Applied financial economics

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  Año 2007, Vol. 17, Número 4-6

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    Dynamic interactions between private investment and the stock market: evidence from cointegration and error correction models

    Nikiforos T. Laopodis, Bansi Sawhney

    • Resumen

    págs. 257-269

    
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    Information asymmetry and valuation uncertainty, the determination of China's IPO allocation procedures

    Shiguang Ma

    • Resumen

    págs. 271-284

    
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    International linkages of the Chinese stock exchanges: a multivariate GARCH analysis

    H. Li

    • Resumen

    págs. 285-297

    
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    Market vs. analysts reaction: the effect of aggregate and firm-specific news

    Michele Bagella, Leonardo Becchetti, Rocco Ciciretti

    • Resumen

    págs. 299-312

    
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    Estimates of the ICAPM with regime-switching betas: evidence from four pacific rim economies

    Shyh-Wei Chen, Nai-Chuan Huang

    • Resumen

    págs. 313-327

    
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    Financial characteristics of banks involved in acquisitions: evidence from Asia

    F. Pasiouras, Chrysovalantis Gaganis

    • Resumen

    págs. 329-341

    
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    Execution edge of pit traders and intraday price ranges of soft commodities

    Igor L. Kliakhandler

    • Resumen

    págs. 343-350

    
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    Measurement of insider trading in wagering markets

    Les Coleman

    • Resumen

    págs. 351-356

    
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    Is volatility risk priced after all?: Some disconfirming evidence

    Geoffrey F. Loudon, A. Rai

    • Resumen

    págs. 357-368

    
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    Dynamic analysis between the US stock returns and the macroeconomic variables

    Orawan Ratanapakorn, S.C. Sharma

    • Resumen

    págs. 369-377

    
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    Execution costs of dual listed Australian stocks

    Subhrendu Rath

    • Resumen

    págs. 379-389

    
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    The monetary model of the exchange rate and equities: an ARDL bounds testing approach

    Bruce Morley

    • Resumen

    págs. 391-397

    
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    Are international equity markets really asymmetric?

    C. Kearney, M. Lynch

    • Resumen

    págs. 399-411

    
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    The impact of stock incremental information on the volatility of the Athens stock exchange

    Panayiotis F. Diamandis, Anastassios A. Drakos, Argyrios Volis

    • Resumen

    págs. 413-424

    
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    Shrunken interest rate forecasts are better forecasts

    Reid Dorsey-Palmateer, Geri Smith

    • Resumen

    págs. 425-430

    
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    Efficiency in the eurobond market: application of nonparametric techniques

    María Bonilla Musoles, Leandro García Menéndez , María Luisa Martí Selva

    • Resumen

    págs. 431-444

    
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    Compromise programming calibration for financial analysis of firms of a common sector of business, case study for a set of Spanish banks in 1995

    José M. Antón, Juan B. Grau, Elena Sánchez

    • Resumen

    págs. 445-461

    
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    A structural time series test of the P-star model: evidence from the middle east

    George B. Tawadros

    • Resumen

    págs. 463-467

    
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    The stock market crisis and momentum: Some evidence for the Spanish stock market during the 1990s

    Luis Fernando Muga Caperos, Rafael Santamaría Aquilué

    • Resumen

    págs. 469-486

    
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    Interest rate margins: a decomposition of dynamic oligopolistic conduct and market fundamentals

    Emanuel Barnea, Moshe Kim

    • Resumen

    págs. 487-499

    
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    The price effects of FTSE 100 index revision: what drives the long-term abnormal return reversal?

    K. Mazouz, Brahim Saadouni

    • Resumen

    págs. 501-510