Applied financial economics

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  Año 2014, Vol. 24, Número 22-24

  • Systematic trading behaviour and its informational effect: evidence from the OMXH

    Annica Rose

    • Resumen

    págs. 1421-1427

    

  • Revisiting purchasing power parity in African countries: panel stationary test with sharp and smooth breaks

    Mohsen Bahmani-Oskooee, Tsangyao Chang, Tsungpao Wu

    • Resumen

    págs. 1429-1438

    

  • Determinants of risk: electric utilities pre- and post-deregulation era

    Helena Rados-Derr, Mukesh Chaudhry, Robert J. Boldin

    • Resumen

    págs. 1439-1448

    

  • Item response models to measure corporate social responsibility

    Marco Nicolisi, Stefano Grassi, Elena Stanghellini

    • Resumen

    págs. 1449-1464

    

  • Sovereign risk and its changing effects on bond duration during financial crisis

    Hei Wai Lee, Yan Alice Xie, Jot Yau

    • Resumen

    págs. 1465-1477

    

  • Re-examining the relationship between PIN and timely loss recognition

    L.C. Chan, J. Pentabanlue, C. Zeng

    • Resumen

    págs. 1479-1489

    

  • The linkage between aggregate stock market investor sentiment and commodity futures returns

    Yao Zheng

    • Resumen

    págs. 1491-1513

    

  • The information content of accounting earnings, book values, losses and firm size vis-à-vis stocks: empirical evidence from an emerging stock market

    Muhammad I. Chaudhry, Abdoul G. Sam

    • Resumen

    págs. 1515-1527

    

  • The role of institutional investors in market volatility during the subprime mortgage crisis

    Tseng-Chan Tseng, Hung-Cheng Lai

    • Resumen

    págs. 1529-1536

    

  • A default prediction model for Italian SMEs: the relevance of the capital structure

    M. Modina, Filomena Pietrovito

    • Resumen

    págs. 1537-1554

    

  • The reverse volatility asymmetry in Chinese financial market

    Die Wan, Xiaoguang Yang

    • Resumen

    págs. 1555-1575

    

  • A study of salary satisfaction and job enthusiasm - mediating effects of psychological contract

    Hung-Wen Lee, Mei-Chun Lin

    • Resumen

    págs. 1577-1583

    

  • The value of being systemically important: event study on regulatory announcements for banks

    Jacob Kleinow, Tobias Nell, Silvia Rogler, Andreas Horsch

    • Resumen

    págs. 1585-1604

    

  • Financial development and local growth: evidence from highly disaggregated Italian data

    Sergio Destefanis, Cristóbal Barra, Lubrano Lavadera

    • Resumen

    págs. 1605-1615

    

  • Exchange-traded funds, liquidity and volatility

    Timothy Krause, Sina Ehsani, Donald Lien

    • Resumen

    págs. 1617-1630