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Content
September - December 2021, Volume 25, Issue 3-4
- 63-71 Sovereign Debt Sustainability, Debt Relief Initiatives and Restructurings in the COVID-19 Era
by Michael G. Papaioannou & George Tsetsekos - 115-149 Sovereign Debt, Management, and Restructurings during the COVID-19 Pandemic
by Michael G. Papaioannou & George Tsetsekos - 163-186 Banking Crisis, Sovereign Debt Restructurings, and Financial Stability Policies in Cyprus During 2012–13
by Tamon Asonuma & Michael G. Papaioannou & Takahiro Tsuda
March - June 2021, Volume 25, Issue 1-2
- 1-61 Internal Audit Function Quality and Corporate Governance: The Case of Greece
by Christina Vadasi & Michalis Bekiaris & Andreas Andrikopoulos
September - December 2020, Volume 24, Issue 3-4
- 155-182 U.S. FDI and Shareholder Rights Protection in Developed and Developing Economies
by Vishaal Baulkaran & Nathaniel C. Lupton - 183-209 The M&A Exit Outcome of High-Tech Startups
by Carmen Cotei & Joseph Farhat - 211-266 Monetary Policy, Risk Aversion and Uncertainty in an International Context
by Sakshi Saini & Sanjay Sehgal & Florent Deisting
September - December 2019, Volume 23, Issue 3-4
- 141-167 The Valuation of Deposit Insurance Premiums Based on a Specific Bank's Official Default Probability
by Shu Ling Chiang & Ming Shann Tsai - 169-210 Earnings Quality and Book-to-Market in the Cross Section of Expected Returns
by Vasiliki Athanasakou & George Athanassakos - 211-272 The Effect of the PSI in the Relationship Between Sovereign and Bank Credit Risk: Evidence from the Euro Area
by Michalis-Panayiotis Papafilis & Maria Psillaki & Dimitris Margaritis
March - June 2019, Volume 23, Issue 1-2
- 1-36 Corporate Governance, Cash Flows, and Bank Performance: Developed and Developing Countries
by Fatima Faruqi & Tanveer Ahsan & Sultan Sikandar Mirza & Zia-ur-Rehman Rao - 37-64 Are Funds of Hedge Funds Efficient? An Empirical Analysis for North American, Asia Pacific, and European Long/Short Funds of Hedge Funds
by Lan T.P. Nguyen & Malick O. Sy & Cheng M. Yu & Sayed Hossain & Tan B. Chen - 65-102 Working Capital Investment: A Comparative Study - Canada Versus the United States
by Abdul-Rahman Khokhar - 103-139 Examining Dynamic Interdependencies Among Major Global Financial Markets
by Sanjay Sehgal & Sakshi Saini & Florent Deisting
September - December 2018, Volume 22, Issue 3-4
- 119-172 A Comparative GARCH Analysis of Macroeconomic Variables and Returns on Modelling the Kurtosis of FTSE 100 Implied Volatility Index
by Abdulilah Ibrahim Alsheikhmubarak & Evangelos Giouvris - 173-210 The Risk-Asymmetry Index as a new Measure of Risk
by Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli - 211-254 Wealth Effects of Bond Rating Announcements
by Yuriy Zabolotnyuk
March - June 2018, Volume 22, Issue 1-2
- 1-33 Greek Sovereign Debt: Addressing Economic Distress and Growth in the Euro Area
by Panayiotis Alexakis & Gikas Hardouvelis & Dean Paxson & Gordon Sick & Lenos Trigeorgis - 35-62 The Evolving Nature of Asset Price Bubbles, Financial Instability and Monetary Policy
by Anastasios G. Malliaris - 63-118 Banking Crisis in Cyprus: Causes, Consequences and Recent Developments
by Scott Brown & Demetra Demetriou & Panayiotis Theodossiou
December 2017, Volume 21, Issue 4
- 211-245 Investment and Cash Flows in Internal Capital Markets: Evidence from Korean Business Groups
by Yoon K. Choi & Seung Hun Han & Sangwon Lee - 247-283 Relative Efficiency of Component GARCH-EVT Approach in Managing Intraday Market Risk
by Samit Paul & Madhusudan Karmakar
September 2017, Volume 21, Issue 3
- 133-175 Are Expatriates Managing Banks' CEE Subsidiaries More Risk Takers?
