Applied financial economics

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  Año 2012, Vol. 22, Número 4-6

  • Evaluating spread models with a basket security

    P.L. Chelley-Steeley, K. Park

    • Resumen

    págs. 259-283

    

  • Asymmetric and cross-sectional effects of inflation on stock returns under varying monetary conditions

    Marc W. Simpson, S. Ramchander

    • Resumen

    págs. 285-298

    

  • Business confidence and stock returns in the USA: a time-varying Markov regime-switching model

    Emrah I Çevik, Turhan Korkmaz, Erdal Atukeren

    • Resumen

    págs. 299-312

    

  • Withdrawals of mergers involving private targets

    Jeff Madura, Thanh Ngo

    • Resumen

    págs. 313-320

    

  • Accounting information and excess stock returns: the role of the cost of capital � new evidence from US firm-level data

    Nicholas Apergis, George Artikis, Sofia Eleftheriou, John Sorros

    • Resumen

    págs. 321-329

    

  • Determinants of interest rate swap spreads in the US: bounds testing approach to cointegration

    Yuki Toyoshima

    • Resumen

    págs. 331-338

    

  • Actual and potential market risks during the stock market turmoil 2007�2008

    Mikael Bask, Anna Widerberg

    • Resumen

    págs. 339-349

    

  • Information as an explanatory variable

    Álvaro Montenegro

    • Resumen

    págs. 351-356

    

  • The impact of overnight returns on realized volatility

    Tseng-Chan Tseng, Hung-Cheng Lai, Cha-Fei Lin

    • Resumen

    págs. 357-364

    

  • The GEL estimates resolve the risk-free rate puzzle in Japan

    Mikio Ito, Akihiko Noda

    • Resumen

    págs. 365-374

    

  • The failure of Lehman Brothers and its impact on other financial institutions

    Mark Anthony Johnson, Mohammed Abdullah Mamun

    • Resumen

    págs. 375-385

    

  • Firm debt structure, firm size and risk volatility in US industrial firms

    James P. Gander

    • Resumen

    págs. 387-393

    

  • How has financial deepening affected poverty reduction in India? Empirical analysis using state-level panel data

    Takeshi Inoue, Shigeyuki Hamori

    • Resumen

    págs. 395-408

    

  • The effects of financial and real wealth on consumption: new evidence from OECD countries

    Ricardo de Bonia, Andrea Silvestrini

    • Resumen

    págs. 409-425

    

  • Does inflation have an impact on stock returns and volatility? Evidence from Nigeria and Ghana

    Shehu Usman Rano Aliyu

    • Resumen

    págs. 427-435

    

  • Opinion polls and the stock market: evidence from the 2008 US presidential election

    Demissew Diro Ejara, Raja Nag, Kamal P. Upadhyaya

    • Resumen

    págs. 437-443

    

  • The effect of Bank of Japan's commitment and the expectation form

    Kunihiro Hanabusa

    • Resumen

    págs. 445-460

    

  • Forecasting volatility using range data: analysis for emerging equity markets in Latin America

    Manabu Asai, Iván Brugal

    • Resumen

    págs. 461-470

    

  • GCC equity market indices integration

    Mukesh Chaudhry, Robert J. Boldin

    • Resumen

    págs. 471-478

    

  • A full jump switching level GARCH model for short-term interest rate

    Her-Jiun Sheu, Hsiang-Tai Lee

    • Resumen

    págs. 479-489

    

  • Big players� aggregated trading and market returns in Istanbul Stock Exchange

    Numan Ülkü

    • Resumen

    págs. 491-508