Applied financial economics

• 

  Año 2009, Vol. 19, Número 1-3

  • The relative contribution of conditional mean and volatility in bivariate returns to international stock market indices

    Kirt Butler, Katsushi Okada

    • Resumen

    págs. 1-15

    

  • American depository receipts and calendar anomalies

    Janie Casello Bouges, Ravi Jain, Yash R. Puri

    • Resumen

    págs. 17-25

    

  • Do Australian hedge fund managers possess timing abilities?

    Viet Do, Robert Faff, Madhu Veeraraghavan

    • Resumen

    págs. 27-38

    

  • Monetary policy implementation and the Euro area money market

    Julius Moschitz

    • Resumen

    págs. 39-57

    

  • Strategic auditor switch and financial distress prediction-empirical findings from the TSE-listed firms

    Ching-Lung Chen, Gili Yen, Fu-Hsing Chang

    • Resumen

    págs. 59-72

    

  • Performance measures: advantages of linear risk penalization

    Luis Ferruz Agudo, Fernando Gómez-Bezares, María Vargas

    • Resumen

    págs. 73-85

    

  • Hedging with weather derivatives: a role for options in reducing basis risk

    Mark R. Manfredo, Timothy J. Richards

    • Resumen

    págs. 87-97

    

  • The stock market and the Fed

    F. Mattesini, Leonardo Becchetti

    • Resumen

    págs. 99-110

    

  • Can macroeconomic variables explain long-term stock market movements? A comparison of the US and Japan

    Andreas Humpe, Peter Macmillan

    • Resumen

    págs. 111-119

    

  • Structural breaks in the real exchange rate adjustment mechanism

    Laurence Copeland, Saeed Heravi

    • Resumen

    págs. 121-134

    

  • The effect of group affiliation on the risk-taking of Japanese firms

    Pascal Nguyen, Sophie Nivoix

    • Resumen

    págs. 135-146

    

  • Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests

    Kian-Ping Lim, R. Brooks

    • Resumen

    págs. 147-155

    

  • The equity premium puzzle and the ex post bias

    Jakob B. Madsen, Ratbek Dzhumashev

    • Resumen

    págs. 157-174

    

  • Regime changes in sub-prime margins under the US housing bubble

    Camilo Sarmiento

    • Resumen

    págs. 175-182

    

  • A duration analysis of the time from prospectus to listing for Australian initial public offerings

    R. Brooks, Tim R.L. Fry, William Dimovski

    • Resumen

    págs. 183-190

    

  • Evaluating cost and profit efficiency: a comparison of parametric and nonparametric methodologies

    M.D. Delis, A. Koutsomanoli-Filippaki, C. Staikouras, Gerogiannaki Katerina

    • Resumen

    págs. 191-202

    

  • Does options listing impact on the time-varying risk characteristics of the underlying stocks? Evidence from NYSE stocks listed on the CBOE

    K. Mazouz, Michael Bowe

    • Resumen

    págs. 203-212

    

  • Changing credit rating standards in the UK: empirical evidence from 1999 to 2004

    Eleimon Gonis, Peter Taylor

    • Resumen

    págs. 213-225

    

  • The valuation of special purpose vehicles by issuing structured credit-linked notes

    C.-C. Chang, Chou-Wen Wang, Szu-Lang Liao

    • Resumen

    págs. 227-256

    
• 

  Año 2009, Vol. 19, Número 4-6

  • Semiparametric estimation of asset pricing kernel

    Jun Yang

    • Resumen

    págs. 257-272

    

  • Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets

    Qing Xu, Xiao-Ming Li

    • Resumen

    págs. 273-290

    

  • Crude oil shocks and stock market returns

    Babatunde Olatunji Odusami

    • Resumen

    págs. 291-303

    

  • Modelling the longitudinal properties of financial ratios

    Stuart McLeay, Maxwell Stevenson

    • Resumen

    págs. 305-318

    

  • Earnings announcement timing and earnings management

    Ho-Young Lee, Myungsoo Son

    • Resumen

    págs. 319-326

    

  • Backtesting the tail risk of VaR in holding US dollar

    W.K. Wong

    • Resumen

    págs. 327-337

    

  • NASDAQ-listed European and Asia Pacific ADRs: does market-timing affect long-term performance?