by Liviu Voinea & Ana-Maria Cazacu & Florian Neagu - 177-210 Bank Profitability and Regulation in Emerging European Markets
by Maria Eleni Agoraki & Anastasios Tsamis
June 2017, Volume 21, Issue 2
- 49-90 Options Order Flow, Volatility Demand and Variance Risk Premium
by Prasenjit Chakrabarti & Kiran Kumar Kotha - 91-132 An Analysis of Spillovers Between Islamic and Conventional Stock Bank Returns: Evidence from the GCC Countries
by Slim Mseddi & Noureddine Benlagha
March 2017, Volume 21, Issue 1
- 1-20 Asymmetric Fund Performance Characteristics A Comparison of European and US Large-Cap Funds
by Kenneth Hogholm & Johan Knif & Gregory Koutmos & Seppo Pynnonen - 21-48 Dynamic Autocorrelation and International Portfolio Allocation
by Jyri Kinnunen & Minna Martikainen
December 2016, Volume 20, Issue 4
- 273-322 Say-on-Pay: Is Anybody Listening?
by Stephani A. Mason & Ann F. Medinets & Dan Palmon - 323-354 What is the Relation (if any) Between a Firm's Corporate Governance Arrangements and its Financial Performance?
by Roberto Wessels & Tom J. Wansbeek & Lammertjan Dam
September 2016, Volume 20, Issue 3
- 181-236 Corporate Governance, Board Composition, Director Expertise, and Value: The Case of Quality Excellence
by Andreas Charitou & Ifigenia Georgiou & Andreas Soteriou - 237-271 Employees on Corporate Boards
by Tom Berglund & Martin Holmen
June 2016, Volume 20, Issue 2
- 85-126 Value of Control in Family Firms: Evidence from Mergers and Acquisitions
by Nihat Aktas & Santo Centineo & Ettore Croci - 127-179 Valuation Efficiency of Secondary Markets for Formerly Illiquid Assets: The Case of German KG Ship Funds
by Andre Kuster Simic & Philipp Lauenstein & Stefan Prigge
March 2016, Volume 20, Issue 1
- 1-39 Adjustment Cost Determinants and Target Capital Structure
by Costas Lambrinoudakis - 41-83 A Reconsideration of the Meese-Rogoff Puzzle: An Alternative Approach to Model Estimation and Forecast Evaluation
by Kelly Burns
December 2015, Volume 19, Issue 4
- 223-266 Skewed Generalized Error Distribution of Financial Assets and Option Pricing
by Panayiotis Theodossiou - 267-313 Trading Volume and Momentum: The International Evidence
by Graham Bornholt & Paul Dou & Mirela Malin
September 2015, Volume 19, Issue 3
- 149-168 The Pricing of Illiquidity as a Characteristic and as Risk
by Yakov Amihud & Haim Mendelson - 169-221 Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets
by Lorne Switzer & Alan Picard
June 2015, Volume 19, Issue 2
- 77-107 Dividends and Foreign Performance Signaling
by Robert Joliet & Aline Muller - 109-147 The Determinants of Shareholder Value in Retail Banking During Crisis Years: The Case of Greece
by Eleftherios Angelopoulos & Antonios Georgopoulos
March 2015, Volume 19, Issue 1
- 1-31 Media Content and Stock Returns: The Predictive Power of Press
by Nicky J. Ferguson & Dennis Philip & Herbert Y. T. Lam & Jie Michael Guo - 33-75 Equity Anomalies and Idiosyncratic Risk Around the World
by Steve Fan & Scott Opsal & Linda Yu
September - December 2014, Volume 18, Issue 3-4
- 169-213 Information Arrival, Jumps and Cojumps in European Financial Markets: Evidence Using Tick by Tick Data
by Frédéric Délèze & Syed Mujahid Hussain - 215-248 The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis
by Sha Liu - 249-280 Impact of Financial Crisis on Firms’ Capital Structure in UK, France, and Germany
by Abdullah Iqbal & Ortenca Kume - 281-336 Systemic Banking Crises, Financial Liberalization and Governance
by Basma Majerbi & Houssem Rachdi
March - June 2014, Volume 18, Issue 1-2
- 1-41 A Cure Rather than a Disease: Government Ownership and Minority Shareholder Protection
by Mihail K. Miletkov - 43-84 Fund Family Tournament and Performance Consequences: Evidence from the UK fund industry
by Zhichao Zhang & Li Ding & Si Zhou & Yaoyao Fu - 85-138 Did Behavioral Mutual Funds Exploit Market Inefficiencies During or After the Financial Crisis?
