Applied financial economics

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  Año 2013, Vol. 23, Número 16-18

  • The influence of blockownership level and identity on board composition: evidence from the New Zealand market

    Bruce Burton, Abeyratna Gunasekarage, Jayanthi Kumarasiri

    • Resumen

    págs. 1287-1299

    

  • Investor sentiment and stock prices in the subprime mortgage crisis

    Alexander F. Wolff

    • Resumen

    págs. 1301-1309

    

  • Does federal funds futures rate contain information about the treasury bill rate?

    N. K. Kishor

    • Resumen

    págs. 1311-1324

    

  • Detecting financial predators ahead of time: a two-group longitudinal study

    Olivier Mesly

    • Resumen

    págs. 1325-1336

    

  • AIG's announcements, Fed's innovation, contagion and systemic risk in the financial industries

    M. Faisal Safa

    • Resumen

    págs. 1337-1348

    

  • The impact of double taxation on small firms' cash holdings

    Hui Di, Steven Allen Hanke

    • Resumen

    págs. 1349-1359

    

  • A Basel perspective on bank leverage

    M. A. Petersen, J. B. Maruping, Janine Mukuddem-Petersen, L. N. P. Hlastshwayo

    • Resumen

    págs. 1361-1369

    

  • Street-smart asset pricing

    Vinay Asthana

    • Resumen

    págs. 1371-1381

    

  • Change in governance environment and firm performance: evidence from foreign firms deregistering from the US

    Ting Yang

    • Resumen

    págs. 1383-1391

    

  • Market closings and concentration of stock trading: an empirical analysis

    P. V. (Sundar) Balakrishnan, A. Steven Holland, James M. Miller, S. Gowri Shankar

    • Resumen

    págs. 1393-1398

    

  • Testing purchasing power parity in a DFA rolling Hurst framework: the case of 23 OECD countries

    Periklis Gogas, Theophilos Papadimitriou, Georgios Sarantitis

    • Resumen

    págs. 1399-1406

    

  • Inefficient pricing from holdover bias in NFL point spread markets

    A. Fodor, Michael DiFilippo, Kevin Krieger, Justin Davis

    • Resumen

    págs. 1407-1418

    

  • Interest rate and stock return volatility indices for the Eurozone. Investors' gauges of fear during the recent financial crisis

    Raquel López García, E. Navarro

    • Resumen

    págs. 1419-1432

    

  • The twin faces of emerging Asia's currency forward markets in an imperfect setting

    Suresh Ramanathan, Kian-Teng Kwek

    • Resumen

    págs. 1433-1446

    

  • A simple approach to valuing a multinational firm's tax shields

    Axel Pierru, T. Atallah

    • Resumen

    págs. 1447-1455

    

  • Can you capitalize on the turn-of-the-year effect?

    S. Beyer, Luis Garcia-Feijóo, Gerald R. Jensen

    • Resumen

    págs. 1457-1468

    

  • Market overreaction and underreaction: tests of the directional and magnitude effects

    F.J. Fabozzi, Chun-Yip Fung, Kim Lam, Wing-Keung Wong

    • Resumen

    págs. 1469-1482

    

  • Principal component measures of exchange market pressure: comparisons with variance-weighted measures

    Scott W. Hegerty

    • Resumen

    págs. 1483-1495