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November 2016, Volume 22, Issue 14
- 1457-1483 Commodity futures returns: more memory than you might think!
by Jerry Coakley & Neil Kellard & Jian Wang
October 2016, Volume 22, Issue 13
- 1237-1271 Which parametric model for conditional skewness?
by Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tédongap - 1272-1291 Realised higher moments: theory and practice
by Mike Buckle & Jing Chen & Julian M. Williams - 1292-1319 Pension plan solvency and extreme market movements: a regime switching approach
by Niloufar Abourashchi & Iain Clacher & Mark C. Freeman & David Hillier & Malcolm Kemp & Qi Zhang - 1320-1350 Multivariate asset models using Lévy processes and applications
by Laura Ballotta & Efrem Bonfiglioli - 1351-1362 Estimating loss-given default through advanced credibility theory
by Stefano Bonini & Giuliana Caivano
September 2016, Volume 22, Issue 12
- 1109-1129 Yield curve modeling and forecasting using semiparametric factor dynamics
by Wolfgang K. Härdle & Piotr Majer - 1130-1144 Covered interest parity with default risk
by Csaba Csávás - 1145-1163 Stock market prediction using evolutionary support vector machines: an application to the ASE20 index
by Andreas Karathanasopoulos & Konstantinos Athanasios Theofilatos & Georgios Sermpinis & Christian Dunis & Sovan Mitra & Charalampos Stasinakis - 1164-1188 The intraday determination of liquidity in the NYSE LIFFE equity option markets
by Thanos Verousis & Owain ap Gwilym & XiaoHua Chen - 1189-1203 Disappointment aversion and the equity premium puzzle: new international evidence
by Yuxin Xie & Athanasios A. Pantelous & Chris Florackis - 1204-1223 Commonality in equity options liquidity: evidence from European Markets
by Thanos Verousis & Owain ap Gwilym & Nikolaos Voukelatos - 1224-1236 Optimal derivatives: portfolios, payoffs and preferences
by Patrick OSullivan & David Edelman
September 2016, Volume 22, Issue 11
- 965-984 Cross-country linkages as determinants of procyclicality of loan loss provisions
by Małgorzata Olszak & Mateusz Pipień - 985-1003 A new multi-factor risk model to evaluate funding liquidity risk of banks
by Malick Fall & Jean-Laurent Viviani - 1004-1039 A behavioural theory of the fund management firm
by John Holland - 1040-1062 A structural model for credit risk with switching processes and synchronous jumps
by Donatien Hainaut & David B. Colwell - 1063-1085 Retail investor information demand – speculating and investing in structured products
by Sebastian Schroff & Stephan Meyer & Hans-Peter Burghof - 1086-1108 The relative influence of price and non-price factors on short-term retail deposit quantities?
by John K. Ashton & Andros Gregoriou & Jerome V. Healy
August 2016, Volume 22, Issue 10
- 803-824 Have changes in the financial structure affected bank profitability? Evidence for Austria
by Fabio Rumler & Walter Waschiczek - 825-853 Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads
by Saad Badaoui & Lara Cathcart & Lina El-Jahel - 854-886 Effectiveness of independent boards of UCITS funds
by Jan Jaap Hazenberg & Edwin Terink - 887-908 Pricing derivatives with modeling CO emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium
by Chang-Yi Li & Son-Nan Chen & Shih-Kuei Lin - 909-940 How do risk attitudes of clearing firms matter for managing default exposure in futures markets?
by Jie Cheng & Yi Hong & Juan Tao - 941-964 Access to consumer credit in the UK
by Solomon Y. Deku & Alper Kara & Philip Molyneux
July 2016, Volume 22, Issue 8-9
- 627-636 Behavioral finance and me, or how I came to see the light
by Warren Bailey - 637-661 University endowment committees: how a learning orientation and knowledge factors contribute to portfolio diversification and performance
by Mimi Lord - 662-687 A behavioural finance approach to working capital management
by Vikash Ramiah & Yilang Zhao & Imad Moosa & Michael Graham - 688-711 Situated cognition and narrative heuristic: evidence from retail investors and their brokers
by Emre Tarim - 712-731 CEO pay in UK FTSE 100: pay inequality, board size and performance
by William Patrick Forbes & Michael Pogue & Lynn Hodgkinson - 732-755 Assessing market attractiveness for mergers and acquisitions: the M&A Attractiveness Index Score
by Naaguesh Appadu & Anna Faelten & Scott Moeller & Valeriya Vitkova - 756-781 Comparative corporate governance and international portfolios
by Maela Giofré - 782-802 Home bias persistence in foreign direct investments
by Mario Levis & Yaz Gülnur Muradoǧlu & Kristina Vasileva
May 2016, Volume 22, Issue 7
- 529-550 Financial consequences of mutual fund mergers
by Laura Andreu & José Luis Sarto - 551-571 Pricing of foreign exchange options under the MPT stochastic volatility model and the CIR interest rates
by Rehez Ahlip & Marek Rutkowski - 572-600 European asset swap spreads and the credit crisis
by Wolfgang Aussenegg & Lukas Götz & Ranko Jelic - 601-626 Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?