by Nikolaos Philippas - 139-167 A Tale of Beauties and Beasts: Testing the Optimal Disclosure Hypothesis
by Hakan Jankensgard
September - December 2013, Volume 17, Issue 3-4
- 149-163 International Evidence on the Equity Premium Puzzle and Time Discounting
by Marc Oliver Rieger & Thorsten Hens & Mei Wang - 165-200 Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications
by Thomas Chiang & Lin Tan & Jiandong Li & Edward Nelling - 201-241 Mitigation of U.S. Home Bias in the Valuation of Canadian Natural Resource Firms: Choice of Reporting and Transaction Currency
by Wendy Rotenberg - 243-293 Do Investors See Through Accounting Profitability and Recognize Efficiency? Evidence from Chinese Listed Companies
by Wenjuan Xie - 295-340 Managerial Optimism, Investment Efficiency, and Firm Valuation
by I-Ju Chen & Shin-Hung Lin - 341-369 Mitigating the Impact of Managerial Anchoring: The Case for Management by Committee for Major Corporate Financial Decisions
by Prasad Padmanabhan & Wenqing Zhang & Chia-Hsing Huang
March - June 2013, Volume 17, Issue 1-2
- 1-47 Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland
by Anand B. Gulati & James W. Kolari & Johan Knif - 49-76 Asset Markets Contagion During the Global Financial Crisis
by Dimitris Kenourgios & Dimitrios Dimitriou & Apostolos Christopoulos - 77-106 Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China
by Xiangnan Meng & Xin Deng - 107-148 The Underperformance of Young Closed-End Funds in Greece
by Dimitrios V Kousenidis & Christos Negakis
September - December 2012, Volume 16, Issue 3-4
- 155-188 Return-based Style Analysis in Australian Funds
by Robert Faff & Annette Nguyen & Bonnie H.I. Ip & Philip Gharghori - 189-223 Booms and Busts as Exchange Options
by Stephen Matteo Miller - 225-260 Australian evidence on CEO option grants
by Jean Canil & Bruce Rosser - 261-301 Working Capital Management and Firm Listing Status
by Seraina Anagnostopoulou
March - June 2012, Volume 16, Issue 1-2
- 1-20 Screening Creditworthiness of SME's: The Case of Small Business Assistance in Turkey
by Selcuk Caner & Mehmet Baha Karan - 21-47 What are the Causes and Effects of M&As? The UK Evidence
by Jie (Michael) Guo & Dimitris Petmezas - 49-86 International Cross-Listing and Shareholders’ Wealth
by Olga Dodd & Christodoulos Louca - 87-103 The International Specialist Strategy: Financial Funding and Deployment
by Briance Mascarenhas - 105-136 Long Memory and Volatility Dynamics in the US Dollar Exchange Rate
by Guglielmo Maria Caporale & Luis Gil-Alana - 137-154 Fractal Measures in Market Microstructure Research
by Rossitsa Yalamova
September - December 2011, Volume 15, Issue 3-4
- 157-192 Corporate Finance Practices in Canada: Where Do We Stand?
