Applied financial economics

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  Año 2012, Vol. 22, Número 1-3

  • Disposition effect and mutual fund performance

    M. Ammann, Alexander Ising, S. Kessler

    • Resumen

    págs. 1-19

    

  • Does market power influence bank profits in Mexico? A study on market power and efficiency

    Jesús Gustavo Garza García

    • Resumen

    págs. 21-32

    

  • Do venture capitalists reduce underpricing and underperformance of IPOs?

    Yacine Belghitar, Rob Dixon

    • Resumen

    págs. 33-44

    

  • Financial market spillovers around the globe

    Thomas Dimpfl, Robert C. Jung

    • Resumen

    págs. 45-57

    

  • Implied risk aversion and volatility risk premiums

    Sun-Joong Yoon, Suk Joon Byun

    • Resumen

    págs. 59-70

    

  • The quiet period has something to say

    Patrick A. Lach, Michael J. Highfield, Stephen D. Treanor

    • Resumen

    págs. 71-86

    

  • Asset correlations for credit card defaults

    Jonathan Crook, T. Bellotti

    • Resumen

    págs. 87-95

    

  • Realized volatility and jummps in the Athens Stock Exchange

    Dimitrios I. Vortelinos

    • Resumen

    págs. 97-112

    

  • Extreme risk measures for REITs: a comparison among alternative methods

    Jian Zhou

    • Resumen

    págs. 113-126

    

  • Do natural phenomena affect stocks' yield in Israel

    Nissim Ben David, Levkovitch Liran, Skalka Eshel

    • Resumen

    págs. 127-133

    

  • Analyst coverage and market reaction around stock split announcements

    Deborah A. Ford, H.H. Nguyen, Van T. Nguyen

    • Resumen

    págs. 135-145

    

  • The valuation effects of military contract awards surrounding 11th September

    Darshana D. Palkar, Stephen J. Larson, Robert B. Larson

    • Resumen

    págs. 147-164

    

  • New evidence of the expectation hypothesis of interest rates: a flexible nonlinear approach

    M. Mili, Jean-Michel Sahut, Fredéric Teulon

    • Resumen

    págs. 165-176

    

  • WTO membership, ownership deregulation, and market efficiency: evidence from China

    R. Turk Ariss, Rasoul Rezvanian, Seyed Mehdian

    • Resumen

    págs. 177-195

    

  • Forecast of stock market based on nonharmonic analysis used on NASDAQ since 1985

    Takafumi Ichinose, Shigeki Hirobayashi, Tadanobu Misawa, Toshio Yoshizawa

    • Resumen

    págs. 197-208

    

  • Firm-specific factors as determinants of capital structure in the absence of taxes

    Wafaa M. Sbeti, Imad A. Moosa

    • Resumen

    págs. 209-213

    

  • Volatility estimators based on daily price ranges versus the realized range

    Neda Todorova

    • Resumen

    págs. 215-229

    

  • The liquidity and liquidity distribution effects in emerging markets: evidence from Jordan

    Jérôme Vandenbussche, Szabolcs Blazsek, Stanley Watt

    • Resumen

    págs. 231-242

    

  • The role of the economic environment on mortgage defaults during the Great Recession

    Camilo Sarmiento

    • Resumen

    págs. 243-250

    

  • On the risk-neutral value of debt tax shields

    M. Barbi

    • Resumen

    págs. 251-258