Applied financial economics

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  Año 2009, Vol. 19, Número 1-3

  • The relative contribution of conditional mean and volatility in bivariate returns to international stock market indices

    Kirt Butler, Katsushi Okada

    • Resumen

    págs. 1-15

    

  • American depository receipts and calendar anomalies

    Janie Casello Bouges, Ravi Jain, Yash R. Puri

    • Resumen

    págs. 17-25

    

  • Do Australian hedge fund managers possess timing abilities?

    Viet Do, Robert Faff, Madhu Veeraraghavan

    • Resumen

    págs. 27-38

    

  • Monetary policy implementation and the Euro area money market

    Julius Moschitz

    • Resumen

    págs. 39-57

    

  • Strategic auditor switch and financial distress prediction-empirical findings from the TSE-listed firms

    Ching-Lung Chen, Gili Yen, Fu-Hsing Chang

    • Resumen

    págs. 59-72

    

  • Performance measures: advantages of linear risk penalization

    Luis Ferruz Agudo, Fernando Gómez-Bezares Pascual, María Vargas

    • Resumen

    págs. 73-85

    

  • Hedging with weather derivatives: a role for options in reducing basis risk

    Mark R. Manfredo, Timothy J. Richards

    • Resumen

    págs. 87-97

    

  • The stock market and the Fed

    F. Mattesini, Leonardo Becchetti

    • Resumen

    págs. 99-110

    

  • Can macroeconomic variables explain long-term stock market movements? A comparison of the US and Japan

    Andreas Humpe, Peter Macmillan

    • Resumen

    págs. 111-119

    

  • Structural breaks in the real exchange rate adjustment mechanism

    Laurence Copeland, Saeed Heravi

    • Resumen

    págs. 121-134

    

  • The effect of group affiliation on the risk-taking of Japanese firms

    Pascal Nguyen, Sophie Nivoix

    • Resumen

    págs. 135-146

    

  • Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests

    Kian-Ping Lim, R. Brooks

    • Resumen

    págs. 147-155

    

  • The equity premium puzzle and the ex post bias

    Jakob B. Madsen, Ratbek Dzhumashev

    • Resumen

    págs. 157-174

    

  • Regime changes in sub-prime margins under the US housing bubble

    Camilo Sarmiento

    • Resumen

    págs. 175-182

    

  • A duration analysis of the time from prospectus to listing for Australian initial public offerings

    R. Brooks, Tim R. L. Fry, William Dimovski

    • Resumen

    págs. 183-190

    

  • Evaluating cost and profit efficiency: a comparison of parametric and nonparametric methodologies

    M.D. Delis, A. Koutsomanoli-Filippaki, C. Staikouras, Gerogiannaki Katerina

    • Resumen

    págs. 191-202

    

  • Does options listing impact on the time-varying risk characteristics of the underlying stocks? Evidence from NYSE stocks listed on the CBOE

    K. Mazouz, Michael Bowe

    • Resumen

    págs. 203-212

    

  • Changing credit rating standards in the UK: empirical evidence from 1999 to 2004

    Eleimon Gonis, Peter Taylor

    • Resumen

    págs. 213-225

    

  • The valuation of special purpose vehicles by issuing structured credit-linked notes

    C.-C. Chang, Chou-Wen Wang, Szu-Lang Liao

    • Resumen

    págs. 227-256