by Kent Baker & Shantanu Dutta & Samir Saadi - 193-216 Determinants of Bank Long-term Lending Behavior: Evidence from Russia
by Lucy Chernykh & Alexandra K. Theodossiou - 217-234 Safer Margins for Option Trading: How Accuracy Promotes Efficiency
by Rafi Eldor & Shmuel Hauser & Uzi Yaari - 235-272 Associations Between Management Forecast Accuracy and Pricing of IPOs in Athens Stock Exchange
by Dimitrios Gounopoulos - 273-296 Appraisal of Mutual Equity Fund Performance Using Data Envelopment Analysis
by Panayotis Alexakis & Ioannis Tsolas
March - June 2011, Volume 15, Issue 1-2
- 1-46 Was there Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks?
by Wing-Keung Wong & Howard Thompson & Kweehong Teh - 47-85 Heterogeneous Basket Options Pricing Using Analytical Approximations
by Georges Dionne & Genevieve Gauthier & Nadia Ouertani & Nabil Tahani - 87-124 The Role of Realised Volatility in the Athens Stock Exchange
by Dimitrios D. Thomakos & Michail S. Koubouros - 125-156 The Predictability of Non-Overlapping Forecasts: Evidence from a New Market
by Manolis G. Kavussanos & Ilias D. Visvikis
September - December 2010, Volume 14, Issue 3-4
- 153-188 Supply Chain Coordination and Performance Management with Real Options Based Relationships
by Blake Johnson - 189-217 Corporate Finance and the (In)efficient Exercise of Real Options
by Bart M. Lambrecht & Grzegorz Pawlina - 219-254 Continuous-Time Option Games: Review of Models and Extensions
by Marco Antonio Guimaraes Dias & Jose Paulo Teixeira - 255-289 Asymmetric Information and Irreversible Investments: an Auction Model
by Joril Maeland - 291-317 Investor Valuation of the Abandonment Option: Empirical Evidence from UK Divestitures 1985-1991
by Ephraim Clark & Patrick Rousseau & Magid Gadad
March-June 2010, Volume 14, Issue 1-2
- 1-27 From Expected Cash Flows to Real Options
by Thomas E. Copeland - 29-71 Real Options Analysis and the Assumptions of Corporate Finance: A Non-Technical Review
by Tom Arnold & Richard Shockley - 73-123 Some Important Issues Involving Real Options: An Overview
by Gordon Sick & Andrea Gamba - 125-151 Flexibility and Games in Strategic Investment
by Han T.J. Smit & Lenos Trigeorgis
September-December 2009, Volume 13, Issue 3-4
- 155-188 The Effect of Extreme Markets on the Benefits of International Portfolio Diversification
by Daniella Acker & Nigel W. Duck - 189-208 Modeling Volatility in Foreign Currency Option Pricing
by Ariful Hoque & Felix Chan & Meher Manzur - 209-228 Benchmark Concentration: Capitalization Weights Versus Equal Weights in the FTSE 100 Index
by Isaac T. Tabner - 229-264 A Structural form Default Prediction Model for SMEs, Evidence from the Dutch Market
by Frieda Rikkers & Andre E. Thibeault - 265-292 Short-Sellers and Short Covering
by James Clunie & Peter Moles & Tatiana Pyatigorskaya - 293-321 Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application
