Applied financial economics

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  Año 2011, Vol. 21, Número 16-18

  • Estimating minimum and maximum fares of leased transport services

    Carlos Henrique Eça D' Almeida Rocha, Luiz Ricardo Cavalcante, Luiz Guilherme de Oliveira

    • Resumen

    págs. 1159-1162

    

  • Conditional strike prices of covered call and uncovered put strategies

    O. Stotz

    • Resumen

    págs. 1163-1174

    

  • Dividend smoothing when firms distribute most of their earnings as dividends

    K.H. Al-Yahyaee, T.M. Pham, T.S. Walter

    • Resumen

    págs. 1175-1183

    

  • Measuring mutual fund asymmetric performance in changing market conditions: evidence from a Bayesian threshold model

    Chih-Chiang Wu

    • Resumen

    págs. 1185-1204

    

  • Cross-border bank lending versus FDI in Africa's growth story

    Jose Brambila Macias, Isabella Massa, V. Murinde

    • Resumen

    págs. 1205-1213

    

  • Hedging performance of the Libor market model: the cap market case

    Sami Attaoui

    • Resumen

    págs. 1215-1223

    

  • Hedge fund activism: insights from a French clinical study

    Véronique Bessière, Michael Kaestner, Anne-Laurence Lafont

    • Resumen

    págs. 1225-1234

    

  • The euro and the volatility of exchange rates

    Amalia Morales Zumaquero, Simón Sosvilla Rivero

    • Resumen

    págs. 1235-1253

    

  • Dynamic portfolio frontier in a mean-variance framework

    Ching-Ping Wang, Hung-Hsi Huang, David Jou i Mirabent

    • Resumen

    págs. 1255-1261

    

  • Is the US demand for money unstable?

    B.Bhaskara Rao, Saten Kumar

    • Resumen

    págs. 1263-1272

    

  • Can consumption-based asset pricing models explain the cross-section of investment funds returns?

    Benjamin R. Auer

    • Resumen

    págs. 1273-1279

    

  • Household portfolio behaviour: evidence from Middle East economies

    Bashar Al-Zu'bi, V. Murinde

    • Resumen

    págs. 1281-1289

    

  • Fiscal variables and bond spreads � evidence from Eastern European countries and Turkey

    Christiane Nickel, Philipp Rother, Jan-Christoph Ruelke

    • Resumen

    págs. 1291-1307

    

  • The enigma of noninterest income convergence

    A. A. Antzoulatos, Ekaterini Panopoulou, C. Tsoumas

    • Resumen

    págs. 1309-1316

    

  • Analysts� awareness of systematic bias in management earnings forecasts

    Koji Ota

    • Resumen

    págs. 1317-1330

    

  • Robust and fragile firm-specific determinants of the capital structure of Chinese firms

    Imad A. Moosa, Larry Li, Tony Naughton

    • Resumen

    págs. 1331-1343

    

  • Risk aversion as a technology factor in the production function

    David C. Black, Michael R. Dowd

    • Resumen

    págs. 1345-1354

    

  • Stock and bond market interactions with two regime shifts: evidence from Turkey

    Pinar Evrim-Mandaci, Hakan Kahyaoglu, Efe Caglar Cagli

    • Resumen

    págs. 1355-1368

    

  • Is the 52-week high effect as strong as momentum? Evidence from developed and emerging market indices

    Graham Bornholt, Mirela Malin

    • Resumen

    págs. 1369-1379

    

  • The role of sorting portfolios in asset-pricing models

    J. Ernstberger, H. Haupt, Oliver Vogler

    • Resumen

    págs. 1381-1396