Applied financial economics

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  Año 2007, Vol. 17, Número 10-12

  • Are commodity prices mean reverting?

    Henrik Andersson

    • Resumen

    págs. 769-783

    

  • The impact of family ownership and dual class shares on takeover risk

    M. Holmen, Eugene Nivorozhkin

    • Resumen

    págs. 785-804

    

  • Stock return dynamics and stock market interdependencies

    Ekaterini Tsouma

    • Resumen

    págs. 805-825

    

  • Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners

    Abdulnasser Hatemi-J., Eduardo D. Roca

    • Resumen

    págs. 827-835

    

  • Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities

    Sheng-Yung Yang

    • Resumen

    págs. 837-853

    

  • Designing deposit insurance scheme under asymmetric information with double liability option

    Rafiqul Bhuyan, Yuxing Yan

    • Resumen

    págs. 855-870

    

  • The relationship between capital investment and R&D spending: a panel cointegration analysis

    Jeroen P. J. de Jong

    • Resumen

    págs. 871-880

    

  • Does foreign ownership foster bank performance?

    Robert Lensink, I. Naaborg

    • Resumen

    págs. 881-885

    

  • Bid-ask spread, strike prices and risk-neutral densities

    X. Liu

    • Resumen

    págs. 887-900

    

  • Assessments of the program for financial revival of the Japanese banks

    Tatsuyoshi Miyakoshi, Yoshihiko Tsukuda

    • Resumen

    págs. 901-912

    

  • Intraday pattern in liquidity covariation: evidence from NYSE listed firms

    Mohsen Saad, Ali F. Darrat

    • Resumen

    págs. 913-919

    

  • Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965-1998

    Francisco J. Ledesma Rodríguez, Manuel Navarro Ibáñez, Jorge V. Pérez Rodríguez, Simón Sosvilla Rivero

    • Resumen

    págs. 921-932

    

  • Asset pricing models: a comparison

    Edward R. Lawrence, John Geppert, Arun J. Prakash

    • Resumen

    págs. 933-940

    

  • Monetary policy rules under a fixed exchange rate regime: empirical evidence from China

    S. Wang, Jagdish Handa

    • Resumen

    págs. 941-950

    

  • Testing for infrequent permanent shocks: is the US inflation rate stationary?

    Roger A. Fujihara, Mbodja Mougoué

    • Resumen

    págs. 951-960

    

  • Does downside beta matter in asset pricing?

    Christian S. Pedersen, Soosung Hwang

    • Resumen

    págs. 961-978

    

  • Disentangling the signalling and liquidity effects of stock splits

    Sunil K. Mohanty, Doocheol Moon

    • Resumen

    págs. 979-987

    

  • Capital structure choice in European Union: evidence from the construction industry

    Andreas Feidakis, Antonios Rovolis

    • Resumen

    págs. 989-1002

    

  • An alternative test for weak form efficiency based on technical analysis

    Elaine Y. L. Loh

    • Resumen

    págs. 1003-1012

    

  • The cash flow sensitivity of cash: evidence from Taiwan

    Yi-Chen Lin

    • Resumen

    págs. 1013-1024