by Gonçalo Faria & João Correia-da-Silva
April 2016, Volume 22, Issue 4-6
- 255-258 Chinese style capitalism: current development and future implications
by Douglas Cumming & Alessandra Guariglia & Wenxuan Hou & Edward Lee - 259-287 The growth, determinants, and profitability of nontraditional activities of Chinese commercial banks
by Michael Firth & Wei Li & Steven Shuye Wang - 288-318 Institutional development and financing decisions: evidence from a cross-regional study on Chinese listed firms
by Nancy Huyghebaert & Lihong Wang - 319-344 External finance and trade credit extension in China: does political affiliation make a difference?
by Alessandra Guariglia & Simona Mateut - 345-370 Are Chinese stock and property markets integrated or segmented?
by Chris Adcock & Xiuping Hua & Yiping Huang - 371-392 A separate monitoring organ and disclosure of firm-specific information
by Zhenyu Wu & Yuanshun Li & Shujun Ding & Chunxin Jia - 393-412 Media coverage and foreign share discount puzzle in China
by Douglas Cumming & Robert Dixon & Wenxuan Hou & Edward Lee - 413-431 Political connections and tax-induced earnings management: evidence from China
by Chen Li & Yaping Wang & Liansheng Wu & Jason Zezhong Xiao - 432-462 Board attributes and herding in corporate investment: evidence from Chinese-listed firms
by Hong Bo & Tao Li & Yanmei Sun - 463-483 Does ownership structure matter? Evidence from firms’ excess cash in China
by Zhenzhen Sun & Yaping Wang - 484-505 Chinese executive compensation: the role of asymmetric performance benchmarks
by James Cordeiro & Lerong He & Martin Conyon & Tara Shaw - 506-528 Executive compensation and the split share structure reform in China
by Wenxuan Hou & Edward Lee & Konstantinos Stathopoulos & Zhenxu Tong
February 2016, Volume 22, Issue 3
- 167-194 Evaluating analysts' value: evidence from recommendation revisions around stock price jumps
by George J. Jiang & Woojin Kim - 195-220 Consumer confidence indices and stock markets' meltdowns
by Elena Ferrer & Julie Salaber & Anna Zalewska - 221-236 Infrastructure public-private partnership project ecosystem - financial and economic positioning of stakeholders
by Pekka Levi�kangas & Tuomo Kinnunen & Aki Aapaoja - 237-253 A macroprudential approach to address liquidity risk with the loan-to-deposit ratio
by Jan Willem Van den End
January 2016, Volume 22, Issue 2
- 80-104 The information content of retail investors' order flow
by Ingmar Nolte & Sandra Nolte - 105-119 The distribution of information in speculative markets: a natural experiment
by Alasdair Brown - 120-142 Price impact of block trades: the curious case of downstairs trading in the EU emissions futures market
by Gbenga Ibikunle & Andros Gregoriou & Naresh R. Pandit - 143-166 Should banks be geographically diversified? Empirical evidence from cross-country diversification of European banks
by Andreja Bandelj
January 2016, Volume 22, Issue 1
- 1-27 Capacity effects and winner fund performance: the relevance and interactions of fund size and family characteristics
by Wolfgang Bessler & Lawrence Kryzanowski & Philipp Kurmann & Peter Lückoff - 28-58 Demand-supply imbalances in the credit default swap market: empirical evidence
by Lidija Lovreta - 59-79 Capital structure decisions: old issues, new insights from high-tech small- and medium-sized enterprises
by Zélia Serrasqueiro & Paulo Ma çãs Nunes & Manuel da Rocha Armada
December 2015, Volume 21, Issue 15
- 1282-1296 The calm after the storm: implied volatility and future stock index returns
by Thorben Manfred Lubnau & Neda Todorova - 1297-1316 Non-executive compensation in German and Swiss banks before and after the financial crisis
by Patrick Kampkötter - 1317-1333 A sequential purchasing power parity test for panels of large cross-sections and implications for investors
by Joakim Westerlund & Paresh Narayan - 1334-1356 Why is timing perverse?
