Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
Editor: I. Mathur
Editor: G. G. Booth
The email address of this editor does not seem to be valid any more. Please ask G. G. Booth to have the entry updated or send us the correct address.
Series handle: RePEc:eee:mulfin
ISSN: 1042-444X
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:mulfin. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/mulfin .
Content
October 2008, Volume 18, Issue 4
- 346-368 American depositary receipts: Asia-Pacific evidence on convergence and dynamics
by Chen, Haiqiang & Choi, Paul Moon Sub & Kim, Hyunseob
- 369-388 The influence of differences in accounting standards on empirical pricing models: An application to the Fama-French model
by Gomez Biscarri, Javier & Lopez Espinosa, German
- 389-404 Equity premia in emerging markets: National characteristics as determinants
by Aggarwal, Raj & Goodell, John W.
- 405-426 Does the value of recommendations depend on the level of optimism? A country-based analysis
by Balboa, Marina & Gomez-Sala, Juan Carlos & Lopez-Espinosa, German
July 2008, Volume 18, Issue 3
- 197-208 The extreme-value dependence of Asia-Pacific equity markets
by Bekiros, Stelios D. & Georgoutsos, Dimitris A.
- 209-228 The long-term performance of Hong Kong share-only and unit initial public offerings (IPOs)
by Mazouz, Khelifa & Saadouni, Brahim & Yin, Shuxing
- 229-243 The effect of managerial bonus plans on corporate derivatives usage
by Kim, Young Sang & Nam, Jouahn & Thornton Jr., John H.
- 244-260 The international evidence on the pecking order hypothesis
by Seifert, Bruce & Gonenc, Halit
- 261-275 Propping: Evidence from new share issues of Turkish business group firms
by Gonenc, Halit & Hermes, Niels
- 276-289 Policy change and lead-lag relations among China's segmented stock markets
by Qiao, Zhuo & Li, Yuming & Wong, Wing-Keung
April 2008, Volume 18, Issue 2
- 79-93 R&D investments: The effects of different financial environments on firm profitability
by Karjalainen, Pasi
- 94-111 Three countries' debt profiles: Average maturities in Mexico, Brazil, and Russia
by Colliac, Stéphane & Lapteacru, Ion
- 112-130 The Latin American exchange exposure of U.S. multinationals
by Muller, A. & Verschoor, Willem F.C.
- 131-144 Momentum profits in alternative stock market structures
by Chelley-Steeley, Patricia & Siganos, Antonios
- 145-164 Robust global mood influences in equity pricing
by Dowling, Michael & Lucey, Brian M.
- 165-179 Foreign exchange rate exposure and risk premium in international investments: Evidence from American depositary receipts
by Bae, Sung C. & Kwon, Taek Ho & Li, Mingsheng
- 180-196 Underpricing versus gross spread: New evidence on the effect of sold shares at the time of IPOs
by Chahine, Salim
February 2008, Volume 18, Issue 1
- 1-3 International perspectives on executive compensation
by Kabir, Rezaul
- 4-15 Differences in pay between owner and non-owner CEOs: Evidence from Israel
by Cohen, Shmuel & Lauterbach, Beni
- 16-29 Institutional investors and director pay: An empirical study of UK companies
by Dong, Min & Ozkan, Aydin
- 30-44 EC: Board compensation and firm performance: The role of "independent" board members
by Fernandes, Nuno
- 45-60 Is the pay-performance relationship always positive: Evidence from the Netherlands
by Duffhues, Pieter & Kabir, Rezaul
- 61-77 The economic determinants of CEO stock option compensation
by Chourou, Lamia & Abaoub, Ezzeddine & Saadi, Samir
December 2007, Volume 17, Issue 5
- 349-364 Do corporate governance mechanisms influence CEO compensation? An empirical investigation of UK companies
by Ozkan, Neslihan
- 365-383 Cultural distance and valuation of multinational corporations
by Antia, Murad & Lin, J. Barry & Pantzalis, Christos
- 384-400 Stock return exposure to exchange rate risk: A perspective from delayed reactions and hedging effects
by Hsin, Chin-Wen & Shiah-Hou, Shin-Rong & Chang, Feng-Yi
- 401-416 International portfolio diversification: Is there a role for the Middle East and North Africa?
by Lagoarde-Segot, Thomas & Lucey, Brian M.
