Applied financial economics

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  Año 2014, Vol. 24, Número 16-18

  • Hedge funds and the housing bubble

    Christos I. Giannikos, Hany Guirguis, Panagiotis Schizas

    • Resumen

    págs. 1063-1073

    

  • Dynamic impacts of market power and diversification on bank efficiencies in Taiwan

    Ying-Hsiu Chen, Meng-Chun Kao

    • Resumen

    págs. 1075-1082

    

  • The permanent portfolio

    Hamish Anderson

    • Resumen

    págs. 1083-1089

    

  • Do IFRS and board of directors' independence affect accounting conservatism?

    Tamer Elshandidy, Ahmed Hassaneim

    • Resumen

    págs. 1091-1102

    

  • Clustering of shareholder annual meetings: a "new anomaly" in stock returns

    Weishen Wang

    • Resumen

    págs. 1103-1110

    

  • Volatility forecasting perfomance of two-scale realized volatility

    Sam Garg, Vipul Kumar Singh

    • Resumen

    págs. 1111-1121

    

  • The long-run performance of IPOs: the case of the Stock Exchange of Mauritius

    Ushad Subadar Agathee, Raja Vinesh Sannassee, Chris Brooks

    • Resumen

    págs. 1123-1145

    

  • Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?

    Rangan Gupta, Shawkat Hammoudeh, Beatrice D. Simo-Kengne

    • Resumen

    págs. 1147-1157

    

  • Predicting BRICS stock returns using ARFIMA models

    Goodness C. Aye, Mehmet Balcilar, Rangan Gupta, Nicholas Kilimani, Amandine Nakumuryango

    • Resumen

    págs. 1159-1166

    

  • Trading activity and Nifty index futures volatility: an empirical analysis

    Sangram Keshari Jena, Ashutosh Dash

    • Resumen

    págs. 1167-1176

    

  • The development of an indicator for measuring information quality of discretionary accruals

    Shen-Ho Chang, Shaio Yan Huang, Teng-Shih Wang, Dennis B. Hwang

    • Resumen

    págs. 1177-1186

    

  • Bad news and bank performance during the 2008 financial crisis

    Inga Chira

    • Resumen

    págs. 1187-1198

    

  • Short-sale constraints and short-selling strategies: the case of SEC's revocation of the uptick rule in 2007

    Kevin (Min) Zhao

    • Resumen

    págs. 1199-1213

    

  • Dynamic dependencies between the Tunisian stock market and other international stock markets: GARCH-EVT-Copula approach

    A. Chebbi, A. Hedhli

    • Resumen

    págs. 1215-1228

    

  • Re-examining the efficiency of the Major League Baseball over-under betting market

    J. Erik Bickel, Seong Dae Kim

    • Resumen

    págs. 1229-1234