| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A comparison of short-term interest rate models: empirical tests of interest rate volatility
|
Niizeki, Mikiyo Kii
|
|
1998
|
|
5 |
p. 505-512
|
article
|
| 2 |
A market-augmented model for SIMEX Brent crude oil futures contracts
|
Sequeira, John M.
|
|
2000
|
|
5 |
p. 543-552
|
article
|
| 3 |
A multivariate test for stock market efficiency: the case of ASE
|
Kavussanos, Manolis G.
|
|
2001
|
|
5 |
p. 573-579
|
article
|
| 4 |
An empirical analysis of corporate takeover defences and earnings management: evidence from the US
|
Jiraporn, Pornsit
|
|
2005
|
|
5 |
p. 293-303
|
article
|
| 5 |
An empirical investigation of asset-liability management of small US commercial banks
|
Lai, Van Son
|
|
1997
|
|
5 |
p. 525-536
|
article
|
| 6 |
An examination of financial integration for the group of seven (G7) industrialized countries using an I() cointegration model
|
Tahai, A.
|
|
2004
|
|
5 |
p. 327-335
|
article
|
| 7 |
A note on Credit Union reserve ratios and asset growth
|
Jefferson, C. W.
|
|
1998
|
|
5 |
p. 455-458
|
article
|
| 8 |
Are international equity markets really asymmetric?
|
Kearney, Colm
|
|
2007
|
|
5 |
p. 399-411
|
article
|
| 9 |
Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
|
Blair, Bevan
|
|
2002
|
|
5 |
p. 319-329
|
article
|
| 10 |
A theory of IPO pricing with tender prices
|
Lim, Kian-Guan
|
|
1999
|
|
5 |
p. 433-442
|
article
|
| 11 |
A trend towards being normal: the 'A' share experience on the Shanghai stock exchange
|
Gu, Anthony Yanxiang
|
|
2003
|
|
5 |
p. 379-385
|
article
|
| 12 |
A variance ratio test of the random walk hypothesis for Taiwan's stock market
|
Chang, Kuo-Ping
|
|
2000
|
|
5 |
p. 525-532
|
article
|
| 13 |
Bank solvency evaluation with a Markov model
|
Reboredo, Juan C.
|
|
2002
|
|
5 |
p. 337-345
|
article
|
| 14 |
Behavioural and fundamental explanations of discounts on closed end funds: an empirical analysis
|
Halkos, George Emm
|
|
2006
|
|
5 |
p. 395-404
|
article
|
| 15 |
Calendar anomalies in the Turkish foreign exchange markets
|
Aydo, Kursat
|
|
2003
|
|
5 |
p. 353-360
|
article
|
| 16 |
Can mergers in Europe help banks hedge against macroeconomic risk?
|
Meon, Pierre-Guillaume
|
|
2005
|
|
5 |
p. 315-326
|
article
|
| 17 |
CAR 2: the impact of CAR on bank capital augmentation in Spain
|
Altunbas, Yener
|
|
2000
|
|
5 |
p. 507-518
|
article
|
| 18 |
Cointegration between US short-term and long-term interest rates (both nominal and real)
|
Mustafa, Muhammad
|
|
1995
|
|
5 |
p. 323-327
|
article
|
| 19 |
Corporate bond maturity decision: an agency and transaction cost explanation
|
Kare, Dilip D.
|
|
1996
|
|
5 |
p. 443-448
|
article
|
| 20 |
Demand for broad money in the UK
|
Sumner, Michael
|
|
1996
|
|
5 |
p. 393-399
|
article
|
| 21 |
Demands for short-term assets and liabilities by UK quoted companies
|
Hay, Donald
|
|
1996
|
|
5 |
p. 413-420
|
article
|
| 22 |
Deregulation and security prices in Pakistan: the case of Islamization
|
Prodhan, Bimal K.
|
|
1995
|
|
5 |
p. 319-322
|
article
|
| 23 |
Determinants of implied risk at depository institutions
|
Madura, Jeff
|
|
1994
|
|
5 |
p. 363-370
|
article
|
| 24 |
Determinants of participatory rights insurance: evidence from the New Zealand life insurance industry
|
Adams, M. B.
