Applied financial economics

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  Año 2012, Vol. 22, Número 10-12

  • Multinationality and the performance of IPOs

    Ram Mudambi, Susan M. Mudambi, A. Khurshed, Marc Goergen

    • Resumen

    págs. 763-776

    

  • Multistage investment, systematic risk premium and CAPM beta: empirical evidence from product development

    Zaur Rzakhanov

    • Resumen

    págs. 777-790

    

  • Technical trading with open interest: evidence from the German market

    ThorbenManfred Lubnau, Neda Todorova

    • Resumen

    págs. 791-809

    

  • Broker beauty and boon: a study of physical attractiveness and its effect on real estate brokers� income and productivity

    Sean P. Salter, Franklin G. Mixon, Ernest W. King

    • Resumen

    págs. 811-825

    

  • The structure of REIT-beta

    I-Chun Tsai, Tien Foo Sing, Ming-Chi Chen, Tai Ma

    • Resumen

    págs. 827-836

    

  • Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE

    A. Maghyereh, B. Awartani

    • Resumen

    págs. 837-848

    

  • Volatility transmission of swap spreads among the US, Japan and the UK: a cross-correlation function approach

    Yuki Toyoshima, Shigeyuki Hamori

    • Resumen

    págs. 849-862

    

  • On the quality of Taylor approximations to expected utility

    Georgios Skoulakis

    • Resumen

    págs. 863-876

    

  • Financial payment instruments and corruption

    Rajeev Goel, Aaron N. Mehrotra

    • Resumen

    págs. 877-886

    

  • How to gauge credit risk: an investigation based on data envelopment analysis and the Markov chain model

    Su-Lien Lu, Kuo-Jung Lee, Ming-Lun Zou

    • Resumen

    págs. 887-897

    

  • Intertemporal relations between the market volatility index and stock index returns

    G. Sarwar

    • Resumen

    págs. 899-909

    

  • Noise trader risk: the case of Jewish Colonial Trust and Bank Leumi Stocks

    T. Levy, J. Yagil

    • Resumen

    págs. 911-922

    

  • The effects of capital inflows on South Africa's economy

    Sean Joss Gossel, Nicholas Biekpe

    • Resumen

    págs. 923-938

    

  • Equity, credit and the business cycle

    Florian Ielpo

    • Resumen

    págs. 939-954

    

  • Are technical trading strategies still profitable? Evidence from the Taiwan Stock Index Futures Market

    Y.-C. Chiang, M.-C. Ke, T.L. Liao, Cin-Dian Wang

    • Resumen

    págs. 955-965

    

  • Heterogeneous behaviours and the effectiveness of central bank intervention in the yen/dollar exchange market

    Chung-Wei Kao, Jer-Yuh Wan

    • Resumen

    págs. 967-975

    

  • Applying recurrent event analysis to understand the causes of changes in firm credit ratings

    Yan-Shing Chen, Po-Hsin Ho, Chih-Yung Lin, Wei-Che Tsai

    • Resumen

    págs. 977-988

    

  • Copula contagion index and its efficiency

    Ke Cheng, Fengbin Lu, Xiaoguang Yang

    • Resumen

    págs. 989-1002

    

  • Determinants of profit efficiency: evidence from Korean savings banks

    Yongsegung Han, Myeong Hwan Kim, Won-Joong Kim

    • Resumen

    págs. 1003-1016

    

  • Evaluating catastrophe reinsurance contracts: an option pricing approach with extreme risk

    Wen-Chang Lin, Yi-Hsun Lai

    • Resumen

    págs. 1017-1028