Applied financial economics

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  Año 2012, Vol. 22, Número 19-21

  • Identifying and evaluating horizontal support and resistance levels: an empirical study on US stock markets

    Achilleas Zapranis, Prodromos E. Tsinaslanidis

    • Resumen

    págs. 1571-1585

    

  • Price discovery for Chinese shares cross-listed in multiple markets

    P.L. Chelley-Steeley, James M. Steeley

    • Resumen

    págs. 1587-1601

    

  • Volatility transmission across stock index futures when there are structural changes in return variance

    Po-Kai Huang

    • Resumen

    págs. 1603-1613

    

  • Output and stock prices: an examination of the relationship over 200 years

    David G. McMillan, Mark E. Wohar

    • Resumen

    págs. 1615-1629

    

  • Sentiment changes, stock returns and volatility: evidence from NYSE, AMEX and NASDAQ stocks

    Spyros Spyrou

    • Resumen

    págs. 1631-1646

    

  • Determinants of bank net interest margins in Fiji, a small island developing state

    Neelesh Gounder, Parmendra Sharma

    • Resumen

    págs. 1647-1654

    

  • Dynamic asset beta measurement

    Brandon Chen, Jonathan J. Reeves

    • Resumen

    págs. 1655-1664

    

  • Innovation activity and corporate financing: evidence from a developing economy

    Ann Ling-Ching Chan

    • Resumen

    págs. 1665-1678

    

  • Published, not perished, but has anybody read it? Citation success of finance research articles

    Agnieszka Bielinska-Kwapisz

    • Resumen

    págs. 1679-1695

    

  • A time dynamic pair copula construction: with financial applications

    Andrew Vesper

    • Resumen

    págs. 1697-1711

    

  • Real convergence in Latin America: a fractionally integrated approach

    Astrid Ayala, Juncal Cuñado Eizaguirre, Luis Alberiko Gil Alaña

    • Resumen

    págs. 1713-1717

    

  • Financial development and economic growth: an empirical investigation of the role of banks and institutional investors

    Laurent Cavenaile, Danielle Sougné

    • Resumen

    págs. 1719-1725

    

  • What do we know about capital structure?: Revisiting the impact of debt ratios on some firm-specific factors

    E.C. Charalambakis, D. Psychoyios

    • Resumen

    págs. 1727-1742

    

  • The behaviour of the distributions of stock returns: an analysis of the European market using the Pearson system of continuous probability distributions

    F. Pizzutilo

    • Resumen

    págs. 1743-1752

    

  • Market timing of corporate debt issuance: prediction or reaction?

    Bilei Zhou, Jie (Michael) Guo, Xiaohong Chen, Tian Yang

    • Resumen

    págs. 1753-1769

    

  • Kyoto Protocol and capital structure: a comparative study of developed and developing countries

    Naiwei Chen, Wan-Ting Wang

    • Resumen

    págs. 1771-1786

    

  • The impact of the GST on mortgage yield spreads of Australian banks

    Allen Huang, Benjamin Liu

    • Resumen

    págs. 1787-1797

    

  • Measuring firm-specific informational efficiency without conditioning on a public announcement

    Yu Cong, Murugappa Krishnan

    • Resumen

    págs. 1799-1809

    

  • Effectiveness of intervention in a small emerging market: an event study approach

    Hyginus Leon, Oral H. Williams

    • Resumen

    págs. 1811-1820

    

  • Heterogeneity and anchoring in financial markets

    Yoshiyuki Nakazono

    • Resumen

    págs. 1821-1826

    

  • Optimal responsible investment

    Pernille Jessen

    • Resumen

    págs. 1827-1840