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Notes, Comments and Preliminary results |
| Mar 31 2014 |
Stoyu I. Ivanov , Kenneth Leong and Janis K. Zaima |
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Operational Performance of Firms Added to the S&P 500 Index |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 31 2014 |
Amelie Charles and Etienne Redor |
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Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 04 2014 |
Ginny ju-ann Yang , Koyin Chang , Yung-Hsiang Ying and Chen-hsun Lee |
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Spillover Effects of Chinese Stock Markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 14 2014 |
Tobias R. Rühl and Michael Stein |
| |
The impact of financial transaction taxes: Evidence from Italy |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 23 2013 |
Kim man Lui and Terence T. L. Chong |
| |
Do Technical Analysts Outperform Novice Traders: Experimental Evidence |
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Abstract Contact Information Citation Full Text - Note |
| |
| Oct 08 2013 |
Nahoko Mitsuyama and Satoshi Shimizutani |
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Stock market response to women's active participation in Japan: an event study analysis on a disclosing policy |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 04 2013 |
Luca Pennacchio |
| |
The role of venture capital in Italian IPOs |
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Abstract Contact Information Citation Full Text - Note |
| |
| Aug 27 2013 |
Paulo Sergio Ceretta , Alexandre Silva da Costa , Marcelo Brutti Righi and Fernanda Maria Müller |
| |
A 10 min tick volatility analysis between the Ibovespa and the S&P500 |
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Abstract Contact Information Citation Full Text - Note |
| |
| Jul 16 2013 |
Jani Saastamoinen and Niko Suhonen |
| |
Were the European short selling bans of 2011 effective? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 15 2013 |
Peter Molnár |
| |
Uniform price auctions with profit maximizing seller |
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Abstract Contact Information Citation Full Text - Note |
| |
| Jul 11 2013 |
Diogo de Prince and Alexandre Monte |
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What market (spot or future) reflects news first? An analysis in the frequency domain for Brazilian stock market |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 11 2013 |
Gueorgui I. Kolev |
| |
Two gold return puzzles |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 11 2013 |
Enzo Dia and Fabrizio Casalin |
| |
Security issuance and the business cycle |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 11 2013 |
Philippe Bernard and Michel Blanchard |
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The performance of amateur traders on a public internet site: a case of a stock-exchange contest |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 11 2013 |
Pascal Nguyen |
| |
The role of firm performance in the market reaction to divestiture announcements |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 24 2013 |
Elie I Bouri |
| |
Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications |
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Abstract Contact Information Citation Full Text - Note |
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| May 21 2013 |
Renato Bruni , Francesco Cesarone , Andrea Scozzari and Fabio Tardella |
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No arbitrage and a linear portfolio selection model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 13 2013 |
Jean-yves Filbien , Fabien Labondance and Yann Echinard |
| |
Macroeconomic, financial and institutional determinants of Eurozone sovereign crisis - Evidence from daily data |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 21 2013 |
Francisca Beer , Fabrice Hervé and Mohamed Zouaoui |
| |
Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 14 2013 |
Terence t. l. Chong and Xiaolei Wang |
| |
Can analyst predict stock market crashes? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 08 2013 |
Baotai Wang and D. Ajit |
| |
Stock Market and Economic Growth in China |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 08 2013 |
Aymen Ben Rejeb |
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Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility |
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Abstract Contact Information Citation Full Text - Note |
| |
| Dec 24 2012 |
Renato Bruni , Francesco Cesarone , Andrea Scozzari and Fabio Tardella |
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A new stochastic dominance approach to enhanced index tracking problems |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 19 2012 |
Shue-Jen Wu and Wei-Ming Lee |
| |
Predicting the U.S. bear stock market using the consumption-wealth ratio |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 19 2012 |
Ali Mirzaei , Guy Liu and John Beirne |
| |
Market Structure and Bank Profitability: Emerging versus Advanced Economies |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 28 2012 |
Elena D'alfonso and Luigi Moretti |
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The finance-growth nexus in ceec: new evidence from a survey-based indicator of external financial dependence |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 09 2012 |
Jean-michel Sahut , Medhi Mili and Frédéric Teulon |
| |
What is the linkage between real growth in the Euro area and global financial market conditions? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 05 2012 |
Carmine Trecroci |
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Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 14 2012 |
Walid Chkili |
| |