by Juan Carlos Matallín-Sáez & David Moreno & Rosa Rodríguez - 1357-1373 Risk aversion, prudence, and compensation
by Pierre Chaigneau
November 2015, Volume 21, Issue 13-14
- 1091-1112 Robust portfolio estimation under skew-normal return processes
by Masanobu Taniguchi & Alexandre Petkovic & Takehiro Kase & Thomas DiCiccio & Anna Clara Monti - 1113-1131 Modelling multivariate skewness in financial returns: a SGARCH approach
by Giovanni De Luca & Nicola Loperfido - 1132-1143 Effects of skewness and kurtosis on production and hedging decisions: a skewed t distribution approach
by Donald Lien & Yaqin Wang - 1144-1160 The role of multivariate skew-Student density in the estimation of stock market crashes
by Lei Wu & Qingbin Meng & Julio C. Velazquez - 1161-1175 Skewed exchange-rate forecasts
by Christian Pierdzioch & Georg Stadtmann - 1176-1194 Robustness of the inference procedures for the global minimum variance portfolio weights in a skew-normal model
by Taras Bodnar & Arjun K. Gupta - 1195-1213 Financial density selection
by J. Miguel Marin & Genaro Sucarrat - 1214-1252 Multivariate asset return prediction with mixture models
by Marc S. Paolella - 1253-1281 Skewed distributions in finance and actuarial science: a review
by Christopher Adcock & Martin Eling & Nicola Loperfido
September 2015, Volume 21, Issue 12
- 971-991 Non-homogeneous volatility correlations in the bivariate multifractal model
by Ruipeng Liu & Thomas Lux - 992-1004 A note on a semiparametric approach to estimating financing constraints in firms
by Sumon Kumar Bhaumik & Subal C. Kumbhakar & Kai Sun - 1005-1022 Towards a common Eurozone risk free rate
by Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz - 1023-1069 Regime-switching models for exchange rates
by Ekaterini Panopoulou & Theologos Pantelidis - 1070-1089 FT coverage and UK target price run-ups
by Antonios Siganos & Marco Papa
August 2015, Volume 21, Issue 10-11
- 773-790 Financing obstacles and growth: an analysis for euro area non-financial firms
by Chiara Coluzzi & Annalisa Ferrando & Carmen Martinez-Carrascal - 791-805 High-speed rail transport valuation and conjecture shocks
by Gualter Couto & Cláudia Nunes & Pedro Pimentel - 806-825 Linking wealth and labour income with stock returns and government bond yields
by Ricardo M. Sousa - 826-847 Family control, multiple institutional block-holders, and informed trading
by Xiaoxiang Zhang & Jenifer Piesse & Igor Filatotchev - 848-866 Do Portuguese private firms follow pecking order financing?
by Jan Bartholdy & Cesario Mateus & Dennis Olson - 867-892 Sequential real rainbow options
by Jörg Dockendorf & Dean A. Paxson - 893-911 Real effects of financial market integration: does lower home bias lead to welfare benefits?
by Crina Pungulescu - 912-945 Is value creation consistent with currency hedging?