    Mark Schaub

    • Resumen

    págs. 339-345

    

  • Nonlinear mean reversion in the G7 stock markets

    H. Kim, Liliana V. Stern, Michael L. Stern

    • Resumen

    págs. 347-355

    

  • Anger, sadness and bear markets

    Robert B. Durand, Marta Simon, Alex Szimayer

    • Resumen

    págs. 357-369

    

  • Distribution switching of stock returns: international evidence

    Kosei Fukuda

    • Resumen

    págs. 371-377

    

  • A value-at-risk approach with kernel estimator

    Alex YiHou Huang

    • Resumen

    págs. 379-395

    

  • The operating performance of preferred stock issuers

    Hongbok Lee, Don T. Johnson

    • Resumen

    págs. 397-407

    

  • Russian financial crisis, US financial stock returns and the IMF

    M. Humayun Kabir, M. Kabir Hassan

    • Resumen

    págs. 409-426

    

  • On tests of the conditional relationship between beta and returns

    Ian A. Cooper

    • Resumen

    págs. 427-432

    

  • Extreme equity valuation ratios and stock market investments

    Andreas Reschreiter

    • Resumen

    págs. 433-438

    

  • Testing for causality in the transmission of Eurodollar and US interest rates

    Richard A. Ajayi, A. Serletis

    • Resumen

    págs. 439-443

    

  • Pricing efficiency of the 3-month KLIBOR futures contracts: an empirical analysis

    Marina Abdul Razak, Obiyathulla Ismath Bacha

    • Resumen

    págs. 445-462

    

  • What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model

    Massimo Guidolin, Stuart Hyde

    • Resumen

    págs. 463-488

    

  • Macroeconomic and market determinants of interest rate spreads in low- and middle-income countries

    David Tennant, Abiodun Folawewo

    • Resumen

    págs. 489-507

    
• 

  Año 2009, Vol. 19, Número 7-9

  • Industry-level stock returns volatility and aggregate economic activity in Australia

    Md. Arifur Rahman

    • Resumen

    págs. 509-525

    

  • Investment success and the value of investment opportunities: evidence from the biotech industry

    Bixia Xu

    • Resumen

    págs. 527-537

    

  • Explaining the US bond yield conundrum

    Harm Bandholz, Jörg Clostermann, Franz Seitz

    • Resumen

    págs. 539-550

    

  • Dividends, earnings volatility and information

    Ben Howatt, Richard Zuber, John Gandar, Reinhold Lamb

    • Resumen

    págs. 551-562

    

  • An empirical study of Taiwan's bond market based on the nonlinear dynamic model

    Chi-Wei Su

    • Resumen

    págs. 563-574

    

  • The benefits and obstacles of internet-based Commercial Paper issuance in Europe-a survey

    Andreas Trauten, Thomas Langer

    • Resumen

    págs. 575-594

    

  • Momentum trading, disposition effects and prediction of future share prices: an experimental study of multiple reference points in responses to short- and long-run return trends

    Henrik Svedsater, Niklas Karlsson

    • Resumen

    págs. 595-610

    

  • Intra-day volatility forecasts

    David G. McMillan, Raquel Quiroga García

    • Resumen

    págs. 611-623

    

  • Wealth effects to bidding companies from regulatory interventions in the UK

    Edward Jones, Jonathan Crook

    • Resumen

    págs. 625-634

    

  • Valuation effects of new equity issues by banks: evidence from Japan

    Hiroyuki Aman, Hironobu Miyazaki

    • Resumen

    págs. 635-645

    

  • Monetary policy and interest rate rigidity in China

    M.-H. Liu, D. Margaritis, Alireza Tourani-Rad

    • Resumen

    págs. 647-657

    

  • Cross-ownership, takeover threat and control benefit

    D. Kim, Taeyoon Sung

    • Resumen

    págs. 659-667

    

  • Partial auction, pricing information and price adjustment in the IPO's aftermarket: an empirical study of TAIEX-listing firms

    Gili Yen, Ching-Lung Chen

    • Resumen

    págs. 669-680

    

  • Seasonality tests on the Shanghai and Shenzhen stock exchanges: an empirical analysis

    Asli K. Ogune, S. Nippani, Kenneth M. Washer

    • Resumen

    págs. 681-692

    

