Applied financial economics

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  Año 2012, Vol. 22, Número 22-24

  • Determinants of capital structure of leasing companies in Pakistan

    Syed Zulfiqar Ali Shah, Jam-e Kausar

    • Resumen

    págs. 1841-1853

    

  • Persistence in the return and volatility of home price indices

    J. Elder, Sriram Villupuram

    • Resumen

    págs. 1855-1868

    

  • A study on the volatility forecast of the US housing market in the 2008 crisis

    Kai Li

    • Resumen

    págs. 1869-1880

    

  • How have the Turkish post-2001 stabilization reforms impacted on the conditional correlation between the Turkish and the main foreign stock markets?

    Sukriye Tuysuz

    • Resumen

    págs. 1881-1898

    

  • Welfare effect of interest rate shocks and policy implications

    Richard E. Ericson, Xuan Liu

    • Resumen

    págs. 1899-1917

    

  • How and why corporate divestitures affect risk

    Jeff Madura, Maryna Murdock

    • Resumen

    págs. 1919-1929

    

  • Firm heterogeneity and calendar anomalies

    Susan Sunila Sharma, Paresch Kumar Narayan

    • Resumen

    págs. 1931-1949

    

  • Shadow economy and international software piracy

    Rajeev K. Goel, Michael Nelson

    • Resumen

    págs. 1951-1959

    

  • When the US sneezes the world catches cold: are worldwide stock markets stable?

    Sandy Suardi

    • Resumen

    págs. 1961-1978

    

  • Calibration strategies of stochastic volatility models for option pricing

    Mauri Larikka, Juho Kanniainen

    • Resumen

    págs. 1979-1992

    

  • Do trading volumes explain the persistence of GARCH effects?

    Rachael Carroll, C. Kearney

    • Resumen

    págs. 1993-2008

    

  • The role of institutions in price correction: evidence from intraday noise trading in Taiwan

    Chun-I Lee, Robin K. Chou, Edward S. Hsieh

    • Resumen

    págs. 2009-2025

    

  • Impact of exchange rate volatility on import flows: the case of Malaysia and the United States

    Yiin Siing Wong, Chong Mun Ho, Brian Dollery

    • Resumen

    págs. 2027-2034

    

  • Going public abroad: the dynamics of return spillovers in an atypical international cross listing case

    Yaseen S. Alhaj-Yaseen, Eddery Lam, John T. Barkoulas

    • Resumen

    págs. 2035-2046

    

  • An analysis of exchange traded notes tracking errors with their underlying indexes and indicative values

    R. Aroskar, W. A. Ogden

    • Resumen

    págs. 2047-2062

    

  • Dynamic correlation analysis of US financial crisis and contagion: evidence from four OECD countries

    Hong-Ghi Min, Y.-S. Hwang

    • Resumen

    págs. 2063-2074

    

  • Ownership structure and minority expropriation: the case for multiple blockholders

    María Gutiérrez Urtiaga, Josep Antoni Tribó Giné, Beatriz Mariano

    • Resumen

    págs. 2075-2083

    

  • Extreme movements of the main stocks traded in the Eurozone: an analysis by sectors in the 2000's decade

    Emma Iglesias, Dolores Lagoa-Varela

    • Resumen

    págs. 2085-2100