Applied financial economics

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  Año 2010, Vol. 20, Número 13-15

  • The performance and impact of stock picks mentioned on 'Mad Money'

    Bryan Lim, Joao Rosario

    • Resumen

    págs. 113-1124

    

  • Investor perceptions and volatility within a risk-return framework

    Dave Berer

    • Resumen

    págs. 1003-1010

    

  • Modelling size and illiquidity in West African equity markets

    Bruce Hearn, Jenifer Piesse

    • Resumen

    págs. 1011-1030

    

  • Asset pricing, size and North American stock market integration

    Lucie Samson

    • Resumen

    págs. 1031-1039

    

  • General asymmetric stochastic volatility models using range data: estimation and empirical evidence from emerging equity markets

    Manabu Asai, Angelo Unite

    • Resumen

    págs. 1041-1049

    

  • An alternative methodology for testing currency crises resulting from imbalances in macroeconomic fundamentals

    Fernando A. Ribeiro Soares, Mauricio Barata de Paula Pinto, Tito Belchior Silva Moreira

    • Resumen

    págs. 1051-1056

    

  • Temporal information gaps and market efficiency: a dynamic behavioural analysis

    Björn-Christopher Witte

    • Resumen

    págs. 1057-1070

    

  • Exchange rate volatility and export trade in Nigeria: an empirical investigation

    Shehu Usman Rano Aliyu

    • Resumen

    págs. 1071-1084

    

  • Short horizon liquidity and trading activity in the US Treasury market: do inventory holding costs matter?

    Kenneth Khang, T.-H.D. King

    • Resumen

    págs. 1085-1098

    

  • Modelling bank lending in the euro area: a nonlinear approach

    L. Gambacorta, Carlotta Rossi

    • Resumen

    págs. 1099-1112

    

  • The determinates of equity portfolio holdings

    Jonathan A. Batten, Xuan Vinh Vo

    • Resumen

    págs. 1125-1132

    

  • The Q theory of investment, the capital asset pricing model and the capitalization rate in real estate valuation

    John F. McDonald

    • Resumen

    págs. 1133-1143

    

  • The long-run performance of firms emerging from Chapter 11 bankruptcy

    Surendranath Jory, Jeff Madura

    • Resumen

    págs. 1145-1161

    

  • Macroeconomic uncertainty and credit default swap spreads

    C.F. Baum, Chi Wan

    • Resumen

    págs. 1163-1171

    

  • Do unobservable factors explain the disposition effect in emerging stock markets?

    Hisham Farag, Robert Cressy

    • Resumen

    págs. 1173-1183

    

  • Financial intermediation and macroeconomic efficiency

    Yves Kuhry, Laurent Weill

    • Resumen

    págs. 1185-1193

    

  • UK security analysts' idiosyncratic factors and predictive ability

    S. Hussain

    • Resumen

    págs. 1195-1203

    

  • Misalignment of the real exchange rate in the African Financial Community (CFA zone) and its policy implications

    Maru Etta-Nkwelle, Jin-Gil Jeong, Philip Fanara

    • Resumen

    págs. 1205-1215

    

  • On the future contract quality option: a new look

    Alejandro Balbás de la Corte, Susana Reichardt Moya

    • Resumen

    págs. 1217-1229

    

  • The security market plane

    Bernard Bollen

    • Resumen

    págs. 1231-1240