  • Impact of bond index revisions

    Wassim Dbouk, L. Kryzanowski

    • Resumen

    págs. 693-702

    

  • Corporate ownership and the information content of earnings in Poland

    Adriana Korczak, Piotr orczak

    • Resumen

    págs. 703-717

    

  • Disaggregating marketplace attitudes toward risk: a contingent-claim-based model

    Edwin H. Neave, Jun Yang

    • Resumen

    págs. 719-733

    

  • Examining market efficiency for large- and small-capitalization of TOPIX and FTSE stock indices

    Jui-Cheng Hung, Yen-Hsien Lee, Tung-Yueh Pai

    • Resumen

    págs. 735-744

    

  • Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure

    Victor Pontines, Reza Y. Siregar

    • Resumen

    págs. 745-752

    

  • Uncertainty and total factor productivity in the Taiwanese banking industry

    Cliff J. Huang, Tsu-Tan Fu

    • Resumen

    págs. 753-766

    
• 

  Año 2009, Vol. 19, Número 10-12

  • Highs and lows: a behavioural and technical analysis

    B. Mizrach, Susan Weerts

    • Resumen

    págs. 767-777

    

  • Defining the level of abnormal return underperformance that exists for issuers of high-yield bonds

    David R. Wolfe

    • Resumen

    págs. 779-794

    

  • The myth of executive compensation: do shareholders get what they pay for?

    Mark Bayless

    • Resumen

    págs. 795-808

    

  • Financial liberalization, stock market volatility and outliers in emerging economies

    Juncal Cuñado Eizaguirre, Javier Gómez Biscarri, Fernando Pérez de Gracia Hidalgo

    • Resumen

    págs. 809-823

    

  • To be good or to be better: asset managers' attitudes towards herding

    Torben Lütje

    • Resumen

    págs. 825-839

    

  • ATM networks and cash usage

    Heli Snellman, Matti Viren

    • Resumen

    págs. 841-851

    

  • Systematic liquidity, characteristic liquidity and asset pricing

    Duong Nguyen, Tribhuvan N. Puri

    • Resumen

    págs. 853-868

    

  • Uncollateralized overnight lending in Canada

    Scott Hendry, Nadja Kamhi

    • Resumen

    págs. 869-880

    

  • Calendar anomolies and stock market volatility in selected Arab stock exchanges

    Ahmed Kamaly, Eskandar A. Tooma

    • Resumen

    págs. 881-892

    

  • Effect of wind on stock market returns: evidence from European markets

    Hui-Chu Shu, M.-W. Hung

    • Resumen

    págs. 893-904

    

  • Volatility changes in drachma exchange rates

    P.L. Chelley-Steeley, Nikolaos Tsorakidis

    • Resumen

    págs. 905-916

    

  • Integration at a cost: evidence from volatility impulse response functions

    Ekaterini Panopoulou, Theologos Pantelidis

    • Resumen

    págs. 917-933

    

  • Momentum profits, nonnormality risks and the business cycle

    Ana María Fuertes Eugenio, J. Miffre, Wooi-Hou Tan

    • Resumen

    págs. 935-953

    

  • Concentrated control and corporate value: a comparative analysis of single and dual class structures in Canada

    B. F. Smith, Ben Amoako-Adu, Madhu Kalimipalli

    • Resumen

    págs. 955-974

    

  • Did capital market convergence lower the effectiveness of monetary policy?

    Pieter W. Jansen

    • Resumen

    págs. 975-984

    

  • Are the Basel II requirements justified in the presence of structural breaks?

    Pär Sjölander

    • Resumen

    págs. 985-998

    

  • Financial development and economic growth: evidence from transition economies

    Alexandr Akimov, Albert Wijewera, Brian Dollery

    • Resumen

    págs. 999-1008

    

  • Evidence on inefficiency of the Euribor option market

    I.-Doun Kuo, Yueh-Neng Lin

    • Resumen

    págs. 1009-1017

    
• 

  Año 2009, Vol. 19, Número 13-15

  • Extreme dependence in the NASDAQ and S&P 500 composite indexes

    John W. Galbraith, Serguei Zernov

    • Resumen

    págs. 1019-1028

    

  • The size and composition of corporate boards in Hong Kong, Malaysia and Singapore

    Richard Heaney

    • Resumen

    págs. 1029-1041

    

  • Capital market integration: evidence from the G7 countries

    David Morelli

    • Resumen

    págs. 1043-1057

    

  • An out-of-sample comparative analysis of hedging performance of stock index futures: dynamic versus static hedging

    Ming Jing Yang, Yi-Chuan Lai

    • Resumen

    págs. 1059-1072

    

  • Divestitures: wealth transfers or real economic gains?

