Applied financial economics

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  Año 2010, Vol. 20, Número 10-12

  • Recovering the moments of information flow and the normality of asset returns

    A. Murphy, Marwan Izzeldin

    • Resumen

    págs. 761-769

    

  • Forecasting accuracy of stochastic volatility, GARCH and EWMA models under different volatility scenarios

    Jie Ding, Nigel Meade

    • Resumen

    págs. 771-783

    

  • Testing the effects of capital structure on entrepreneurial effort

    Yan Wendy Wu

    • Resumen

    págs. 785-794

    

  • The price gold shareholders place on market risks

    Les Coleman

    • Resumen

    págs. 795-802

    

  • Testing market efficiency in the EU carbon futures market

    Roselyne Joyeux, G. Milunovich

    • Resumen

    págs. 803-809

    

  • The market for ADRs: does depositary bank reputation matter?

    Gilberto Loureiro

    • Resumen

    págs. 811-825

    

  • Are firms hedging or speculating? The relationship between financial derivatives and firm risk

    Hoa Nguyen, Robert Faff

    • Resumen

    págs. 827-843

    

  • Can firms do well while doing good?

    Parvez Ahmed, Sudhir Nanda, Oliver Schnusenberg

    • Resumen

    págs. 845-860

    

  • Sector classification through non-Gaussian similarity

    M. Vermorken, A. Szafarz, H. Pirotte

    • Resumen

    págs. 861-878

    

  • Implications of financial statement restatements of different items

    Katsaryna Salavei

    • Resumen

    págs. 879-890

    

  • The investor recognition hypothesis: the New Zealand case

    Daniel J.P. Chai, Daniel F. S. Choi

    • Resumen

    págs. 891-898

    

  • An application of closed-form GARCH option-pricing model on FTSE 100 option and volatility

    YongChern Su, MingDa Chen, HanChing Huang

    • Resumen

    págs. 899-910

    

  • On the exploitability of the turn-of-the-month effect-an international perspective

    Bernhard Zwergel

    • Resumen

    págs. 911-922

    

  • How accounting fraud has changed merger valuation

    Jeff Madura, Thanh Ngo

    • Resumen

    págs. 923-940

    

  • Extreme value analysis of daily Canadian crude oil prices

    Feng Ren, David E. Giles

    • Resumen

    págs. 941-954

    

  • Measuring bond market liquidity: devising a composite aggregate liquidity score

    Moorad Choudhry

    • Resumen

    págs. 955-973

    

  • The roles of stock market in the finance-growth nexus: time series cointegration and causality evidence from Taiwan

    Han Hou, Su-Yin Cheng

    • Resumen

    págs. 975-981

    

  • Order imbalances from after-hours trading

    I-Chun Tsai

    • Resumen

    págs. 983-987

    

  • Realized mean-variance efficient portfolio selection and euro area stock market integration

    Claudio Morana

    • Resumen

    págs. 989-1001