by James B. McDonald & Richard A. Michelfelder & Panayiotis Theodossiou
March-June 2009, Volume 13, Issue 1-2
- 1-38 An Admissible Macro-Finance Model of the US Treasury Market
by Peter Spencer - 39-54 European Put-Call Parity and the Early Exercise Premium for American Currency Options
by Geoffrey Poitras & Chris Veld & Yuriy Zabolotnyuk - 55-74 The Risks in CDO-Squared Structures
by Andrew Adams & Rajiv Bhatt & James Clunie - 75-102 Merging Activity as a Rational Explanation for the Long-Run Underperformance of IPO
by Patrick Sentis - 103-134 Towards Decoding Currency Volatilities
by D. Johannes Juttner & Wayne Leung - 135-154 Taxation, Dividend Payments and Ex-Day Price-Changes
by Sven-Olov Daunfeldt & Carina Selander & Magnus Wikstrom
September-December 2008, Volume 12, Issue 3-4
- 157-184 The Separation of Banking from Insurance: Evidence from Europe
by Mohamed Nurullah & Sotiris K. Staikouras - 185-204 Conditional Risk Premia in International Government Bond Markets
by Joelle Miffre - 205-218 Estimation of VaR Using Copula and Extreme Value Theory
by L. K. Hotta & E. C. Lucas & H. P Palaro - 219-240 The Impact of the Announcement of Acquisition of Divested Assets on Buyers’ Wealth - Asset Fit and Disclosure of Funds Used: Evidence from the U.K
by Balasingham Balachandran & Robert Faff & Roger Love & Andrew Menon - 241-277 Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction
by Raj Aggarwal & Sijing Zong - 279-311 The Microstructure of the Irish Stock Market
by Patricia Chelley Steeley & Brian Lucey
March-June 2008, Volume 12, Issue 1-2
- 1-20 Are Forward Exchange Rates Rational Forecasts of Future Spot Rates? An Improved Econometric Analysis for the Major Currencies
by Raj Aggarwal & Winston T. Lin & Sunil K. Mohanty - 21-44 Firm Investments and Corporate Governance in Asian Emerging Markets
by Tanweer Hasan & Palani-Rajan Kadapakkam & P. C. Kumar - 45-66 A Liquidity Motivated Algorithm for Discerning Trade Direction
by David Michayluk & Laurie Prather - 67-104 Value-at-Risk for Greek Stocks
by Timotheos Angelidis & Alexandros Benos - 105-126 Equity Market Price Interactions Between China and the Other Markets Within the Chinese States Equity Markets
by Gary Tian Gang - 127-155 Higher-Order Terms in Bivariate Returns to International Stock Market Indices
by Kirt C. Butler & Katsushi Okada
September-December 2007, Volume 11, Issue 3-4
- 157-178 Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework
by Manfred Fruhwirth & Paul Schneider & Markus S. Schwaiger - 179-210 Asymmetric Return and Volatility Responses to Composite News from Stock Markets
by Thomas C. Chiang & Cathy W.S. Chen & Mike K.P. So - 211-252 Ownership-Control Discrepancy and Firm Value: Evidence from France
by Sabri Boubaker - 253-285 Swedish Stock Recommendations: Information Content or Price Pressure?
