Applied financial economics

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  Año 2013, Vol. 23, Número 4-6

  • Market efficiency in the ASEAN region: evidence from multivariate and cointegration tests

    Francesco Guidi, Rakesh Gupta

    • Resumen

    págs. 265-274

    

  • Applying the CAPM and the Fama-French models to the BRVM stock market

    Issouf Soumaré, Edoh Kossi Aménounvé, Ousmane Diop, Dramane Méité, Djifa N'Sougan

    • Resumen

    págs. 275-285

    

  • Nonlinearity in the reaction of the foreign exchange market to interest rate differentials: evidence from a small open economy with a long-term peg

    Mahalia N. Jackman, Roland Craigwell, Michelle Doyle-Lowe

    • Resumen

    págs. 287-296

    

  • Performance of Spanish pension funds: robust evidence from alternative models

    Mercedes Alda García, Luis Ferruz Agudo, Liam A. Gallagher

    • Resumen

    págs. 297-314

    

  • Value premium in the Chinese stock market: free lunch or paid lunch?

    Yujia Huang, Jiawen Yang, Yongjin Zhang

    • Resumen

    págs. 315-324

    

  • Private information, overconfidence and intraday trading behaviour: empirical study of the Taiwan stock market

    Chi Ming Ho

    • Resumen

    págs. 325-345

    

  • Bank-characteristics, lending channel and monetary policy in emerging markets: bank-level evidence from Malaysia

    Muhamed Zulkhibri

    • Resumen

    págs. 347-362

    

  • What is the shape of real exchange rate nonlinearity?

    Stephen Norman

    • Resumen

    págs. 363-375

    

  • On China's monetary policy and asset prices

    Shujie Yao, Dan Luo, Lixia Loh

    • Resumen

    págs. 377-392

    

  • SEO underpricing in China's stock market: a stochastic frontier approach

    C. Liu, Y. Chung

    • Resumen

    págs. 393-402

    

  • Calibrated GARCH models and exotic options

    Juho Kanniainen, Tero Halme

    • Resumen

    págs. 403-414

    

  • Does business networking boost firms external financing opportunities? Evidence from Central and Eastern Europe

    Oluwarotimi Owolabi, Sarmistha Pal

    • Resumen

    págs. 415-432

    

  • Financial development and TFP growt: cross-country and industry-level evidence

    F. Arizala, E. Cavallo, C. Galindo

    • Resumen

    págs. 433-448

    

  • Long-term stock returns after a substantial increase in the debt ratio

    H.-H. Huang

    • Resumen

    págs. 449-460

    

  • Setting the optimal make-whole call premium

    E. A. Powers, Sudipto Sarkar

    • Resumen

    págs. 461-473

    

  • An asymmetric DCC analysis of correlations among bank CDS indices

    Go Tamakoshi, Shigeyuki Hamori

    • Resumen

    págs. 475-781

    

  • Testing the efficiency of the aluminium market: evidence from London metal exchange

    Mohamed El Hedi Arouri, Fredj Jawadi, Prosper Mouak

    • Resumen

    págs. 483-493

    

  • Market value and corporate debt: the 2006-2010 international evidence

    Alberto Dell'Acqua, L.L. Etro, E. Teti

    • Resumen

    págs. 495-504

    

  • Forecasting US housing starts under asymmetric loss

    Christian Pierdzioch, J.-C. Rülke, G. Stadtmann

    • Resumen

    págs. 505-513

    

  • Interaction between monetary policy and stock prices: a comparison between the Caribbean and the US

    Emma Iglesias, Andre Yone Haughton

    • Resumen

    págs. 515-534