Applied financial economics

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  Año 2007, Vol. 17, Número 7-9

  • How do you straddle hogs and pigs? Ask the Greeks!

    Andrew McKenzie, Michael Thomsen, Josh Phelan

    • Resumen

    págs. 511-520

    

  • Determinants of the underpricing of new shares during the subscription period: empirical evidence from the Spanish stock exchange

    Consuelo Riaño Gil, Francisco Javier Ruiz Cabestre, Rafael Santamaría Aquilué

    • Resumen

    págs. 521-540

    

  • The substitutability of REITs and value stocks

    Stephen Lee, Simon Stevenson

    • Resumen

    págs. 541-557

    

  • Private placements of common equity and the industry rival response

    Scott Besley, Ninon Kohers, Tanja Steigner

    • Resumen

    págs. 559-568

    

  • Are implied volatilities more informative?: The Brazilian real exchange rate case

    Eui Jung Chung, Benjamin M. Tabak

    • Resumen

    págs. 569-576

    

  • Takeover-divestiture combinations and shareholder wealth

    Christopher J. Marquette, Thomas G. E. Williams

    • Resumen

    págs. 577-586

    

  • Random walks in Middle Eastern stock markets

    Graham Smith

    • Resumen

    págs. 587-596

    

  • The disappearance of style in the US equity market

    Soosung Hwang, S. E. Satchell

    • Resumen

    págs. 597-613

    

  • The target cash rate and its impact on investment asset returns in Australia

    Jenny Diggle, R. Brooks

    • Resumen

    págs. 615-633

    

  • The causal modelling on equity market innovations: fit or forecast?

    Jin Woong Kim, David A. Bessler

    • Resumen

    págs. 635-646

    

  • Discretized time and conditional duration modelling for stock transaction data

    Kurt Brännäs, Ola Simonsen

    • Resumen

    págs. 647-658

    

  • Volatility transmission across markets: a Multichain Markov Switching model

    Giampiero Gallo, Edoardo Otranto

    • Resumen

    págs. 659-670

    

  • Sampling properties of criteria for evaluating GARCH volatility forecasts

    Yasemin Ulu

    • Resumen

    págs. 671-681

    

  • Hedging effectiveness and futures contract maturity: the case of NYMEX crude oil futures

    Ronald D. Ripple, Imad A. Moosa

    • Resumen

    págs. 683-689

    

  • Does market maker competition affect the response to insider trading?

    Katherine Gleason

    • Resumen

    págs. 691-700

    

  • Momentum returns and size of winner and loser portfolios

    Antonios Siganos

    • Resumen

    págs. 701-708

    

  • Fractional integration in the equity markets of MENA region

    Ata Assaf

    • Resumen

    págs. 709-723

    

  • Bivariate and higher-order terms in models of international equity returns

    Kirt Butler, Katsushi Okada

    • Resumen

    págs. 725-737

    

  • Spanning tests for options using principal components methods

    Charlotte S. Hansen, Bjorn E. Tuypens

    • Resumen

    págs. 739-746

    

  • REIT markets and rational speculative bubbles: an empirical investigation

    George A. Waters, James E. Payne

    • Resumen

    págs. 747-753

    

  • A reassessment of market power among credit card banks

    Sherrill Shaffer, Lorein Thomas

    • Resumen

    págs. 755-767