by Erik R. Lidén - 287-322 Stationary Component in Stock Prices: A Reappraisal of Empirical Findings
by Haitham A. Al-Zoubi & Aktham Maghyereh
March-June 2007, Volume 11, Issue 1-2
- 1-31 Factors Determining Mergers of Banks in Malaysia’s Banking Sector Reform
by Rubi Ahmad & Mohamed Ariff & Michael Skully - 33-76 Are Failure Prediction Models Widely Usable? An Empirical Study Using a Belgian Dataset
by Hubert Ooghe & Sofie Balcaen - 77-96 Simulating Firm-Specific Corporate Marginal Tax Rates in a Canadian Context
by Amin Mawani - 97-122 U.K. Stock Market Inefficiencies and the Risk Premium
by Antonis Demos & George Vasillelis - 123-156 Mispricing Persistence and the Effectiveness of Arbitrage Trading
by Pascal Alphonse
September-December 2006, Volume 10, Issue 3-4
- 153-178 The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates
by T.J. Brailsford & J. H.W. Penm & R.D. Terrell - 179-221 Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests
by Marios Nerouppos & David Saunders & Costas Xiouros & Stavros A. Zenios - 223-250 The Long-Run Stock Performance of Privatization IPOs
by Seung-Doo Choi & Sang-Koo Nam - 251-276 Closed-End Country Funds and International Diversification
by Andreas Charitou & Andreas Makris & George P. Nishiotis - 277-306 The Valuation of Options on Bonds with Default Risk
by Riadh Belhaj
March-June 2006, Volume 10, Issue 1-2
- 1-41 The Determinants of Foreign Currency Hedging by U.K. Non-Financial Firms
by Amrit Judge - 43-79 Australian On-Market Buy-backs: An Examination of Valuation Issues
by Jason Mitchell & H. Y. Izan & Roslinda Lim - 81-116 Defining and Dating Bull and Bear Markets: Two Centuries of Evidence
by Liliana Gonzalez & Philip Hoang & John G. Powell Massey & Jing Shi - 117-151 Does Total Risk Matter? The Case of Emerging Markets
by Eric Girard & Amit Sinha
September-December 2005, Volume 9, Issue 3-4
- 131-160 The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach: Evidence for the FTSE 100 and FTSE Mid250 Contracts
by Darren Butterworth & Phil Holmes - 161-187 The Impact of Commodity Price Risk on Firm Value - An Empirical Analysis of Corporate Commodity Price Exposures
by Sohnke M. Bartram - 189-214 Structural Changes of the Conditional Volatility of the Portuguese Stock Market
by Benilde Maria do Nascimento Oliveira & Manuel Jose da Rocha Armada - 215-236 The Behavior of Prices, Trades and Spreads for Canadian IPO’s
by Lawrence Kryzanowski & Skander Lazrak & Ian Rakita - 237-269 Sector Integration and the Benefits of Global Diversification
by Mitchell Ratner & Ricardo P. C. Leal
March-June 2005, Volume 9, Issue 1-2
- 1-22 Technical Efficiency of Large Bank Production in Asia and the Pacific
by Milind Sathye - 23-42 Managerial Cost Inefficiency and Takeovers of U.S. Thrifts
by Fatma Cebenoyan & A. Sinan Cebenoyan & Elizabeth S. Cooperman - 43-71 What’s Happened at Divested Bank Offices? An Analysis of Antitrust Divestitures in Bank Mergers in the U.S
by Steven Pilloff - 72-98 Market Response to Announcements of Mergers of Canadian Financial Institutions
by Sebouh Aintablian & Gordon S. Roberts - 99-128 Effect of Monetary Policy on Commercial Banks Across Different Business Conditions
by Syed M. Harun & M. Kabir Hassan & Tarek S. Zaher
september-December 2004, Volume 8, Issue 3-4
- 141-171 Macroeconomic Stability, Bank Soundness, and Designing Optimum Regulatory Structures
by George Kaufman - 173-209 Testing for Multiple Types of Marginal Investor in Ex-Day Pricing
