Applied financial economics

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  Año 2010, Vol. 20, Número 4-6

  • The effect on the Swedish real economy of the financial crisis

    P. Österholm

    • Resumen

    págs. 265-274

    

  • Passive shareholders and active managers: an empirical test of Admati and Pfleiderer's hypothesis

    Steffen Brenner

    • Resumen

    págs. 275-291

    

  • Style analysis and dominant index timing: an application to Australian multi-sector managed funds

    Kathryn Holmes, Robert Faff, Iain Clacher

    • Resumen

    págs. 293-301

    

  • The impact of the closing call auction: an examination of effects in London

    Christopher Battig, P.L. Chelley-Steeley

    • Resumen

    págs. 303-315

    

  • Determinants of the component structure of intraday return distributions

    Charlie Xiaowu Cai, K. Keasey, Gaoliang Tian

    • Resumen

    págs. 317-322

    

  • Explaining mispricing with Fama-French factors: new evidence from the multiscaling approach

    Francis In, Sangbae Kim, Robert Faff

    • Resumen

    págs. 323-330

    

  • Ambiguity aversion and rational herd behaviour

    Z. Dong, Qingyang Gu, Xu Han

    • Resumen

    págs. 331-343

    

  • Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil

    Matthew S. Yiu, Wai-Yip Alex Ho, Daniel F. S. Choi

    • Resumen

    págs. 345-354

    

  • Style consistency of hedge fund indexes across providers

    Peter Kugler, Jacqueline Henn-Overbeck, H. Zimmermann

    • Resumen

    págs. 355-369

    

  • Applying the Inclan-Tsiao breakpoint algorithm in the search for the flight-to-safety phenomenon

    Kenneth L. Smith, Joe Brocato

    • Resumen

    págs. 371-380

    

  • Multivariate tests of asset pricing: simulation evidence from an emerging market

    Javed Iqbal, R. Brooks, Don U. A. Galagedera

    • Resumen

    págs. 381-395

    

  • A test of the news model of stock price determination in an emerging market: the case of Kuwait

    Imad A. Moosa, Sulaiman Al-Abduljader

    • Resumen

    págs. 397-405

    

  • The relative influence of the East and the West on Middle Eastern emerging stock markets: an empirical investigation

    Richard A. Ajayi, Seyed Mehdian, Mark J. Perry

    • Resumen

    págs. 407-415

    

  • Identifying shifts in spread using the Cauchy CUSUM: an application to the Japanese yen/US dollar exchange rate

    John M. Dukich, Douglas M. Hawkins

    • Resumen

    págs. 417-424

    

  • Banks as firms' blockholders: a study in Spain

    Josep Antoni Tribó Giné, María José Casasola

    • Resumen

    págs. 425-438

    

  • Do credit default swaps predict currency values?

    Gaiyan Zhang, Jot Yau, Hung-Gay Fung

    • Resumen

    págs. 439-458

    

  • How do we pay with euro notes when some notes are missing? Empirical evidence from Monopoly® experiments

    Philip Hans Franses, Jeanine Kippers

    • Resumen

    págs. 459-464

    

  • Speculative strategies in the foreign exchange market based on genetic programming predictions

    Marcos Alvarez Díaz

    • Resumen

    págs. 465-476

    

  • Financial liberalization and stock market volatility: the case of Indonesia

    Gregory A. James, Michail Karoglou

    • Resumen

    págs. 477-486

    

  • Is there long memory in financial time series?

    Luiz Renato Lima, Xiao Zhijie

    • Resumen

    págs. 487-500

    

  • Empirical performance of affine option pricing models: evidence from the Australian index options market

    Timothy Sharp, Steven Li, David Allen

    • Resumen

    págs. 501-514