Applied financial economics

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  Año 2011, Vol. 21, Número 13-15

  • Comparison of the �turn-of-the-month� and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen

    Paul B. McGuinness, Richard D. F. Harris

    • Resumen

    págs. 917-929

    

  • Informal collateral and default risk: do �Grameen-like� banks work in high-income countries?

    Leonardo Becchetti, Maria Melody Garcia

    • Resumen

    págs. 931-947

    

  • Strategic risk aversion

    Sherrill Shaffer

    • Resumen

    págs. 949-956

    

  • Value relevance of R&D in the UK after IFRS mandatory implementation

    F. Tsoligkas, I. Tsalavoutas

    • Resumen

    págs. 957-967

    

  • The impact of stock spams on volatility

    T. Bouraoui

    • Resumen

    págs. 969-977

    

  • Effect of regulation FD on disclosures of information by firms

    Edward R. Lawrence, Gordon Karels, Arun J. Prakash, Siddharth Shankar

    • Resumen

    págs. 979-996

    

  • Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian cris

    E. Bissoondoyal-Bheenick, Robert Brooks, Samantha Hum, S. Treepongkaruna

    • Resumen

    págs. 997-1003

    

  • Economics, politics and the federal funds markets: does the Fed play politics?

    O. David Gulley, Jahangir Sultan

    • Resumen

    págs. 1005-1019

    

  • The long-run relation among financial development, technology and GDP: a panel cointegration study

    A. G. Zagorchev, G. Vasconcellos, Y. Bae

    • Resumen

    págs. 1021-1034

    

  • Money supply endogeneity and bank stock returns

    Z. E. Badarudin, Mohamed Ariff, A. M. Khalid

    • Resumen

    págs. 1035-1048

    

  • Risk preference and trading motivation measurement due to moneyness: evidence from the S&P 500 Index option market

    Ting-Huan Chang

    • Resumen

    págs. 1049-1057

    

  • The performance of popular stochastic volatility option pricing models during the subprime crisis

    Thibaut Moyaert, Mikael Petitjean

    • Resumen

    págs. 1059-1068

    

  • Estimation of one-, two- and three-factor generalized Vasicek term structure models for Japanese interest rates using monthly panel data

    K. Ben Nowman

    • Resumen

    págs. 1069-1078

    

  • Structural breaks in volatility: the case of UK sector returns

    David G. McMillan, Mark E. Wohar

    • Resumen

    págs. 1079-1093

    

  • A comparison of ARIMA forecasting and heuristic modelling

    Wang Chi-Chen, Yun-Shen Hsu, Cheng-Hwai Liou

    • Resumen

    págs. 1095-1102

    

  • Analysing scale and scope specialization efficiencies of US agricultural and nonagricultural banks using the Fourier flexible functional form

    Yingzhuo Yu, Cesar L. Escalante, Xiaohui Deng, Jack Houston, Lewell F. Gunter

    • Resumen

    págs. 1103-1116

    

  • Time series analysis of the relationships among (macro) economic variables, the dividend yield and the price level of the S&P 500 Index

    Matthew A. Serfling, Dragan Miljkovic

    • Resumen

    págs. 1117-1134

    

  • Intellectual capital and analyst forecast: evidence from the high-tech industry in Taiwan

    Wen-Hsin Hsu, Yao-Ling Chang

    • Resumen

    págs. 1135-1143

    

  • Regime switching fractional cointegration and futures hedging

    Hsiang-Tai Lee

    • Resumen

    págs. 1145-1157