by Milagros Vivel Búa & Luis Otero González & Sara Fernández López & Pablo Durán Santomil - 946-970 Investment style positioning of UK unit trusts
by David Brookfield & Chen Su & Kenbata Bangassa
July 2015, Volume 21, Issue 9
- 691-713 Emergence of macro-variables by evaluation and clustering of micro- activities
by Otto Loistl - 714-733 A generalized approach to optimal hedging with option contracts
by Emanuele Bajo & Massimiliano Barbi & Silvia Romagnoli - 734-754 Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors
by Markus Baltzer & Oscar Stolper & Andreas Walter - 755-771 Disentangling the link between stock and accounting performance in acquisitions
by André Betzer & Markus Doumet & Marc Goergen
June 2015, Volume 21, Issue 8
- 629-645 Financial intermediation and the role of price discrimination in the foreign exchange market
by Stefan Reitz & Markus A. Schmidt & Mark P. Taylor - 646-671 Timing, earnings management and over-reaction around pure placings
by Dionysia Dionysiou - 672-690 The short-term impact of director trading in UK closed-end funds
by Dimitris Andriosopoulos & Michael Steliaros & Dylan C. Thomas
May 2015, Volume 21, Issue 7
- 527-547 Wealth effects of the Securities and Exchange Commission's 'terror tool'
by Wolfgang Breuer & Moritz Felde - 548-574 Risk management in the energy markets and Value-at-Risk modelling: a hybrid approach
by Kostas Andriosopoulos & Nikos Nomikos - 575-583 One index fits none: the conundrum of euro area inflation-linked bonds
by Ivo J.M. Arnold - 584-607 The disappearance of momentum
by Soosung Hwang & Alexandre Rubesam - 608-628 VC investments and global exits
by Susanne Espenlaub & Arif Khurshed & Abdulkadir Mohamed
April 2015, Volume 21, Issue 6
- 466-485 Market quality of dealer versus hybrid markets for illiquid securities: new evidence from the FTSE AIM Index
by Andros Gregoriou - 486-506 How candlestick features affect the performance of volatility forecasts: evidence from the stock market
by Jung-Bin Su - 507-526 When times get tough, gold is golden
by Nelson Areal & Benilde Oliveira & Raquel Sampaio
March 2015, Volume 21, Issue 5
- 400-425 The relationship between conditional value at risk and option prices with a closed-form solution
by Sovan Mitra - 426-443 The dynamics of US bank profitability
by Dimitris K. Chronopoulos & Hong Liu & Fiona J. McMillan & John O.S. Wilson - 444-465 Mispricing and risk of R&D investment in European firms
by Andi Duqi & Aziz Jaafar & Giuseppe Torluccio
March 2015, Volume 21, Issue 4
- 269-291 Markowitz versus Michaud: portfolio optimization strategies reconsidered
by Franziska Becker & Marc Gürtler & Martin Hibbeln - 292-315 Modeling electricity spot prices: combining mean reversion, spikes, and stochastic volatility
by Klaus Mayer & Thomas Schmid & Florian Weber - 316-336 Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data
by Georgios Sermpinis & Jason Laws & Christian L. Dunis - 337-351 Adaptive universal portfolios
by Patrick O'Sullivan & David Edelman - 352-375 Trading and hedging the corn/ethanol crush spread using time-varying leverage and nonlinear models
by Christian L. Dunis & Jason Laws & Peter W. Middleton & Andreas Karathanasopoulos - 376-399 Forecasting the daily dynamic hedge ratios by GARCH models: evidence from the agricultural futures markets
by Yuanyuan Zhang & Taufiq Choudhry
February 2015, Volume 21, Issue 3
- 172-194 The information content of three credit ratings: the case of European residential mortgage-backed securities
by Frank J. Fabozzi & Dennis Vink - 195-214 Spanish savings banks in the credit crunch: could distress have been predicted before the crisis? A multivariate statistical analysis
by Marti Sagarra & Cecilio Mar-Molinero & Miguel García-Cestona - 215-241 Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean-variance analysis
by Guy Kaplanski & Haim Levy - 242-268 Earnings management, forecast guidance and the banking crisis
by Elena Beccalli & Saverio Bozzolan & Andrea Menini & Philip Molyneux
January 2015, Volume 21, Issue 2
- 93-110 A pricing kernel approach to valuing options on interest rate futures
by Xiaoquan Liu & Jing-Ming Kuo & Jerry Coakley - 111-128 The European sovereign debt market: from integration to segmentation
by Andrea Cipollini & Jerry Coakley & Hyunchul Lee - 129-146 Time varying costs of capital and the expected present value of future cash flows
by Ian Davidson & Xiaojing Song & Mark Tippett - 147-171 Impact of exchange rate regime reform on asset returns in China
by Xiuping Hua & Laixiang Sun & Tianyi Wang
January 2015, Volume 21, Issue 1
- 1-25 Does the investment opportunities bias affect the investment-cash flow sensitivities of unlisted SMEs?