    Abdul-Magid Gadad, Andrew W. Stark, Hardy Thomas

    • Resumen

    págs. 1073-1081

    

  • Distribution of extreme changes in Asian currencies: tail index estimates and value-at-risk calculations

    Raj Aggarwal, M. Qi

    • Resumen

    págs. 1083-1102

    

  • Intraday evidence of the informational efficiency of the yen/dollar exchange rate

    Kentaro Iwatsubo, Yoshihiro Kitamura

    • Resumen

    págs. 1103-1115

    

  • Monetary models of exchange rates and sweep programs

    Rakesh K. Bissoondeeal, Jane M. Binner, Thomas Elger

    • Resumen

    págs. 1117-1129

    

  • The predictive power of the term spread revisited: a change in the sign of the predictive relationship

    Javier Gómez Biscarri

    • Resumen

    págs. 1131-1142

    

  • Macroeconomic considerations in regional reserve pooling

    Leong Fee Wan, Yen Li Chee

    • Resumen

    págs. 1143-1157

    

  • Optimal modelling frequency for foreign exchange volatility forecasting

    Vincent J. Hooper, Jonathan J. Reeves

    • Resumen

    págs. 1159-1162

    

  • Optimal market indices using value-at-risk: a first empirical approach for three stock markets

    Jordi Andreu, Salvador Torra

    • Resumen

    págs. 1163-1170

    

  • A study of the predictive performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange: sensitivity analysis and implications for weak-form market efficiency testing

    Alexandros E. Milionis, Evangelia Papanagiotou

    • Resumen

    págs. 1171-1186

    

  • Equities, liquidity and consumption: does the stock market matter?

    Sohrab Abizadeh, Dennis Ng

    • Resumen

    págs. 1187-1196

    

  • Common volatility across Latin American foreign exchange markets

    Isabel Ruiz

    • Resumen

    págs. 1197-1211

    

  • Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics?

    Ben R. Marshall, Sun Qian, Martin Young

    • Resumen

    págs. 1213-1221

    

  • A nonparametric general equilibrium estimation of covered interest rate arbitrage for western European countries during the pre-euro period: a behavioural perspective

    Hsiou-Wei Lin, Yun Chiang Tai

    • Resumen

    págs. 1223-1237

    

  • Intraday characteristics of stock price crashes

    M. Ammann, S. Kessler

    • Resumen

    págs. 1239-1255

    

  • An empirical extension of Rock's IPO underpricing model to three distinct groups of investors

    Anna P. I. Vong, Duarte Trigueiros

    • Resumen

    págs. 1257-1268

    
• 

  Año 2009, Vol. 19, Número 16-18

  • Idiosyncratic volatility and stock returns: a cross country analysis

    Kuntara Pukthuanthong-Le, N. Visaltanachoti

    • Resumen

    págs. 1269-1281

    

  • Corporate social responsibility and stock market performance

    Leonardo Becchetti, Rocco Ciciretti

    • Resumen

    págs. 1283-1293

    

  • Decisions of domestic equity fund investors: determinants and search costs

    Luis Ferruz Agudo, Cristina Ortiz, José Luis Sarto Marzal

    • Resumen

    págs. 1295-1304

    

  • Modelling skewness and elongation in financial returns: the case of exchange-traded funds

    Sanjiv Jaggia, Alison Kelly-Hawke

    • Resumen

    págs. 1305-1316

    

  • Efficiency and productivity of Greek banks in the EMU era

    G. Chortareas, Claudia Girardone, Alexia Ventouri

    • Resumen

    págs. 1317-1328

    

  • Essay in dividend modelling and forecasting: does nonlinearity help?

