Applied financial economics

• 

  Año 2007, Vol. 17, Número 13-15

  • Seleccionado

    Tax-loss selling and seasonal effects in the UK

    Qiwei Chen, Lisa Jack, Andrew Wood

    • Resumen

    págs. 1027-1035

    
  • Seleccionado

    The volatility effects of nontrading for stock market returns

    Tyler J. VanderWeele

    • Resumen

    págs. 1037-1041

    
  • Seleccionado

    Are economic tracking portfolios useful for forecasting output and inflation in Austria?

    Burkhard Raunig

    • Resumen

    págs. 1043-1049

    
  • Seleccionado

    Forecasting volatility in the financial markets: a comparison of alternative distributional assumptions

    I.-Yuan Chuang, Jin-Ray Lu, Pei-Hsuan Lee

    • Resumen

    págs. 1051-1060

    
  • Seleccionado

    Are credit ratings valuable information?

    Dirk Czarnitzki, Kornelius Kraft

    • Resumen

    págs. 1061-1070

    
  • Seleccionado

    Using financial ratios to differentiate domestic and multinational corporations

    Carl B. McGowan

    • Resumen

    págs. 1071-1074

    
  • Seleccionado

    Nonfundamentals and value returns

    Kevin C. H. Chiang, Kirill Kozhevnikov, Craig H. Wisen

    • Resumen

    págs. 1075-1083

    
  • Seleccionado

    What macro-innovation risks really are priced in Japan?

    Chikashi Tsuji

    • Resumen

    págs. 1085-1099

    
  • Seleccionado

    The overreaction hypothesis in the UK market: empirical analysis

    K. Mazouz, X. Li

    • Resumen

    págs. 1101-1111

    
  • Seleccionado

    Reconsidering the impossibility of informationally efficient markets

    Karl Ludwig Keiber

    • Resumen

    págs. 1113-1122

    
  • Seleccionado

    Using volume to forecast stock market volatility around the time of the 1929 crash

    Bradley T. Ewing, Mark A. Thompson, Mark A. Yanochik

    • Resumen

    págs. 1123-1128

    
  • Seleccionado

    Financial structure and economic growth: the role of heterogeneity

    Karl Pinno, A. Serletis

    • Resumen

    págs. 1129-1139

    
  • Seleccionado

    An empirical analysis of structural models of corporate debt pricing

    João Teixeira

    • Resumen

    págs. 1141-1165

    
  • Seleccionado

    Portfolio performance: factors or benchmarks?

    Juan Carlos Matallín Sáez

    • Resumen

    págs. 1167-1178

    
  • Seleccionado

    SEOs in a 'Hot Market': evidence of timing

    Sandra Cohen, Afroditi Papadaki, Georgia Siougle

    • Resumen

    págs. 1179-1190

    
  • Seleccionado

    Investment and cash flow: evidence for asymmetries in European manufacturing

    Konstantinos Drakos, Christos Kallandranis

    • Resumen

    págs. 1191-1200

    
  • Seleccionado

    Price clustering in the CAC 40 index options market

    Gunther Capelle-Blancard, Mo Chaudhury

    • Resumen

    págs. 1201-1210

    
  • Seleccionado

    Returns to trading portfolios of FTSE 100 index options

    X. Liu

    • Resumen

    págs. 1211-1225

    
  • Seleccionado

    Computing the divisional cost of capital using the pure-play method

    Henry W. Collier, Timothy Grai, Steve Haslitt, Carl B. McGowan

    • Resumen

    págs. 1227-1231

    
  • Seleccionado

    Strategic objectives, industry structure and the long-term stock price performance of acquiring and rival firms

    M. Mark Walker, Chi-Sheng Hsu

    • Resumen

    págs. 1233-1244

    
  • Seleccionado

    Liberalized emerging markets and the world economy: testing for increased integration with time-varying volatility

    Abdulnasser Hatemi-J., Bryan Morgan

    • Resumen

    págs. 1245-1250

    
  • Seleccionado

    Optimal forecasting model selection and data characteristics

    Robert Fildes, Gary Madden, Joachim Tan

    • Resumen

    págs. 1251-1264

    
  • Seleccionado

    Holding periods, illiquidity and disposition effect in the Chinese stock markets

    N. Visaltanachoti, Hang (Robin) Luo, Lin Lu

    • Resumen

    págs. 1265-1274