by Bert D'Espallier & Alessandra Guariglia - 26-50 Earnings and capital management and signaling: the use of loan-loss provisions by European banks
by Domenico Curcio & Iftekhar Hasan - 51-70 The smallest stocks are not just smaller: global evidence
by Lieven De Moor & Piet Sercu - 71-92 Firm innovation and institutional investment: the role of the Sarbanes-Oxley Act
by Nida Abdioglu & Arif Khurshed & Konstantinos Stathopoulos
December 2014, Volume 20, Issue 12
- 1090-1113 Private acquisition gains: A contingent claims explanation
by John Doukas & Halit Gonenc & Auke Plantinga - 1114-1132 Efficiency and risk in commercial banking: empirical evidence from East Asian countries
by Sok Gee Chan & Mohd Zaini Abd Karim & Bruce Burton & Bora Aktan - 1133-1160 Proposal for a capital market-based guaranty scheme for the financial industry
by Hato Schmeiser & Joël Wagner & Alexandra Zemp - 1161-1186 Corporate risk management and firm value: evidence from the UK market
by Argyro Panaretou - 1187-1210 Does insurance activity promote economic growth? Further evidence based on bootstrap panel Granger causality test
by Tsangyao Chang & Chien-Chiang Lee & Chi-Hung Chang - 1211-1229 Investor sentiment and value and growth stock index options
by Jerry Coakley & George Dotsis & Xiaoquan Liu & Jia Zhai - 1230-1245 Inflation illusion and the dividend yield: evidence from the UK
by Daniella Acker & Nigel Duck
November 2014, Volume 20, Issue 11
- 957-977 Multiobjective portfolio optimization with non-convex policy constraints: Evidence from the Eurostoxx 50
by Panos Xidonas & George Mavrotas - 978-993 Home bias and Dutch pension funds' investment behavior
by G. Rubbaniy & I. P.P. van Lelyveld & W. F.C. Verschoor - 994-1007 Stochastic durations, the convexity effect, and the impact of interest rate changes
by José Soares da Fonseca - 1008-1036 Do rating agencies' decisions impact stock risks? Evidence from European markets
by Jérôme Hubler & Christine Louargant & Jean-Noël Ory & Philippe Raimbourg - 1037-1063 Price discovery on traded inflation expectations: does the financial crisis matter?
by Alexander Schulz & Jelena Stapf - 1064-1089 Equilibrium moment restrictions on asset returns: normal and crisis periods
by P. Simmons & N. Tantisantiwong
October 2014, Volume 20, Issue 10
- 847-849 Emerging issues in financial institutions and markets
by Barbara Casu & Daniela Fabbri & John O.S. Wilson - 850-873 How bank business models drive interest margins: evidence from US bank-level data
by Saskia E. van Ewijk & Ivo J.M. Arnold - 874-891 Bank competition, fire-sales and financial stability
by Ka Kei Chan & Alistair Milne - 892-914 Credit card interest rates and risk: new evidence from US survey data
by José Liñ ares-Zegarra & John O.S. Wilson - 915-933 The optimal size of the European Stability Mechanism: a cost-benefit analysis
by Daniel Kapp - 934-956 Cross-country differences in personality and the foreign bias in international equity portfolios
by Paweł Niszczota
September 2014, Volume 20, Issue 7-9
- 595-598 The experiences and challenges in the development of the Chinese capital market
by Douglas Cumming & Alessandra Guariglia & Wenxuan Hou & Edward Lee - 599-624 The IPO of Industrial and Commercial Bank of China and the 'Chinese Model' of privatizing large financial institutions
by Franklin Allen & Jun 'QJ' Qian & Susan Chenyu Shan & Mengxin Zhao - 625-636 Ten Chinese going global models: emerging patterns and analysis
by Huiyao Wang - 637-656 Information-based stock trading and managerial incentives: evidence from China's stock market
by Michael Firth & Man Jin & Yuanyuan Zhang - 657-680 CEO turnover in China: the role of market-based and accounting performance measures
by Martin J. Conyon & Lerong He - 681-702 The more the better? Foreign ownership and corporate performance in China
by David Greenaway & Alessandra Guariglia & Zhihong Yu - 703-727 Split Share Structure Reform, corporate governance, and the foreign share discount puzzle in China
by Wenxuan Hou & Edward Lee - 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