- 417-431 Currency hedging for multinationals under liquidity constraints
by Meng, Rujing & Wong, Kit Pong
- 432-447 Contrarian and momentum profitability revisited: Evidence from the London Stock Exchange 1964-2005
by Galariotis, Emilios C. & Holmes, Phil & Ma, Xiaodong S.
October 2007, Volume 17, Issue 4
July 2007, Volume 17, Issue 3
- 187-202 The impact of rights issues of convertible debt in Australian markets
by Suchard, Jo-Ann
- 203-213 The exposure of international banks to cross-country interdependencies: An empirical analysis of overdue claims
by Dahl, Drew & Logan, Andrew
- 214-230 Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data
by Galagedera, Don U.A. & Brooks, Robert D.
- 231-243 Noise trading and stock market volatility
by Verma, Rahul & Verma, Priti
- 244-256 Active fund management: Global asset allocation funds
by Larrymore, Norris L. & Rodriguez, Javier
- 257-272 Beta, size, book-to-market equity and returns: A study based on UK data
by Morelli, David
April 2007, Volume 17, Issue 2
- 95-111 The relationship between futures trading activity and exchange rate volatility, revisited
by Bhargava, Vivek & Malhotra, D.K.
- 112-124 Influence of structural changes in transmission of information between stock markets: A European empirical study
by Arago-Manzana, Vicent & Fernandez-Izquierdo, Maria Angeles
- 125-141 Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach
by Lean, Hooi Hooi & Smyth, Russell & Wong, Wing-Keung
- 142-154 Insider ownership and firm value in New Zealand
by Bhabra, Gurmeet Singh
- 155-172 Exchange rates, interventions, and the predictability of stock returns in Japan
by Hartmann, Daniel & Pierdzioch, Christian
- 173-185 Macroeconomic factors and Japan's industry risk
by Nguyen, Pascal
February 2007, Volume 17, Issue 1
- 1-15 Domestic and multinational determinants of foreign bank profits: The case of Greek banks operating abroad
by Kosmidou, Kyriaki & Pasiouras, Fotios & Tsaklanganos, Angelos
- 16-29 The link between performance and changes in the size and stability of a firm's officers and directors
by Heaney, Richard & Naughton, Tony & Truong, Thanh & Davidson, Sinclair & Fry, Tim & McKenzie, Michael
- 30-44 Investor protection and capital structure: International evidence
by Cheng, Shuenn-Ren & Shiu, Cheng-Yi
- 45-60 International evidence on the non-linear impact of leverage on corporate cash holdings
by Guney, Yilmaz & Ozkan, Aydin & Ozkan, Neslihan
- 61-74 Modeling time variation and asymmetry in foreign exchange exposure
by Koutmos, Gregory & Martin, Anna D.
- 75-93 Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan
by Iqbal, Javed & Brooks, Robert
December 2006, Volume 16, Issue 5
October 2006, Volume 16, Issue 4
- 333-362 Are fewer firms paying more dividends?: The international evidence
by Ferris, Stephen P. & Sen, Nilanjan & Yui, Ho Pei
- 363-384 An empirical investigation of the loan concentration risk in Latin America
by Kalotychou, Elena & Staikouras, Sotiris K.
- 385-410 Foreign exchange risk exposure: Survey and suggestions
by Muller, Aline & Verschoor, Willem F.C.
- 411-423 Multiscale hedge ratio between the Australian stock and futures markets: Evidence from wavelet analysis
by In, Francis & Kim, Sangbae
- 424-439 The effects of SFAS 133 on foreign currency exposure of US-based multinational corporations
by Richie, Nivine & Glegg, Charmaine & Gleason, Kimberly C.
- 440-458 International portfolio diversification: A study of linkages among the U.S., European and Japanese equity markets
by Rezayat, Fahimeh & Yavas, Burhan F.
July 2006, Volume 16, Issue 3
- 213-231 Initiation of brokers' recommendations, market predictors and stock returns
by Chan, Howard W.H. & Brown, Rob & Ho, Yew Kee
- 232-248 Market segmentation and price differentials between A shares and H shares in the Chinese stock markets
by Li, Yuming & Yan, Daying & Greco, Joe
- 249-268 Market reaction to "unsweetened" and "sweetened" rights offerings in an emerging European stock market
by Adaoglu, Cahit
- 269-290 Persistence characteristics of Latin American financial markets
by Kyaw, NyoNyo A. & Los, Cornelis A. & Zong, Sijing
- 291-314 Pricing currency options in the presence of time-varying volatility and non-normalities
by Lim, G.C. & Martin, G.M. & Martin, V.L.
