Applied financial economics

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  Año 2006, Vol. 16, Número 5

  • Seleccionado

    The reaction of stock returns to Department of Homeland Security threat level changes

    Dennis Mooney, Richard Zuber, John Gandar, Reinhold Lamb

    • Resumen

    págs. 361-369

    
  • Seleccionado

    Dynamic relationship between stock and property markets

    Kim Hiang Liow

    • Resumen

    págs. 371-376

    
  • Seleccionado

    Macroeconomic news effects on conditional volatilities in the bond and stock markets

    Bala Arshanapalli, Edmond d'Ouville, Frank Fabozzi, Lorne Switzer

    • Resumen

    págs. 377-384

    
  • Seleccionado

    Short selling restrictions and market completeness: the Malaysian experience

    Asjeet S. Lamba, Mohamed Ariff

    • Resumen

    págs. 385-393

    
  • Seleccionado

    Behavioural and fundamental explanations of discounts on closed end funds: an empirical analysis

    George Emm. Halkos, Theodore N. Krintas

    • Resumen

    págs. 395-404

    
  • Seleccionado

    The relationship between the S&P 500 spot and futures indices: brothers or cousins?

    Chien-Liang Chiu, Shu-Mei Chiang, Feng Kao

    • Resumen

    págs. 405-412

    
  • Seleccionado

    Duration dependence in real estate investment trusts

    James E. Payne, Thomas W. Zuehlke

    • Resumen

    págs. 413-423

    
  • Seleccionado

    Optimal use of futures contracts or the competitive firm

    Antoine Giannetti

    • Resumen

    págs. 425-427