|
|
1999
|
|
5 |
p. 483-490
|
article
|
| 25 |
Determinants of the leasing decision in United Kingdom listed companies
|
Adams, Mike
|
|
1998
|
|
5 |
p. 487-494
|
article
|
| 26 |
Deterministic versus stochastic volatility: implications for option pricing models
|
Brockman, Paul
|
|
1997
|
|
5 |
p. 499-505
|
article
|
| 27 |
Dividend initiation announcements effects in initial public offerings
|
McCaffrey, K.
|
|
2000
|
|
5 |
p. 533-542
|
article
|
| 28 |
Does currency crisis identification matter?
|
DeVicerte, S.
|
|
2008
|
|
5 |
p. 387-395
|
article
|
| 29 |
Does shareholder myopia lead to managerial myopia? A first look
|
Samuel, Cherian
|
|
2000
|
|
5 |
p. 493-505
|
article
|
| 30 |
Domestic and external factors in interest rate determination
|
Caporale, Guglielmo Maria
|
|
1997
|
|
5 |
p. 465-471
|
article
|
| 31 |
Duration dependence in the US stock market cycle: a parametric approach
|
Cochran, Steven J.
|
|
1995
|
|
5 |
p. 309-318
|
article
|
| 32 |
Dynamic analysis between the US stock returns and the macroeconomic variables
|
Ratanapakorn, Orawan
|
|
2007
|
|
5 |
p. 369-377
|
article
|
| 33 |
Economies of scale and scope in China's banking sector
|
Fu, Xiaoqing
|
|
2008
|
|
5 |
p. 345-356
|
article
|
| 34 |
Editorial
|
Dixon, Sherry
|
|
2001
|
|
5 |
p. 467
|
article
|
| 35 |
Efficiency and productivity change in UK banking
|
Drake, Leigh
|
|
2001
|
|
5 |
p. 557-571
|
article
|
| 36 |
Efficiency in Australian building societies: an econometric cost function approach
|
Worthington, Andrew C.
|
|
1998
|
|
5 |
p. 459-467
|
article
|
| 37 |
Efficiently ARMA-GARCH estimated trading volume characteristics in thinly traded markets
|
Solibakke, P. B.
|
|
2001
|
|
5 |
p. 539-556
|
article
|
| 38 |
Empirical tests of chaotic dynamics in market volatility
|
Sengupta, Jati K.
|
|
1995
|
|
5 |
p. 291-300
|
article
|
| 39 |
Estimating skewness persistence in market returns
|
Sengupta, Jati K.
|
|
1997
|
|
5 |
p. 549-558
|
article
|
| 40 |
Estimating structural exchange rate models by artificial neural networks
|
Plasmans, Joseph
|
|
1998
|
|
5 |
p. 541-551
|
article
|
| 41 |
Estimating time-varying risk premia in UK long-term government bonds
|
Steeley, James M.
|
|
2004
|
|
5 |
p. 367-373
|
article
|
| 42 |
Evidence of market inefficiency in a war environment
|
Chappell, David
|
|
2000
|
|
5 |
p. 489-492
|
article
|
| 43 |
Exchange rate misalignment and nonlinear convergence to purchasing power parity in the European exchange rate mechanism
|
Iannizzotto, Matteo
|
|
2001
|
|
5 |
p. 511-526
|
article
|
| 44 |
Ex-dividend day stock price falls on the Spanish stock market
|
Espitia, Manuel
|
|
1997
|
|
5 |
p. 481-492
|
article
|
| 45 |
Execution costs of dual listed Australian stocks
|
Rath, Subhrendu
|
|
2007
|
|
5 |
p. 379-389
|
article
|
| 46 |
Execution edge of pit traders and intraday price ranges of soft commodities
|
Kliakhandler, Igor L.