    Fredj Jawadi

    • Resumen

    págs. 1329-1343

    

  • Pragmatic problems in using beta for managerial finance applications

    Elvan Aktas, Wm R. McDaniel

    • Resumen

    págs. 1345-1354

    

  • The 'other' January effect and the presidential election cycle

    Ray R. Sturn

    • Resumen

    págs. 1355-1363

    

  • Does pecking order theory explain leverage behaviour in Pakistan?

    Muhammad Azeem Qureshi

    • Resumen

    págs. 1365-1370

    

  • Realized betas and the cross-section of expected returns

    Claudio Morana

    • Resumen

    págs. 1371-1381

    

  • Myopic loss aversion, bond returns and the equity premium puzzle

    Philip Jagd, Jakob B. Madsen

    • Resumen

    págs. 1383-1390

    

  • Order imbalance, market returns and volatility: evidence from Thailand during the Asian crisis

    N. Visaltanachoti, Robin Luo

    • Resumen

    págs. 1391-1399

    

  • Price calibration and hedging of correlation dependent credit derivatives using a structural model with a-stable distributions

    Jochen Papenbrok, S.T. Rachev, Markus Höchstötter, F.J. Fabozzi

    • Resumen

    págs. 1401-1416

    

  • Central bank intervention and foreign exchange markets

    Dave Serattan, Nicola Spagnolo

    • Resumen

    págs. 1417-1432

    

  • Do the financial statements of intangible-intensive companies hold less information content for investors?

    Ian Fraser, Heather Tarbert, Kai Hong Tee

    • Resumen

    págs. 1433-1438

    

  • Is there a puzzle in the failure of venture capital backed portfolio companies?

    Khaled Abdou, Oscar Varela

    • Resumen

    págs. 1439-1452

    

  • Ownership structure and the separation of voting and cash flow rights-evidence from Switzerland

    Markus M. Schmid

    • Resumen

    págs. 1453-1476

    

  • The value of a merger and its optimal timing

    Masaya Okawa, Motoh Tsujimura

    • Resumen

    págs. 1477-1485

    

  • Market power versus efficient-structure in Arab GCC banking

    Saeed Al-Muharrami, Kent Matthews

    • Resumen

    págs. 1487-1496

    

  • Central bank intervention and exchange rate volatility in Pakistan: an analysis using GARCH-X model

    Muhammad Kashif Ali Shah, Zulfiqar Hyder, Muhammad Khalid Pervaiz

    • Resumen

    págs. 1497-1508

    

  • Spillover effects from London and Frankfurt to Central and Eastern European stock markets

    Barry Harrison, Wiston Moore

    • Resumen

    págs. 1509-1521

    
• 

  Año 2009, Vol. 19, Número 19-21

  • Takeovers of newly public targets

    A. Akhigbe, Surendranath Jory, Jeff Madura

    • Resumen

    págs. 1523-1530

    

  • Efficiency of transition banks: inter-country banking industry trends

    A. Kenjegalieva, Richard Simper, Thomas G. Weyman-Jones

    • Resumen

    págs. 1531-1546

    

  • Pricing of liquidity risk: empirical evidence from Finland

    M. Vaihekoski

    • Resumen

    págs. 1547-1557

    

  • Stock portfolio selection with full-scale optimization and differential evolution

    Björn Hagströmer, Jane M. Binner

    • Resumen

    págs. 1559-1571

    

  • Idiosyncratic volatility and security returns: Australian evidence

    Bernard Bollen, Anthony Skotnicki, Madhu Veeraraghavan

    • Resumen

    págs. 1573-1579

    

  • Board structure, ownership structure and firm performance: evidence from banking

    Mohamed Belkhir

    • Resumen

    págs. 1581-1593

    

  • Spillovers and correlations between US and major European stock markets: the role of the euro

    C.S. Savva, Denise R. Osborn, Len Gill

    • Resumen

    págs. 1595-1604

    

  • Seasonality in stock returns

    Eric Bentzen

    • Resumen

    págs. 1605-1610

    

  • Firms' investment under financial constraints: a euro area investigation

    Rozália Pál, Roman Kozhan

    • Resumen

    págs. 1611-1624

    

  • Liberalization of capital controls and interest rates restrictions in the EU-15: did it affect economic growth?