- 315-331 Portfolio diversification effects of trading blocs: The case of NAFTA
by Phengpis, Chanwit & Swanson, Peggy E.
April 2006, Volume 16, Issue 2
- 105-121 Emerging market bond returns--An investor perspective
by Juttner, D. Johannes & Chung, David & Leung, Wayne
- 122-141 Industry return predictability, timing and profitability
by Yao, Juan & Alles, Lakshman
- 142-159 Empirical evidence concerning incentives to hedge transaction and translation exposures
by Hagelin, Niclas & Pramborg, Bengt
- 160-183 The practice of investment valuation in emerging markets: Evidence from Argentina
by Pereiro, Luis E.
- 184-198 Call auction algorithm design and market manipulation
by Comerton-Forde, Carole & Rydge, James
- 199-211 The determinants of foreign direct investment: An extreme bounds analysis
by Moosa, Imad A. & Cardak, Buly A.
February 2006, Volume 16, Issue 1
- 1-15 Determinants of returns and volatility of Chinese ADRs at NYSE
by Kutan, Ali M. & Zhou, Haigang
- 16-26 Cross-hedging with futures and options: The effects of disappointment aversion
by Lien, Donald & Wang, Yan
- 27-42 Selectively hedging the Euro
by Simpson, Marc W. & Dania, Akash
- 43-63 New evidence on the announcement effect of convertible and exchangeable bonds
by Ammann, Manuel & Fehr, Martin & Seiz, Ralf
- 64-88 Government ownership and the performance of government-linked companies: The case of Singapore
by Ang, James S. & Ding, David K.
- 89-104 The cash flow-investment relationship: International evidence of limited access to external finance
by Aggarwal, Raj & Zong, Sijing
October 2005, Volume 15, Issue 4-5
- 301-301 Editorial
by Moshirian, Fariborz
- 302-313 Global financial markets integration and Millennium Goals
by Moshirian, Fariborz
- 314-333 The determinants of mortgage yield spread differentials: Securitization
by Liu, Benjamin & Skully, Michael
- 334-353 U.S. cross-listing and China's B-share discount
by Yang, Ting & Lau, Sie Ting
- 354-376 Can mutual funds characteristics explain fees?
by Geranio, Manuela & Zanotti, Giovanna
- 377-393 An empirical analysis of hedge fund performance: The case of Australian hedge funds industry
by Do, Viet & Faff, Robert & Wickramanayake, J.
- 394-413 A primer on the exposure of non-financial corporations to foreign exchange rate risk
by Bartram, Sohnke M. & Dufey, Gunter & Frenkel, Michael R.
- 414-434 Another look at factors explaining quality of financial analysts' forecasts: Evidence from the Asian emerging markets
by Coen, Alain & Desfleurs, Aurelie & L'Her, Jean-Francois & Suret, Jean-Marc
- 435-454 Voluntary disclosure, transparency, and market quality: Evidence from emerging market ADRs
by Krishnamurti, Chandrasekhar & Sevic, Aleksandar & Sevic, Zeljko
- 455-472 Asymmetric currency exposure of US bank stock returns
by Tai, Chu-Sheng
July 2005, Volume 15, Issue 3
- 193-210 Market underreaction and predictability in the cross-section of Japanese stock returns
by Nguyen, Pascal
- 211-233 Determinants of international portfolio investment flows to a small market: Empirical evidence
by Liljeblom, Eva & Loflund, Anders
- 235-255 Momentum and contrarian strategies in international stock markets: Further evidence
by Shen, Qian & Szakmary, Andrew C. & Sharma, Subhash C.
- 257-272 Risk and return in emerging markets: Family matters
by Estrada, Javier & Serra, Ana Paula
- 273-286 The effect of exchange rate fluctuations on multinationals' returns
by Ihrig, Jane & Prior, David
- 287-300 Portfolio allocations and the emerging equity markets of Central Europe
by Gilmore, Claire G. & McManus, Ginette M. & Tezel, Ahmet
April 2005, Volume 15, Issue 2
- 99-115 Trading behavior and investment performance of U.S. investors in global equity markets
by Swanson, Peggy E. & Lin, Anchor Y.
