by Lee, Jie-Haun & Lin, Shu-Ying & Lee, Wan-Chen & Tsao, Chueh-Yung
- 328-347 The intraday effect and the extension of trading hours for Taiwanese securities
by Fan, Yu-Ju & Lai, Hung-Neng
- 348-362 A simple estimate of noise and its determinant in a call auction market
by Hu, Shing-yang
- 363-376 Estimating the VaR of a portfolio subject to price limits and nonsynchronous trading
by Chou, Pin-Huang & Li, Wen-Shen & Lin, Jun-Biao & Wang, Jane-Sue
- 377-397 The intraday price behaviour of Australian and New Zealand cross-listed stocks
by Lok, Emily & Kalev, Petko S.
- 398-414 An empirical analysis of the price discovery and the pricing bias in the KOSPI 200 stock index derivatives markets
by Nam, Seung Oh & Oh, SeungYoung & Kim, Hyun Kyung & Kim, Byung Chun
- 415-433 Intra-night trading behaviour of Australian treasury-bond futures overnight options
by Zou, Liping & Rose, Lawrence C. & Pinfold, John F.
- 434-449 Were bid-ask spreads in the FX market excessive during the Asian crisis?
by Becker, Torbjorn & Sy, Amadou
- 450-461 Insider ownership, bid-ask spread, and stock splits: Evidence from the Stock Exchange of Thailand
by Gorkittisunthorn, Maneeporn & Jumreornvong, Seksak & Limpaphayom, Piman
2006, Volume 15, Issue 3
- 203-219 The CAPM and value at risk at different time-scales
by Fernandez, Viviana
- 220-236 Are corporates' target leverage ratios time-dependent?
by Hui, C.H. & Lo, C.F. & Huang, M.X.
- 237-246 Asymmetric risk premium in value and growth stocks
by Black, Angela J. & McMillan, David G.
- 247-255 Do option markets substitute for stock markets? Evidence from trading on anticipated tender offer announcements
by Arnold, Tom & Erwin, Gayle & Nail, Lance & Nixon, Terry
- 256-286 Financial statement data in assessing the future potential of a technology firm: The case of Nokia
by Laitinen, Erkki K.
2006, Volume 15, Issue 2
- 109-129 Stock market dynamics in a regime-switching asymmetric power GARCH model
by Ane, Thierry & Ureche-Rangau, Loredana
- 130-144 The Theory of Fair Markets (TFM) toward a new finance paradigm
by Frankfurter, George M.
- 145-178 Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options
by Cassese, Gianluca & Guidolin, Massimo
- 179-188 Are options redundant? Further evidence from currency futures markets
by Chan, Leo & Lien, Donald
- 189-202 Performance aspects of Greek bond mutual funds
by Dritsakis, Nikolaos & Grose, Christos & Kalyvas, Lampros
2006, Volume 15, Issue 1
- 1-20 The volatility effect of futures trading: Evidence from LSE traded stocks listed as individual equity futures contracts on LIFFE
by Mazouz, Khelifa & Bowe, Michael
- 21-38 Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy
by Marshall, Ben R.
- 39-56 A test of risk arbitrage profitability
by Branch, Ben & Yang, Taewon
- 57-67 A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market
by Chang, Tsangyao & Caudill, Steven B.
- 68-85 Futures trading volume as a determinant of prices in different momentum phases
by Hodgson, Allan & Masih, A. Mansur M. & Masih, Rumi
- 86-107 An unobserved component model of asset pricing across financial markets
by Cowan, Adrian M. & Joutz, Frederick L.
2005, Volume 14, Issue 5
- 493-507 Security analysis, agency costs, and UK firm characteristics
by Doukas, John A. & McKnight, Phillip J. & Pantzalis, Christos
- 508-532 Put-call parity and cross-markets efficiency in the index options markets: evidence from the Italian market
by Brunetti, Marianna & Torricelli, Costanza
- 533-558 Group affiliation, identity of managers, and the relation between managerial ownership and performance
by Chen, Ming-Yuan
- 559-569 The dynamics between stock returns and mutual fund flows: empirical evidence from the Greek market
by Alexakis, Christos & Niarchos, Nikitas & Patra, Theopfano & Poshakwale, Sunil
- 570-586 Exploratory analyses of dividend reinvestment plans and some comparisons
by Chiang, Kevin & Frankfurter, George M. & Kosedag, Arman
- 587-603 The intraday behaviors and relationships with its underlying assets: evidence on option market in Taiwan
by Lee, Mingchih & Chen, Chun-Da
2005, Volume 14, Issue 4
- 393-406 Equity market integration in the NAFTA region: Evidence from unit root and cointegration tests
by Aggarwal, Raj & Kyaw, NyoNyo A.
