Applied financial economics

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  Año 2014, Vol. 24, Número 13-15

  • Smaller portfolio returns and the risk-return trade-off for the whole market

    Jeffrey H. Dorfman

    • Resumen

    págs. 853-869

    

  • Country factors in stock returns: reconsidering the basic method

    Y. Bai

    • Resumen

    págs. 871-888

    

  • The US zero-coupon yield spread as a predictor of excess daily stock market volatility

    M. Li

    • Resumen

    págs. 889-906

    

  • Real estate investment by Bank Holding Companies and their risk and return: nonparametric and GARCH procedures

    Scott Deacle, E. Elyasiani

    • Resumen

    págs. 907-926

    

  • Interest-rate volatility and volatility transmission in nine Latin American countries

    Scott W. Hegerty

    • Resumen

    págs. 927-937

    

  • Commodity futures price behaviour following large one-day price changes

    K. Mazouz, Jian Wang

    • Resumen

    págs. 939-948

    

  • Do alternative UCITS deliver what they promise? A comparison of alternative UCITS and hedge funds

    Michael Busack, Wolfgang Drobetz, Jan Tille

    • Resumen

    págs. 949-965

    

  • Do domestic and cross-border M&As differ? Cross-country evidence from the banking sector

    S. Caiazza, A.F. Pozzolo, Giovanni Trovato

    • Resumen

    págs. 967-981

    

  • Multiple directorships and board meeting frequency: evidence from France

    S. Baccouche, M. Hadriche, A. Omri

    • Resumen

    págs. 983-992

    

  • Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model

    Adnen Ben Nasr, Ahdi Noomen Ajmi, R. Gupta

    • Resumen

    págs. 993-1004

    

  • The risk implication of Sarbanes-Oxley Act of 2002: an empirical examination of the US financial services industry

    Mamiza Haq, S. Pathan, Mohammad Hoque

    • Resumen

    págs. 1005-1015

    

  • The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model

    Axel Grossmann, Chris Paul, Marc W. Simpson

    • Resumen

    págs. 1017-1030

    

  • Sovereign credit risk dynamics in the European Monetary Union (EMU)

    Theophano Patra, S.S. Poshakwale, Vassilis Thomas

    • Resumen

    págs. 1031-1041

    

  • Sovereign risk and the relationship between deposit rates and deposit holdings in the euro area

    Ivo Arnold, S.E. van Ewijk

    • Resumen

    págs. 1043-1049

    

  • Unconstrained strategies and the variance-kurtosis trade-off

    Andrew Kumiega, Ben Van Vliet, A. Xanthopoulos

    • Resumen

    págs. 1051-1061