by Jan Bartholdy & Kate Brown - 211-225 Shareholders Wealth Effects of Joint Venture Strategies
by Gertjan Schut & Ruud van Frederikslust - 227-245 Public Information Arrival and Emerging Markets Returns and Volatility
by Ali M. Kutan & Tansu Aksoy - 247-274 Impact of ADR Listing on the Trading Volume and Volatility in the Domestic Market
by Demissew Diro Ejara & Chinmoy Ghosh
March-June 2004, Volume 8, Issue 1-2
- 3-34 Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index: The KFX Index
by Ken L. Bechmann - 35-72 Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach
by Ronan G. Powell - 73-114 Performance Consequences of Privatizing Egyptian State-Owned Enterprises: The Effect of Post-Privatization Ownership Structure on Firm Performance
by Mohammed Omran - 115-139 Share Price Reaction to Dividend Announcements: Empirical Evidence on the Signaling Model from the Oslo Stock Exchange
by John Capstaff & Audun Klæboe & Andrew P. Marshall
September-December 2003, Volume 7, Issue 3-4
- 107-130 Is the Source of FDI Important to Emerging Market Economies? Evidence from Japanese and U.S. FDI
by Wi Saeng Kim & Esmeralda Lyn & Edward Zychowicz - 131-152 Use of Different Trading Environments Around Interim Earnings Announcements on the Helsinki Stock Exchange
by Markku Vieru - 153-175 The Release of Nelson Mandela: Effect on the Johannesburg Securities Exchange
by Costas M. Stephanou & Gawie S. du Toit & Marius J. Maritz - 177-206 Comparing Conditional Variance Models: Theory and Empirical Evidence
by Paolo Girardello & Orietta Nicolis & Giovanni Tondini - 207-230 The Role of Financial Instruments in Integrated Catastrophic Flood Management
by Tatiana Ermolieva & Yuri Ermoliev & Guenther Fischer & Istvan Galambos
March-June 2003, Volume 7, Issue 1-2
- 3-23 A Coupling of Extreme-Value Theory and Volatility Updating with Value-at-Risk Estimation in Emerging Markets: A South African Test
by Anthony J. Seymour & Daniel A. Polakow - 25-54 A Hedging Strategy for New Zealand’s Exporters in Transaction Exposure to Currency Risk
by Kam Fong Chan & Christopher Gan & Patricia A. McGraw - 55-82 The Performance of Analytical Approximations for the Computation of Asian Quanto-Basket Option Prices
by Jean-Yves Datey & Genevieve Gauthier & Jean-Guy Simonato - 85-106 An Empirical Study of Portfolio Selection for Optimally Hedged Portfolios
by C. J. Adcock
September-December 2002, Volume 6, Issue 3-4
- 131-166 Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias
by Larry R. Gorman & Bjorn N. Jorgensen - 167-195 The Dynamics and Stochastics of Currency Betas Based on the Unbiasedness Hypothesis in Foreign Exchange Markets
by Winston T. Lin & Hong-Jen Lin & Yueh H. Chen - 197-221 The Information Content of Earnings on Stock Prices: The Kuwait Stock Exchange
by Rashid Al-Qenae & Carmen Li & Bob Wearing - 223-249 The Sensitivity of European Bank Stocks to German Interest Rates Changes
by Simon Stevenson
June 2002, Volume 6, Issue 2
- 65-98 Multi-Fractality in Foreign Currency Markets
by Marco Corazza & A. G. Malliaris - 99-130 A Decomposition of Empirical Distributions with Applications to the Valuation of Derivative Assets
by Mondher Bellalah & Marc Lavielle
March 2002, Volume 6, Issue 1
- 1-27 The Scrutinized-firm Effect, Portfolio Rebalancing, Stock Return Seasonality, and the Pervasiveness of the January Effect in Canada
by George Athanassakos - 29-42 Dissemination of Stock Recommendations and Small Investors: Who Benefits?