- 407-427 Estimation of expected return: CAPM vs. Fama and French
by Bartholdy, Jan & Peare, Paula
- 428-438 Derivative prices from interest rate models: results for Canada, Hong Kong, and United States
by Nowman, K. Ben & Sorwar, Ghulam
- 439-454 The early managed fund industry: Investment trusts in 19th century Britain
by Hutson, Elaine
- 455-476 Portfolio diversification benefits within Europe: Implications for a US investor
by Laopodis, Nikiforos T.
- 477-491 Correlation and return dispersion dynamics in Chinese markets
by Demirer, RIza & Lien, Donald
2005, Volume 14, Issue 3
- 283-303 Cost frontier efficiency and risk-return analysis in an emerging market
by Rao, Ananth
- 304-325 The valuation relevance of R&D expenditures: Time series evidence
by Callen, Jeffrey L. & Morel, Mindy
- 326-336 Simultaneous volatility transmissions and spillover effects: U.S. and Hong Kong stock and futures markets
by Gannon, Gerard
- 337-355 Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence
by Dowling, Michael & Lucey, Brian M.
- 356-375 Macroeconomic announcements, volatility, and interrelationships: An examination of the UK interest rate and equity markets
by Jones, Brad & Lin, Chien-Ting & Masih, A. Mansur M.
- 376-392 Pricing counterparty default risks: Applications to FRNs and vulnerable options
by Kang, Jangkoo & Kim, Hwa-Sung
2005, Volume 14, Issue 2
- 113-148 Risk management under extreme events
by Fernandez, Viviana
- 149-164 An analytical approximation to the option formula for the GARCH model
by Choi, Youngsoo
- 165-176 Paramater estimation bias and volatility scaling in Black-Scholes option prices
by Batten, Jonathan A. & Ellis, Craig A.
- 177-190 Revenue and optimality in unequal-sized share auctions
by Jung, Kyu-Chul & Kim, Kyoo H.
- 191-209 Optimization of a firm's capital structure: A quantitative approach based on a probabilistic prognosis of risk and time of bankruptcy
by Philosophov, Leonid V. & Philosophov, Vladimir L.
- 211-246 Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997
by Karuppiah, Jeyanthi & Los, Cornelis A.
- 247-261 Autoregressive conditional tail behavior and results on Government bond yield spreads
by Wagner, Niklas
- 263-275 Value at risk methodology of international index portfolio under soft conditions (fuzzy-stochastic approach)
by Zmeskal, Zdenek
- 277-282 The use and abuse of the hedging effectiveness measure
by Lien, Donald
2005, Volume 14, Issue 1
- 1-22 Trends in analyst earnings forecast properties
by Ciccone, Stephen J.
- 23-42 Modeling conditional return autocorrelation
by McKenzie, Michael D. & Faff, Robert W.
- 43-59 The effect of ownership and control on market valuation: Evidence from initial public offerings in The Netherlands
by Roosenboom, Peter & van der Goot, Tjalling
- 61-75 Informed and uninformed trading on the Australian dollar
by Hogan, Warren P. & Batten, Jonathan A.
- 77-92 Stock market response to analysts' perceptions and earnings in a technology-intensive environment
by Junttila, Juha & Kallunki, Juha-Pekka & Karja, Aki & Martikainen, Minna
- 93-112 The index revision party
by Doeswijk, Ronald Q.
2004, Volume 13, Issue 5
- 571-583 International equity market integration: Theory, evidence and implications
by Kearney, Colm & Lucey, Brian M.
- 585-600 The links between securities settlement systems: An oligopoly theoretic approach
by Kauko, Karlo
- 601-619 Networks and equity market integration: European evidence
by Hasan, Iftekhar & Schmiedel, Heiko