Is currency risk priced for emerging stock markets? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 03 2012 |
Mahalia Jackman |
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Foreign exchange intervention in a small open economy with a long term peg |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 26 2012 |
Hideaki Sakawa and Masato Ubukata |
| |
Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange? |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 03 2012 |
João Caldeira , Guilherme Moura and André A.P. Santos |
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Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 15 2012 |
David G McMillan |
| |
Long-run stock price-house price relation: evidence from an ESTR model |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 10 2012 |
Robert Czudaj and Joscha Beckmann |
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Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 31 2012 |
Xuelong Wang |
| |
Financial Development and Rural-Urban Inequality: Evidence from China |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 23 2012 |
Stoyu I. Ivanov |
| |
Analysis of Firm Risk around S&P 500 Index Changes |
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Abstract Contact Information Citation Full Text - Note |
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| May 20 2012 |
Aymen Belgacem and Amine Lahiani |
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More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 18 2012 |
Hans Bystrom |
| |
Executive compensation based on asset values |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 17 2012 |
Yunmi Kim |
| |
Autoregressive conditional beta |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 24 2012 |
Suresh K. G. , Aviral Kumar Tiwari and Anto Joseph |
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Are the emerging bric stock markets efficient? |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 24 2012 |
Kuang-Liang Chang |
| |
Stock return predictability and stationarity of dividend yield |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 25 2012 |
Jaqueson K. Galimberti and Sergio da Silva |
| |
An empirical case against the use of genetic-based learning classifier systems as forecasting devices |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 20 2012 |
Fabio Pizzutilo |
| |
Use of the Pearson System of Frequency Curves for the Analysis of Stock Return Distributions: Evidence and Implications for the Italian Market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 13 2012 |
Benoît Sévi and César Baena |
| |
A reassessment of the risk-return tradeoff at the daily horizon |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 11 2012 |
Takashi Miyazaki , Yuki Toyoshima and Shigeyuki Hamori |
| |
Exploring the dynamic interdependence between gold and other financial markets |
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Abstract Contact Information Citation Full Text - Note |
| |
| Jan 09 2012 |
Makram El-Shagi |
| |
Protect and survive? Did capital controls help shield emerging markets from the crisis? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 13 2011 |
Go Tamakoshi and Shigeyuki Hamori |
| |
Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 09 2011 |
Wafa Snoussi and Mhamed ali El-aroui |
| |
Impact of Returns Time Dependency on the Estimation of Extreme Market Risk |
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Abstract Contact Information Citation Full Text - Note |
| |
| Nov 28 2011 |
Dean Fantazzini |
| |
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 13 2011 |
Benoît Sévi and César Baena |
| |
Brownian motion vs. pure-jump processes for individual stocks |
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Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2011 |
Chia Ricky Chee-Jiun and Lim Shiok Ye |
| |
Stock Market Anomalies in South Africa and its Neighbouring Countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2011 |
Chia Ricky Chee-Jiun and Lim Shiok Ye |
| |
Twist-of-the-Monday Effect: Evidence from United State and 18 Selected European Union Stock Markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2011 |
Zaichao Du |
| |
Intraday probability of informed trading |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 24 2011 |
Ching-chin Chou and Show-lin Chen |
| |
Integrated or segmented? a wavelet transform analysis on relationship between stock and real estate markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 24 2011 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
| |
Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 09 2011 |
Loredana Ureche-Rangau , Fabien Collado and Ulysse Galiay |
| |
The dynamics of the volatility – trading volume relationship: New evidence from developed and emerging markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 28 2011 |
Loredana Ureche-Rangau and Franck Speeg |
| |
A simple method for variance shift detection at unknown time points |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 27 2011 |
Go Tamakoshi |
| |
European sovereign debt crisis and linkage of long-term government bond yields |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 22 2011 |
Rania Guirat |
| |
Investor behavior heterogeneity in the French stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 16 2011 |
Raul Matsushita and Sergio Da Silva |
| |
A log-periodic fit for the flash crash of May 6, 2010 |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 13 2011 |
Marcelo Brutti Righi and Paulo Sérgio Ceretta |
| |
Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 06 2011 |
Akihiko Noda |
| |
Testing the "Catching up with the Joneses" Model with Consumption Externality in Japan |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 05 2011 |
Cleiton Taufemback , Ricardo Giglio and Sergio Da Silva |
| |
Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 05 2011 |
