Applied financial economics

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  Año 2008, Vol. 18, Número 7-9

  • Changing-regime volatility: a fractionally integrated SETAR model

    Gilles Dufrénot, Dominique Guégan, Anne Péguin Feissolle

    • Resumen

    págs. 519-526

    

  • A new test for simultaneous estimation of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances

    Pär Sjölander

    • Resumen

    págs. 527-558

    

  • The financial structure of nonlisted firms

    Suzan Hol, Nico Van der Wijst

    • Resumen

    págs. 559-568

    

  • Volatility amongst firms in the Dow Jones Eurostoxx50 Index

    Xuan Vinh Vo, Kevin Daly

    • Resumen

    págs. 569-582

    

  • An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach

    Eduardo D. Roca, Víctor S.H. Wong

    • Resumen

    págs. 583-597

    

  • Do common volatility models capture cyclical behaviour in volatility?

    A.E. Clements, Jérôme Collet

    • Resumen

    págs. 599-604

    

  • Untangling demand curves from information effects: evidence from Australian index adjustments

    David Sokulsky, R. Brooks, Sinclair Davidson

    • Resumen

    págs. 605-616

    

  • Stock market reaction to capital expenditure announcements by UK firms

    Saeed Akbar, Syed Zulfiqar Ali Shah, Issedeeq Saadi

    • Resumen

    págs. 617-627

    

  • The association between audit committee and board of director effectiveness and changes in the nonaudit fee ratio

    Ho-Young Lee

    • Resumen

    págs. 629-638

    

  • What happened to pacific-basin emerging markets after the 1997 financial crisis?

    Joo Ha Nam, Ky-Hyang Yuhn, Sang Bong Kim

    • Resumen

    págs. 639-658

    

  • Business conditions and nonrandom walk behaviour of US stocks and bonds returns

    Benjamas Jirasakuldech, Riza Emekter, Unro Lee

    • Resumen

    págs. 659-672

    

  • The behaviour of a small foreign exchange market with a long-term peg-Barbados

    DeLisle worrell, Roland Craigwell, Travis Mitchell

    • Resumen

    págs. 673-682

    

  • European mutual funds and portfolio's country exposure: does active management add value?

    Javier Rodríguez

    • Resumen

    págs. 683-689

    

  • Secondary market pricing behaviour around UK bond auctions

    Farooq Ahmad, James M. Steeley

    • Resumen

    págs. 691-699

    

  • Efficiency change, technological progress and productivity growth of private, public and foreign banks in India: evidence from the post-liberalization era

    Rasoul Rezvanian, Narendar Rao, Seyed Mehdian

    • Resumen

    págs. 701-713

    

  • Does leverage influence auditor choice? A cross-country analysis

    Géraldine Broye, Laurent Weill

    • Resumen

    págs. 715-731

    

  • Is being a super-power more important than being your close neighbour? A study of what moves the Australian stock market

    Heng Chen, Russell Smyth, W.K. Wong

    • Resumen

    págs. 733-747

    

  • Efficiency of Bangladesh stock market: evidence from monthly index and individual firm data

    M. Kabir Hassan, S.S.H. Chowdhury

    • Resumen

    págs. 749-758

    

  • Classification of GARCH time series: an empirical investigation

    T. Kalantzis, D. Papanastassiou

    • Resumen

    págs. 759-764

    

  • Pricing generalized capped exchange options

    Chou-Wen Wang, Szu-Lang Liao, Ting-Yi Wu

    • Resumen

    págs. 765-776