- 117-135 On the static efficiency of secondary bond markets
by Oxelheim, Lars & Rafferty, Michael
- 137-153 Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates
by Lindset, Snorre
- 155-169 Mergers in the bond rating industry: does rating provider matter?
by Purda, Lynnette D.
- 171-191 The international evidence on performance and equity ownership by insiders, blockholders, and institutions
by Seifert, Bruce & Gonenc, Halit & Wright, Jim
February 2005, Volume 15, Issue 1
- 1-13 Trading externalities and new equity issues in emerging markets
by Miles, William R. & Miller, Robert M.
- 15-30 Foreign exchange exposure, risk management, and quarterly earnings announcements
by Hagelin, Niclas & Pramborg, Bengt
- 31-49 The pricing of global versus domestic seasoned equity offers
by Wu, Congsheng
- 51-66 Comparisons of short and long hedge performance: the case of Taiwan
by Demirer, Riza & Lien, Donald & Shaffer, David R.
- 67-84 The contagious effects of the Asian financial crisis: some evidence from ADR and country funds
by Chung, Huimin
- 85-98 Denomination of currency decisions and zero-cost options collars
by Vander Linden, David
2004, Volume 14, Issue 4-5
- 303-303 Editorial
by Moshirian, Fariborz
- 305-314 Elements of global financial stability
by Moshirian, Fariborz
- 315-334 Why do global firms use currency swaps?: Theory and evidence
by Goswami, Gautam & Nam, Jouahn & Shrikhande, Milind M.
- 335-352 The evolution of financial analysts' forecasts on Asian emerging markets
by Coen, Alain & Desfleurs, Aurelie
- 353-368 Contagion: evidence from international banking industry
by Tai, Chu-Sheng
- 369-385 The intra-industry impact of special dividend announcements: contagion versus competition
by Balachandran, Balasingham & Faff, Robert & Nguyen, Tuan Anh
- 387-405 The determinants of capital structure: evidence from the Asia Pacific region
by Deesomsak, Rataporn & Paudyal, Krishna & Pescetto, Gioia
- 407-424 Coping with financial spillovers from the United States: the effect of US corporate scandals on Canadian stock prices
by Ivaschenko, Iryna V.
- 425-442 Prospect theory, analyst forecasts, and stock returns
by Ding, David K. & Charoenwong, Charlie & Seetoh, Raymond
- 443-461 Bank stock volatility, news and asymmetric information in banking: an empirical investigation
by Crouzille, Celine & Lepetit, Laetitia & Tarazi, Amine
- 463-483 The trading dynamics of close-substitute futures markets: evidence of margin policy spillover effects
by Chng, Michael T.
- 485-501 The intraday stock return characteristics surrounding price limit hits
by Lee, Jie-Haun & Chou, Robin K.
July 2004, Volume 14, Issue 3
- 201-215 Scheduled domestic and US macroeconomic news and stock valuation in Europe
by Nikkinen, Jussi & Sahlstrom, Petri
- 217-232 Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets
by Kim, Suk-Joong & McKenzie, Michael D. & Faff, Robert W.
- 233-248 On the stability of long-run relationships between emerging and US stock markets
by Yang, Jian & Kolari, James W. & Sutanto, Peter Wibawa
- 249-260 International investment in insurance services in the US
by Li, Donghui & Moshirian, Fariborz
- 261-281 Foreign exchange rate exposure of US multinational corporations: a firm-specific approach
by Fraser, Steve P. & Pantzalis, Christos
- 283-302 IPO underpricing in China's new stock markets
by Chen, Gongmeng & Firth, Michael & Kim, Jeong-Bon
April 2004, Volume 14, Issue 2
- 97-103 Diversifying internationally: disentangling hedging, valuation and capital cost effects
by Blenman, Lloyd P.
- 105-115 The effectiveness of currency-hedging techniques over multiple return horizons for foreign-denominated debt issuers
by Huffman, Stephen P. & Makar, Stephen D.