Virginie Coudert and Hélène Raymond-Feingold |
| |
Gold and financial assets: Are there any safe havens in bear markets? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 05 2011 |
Yun-Shan Dai and Wei-Ming Lee |
| |
The profitability of technical analysis in the Taiwan-U.S. forward foreign exchange market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 12 2011 |
Nikolay Nenovsky , Amine Lahiani and Petar Chobanov |
| |
Empirical Investigation of Systemic Risk in the New EU States |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 20 2011 |
George Milunovich |
| |
Measuring the Impact of the GFC on European Equity Markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 17 2011 |
Atsushi Maki and Kenji Wada |
| |
Estimation of consumption-capital asset pricing model (C-CAPM) with two clusters of consumption expenditures |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 15 2011 |
Walid Chkili and Duc Khuong Nguyen |
| |
Modeling the volatility of Mediterranean stock markets: a regime-switching approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 06 2011 |
Kentaka Aruga and Shunsuke Managi |
| |
Tests on price linkage between the U.S. and Japanese gold and silver futures markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 25 2011 |
Mohamed el hédi Arouri and Fredj Jawadi |
| |
Do on/off time series models reproduce emerging stock market comovements? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 21 2011 |
Christos S Savva |
| |
Modeling interbank relations during the international financial crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 17 2011 |
Yu Hsing |
| |
Impacts of Macroeconomic Variables on the U.S. Stock Market Index and Policy Implications |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 15 2011 |
Chaker Aloui Mr and Ben hamida Hela miss |
| |
Hurst's exponent behaviour, weak-form stock market efficiency
and financial liberalization: the Tunisian case
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 14 2011 |
François Benhmad |
| |
A wavelet analysis of oil price volatility dynamic |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 23 2010 |
Bill M Woodland and Linda M Woodland |
| |
Market Efficiency and the NHL totals betting market: Is there an under bias? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 23 2010 |
Catherine L. McDevitt and James R. Irwin |
| |
Efficient markets: land and slave prices in Henrico County, Virginia, 1782-1863 |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 11 2010 |
Abd Halim Ahmad , Siti Nurazira Mohd Daud and W.N.W. Azman-Saini |
| |
Efficient market hypothesis in emerging markets: Panel data evidence with multiple breaks and cross sectional dependence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 08 2010 |
Kamel malik Bensafta |
| |
Non-stationary Variance and Volatility Causality |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 08 2010 |
Masato Ubukata |
| |
Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 03 2010 |
George Milunovich and Ronald Ripple |
| |
Crude Oil Volatility: Hedgers or Investors |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 21 2010 |
Riccardo Lo Conte |
| |
Debt and interest rates: lessons from european monetary union |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 09 2010 |
Venus Khim-Sen Liew , Zhuo Qiao and Wing-keung Wong |
| |
Linearity and stationarity of G7 government bond returns |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 19 2010 |
Iuliana Matei |
| |
Contagion and causality: an empirical analysis on sovereign bond spreads |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 19 2010 |
Chin-Hong Puah Dr., Muzafar Shah Habibullah Professor Dr. and Venus Khim-Sen Liew |
| |
Is money neutral in stock market? The case of Malaysia |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 16 2010 |
Bolong Cao , Shamila Jayasuriya and William Shambora |
| |
Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 13 2010 |
Yoichi Tsuchiya |
| |
Linkages among precious metals commodity futures prices: evidence from Tokyo |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 11 2010 |
Ryan Compton and Syeed Khan |
| |
An examination of the stability of short-run Canadian stock predictability
|
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 21 2010 |
Arouri Mohamed El Hédi and Jawadi Fredj |
| |
On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 24 2009 |
Juan Gabriel Brida and W. Adrian Risso |
| |
Dynamic and Structure of the Italian stock market based on returns and volume trading |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 24 2009 |
Matei Demetrescu |
| |
Panel unit root testing and the martingale difference hypothesis for German stocks |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 28 2009 |
Juliana Caicedo-llano and Catherine Bruneau |
| |
Co-movements of international equity markets: a large-scale factor model approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 10 2009 |
Arouri Mohamed el hédi and Jamel Jouini |
| |
Analysis of structural breaks in the stock market integration of mexico into world |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 05 2009 |
Mohamed Amine Boutaba |
| |
Investigating efficiency in the U.S sulfur
dioxide permit market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 05 2009 |
Ching-Chun Wei |
| |
An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 03 2009 |
Arouri Mohamed el hédi and Fouquau Julien |
| |
On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 01 2009 |
Mohamed Amine Boutaba |
| |
Dynamic linkages among European carbon markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 23 2009 |
Hock-Ann Lee , Kian-Ping Lim and Venus Khim-Sen Liew |
| |
Is There Any International Diversification Benefits in ASEAN Stock Markets? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 13 2009 |
Shiba Suzuki |
| |