|
|
2007
|
|
5 |
p. 343-350
|
article
|
| 47 |
Forecasting economic time series with the DyFor genetic program model
|
Wagner, Neal
|
|
2008
|
|
5 |
p. 357-378
|
article
|
| 48 |
Forecasting index volatility: sampling interval and non-trading effects
|
Walsh, David M.
|
|
1998
|
|
5 |
p. 477-485
|
article
|
| 49 |
Forecasting interest rates from financial futures markets
|
Holden, K.
|
|
1996
|
|
5 |
p. 449-461
|
article
|
| 50 |
Foreign banks, profits and commercial credit extension in the United States
|
Molyneux, Philip
|
|
1998
|
|
5 |
p. 533-539
|
article
|
| 51 |
Foreign investment, regulation, volatility spillovers between the futures and spot markets: evidence from Taiwan
|
Kuo, Wen-Hsiu
|
|
2008
|
|
5 |
p. 421-430
|
article
|
| 52 |
Fractional cointegration: Monte Carlo estimates of critical values, with an application
|
Sephton, P. S.
|
|
2002
|
|
5 |
p. 331-335
|
article
|
| 53 |
Handle with care: cost of equity estimation with the discounted dividend model when corporations repurchase
|
Lamdin, Douglas J.
|
|
2001
|
|
5 |
p. 483-487
|
article
|
| 54 |
Heteroscedasticity in stock returns data revisited: volume versus GARCH effects
|
Omran, M. F.
|
|
2000
|
|
5 |
p. 553-560
|
article
|
| 55 |
How is the market reaction to stock splits?
|
Reboredo, Juan C.
|
|
2003
|
|
5 |
p. 361-368
|
article
|
| 56 |
Identifying credit and liquidity effects using a rank condition
|
Rossiter, R. D.
|
|
1998
|
|
5 |
p. 469-475
|
article
|
| 57 |
Investment in information technology systems and other determinants of bank profitability in the UK
|
Holden, Ken
|
|
2004
|
|
5 |
p. 361-365
|
article
|
| 58 |
Investor-fans? An examination of the performance of publicly traded English Premier League teams
|
Zuber, Richard A.
|
|
2005
|
|
5 |
p. 305-313
|
article
|
| 59 |
Is debt a substitute of equity? Relevancy of financial policy in current economic scenarios
|
Mehar, Ayub
|
|
2005
|
|
5 |
p. 337-366
|
article
|
| 60 |
Is there an intra-month effect on stock returns in developing stock markets?
|
Wong, Kie Ann
|
|
1995
|
|
5 |
p. 285-289
|
article
|
| 61 |
Is volatility risk priced after all? Some disconfirming evidence
|
Loudon, Geoffrey F.
|
|
2007
|
|
5 |
p. 357-368
|
article
|
| 62 |
Lead-lag patterns between small and large size portfolios in the London stock exchange
|
Mills, Terence C.
|
|
2001
|
|
5 |
p. 489-495
|
article
|
| 63 |
Long-term memory in stock market volatility
|
So, Mike K. P.
|
|
2000
|
|
5 |
p. 519-524
|
article
|
| 64 |
Long-term output growth as a predictor of stock returns
|
Lee, Kiseok
|
|
1996
|
|
5 |
p. 421-432
|
article
|
| 65 |
Long-term over-reaction in the UK stock market and size adjustments
|
Campbell, Kevin
|
|
1997
|
|
5 |
p. 537-548
|
article
|
| 66 |
Long-term valuation effects of shareholder activism
|
Akhigbe, Aigbe
|
|
1997
|
|
5 |
p. 567-573
|
article
|
| 67 |
Macroeconomic news effects on conditional volatilities in the bond and stock markets
|
Arshanapalli, Bala
|
|
2006
|
|
5 |
p. 377-384
|
article
|
| 68 |
Measurement of insider trading in wagering markets
|
Coleman, Les
|
|
2007
|
|
5 |
p. 351-356
|
article
|
| 69 |
Modelling China's demand for international reserves
|
Huang, Guobo
|
|
1995
|
|
5 |
p. 357-366
|
article
|
| 70 |
Modelling day-of-the-week seasonality in the S&P 500 index
|
Franses, Philip Hans
|
|
2000
|
|
5 |
p. 483-488
|
article
|
| 71 |
Modelling sterling exchange rates and interest rate differentials
|
Nicholas, Sarantis
|
|
1995
|
|
5 |
p. 345-356
|
article
|
| 72 |
New product innovations, information signalling and industry competition
|
Akhigbe, Aigbe
|
|
2002
|
|
5 |
p. 371-378
|
article
|
| 73 |
On the equilibrium value of the peseta
|
Paya, I.