- 117-133 Derivatives hedging, geographical diversification, and firm market value
by Pramborg, Bengt
- 135-152 Corporate diversification and performance: evidence on production efficiency
by Baek, H. Young
- 153-169 Internationalization, capital structure, and cost of capital: evidence from French corporations
by Singh, Manohar & Nejadmalayeri, Ali
- 171-186 Valuation effects of domestic and international seasoned equity offerings by Canadian cross-listed firms
by Kryzanowski, Lawrence & Rubalcava, Arturo
- 187-200 The incentive effects of executive stock options: evidence from international acquisitions
by Kim, Dong-Kyoon
February 2004, Volume 14, Issue 1
- 1-18 The ex-dividend day behavior of American depository receipts
by Gorman, Larry R. & Mahajan, Arvind & Weigand, Robert A.
- 19-34 Value versus growth stocks in Singapore
by Yen, Jenn Yaw & Sun, Qian & Yan, Yuxing
- 35-46 The impact of monetary policy candidness on Australian financial markets
by Gasbarro, Dominic & Monroe, Gary S.
- 47-66 The aftermarket performance of initial public offerings in Canada
by Kooli, Maher & Suret, Jean-Marc
- 67-79 Dispersion of analysts' forecasts and the profitability of trading strategies around the preannouncement
by Chahine, Salim
- 81-95 International equity funds, performance, and investor flows: Australian evidence
by Gallagher, David R. & Jarnecic, Elvis
December 2003, Volume 13, Issue 4-5
- 287-288 Editorial
by Moshirian, Fariborz
- 289-302 Globalization and financial market integration
by Moshirian, Fariborz
- 303-322 Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia
by Chan-Lau, Jorge A. & Ivaschenko, Iryna
- 323-340 Volatility and shocks spillover before and after EMU in European stock markets
by Billio, Monica & Pelizzon, Loriana
- 341-357 Does world-level volatility matter for the average firm in a global equity market?
by Sequeira, John M. & Lan, Dong
- 359-384 Are Fama-French and momentum factors really priced?
by Tai, Chu-Sheng
- 385-404 Short-term contrarian investing--is it profitable? ... Yes and No
by Lee, Darren D. & Chan, Howard & Faff, Robert W. & Kalev, Petko S.
- 405-422 Testing for contagion--mean and volatility contagion
by Baur, Dirk
- 423-441 Asymmetric option price distribution and bid-ask quotes: consequences for implied volatility smiles
by Norden, Lars
- 443-463 Statistical and economic significance of stock return predictability: a mean-variance analysis
by Wei, Steven X. & Zhang, Chu
- 465-482 Relaxing Glass-Steagall provisions: wealth and risk effects on foreign banks and their domestic corporate customers
by Narayanan, Rajesh P. & Rangan, Nanda K. & Sundaram, Sridhar
- 483-502 An exploratory investigation of the relation between risk tolerance scores and demographic characteristics
by Hallahan, Terrence & Faff, Robert & McKenzie, Michael
July 2003, Volume 13, Issue 3
- 193-215 Can the use of foreign currency derivatives explain variations in foreign exchange exposure?: Evidence from Australian companies
by Nguyen, Hoa & Faff, Robert
- 217-230 Sudden changes in variance and volatility persistence in foreign exchange markets
by Malik, Farooq
- 231-250 Risk premia on foreign exchange: a direct approach
by Mun, Kyung-Chun & Morgan, George Emir
- 251-263 Suspicious trading halts
by McDonald, Cynthia G. & Michayluk, David
- 265-272 On the uniformity of investment banking spreads: the seven percent solution is not unique
by Butler, Alexander W. & Huang, Pinghsun
- 273-286 From gold to silicon
by Durand, Robert B. & Koh, Shern-Wei & Ng, Hock Guan
April 2003, Volume 13, Issue 2
- 101-121 Dividend policy and the organization of capital markets
by Aivazian, Varouj & Booth, Laurence & Cleary, Sean
- 123-139 Foreign-denominated debt and foreign currency derivatives: complements or substitutes in hedging foreign currency risk?
by Elliott, William B. & Huffman, Stephen P. & Makar, Stephen D.
- 141-159 Impact of foreign ownership restrictions on stock return distributions: evidence from an option market
by Nikkinen, Jussi
- 161-170 The effect of an asset's market weight on its beta: implications for international markets
by Lally, Martin & Swidler, Steve
- 171-192 Short-run deviations and optimal hedge ratio: evidence from stock futures
by Choudhry, Taufiq
February 2003, Volume 13, Issue 1
2002, Volume 12, Issue 4-5
- 273-284 New international financial architecture
by Moshirian, Fariborz
- 285-304 Do Swedes smile? On implied volatility functions
by Engstrom, Malin
- 305-321 Systematic risk and idiosyncratic risk: a useful distinction for valuing European options
by Chauveau, Thierry & Gatfaoui, Hayette
- 323-345 The change in trading activity on volatility and adverse selection component: evidence from ADR splits
by Jiang, Christine X. & Kim, Jang-Chul & Wood, Robert A.