Risks after disasters: a note on the effects of precautionary saving on equity premiums |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 11 2009 |
Aaron Lowen and Chung-Hua Shen |
| |
The random walk hypothesis revisited: evidence from the 16 OECD stock prices |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 22 2009 |
Fredj JAWADI , Nicolas MILLION and Mohamed El hédi Arouri |
| |
Stock market integration in the Latin American markets: further evidence from nonlinear modeling |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 16 2008 |
Guglielmo Maria Caporale , Nikolaos Philippas and Fotini Economou |
| |
Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 17 2008 |
Marielle de Jong and Gilbert Cette |
| |
The rocky ride of break-even inflation rates |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 14 2008 |
Gueorgui I. Kolev |
| |
Forecasting aggregate stock returns using the number of initial public offerings as a predictor |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 14 2008 |
Shyh-Wei Chen |
| |
Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 14 2008 |
William Shambora and Shamila Jayasuriya |
| |
The world is shrinking: Evidence for stock market convergence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 29 2008 |
Terence Tai-Leung Chong , Chen Li and Ho Tin Yu |
| |
Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 29 2008 |
Sandrine LARDIC , Karine MICHALON and François DOSSOU |
| |
Can earnings forecasts be improved by taking into account the forecast bias? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 21 2008 |
Sergio Da Silva and Mauricio Nunes |
| |
Explosive and periodically collapsing bubbles in emerging stockmarkets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 08 2008 |
Andrea Morone |
| |
Comparison of Mean-Variance Theory and Expected-Utility Theory through a Laboratory Experiment |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 11 2008 |
Yu-Lieh Huang and Chia-Wen Ho |
| |
Demarcating stable and turbulent regimes in Taiwan's stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 06 2008 |
Tsangyao Chang and Wen-Chi Liu |
| |
Rational Bubbles in the Korea Stock Market? Further Evidence based on Nonlinear and Nonparametric Cointegration Tests |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 24 2008 |
Chi-Wei Su , Ya-Wen Chang , Yahn-Shir Chen and Hsu-Ling Chang |
| |
The Relationship between Stock Price and EPS: Evidence Based on Taiwan Panel Data |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 21 2008 |
Sergio Da Silva , Raul Matsushita and Ricardo Giglio |
| |
The relative efficiency of stockmarkets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 21 2008 |
Terence Tai-Leung Chong and Sheung Tat Chan |
| |
Structural Change in the Efficiency of the Japanese Stock Market after the Millennium |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 06 2008 |
Duc NGUYEN |
| |
An empirical analysis of structural changes in emerging market volatility |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 27 2008 |
Shyh-Wei Chen |
| |
Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 21 2008 |
Sichong Chen |
| |
Exploring the driving force and price adjustment of the J-REIT market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 05 2008 |
Sergio Da Silva , Roberto Meurer and Caio Guttler |
| |
Is the Brazilian stockmarket efficient? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 05 2008 |
Gerhard Kling |
| |
Disclosure of mergers without regulatory restrictions: Insider trading in pre-1914 Germany |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 19 2007 |
Erdal Atukeren and Aylin Seçkin |
| |
On the valuation of psychic returns to art market investments |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 17 2007 |
Matei Demetrescu |
| |
Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 27 2007 |
Keiichiro Kobayashi and Kengo Nutahara |
| |
Collateralized capital and news-driven cycles |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 19 2007 |
Tsangyao Chang , Yu-Chen Wei and Yang-Cheng Lu |
| |
An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 20 2007 |
Kevin Aretz and David Peel |
| |
Some implications of a quartic loss function |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 15 2007 |
Tao Wang |
| |
Financial Constraints and the Risk-Return Relation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 02 2007 |
Jose Luis de la Cruz and Elizabeth Ortega |
| |
Continuous Time Models of Interest Rate: Testing the Mexican Data (1998-2006) |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 02 2007 |
Venus Khim-Sen Liew , Wing-Keung Wong and Zhuo Qiao |
| |
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 15 2007 |
Yen-Hsien Lee and Chien-Liang Chiu |
| |
The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 12 2007 |
Wen-Hsiu Kuo , Liu-Hsiang Hsu and Ching-Chung Lin |
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The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set |
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Abstract Contact Information Citation Full Text - Note |
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| May 22 2007 |
Yuri Khoroshilov and Anna Dodonova |
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Buying Winners while Holding on to Losers: an Experimental Study of Investors' Behavior |
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Abstract Contact Information Citation Full Text - Note |
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| May 22 2007 |
Quentin Wodon |
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Constructing Fama-French Factors from style indexes: Japanese evidence |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 27 2007 |
Chi-Wei Su , Yahn-Shir Chen and Hsu-Ling Chang |
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Stock Prices and Dividends in Taiwan's Stock Market: Evidence Based on Time-Varying Present Value Model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 18 2007 |
