Applied financial economics

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  Año 2009, Vol. 19, Número 13-15

  • Extreme dependence in the NASDAQ and S&P 500 composite indexes

    John W. Galbraith, Serguei Zernov

    • Resumen

    págs. 1019-1028

    

  • The size and composition of corporate boards in Hong Kong, Malaysia and Singapore

    Richard Heaney

    • Resumen

    págs. 1029-1041

    

  • Capital market integration: evidence from the G7 countries

    David Morelli

    • Resumen

    págs. 1043-1057

    

  • An out-of-sample comparative analysis of hedging performance of stock index futures: dynamic versus static hedging

    Ming Jing Yang, Yi-Chuan Lai

    • Resumen

    págs. 1059-1072

    

  • Divestitures: wealth transfers or real economic gains?

    Abdul-Magid Gadad, Andrew W. Stark, Thomas Hardy

    • Resumen

    págs. 1073-1081

    

  • Distribution of extreme changes in Asian currencies: tail index estimates and value-at-risk calculations

    Raj Aggarwal, M. Qi

    • Resumen

    págs. 1083-1102

    

  • Intraday evidence of the informational efficiency of the yen/dollar exchange rate

    Kentaro Iwatsubo, Yoshihiro Kitamura

    • Resumen

    págs. 1103-1115

    

  • Monetary models of exchange rates and sweep programs

    Rakesh K. Bissoondeeal, Jane M. Binner, Thomas Elger

    • Resumen

    págs. 1117-1129

    

  • The predictive power of the term spread revisited: a change in the sign of the predictive relationship

    Javier Gomez Biscarri

    • Resumen

    págs. 1131-1142

    

  • Macroeconomic considerations in regional reserve pooling

    Wan Leong Fee, Yen Li Chee

    • Resumen

    págs. 1143-1157

    

  • Optimal modelling frequency for foreign exchange volatility forecasting

    Vincent J. Hooper, Jonathan J. Reeves

    • Resumen

    págs. 1159-1162

    

  • Optimal market indices using value-at-risk: a first empirical approach for three stock markets

    Jordi Andreu, Salvador Torra

    • Resumen

    págs. 1163-1170

    

  • A study of the predictive performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange: sensitivity analysis and implications for weak-form market efficiency testing

    Alexandros E. Milionis, Evangelia Papanagiotou

    • Resumen

    págs. 1171-1186

    

  • Equities, liquidity and consumption: does the stock market matter?

    Sohrab Abizadeh, Dennis Ng

    • Resumen

    págs. 1187-1196

    

  • Common volatility across Latin American foreign exchange markets

    Isabel Ruiz

    • Resumen

    págs. 1197-1211

    

  • Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics?

    Ben R. Marshall, Sun Qian, Martin Young

    • Resumen

    págs. 1213-1221

    

  • A nonparametric general equilibrium estimation of covered interest rate arbitrage for western European countries during the pre-euro period: a behavioural perspective

    Hsiou-Wei Lin, Yun Chiang Tai

    • Resumen

    págs. 1223-1237

    

  • Intraday characteristics of stock price crashes

    M. Ammann, S. Kessler

    • Resumen

    págs. 1239-1255

    

  • An empirical extension of Rock's IPO underpricing model to three distinct groups of investors

    Anna P. I. Vong, Duarte Trigueiros

    • Resumen

    págs. 1257-1268