- 347-363 Investment in internet banking as a real option: theory and tests
by Courchane, Marsha & Nickerson, David & Sullivan, Richard
- 365-390 International cross-listings towards more liquid markets: the impact on domestic firms
by Faff, Robert W. & Hodgson, Allan & Saudagaran, Shahrokh
- 391-409 Analyst forecast revisions and asset allocation in Asia-Pacific markets
by Chang, Millicent & Dallas, Isabel & Ng, Juliana
- 411-428 Exchange rate variability and the riskiness of US multinational firms: evidence from the Asian financial turmoil
by Chen, Cherry C. & So, Raymond W.
- 429-449 Continuous overreaction, insiders trading activities and momentum strategies
by Xiang, Jihong & He, Jia & Cao, Min
July 2002, Volume 12, Issue 3
- 191-205 Evidence of a leadership role in the Chilean stock exchanges
by Parisi, Franco & Nail, Lance & Soto, Catherine
- 207-222 Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia
by Lau, Sie Ting & Lee, Chee Tong & McInish, Thomas H.
- 223-238 The pricing of foreign exchange risk around the Asian financial crisis: evidence from Taiwan's stock market
by Chang, Yuanchen
- 239-259 The impact of informed trading on corporate liquidity
by Brockman, Paul & Chung, Dennis Y.
- 261-271 Time variation and asymmetry in systematic risk: evidence from the Finnish stock exchange
by Koutmos, Gregory & Knif, Johan
April 2002, Volume 12, Issue 2
- 89-106 The portfolio behavior of Japanese corporations' stable shareholders
by Ang, James S. & Constand, Richard
- 107-133 Uncertainty of trading rules in currency markets: an application of non-parametric bootstrapping
by Pasquariello, Paolo
- 135-158 Stock market short-termism--an international perspective
by Black, Angela & Fraser, Patricia
- 159-169 Liquidity management, operating performance, and corporate value: evidence from Japan and Taiwan
by Wang, Yung-Jang
- 171-189 Exploration of the role of expectations in foreign exchange risk management
by Bhargava, Vivek & Brooks, Robert
February 2002, Volume 12, Issue 1
- 1-19 Alternative foreign exchange management protocols: an application of sensitivity analysis
by Gautier, Antoine & Granot, Frieda & Levi, Maurice
- 21-40 Calculating the probability of failure of the Norwegian banking sector
by Clare, Andrew & Priestley, Richard
- 61-78 Ownership and performance in Chinese manufacturing industry1
by Wei, Zuobao & Varela, Oscar & Kabir Hassan, M.
- 79-88 The wealth effects of portfolio rebalancing in emerging equity markets
by Eaker, Mark R. & Grant, Dwight
December 2001, Volume 11, Issue 4-5
- 315-320 Financial systems in the new millennium
by Moshirian, Fariborz
- 321-340 Hedging of American equity options: do call and put prices always move in the direction as predicted by the movement in the underlying stock price?
by Norden, Lars
- 341-361 Foreign versus domestic banks in Germany and the US: a tale of two markets?
by Buch, Claudia M. & Golder, Stefan M.
- 363-383 The impact of a trade on national best bid and offer quotes: a new approach to modeling irregularly spaced data
by Zebedee, Allan A.
- 385-406 A stochastic volatility model specification with diagnostics for thinly traded equity markets
by Solibakke, Per Bjarte
- 407-426 Price differentials between different classes of stocks: an empirical study on Chinese stock markets
by Bergstrom, Clas & Tang, Ellen
- 427-443 The approximate option pricing model: performances and dynamic properties
by Capelle-Blancard, Gunther & Jurczenko, Emmanuel & Maillet, Bertrand
- 445-463 Venture capital investment duration in Canada and the United States
by Cumming, Douglas J. & MacIntosh, Jeffrey G.
- 483-496 Group reputation and persistent (or permanent) discrimination in credit markets
by Scalera, Domenico & Zazzaro, Alberto
Printed from https://ideas.repec.org/s/eee/mulfin3.html
