Content
2011, Volume 1, Issue 1
- 1-3 Market timing and statistical arbitrage: Which market timing opportunities arise from equity price busts coinciding with recessions?
by Klaus Grobys - 1-4 Why Activity Based Costing (ABC) is still tagging behind the traditional costing in Malaysia?
by Devinaga Rasiah - 1-5 Tests of the Overreaction Hypothesis and the Timing of Mean Reversals on the JSE Securities Exchange (JSE): the Case of South Africa
by Heng-Hsing Hsieh & Kathleen Hodnett - 1-6 A Recommended Financial Model for the Selection of Safest portfolio by using Simulation and Optimization Techniques
by Kirti Arekar & Sanjeevani Kumar - 1-7 The stock selection problem: Is the stock selection approach more important than the optimization method? Evidence from the Danish stock market
by Klaus Grobys - 1-8 The Amendment and Empirical Test of Arbitrage Pricing Models
by Shaojun Wang & Xiaoping Yang & Juan Cheng & Yafang Zhang & Peibiao Zhao - 1-9 Effective bank corporate governance: observations from the market crash and recommendations for policy
by Moorad Choudhry - 1-10 Does Government Linked Companies (GLCs) perform better than non-GLCs? Evidence from Malaysian listed companies
by Nazrul Hisyam Ab Razak & Rubi Ahmad & Huson Aliahmed Joher
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