Applied financial economics

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  Año 2008, Vol. 18, Número 13-15

  • Financial development and economic growth: a symbiotic relationship

    Jagdish Handa, Shubha Rahman Khan

    • Resumen

    págs. 1033-1049

    

  • The market response to information quality shocks: the case of Enron

    Peter G. Dunne, Haim Falk, John Forker, Ronan Powell

    • Resumen

    págs. 1051-1066

    

  • Mergers and acquisitions waves in the UK: a Markov-switching approach

    Marcelo Resende

    • Resumen

    págs. 1067-1074

    

  • Nonlinear short-run adjustments in US stock market returns

    Tsangyao Chang, Ming Jing Yang, Chien-Chung Nieh, Chi-Chen Chiu

    • Resumen

    págs. 1075-1083

    

  • Conditional confidence intervals for the equity premium and other rates

    Samih Antoine Azar

    • Resumen

    págs. 1085-1089

    

  • Is Baumol's 'square root law' still relevant? evidence from micro-level data

    David Bounie, Abel François

    • Resumen

    págs. 1091-1098

    

  • What factors drive IPO aftermarket risk?

    Katherine Gleason, J. Johnston, J. Madura

    • Resumen

    págs. 1099-1110

    

  • Hot IPOs can damage your long-run wealth!

    Jerry Coakley, Leon Hadass, Andrew Wood

    • Resumen

    págs. 1111-1120

    

  • Bank efficiency and share performance: evidence from Greece

    F. Pasiouras, Aggeliki Liadaki, Constantin Zopounidis

    • Resumen

    págs. 1121-1130

    

  • Client profiles and access to retail bank services in South Africa

    Charles Okeahalam

    • Resumen

    págs. 1131-1146

    

  • The pricing and impact of rights issues of equity in Australia

    S. Owen, J.-A. Suchard

    • Resumen

    págs. 1147-1160

    

  • The impact of listing stock options on the underlying securities: the case of Taiwan

    Dar-Hsin Chen, Po-Hsun Chang

    • Resumen

    págs. 1161-1172

    

  • Estimating banks' equity duration: a panel cointegration approach

    Abdulnasser Hatemi-J., Eduardo D. Roca

    • Resumen

    págs. 1173-1180

    

  • Exchange rate uncertainty and corporate values: evidence from Taiwan

    Chien-Chung Nieh, Jeng-Bau Lin, Yu-shan Wang

    • Resumen

    págs. 1181-1192

    

  • International transmissions in US-Japanese stock markets

    Youta Ishii

    • Resumen

    págs. 1193-1200

    

  • Estimating stock market volatility using asymmetric GARCH models

    Dima Alberg, Haim Shalit, Rami Yosef

    • Resumen

    págs. 1201-1208

    

  • The impact of unsecured debt on financial pressure among British households

    Ana del Río, Garry Young

    • Resumen

    págs. 1209-1220

    

  • Nonlinear adjustment of investors' holding periods for common stocks in the presence of unobserved transactions costs: evidence from the UK equity market

    V. Boinet, A. Gregoriou, Christos P. Ioannidis

    • Resumen

    págs. 1221-1231

    

  • Degree of market imperfections: evidence from four Asian index futures markets

    Janchung Wang

    • Resumen

    págs. 1233-1246

    

  • Simulating convertible bond arbitrage portfolios

    Mark C. Hutchinson, Liam A. Gallagher

    • Resumen

    págs. 1247-1262

    

  • Revisiting East Asian exchange rates: the same spirit under a different sky

    Cem Payaslioglu

    • Resumen

    págs. 1263-1276