|
|
2003
|
|
5 |
p. 317-335
|
article
|
| 74 |
Overreaction in the NFL point spread market
|
Vergin, Roger C.
|
|
2001
|
|
5 |
p. 497-509
|
article
|
| 75 |
Price variability, trading volume and market depth: evidence from the Australian futures market
|
Ragunathan, Vanitha
|
|
1997
|
|
5 |
p. 447-454
|
article
|
| 76 |
Productive efficiency, technological change and productivity in Portuguese banking
|
Mendes, Victor
|
|
1999
|
|
5 |
p. 513-521
|
article
|
| 77 |
Real stock prices and the long-run demand for money in Germany
|
Thornton, John
|
|
1998
|
|
5 |
p. 513-517
|
article
|
| 78 |
Revisiting the Holiday Effect: is it on holiday?
|
Vergin, Roger C.
|
|
1999
|
|
5 |
p. 477-482
|
article
|
| 79 |
Security price anomalies in an emerging market: the case of the Athens Stock Exchange
|
Coutts, Andrew
|
|
2000
|
|
5 |
p. 561-571
|
article
|
| 80 |
Security price anomalies in the London International Stock Exchange: a 60 year perspective
|
Arsad, Zainudin
|
|
1997
|
|
5 |
p. 455-464
|
article
|
| 81 |
Selecting hedge ratio maximizing utility or adjusting portfolio's beta
|
Boveroux, Philippe
|
|
1999
|
|
5 |
p. 423-432
|
article
|
| 82 |
SFA, TFA and a new thick frontier: graphical and analytical comparisons
|
Caudill, S. B.
|
|
2002
|
|
5 |
p. 309-317
|
article
|
| 83 |
Short-term and long-term price linkages between the equity markets of Australia and its major trading partners
|
Roca, Eduardo D.
|
|
1999
|
|
5 |
p. 501-511
|
article
|
| 84 |
Skewness preference, value and size effects
|
Mishra, Suchismita
|
|
2008
|
|
5 |
p. 379-386
|
article
|
| 85 |
Stock market returns in thin markets: evidence from the Vienna Stock Exchange
|
Huber, Peter
|
|
1997
|
|
5 |
p. 493-498
|
article
|
| 86 |
Stock returns, real activities and temporary and persistent inflation
|
Lee, Kiseok
|
|
1996
|
|
5 |
p. 433-441
|
article
|
| 87 |
Stocks and currencies: are they related?
|
Ong, Li Lian
|
|
1999
|
|
5 |
p. 523-532
|
article
|
| 88 |
Subjective discount functions - an experimental approach
|
Benzion, Uri
|
|
2004
|
|
5 |
p. 299-311
|
article
|
| 89 |
Testing for seasonal patterns in conditional return volatility: evidence from Asia-Pacific markets
|
Clare, Andrew
|
|
1997
|
|
5 |
p. 517-523
|
article
|
| 90 |
Testing memory patterns in the Spanish stock market
|
Blasco, Natividad
|
|
1996
|
|
5 |
p. 401-411
|
article
|
| 91 |
Testing the CRISMA trading system: evidence from the UK market
|
Goodacre, Alan
|
|
1999
|
|
5 |
p. 455-468
|
article
|
| 92 |
Testing unitary and bargaining models of Chinese household food consumption
|
Dietrich, Jason
|
|
2008
|
|
5 |
p. 397-410
|
article
|
| 93 |
Tests for efficiency in the forward eurodrachma market
|
Karfakis, Costas I.
