Applied financial economics

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  Año 2012, Vol. 22, Número 13-15

  • Can macroeconomic factors explain equity returns in the long run?: The case of Jordan

    Gazi Mainul Hassan, Hisham M. Al refai

    • Resumen

    págs. 1029-1041

    

  • Influence of debt financing on the effectiveness of the finite duration investment project

    Peter Brusov, Tatiana Filatova, Mukhadin Eskindarov, Pavel Brusov, Natali Orehova

    • Resumen

    págs. 1043-1052

    

  • Measuring the success of fiscal consolidations

    António Afonso, Joao Tovar Jalles

    • Resumen

    págs. 1053-1061

    

  • Does firm governance affect institutional investment?: Evidence from real estate investment trusts

    Lisa A. C. Frank, C. Ghosh

    • Resumen

    págs. 1063-1078

    

  • Determinants of corporate dividend policy in Greece

    Theophano Patra, S.S. Poshakwale, Kean Ow-Yong

    • Resumen

    págs. 1079-1087

    

  • Dynamic correlations between REIT sub-sectors and the implications for diversification

    James Chong, Alexandra Krystalogianni, Simon Stevenson

    • Resumen

    págs. 1089-1109

    

  • Using the autoregressive conditional duration model to analyse the process of default contagion

    Heng-Chih Chou

    • Resumen

    págs. 1111-1120

    

  • Volume and volatility in foreign exchange market microstructure:: a Markov switching approach

    Rim Khemiri

    • Resumen

    págs. 1121-1133

    

  • Optimally weighting higher-moment instruments to deal with measurement errors in financial return models

    François-Eric Racicot, Raymond Théoret

    • Resumen

    págs. 1135-1146

    

  • The extreme-value dependence between the Chinese and other international stock markets

    Quian Cheng, David E. Giles, Hui Feng

    • Resumen

    págs. 1147-1160

    

  • The determinants of cross-sectional liquidity in the IPO aftermarket

    Yen-Sheng Lee

    • Resumen

    págs. 1161-1173

    

  • A formal methodology for aggregating multiple market views

    Joseph Simonian

    • Resumen

    págs. 1175-1179

    

  • Operating procedures and the expectations theory of the term structure of interest rates:: the New Zealand experience from 1989 to 2008

    Alfred V. Guender, Allan G. J. Wu

    • Resumen

    págs. 1181-1192

    

  • Board composition, corporate ownership and market performance:: evidence from Taiwan

    Yi-Mien Lin, Yen-Yu Liu, Shwu-Jen You, Jung-Yuan Shiu

    • Resumen

    págs. 1193-1206

    

  • Using stochastic dominance criterion to examine the day-of-the-week effect

    C.-S. Hsieh, C.-T. Chen

    • Resumen

    págs. 1207-1213

    

  • The impact of banking and sovereign debt crisis risk in the eurozone on the euro/US dollar exchange rate

    S. Eichler

    • Resumen

    págs. 1215-1232

    

  • Liquidity stress-tester: do Basel III and unconventional monetary policy work?

    Jan Willem van den End

    • Resumen

    págs. 1233-1257

    

  • Financial liberalization, structural breaks and stock market volatility: evidence from South Africa

    Umar Bida Ndako

    • Resumen

    págs. 1259-1273

    

  • Capital structure adjustments in private business group companies

    Nico Dewaelheyns, Cynthia Van Hulle

    • Resumen

    págs. 1275-1288

    

  • Board structure, corporate governance and firm value: evidence from Hong Kong

    Adrian C. H. Lei, Frank M. Song

    • Resumen

    págs. 1289-1303