Applied financial economics

• 

  Año 2013, Vol. 23, Número 1-3

  • Are bank mergers procyclical or countercyclical? Theory and evidence from Taiwan

    Wen-Chung Guo

    • Resumen

    págs. 1-14

    

  • Testing for contagion in US industry portfolios' a four-factor pricing approach

    G. Milunovich, Antony Tan

    • Resumen

    págs. 15-26

    

  • Testing for causality between the gold return and stock market performance: evidence for 'gold investment in case of emergency'

    Takashi Miyazaki, Shigeyuki Hamori

    • Resumen

    págs. 27-40

    

  • Foreign ownership and firm performance: evidence from Japan's electronics industry

    Makoto Nakano, Pascal Nguyen

    • Resumen

    págs. 41-50

    

  • Momentum investing across economic states: evidence of market inefficiency in good times

    Y. Hammami

    • Resumen

    págs. 51-56

    

  • Realized volatility forecasting: empirical evidence from stock market indices and exchange rates

    Linlan Xiao

    • Resumen

    págs. 57-69

    

  • Sustainability membership and stock price: an empirical study using the Morningstar-SRI Index

    Miwa Nakai, Keiko Yamaguchi, Kenji Takeuchi

    • Resumen

    págs. 71-77

    

  • Are commodity markets characterized by herd behaviour?

    Marie Steen, Ole Gjolberg

    • Resumen

    págs. 79-90

    

  • Extreme risk spillover among international REIT markets

    Jian Zhou

    • Resumen

    págs. 91-103

    

  • Evaluating forecast performances of the quantile autoregression models in the present global crisis in international equity markets

    Quing Xu, Terry Childs

    • Resumen

    págs. 105-117

    

  • Optimal diversification across mutual funds

    David Moreno, Rosa Rodríguez López

    • Resumen

    págs. 119-122

    

  • A reassessment of stock market integration in SADC: the determinants of liquidity and price discovery in Namibia

    Bruce Hearn, Jenifer Piesse

    • Resumen

    págs. 123-138

    

  • What caused the equity withdrawal mechanism? An investigation using threshold cointegration and error correction

    Antonio Paradiso

    • Resumen

    págs. 139-148

    

  • The ex-date effect of rights issues: evidence from the Italian stock market

    Enrica Bolognesi, Angela Gallo

    • Resumen

    págs. 149-164

    

  • The impact of hedging with derivative instruments on reported earnings volatility

    N. Beneda

    • Resumen

    págs. 165-179

    

  • Middle Eastern stock markets: absolute, evolving and relative efficiency

    Kinga Niemczak, Graham Smith

    • Resumen

    págs. 181-198

    

  • Diversification potential of ADRs, country funds and underlying stocks across economic conditions

    Stanley Peterburgsky, Yini Yang

    • Resumen

    págs. 199-219

    

  • Lockup clauses in Italian IPOs

    Dmitri Boreiko, Stefano Lombardo

    • Resumen

    págs. 221-231

    

  • Revisiting the pricing of commodity futures and forwards

    Marco Realdon

    • Resumen

    págs. 233-240

    

  • The failure of risk management for nonfinancial companies in the context of the financial crisis: lessons from Aracruz Celulose and hedging with derivatives

    Rodrigo Zeidan, Bruno Rodrigues

    • Resumen

    págs. 241-250

    

  • Financial turbulence and beta estimation

    Dave Berger

    • Resumen

    págs. 251-263