by Bilgehan Yazici & Gulnur Muradoglu - 43-63 Nonlinear Noise Estimation in International Capital Markets
by Costas Siriopoulos & Alexandros Leontitsis
December 2001, Volume 5, Issue 4
- 225-257 Equity Risk Factors for a Small Open Economy: A Risk Management Perspective
by Hossein Asgharian & Bjorn Hansson - 259-301 Financial Integration of Emerging Markets: An Analysis of Latin America Versus South Asia Using Individual Stocks
by Cathy S. Goldberg & Francisco A. Delgado
September 2001, Volume 5, Issue 3
- 155-173 Emerging Markets: Investing with Political Risk
by Ephraim Clark & Radu Tunaru - 175-200 Monetary Policy Rules in Practice: Evidence from New Zealand
by Angela Huang & Dimitri Margaritis & David Mayes - 201-224 An Analysis of the Dynamic Relationships Between the South African Equity Market and Major World Equity Markets
by Asjeet S. Lamba & Isaac Otchere
June 2001, Volume 5, Issue 2
- 87-112 Shareholder Wealth Effects of Dividend Policy Changes in an Emerging Stock Market: The Case of Cyprus
by Nickolaos Travlos & Lenos Trigeorgis & Nikos Vafeas - 113-128 Equity Price Dynamics Before and After the Introduction of the Euro: A Note
by Yin-Wong Cheung & Frank Westermann - 129-148 Impact of Scheduled U.S. Macroeconomic News on Stock Market Uncertainty: A Multinational Perspecive
by Jussi Nikkinen & Petri Sahlstrom - 149-154 The Short-Run Performance of IPOs of Privately Owned and Publicly Owned Firms: A Note from Australia
by Adam Steen & Petko Kalev & Keith Turpie
March 2001, Volume 5, Issue 1
- 1-33 The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns
by Amalia Di Iorio & Robert Faff - 35-58 The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market
by Tim Brailsford & Jack H.W. Penm & R. Deane Terrell - 59-86 Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?
by Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorsk
September-December 2000, Volume 4, Issue 3-4
- 155-157 Special Issue on Asset Price Dynamics and Risk Management
by Yin-Wong Cheung - 159-179 Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys - 181-200 Information, Announcement, and Listing Effects of ADR Programs and German-U.S. Stock Market Integration
by Michael Hertzel & Paul Lowengrub & Michael Melvin - 201-219 An Integrated Risk Management Method: VaR Approach
by Hailiang Yang - 221-245 Investor Recognition of Bankrputcy Costs: Evidence from the 1987 Market Crash
by Cheol S. Eun & H. Jonathan Jang - 247-267 High Frequency Deutsche Mark-US Dollar Returns: FIGARCH Representations and Non Linearities
by Richard T. Baillie & Aydin A. Cecen & Young-Wook Han - 269-288 Diagnosing Shocks in Stock Market Returns of Greater China
by W.C Lo & W.S. Chan
March-June 2000, Volume 4, Issue 1-2
- 1-4 Special Issue on Initial Public Offerings
by George J. Papaioannou & Nickolaos G. Travlos - 5-34 The Relationship Between Overallotment Options, Underwriting Fees and Price Stabilization For Canadian IPOs
by Richard Chung & Lawrence Kryzanowski & Ian Rakita - 35-68 Hot and Cold IPO Markets: Identification Using a Regime Switching Model
by Tim Brailsford & Richard Heaney & John Powell & Jing Shi - 69-99 Privatization versus Private Sector Initial Public Offerings in Poland
by Wolfgang Aussenegg - 101-132 The Predictability of Management Forecast Error: A Study of Australian IPO Disclosures
by Neil Hartnett & Jennifer Romcke - 133-153 An Analysis of Factors Affecting Investor Demand for Initial Public Offerings in Singapore
by Li Li Eng & Hwee Shan Aw
December 1999, Volume 3, Issue 4
- 223-252 Financial Crisis and Changes in Determinants of Risk and Return: An Empirical Investigation of an Emerging Market (ISE)
by Gulnur Muradoglu & Hakan Berument & Kivilcim Metin - 253-282 Gambling Banks and Firm Financing in Transition Economies
by Ranko Jelic & Richard Briston & Chris Mallin
September 1999, Volume 3, Issue 3
- 147-172 Technical Analysis in the Foreign Exchange Market: A Cointegration-Based Approach
by Norbert Fiess & Ronald MacDonald - 173-221 Dynamic and Stochastic Instability and the Unbiased Forward Rate Hypothesis: A Variable Mean Response Approach
by Winston T. Lin