Sergio Da Silva , Annibal Figueiredo , Iram Gleria and Raul Matsushita |
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Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 16 2006 |
Hideaki Sakawa and Naoki Watanabel |
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A Note on Synchronization Risk and Delayed Arbitrage |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 26 2006 |
Diego Nocetti |
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Portfolio Selection with Endogenous Estimation Risk |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 05 2006 |
Erdal Atukeren and Aylin Seçkin |
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Art and the Economy: A First Look at the Market for Paintings in Turkey |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 05 2006 |
Steven Zongshin Liu , Sophia Meiying Lai and Kung-Cheng Lin |
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Stock Market Interdependence and Trade Relations: A Correlation Test for the U.S. and Its Trading Partners |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 03 2006 |
Tsangyao Chang and Yang-Cheng Lu |
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Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 06 2006 |
Benoît Sévi |
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Ederington's ratio with production flexibility |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 06 2005 |
Sergio Da Silva , Newton Da Costa, Jr , Joao Tusi and Andre Santos |
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Evaluating Brazilian mutual funds with stochastic frontiers |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 10 2005 |
Manfred Stadler and Tobias Schuele |
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Signalling Effects of a Large Player in a Global Game of Creditor Coordination |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 06 2005 |
Sergio Da Silva , Jefferson Cunha and Newton Da Costa, Jr |
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Stock selection based on cluster analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 25 2005 |
Jean Fernand Nguema |
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Stochastic dominance on optimal portfolio with one risk-less and two risky assets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 22 2005 |
Gerhard Kling |
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The impact of trading mechanisms and stock characteristics on order processing and information costs: A panel GMM approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 22 2005 |
Kian-Ping Lim and Melvin J. Hinich |
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Non-linear Market Behavior: Events Detection in the Malaysian Stock Market |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 22 2005 |
Yusuke Osaki |
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Dependent background risks and asset prices |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 21 2005 |
Sergio Da Silva , Paulo Ceretta , Silvia Nunes and Newton Da Costa, Jr |
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Stockmarket comovements revisited |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 08 2005 |
Kevin E. Beaubrun-Diant |
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Can a Time-to-Plan Model explain the Equity Premium Puzzle |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 24 2005 |
Min-Hsien Chiang and Chihwa Kao |
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Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 23 2005 |
Kian-Ping Lim and Melvin J. Hinich |
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Cross-temporal universality of non-linear dependencies in Asian stock markets |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 04 2004 |
Vincenzo Costa |
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Risk neutral valuation and uncovered interest rate parity in a stochastic two-country-economy with two goods |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 25 2004 |
Frank Westerhoff and Sebastiano Manzan |
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Does liquidity in the FX market depend on volatility? |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 05 2004 |
Victor Vaugirard |
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A canonical first passage time model to pricing nature-linked bonds |
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Abstract Contact Information Citation Full Text - Note |
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| May 04 2004 |
Chongcheul Cheong |
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Does the risk of exchange rate fluctuation really affect international trade flows between countries? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 27 2004 |
Nicolas Wesner |
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Searching for chaos on low frequency |
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Abstract Contact Information Citation Full Text - Note |
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| May 19 2003 |
Jussi Tolvi |
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Long memory in a small stock market |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 17 2002 |
Sergio Da Silva , Raul Matsushita and Iram Gleria |
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Scaling power laws in the Sao Paulo Stock Exchange |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 23 2001 |
João Amaro de Matos and Paula Antão |
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Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid |
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Abstract Contact Information Citation Full Text - Note |
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