    Diego Romero Ávila

    • Resumen

    págs. 1625-1648

    

  • Herding behaviour in strategic asset allocations: new approaches on quantitative and intertemporal imitation

    Laura Andreu Sánchez, Cristina Ortiz, José Luis Sarto Marzal

    • Resumen

    págs. 1649-1659

    

  • Competitive investors, trade timing and price discovery

    Jung-Juei Lee, Lon-Ping Zu, Ming-Chang Wang, Chau-Jung Kuo

    • Resumen

    págs. 1661-1674

    

  • NYSE Rule 80A restrictions on index arbitrage and market linkage

    A. Tolga Ergün

    • Resumen

    págs. 1675-1685

    

  • Ownership structure and the likelihood of financial distress in the Netherlands

    Han Donker, Bernard Santen, Saif Zahir

    • Resumen

    págs. 1687-1696

    

  • Output versus salient impact in financial economics

    Rose M. Prasad, Benjamín Prasad

    • Resumen

    págs. 1697-1704

    

  • An analysis of the price dynamics between the Turkish and the international paintings markets

    Erdal Atukeren, Aylin Seçkin

    • Resumen

    págs. 1705-1714

    

  • The dual-tranche offer mechanism in Hong Kong and the characteristics of IPO subscription demand and initial return levels

    Paul B. McGuinness

    • Resumen

    págs. 1715-1736

    

  • Trading volume and information asymmetry: routine versus nonroutine earnings announcements in Australia

    Thusitha Mahipala, Howard Chan, Robert Faff

    • Resumen

    págs. 1737-1752

    

  • The ex-interest behaviour of UK gilt prices

    Lynn Hodgkinson, Jo Wells

    • Resumen

    págs. 1753-1760

    

  • Multiperiod dynamic investment for a generalized situation

    Hung-Hsi Huang, David G. Jou

    • Resumen

    págs. 1761-1766

    
• 

  Año 2009, Vol. 19, Número 22-24

  • Earnings management practices among growth and value firms

    Pawan Madhogarhia, Ninon K. Sutton, Theodor Kohers

    • Resumen

    págs. 1767-1778

    

  • Oops, we should have diversified!

    Shamila A. Jayasuriya, William Shambora

    • Resumen

    págs. 1779-1785

    

  • The impact of foreign equity investment flows on global linkages of the Asian emerging equity markets

    S.S. Poshakwale, C. Thapa

    • Resumen

    págs. 1787-1802

    

  • Transfiguration of the foreign exchange market since the Euro introduction

    Liu Zhentao, Kazumi Asako

    • Resumen

    págs. 1803-1812

    

  • Interest-rate risk factor and stock returns: a time-varying factor-loadings model

    Peng Huang, C. James Hueng

    • Resumen

    págs. 1813-1824

    

  • Using the artificial neural network to assess bank credit risk: a case study of Indonesia

    Maximilian J. B. Hall, Dadang Muljawan, Lolita Moorena

    • Resumen

    págs. 1825-1846

    

  • Linkages between Shanghai and Hong Kong stock indices

    Shenqiu Zhang, Iván Paya, David A. Peel

    • Resumen

    págs. 1847-1857

    

  • Panel cointegration of Chinese A and B shares

    Niklas Ahlgren, Bo Sjö, Jianhua Zhang

    • Resumen

    págs. 1859-1871

    

  • Can political factors explain the behaviour of stock prices beyond the standard present value models?

    Tomasz Piotr Wisniewski

    • Resumen

    págs. 1873-1884

    

  • The structure of retail markets: what do we learn from bank-specific rates?

    Shelagh Heffernan, Xiaoqing (Maggie) Fu

    • Resumen

    págs. 1885-1898

    

  • Time-variation in the value premium and the CAPM: evidence from European markets

    Spyros Spyrou, Konstantinos Kassimatis

    • Resumen

    págs. 1899-1914

    

  • The efficiency of the stock market in the CARICOM sub-region: an empirical study

    Patrick Kent Watson

    • Resumen

    págs. 1915-1924

    

  • The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices

    Ingo Fender, Martin Scheicher

    • Resumen

    págs. 1925-1945

    

  • Does the stock market react to unexpected inflation differently across the business cycle?

    Chao Wei

    • Resumen

    págs. 1947-1959