Applied financial economics

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  Año 2009, Vol. 19, Número 16-18

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    Idiosyncratic volatility and stock returns: a cross country analysis

    Kuntara Pukthuanthong-Le, N. Visaltanachoti

    • Resumen

    págs. 1269-1281

    
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    Corporate social responsibility and stock market performance

    Leonardo Becchetti, Rocco Ciciretti

    • Resumen

    págs. 1283-1293

    
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    Decisions of domestic equity fund investors: determinants and search costs

    Luis Ferruz Agudo, Cristina Ortiz, José Luis Sarto Marzal

    • Resumen

    págs. 1295-1304

    
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    Modelling skewness and elongation in financial returns: the case of exchange-traded funds

    Sanjiv Jaggia, Alison Kelly-Hawke

    • Resumen

    págs. 1305-1316

    
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    Efficiency and productivity of Greek banks in the EMU era

    G. Chortareas, Claudia Girardone, Alexia Ventouri

    • Resumen

    págs. 1317-1328

    
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    Essay in dividend modelling and forecasting: does nonlinearity help?

    Fredj Jawadi

    • Resumen

    págs. 1329-1343

    
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    Pragmatic problems in using beta for managerial finance applications

    Elvan Aktas, Wm R. McDaniel

    • Resumen

    págs. 1345-1354

    
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    The 'other' January effect and the presidential election cycle

    Ray R. Sturn

    • Resumen

    págs. 1355-1363

    
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    Does pecking order theory explain leverage behaviour in Pakistan?

    Muhammad Azeem Qureshi

    • Resumen

    págs. 1365-1370

    
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    Realized betas and the cross-section of expected returns

    Claudio Morana

    • Resumen

    págs. 1371-1381

    
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    Myopic loss aversion, bond returns and the equity premium puzzle

    Philip Jagd, Jakob B. Madsen

    • Resumen

    págs. 1383-1390

    
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    Order imbalance, market returns and volatility: evidence from Thailand during the Asian crisis

    N. Visaltanachoti, Robin Luo

    • Resumen

    págs. 1391-1399

    
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    Price calibration and hedging of correlation dependent credit derivatives using a structural model with a-stable distributions

    Jochen Papenbrok, Svetlozar T. Rachev, Markus Höchstötter, F.J. Fabozzi

    • Resumen

    págs. 1401-1416

    
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    Central bank intervention and foreign exchange markets

    Dave Serattan, Nicola Spagnolo

    • Resumen

    págs. 1417-1432

    
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    Do the financial statements of intangible-intensive companies hold less information content for investors?

    Ian Fraser, Heather Tarbert, Kai Hong Tee

    • Resumen

    págs. 1433-1438

    
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    Is there a puzzle in the failure of venture capital backed portfolio companies?

    Khaled Abdou, Oscar Varela

    • Resumen

    págs. 1439-1452

    
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    Ownership structure and the separation of voting and cash flow rights-evidence from Switzerland

    Markus Schmid

    • Resumen

    págs. 1453-1476

    
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    The value of a merger and its optimal timing

    Masaya Okawa, Motoh Tsujimura

    • Resumen

    págs. 1477-1485

    
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    Market power versus efficient-structure in Arab GCC banking

    Saeed Al-Muharrami, Kent Matthews

    • Resumen

    págs. 1487-1496

    
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    Central bank intervention and exchange rate volatility in Pakistan: an analysis using GARCH-X model

    Muhammad Kashif Ali Shah, Zulfiqar Hyder, Muhammad Khalid Pervaiz

    • Resumen

    págs. 1497-1508

    
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    Spillover effects from London and Frankfurt to Central and Eastern European stock markets

    Barry Harrison, Wiston Moore

    • Resumen

    págs. 1509-1521