|
|
1994
|
|
5 |
p. 375-381
|
article
|
| 94 |
Tests of regimes - switching CAPM
|
Huang, Ho-Chuan
|
|
2000
|
|
5 |
p. 573-578
|
article
|
| 95 |
The contribution of emerging markets in international diversification strategies
|
Kohers, Theodor
|
|
1998
|
|
5 |
p. 445-454
|
article
|
| 96 |
The differential effects of agency costs on multinational corporations
|
Wright, Francis W.
|
|
2002
|
|
5 |
p. 347-359
|
article
|
| 97 |
The differentiation of 'emerging' equity markets
|
Kumar, P. C.
|
|
1999
|
|
5 |
p. 443-453
|
article
|
| 98 |
The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution
|
Granger, Clive W. J.
|
|
2001
|
|
5 |
p. 469-474
|
article
|
| 99 |
The duration and convexity of convertible preferred stock: an extension
|
Homaifar, Ghassem
|
|
1994
|
|
5 |
p. 323-327
|
article
|
| 100 |
The dynamics of bond yields and the stock index - with an application to the UK stock and bond market
|
Jakobsen, Jan Bo
|
|
2003
|
|
5 |
p. 387-399
|
article
|
| 101 |
The effectiveness of tightening illegal insider trading regulation: the case of corporate takeovers
|
Boardman, Anthony
|
|
1998
|
|
5 |
p. 519-531
|
article
|
| 102 |
The effect of the Asian financial crisis on the performance of Korean nationwide banks
|
Jeon, Yongil
|
|
2004
|
|
5 |
p. 351-360
|
article
|
| 103 |
The effect of volatility estimates in the valuation of underwritten rights issues
|
Chan, Howard W.
|
|
1997
|
|
5 |
p. 473-480
|
article
|
| 104 |
The effects of offering method and trading location on the pricing of IPOs in Singapore
|
Tan, Ruth Seow Kuan
|
|
1999
|
|
5 |
p. 491-499
|
article
|
| 105 |
The efficiency of stock and options markets: tests based on 1992 UK election opinion polls
|
Gwilym, Owain AP
|
|
1994
|
|
5 |
p. 345-354
|
article
|
| 106 |
The expectations theory of the term structure: a cointegration/causality analysis of US interest rates
|
Mandeno, Robert J.
|
|
1995
|
|
5 |
p. 273-283
|
article
|
| 107 |
The Federal Reserve's response to exchange rate shocks
|
Assane, Djeto
|
|
2000
|
|
5 |
p. 461-470
|
article
|
| 108 |
The impact of inflation rate announcements on interest rate volatility: Australian evidence
|
Silvapulle, Param
|
|
1997
|
|
5 |
p. 559-566
|
article
|
| 109 |
The impact of market contestability on the systematic risk of US bank stocks
|
Dickens, Ross N.
|
|
1994
|
|
5 |
p. 315-322
|
article
|
| 110 |
The impact of stock incremental information on the volatility of the Athens stock exchange
|
Diamandis, Panayiotis F.
|
|
2007
|
|
5 |
p. 413-424
|
article
|
| 111 |
The interdependence of household credit constraints, assets and debts: a two-stage cross-section analysis
|
Guell, Robert C.
|
|
1994
|
|
5 |
p. 329-344
|
article
|
| 112 |
The mean/volatility asymmetry in Asian stock markets
|
Liau, Yung-Shi
|
|
2008
|
|
5 |
p. 411-419
|
article
|
| 113 |
The monetary approach to exchange rates and the behaviour of the Canadian dollar over the long run
|
Francis, Bill
|
|
2001
|
|
5 |
p. 475-481
|
article
|
| 114 |
The monetary model of the exchange rate and equities: an ARDL bounds testing approach
|
Morley, Bruce
|
|
2007
|
|
5 |
p. 391-397
|
article
|
| 115 |
The monetary model of the exchange rate and the Greek drachma in the 1920s
|
Georgoutsos, Dimitris A.
|
|
1997
|
|
5 |
p. 507-515
|
article
|
| 116 |
The performance of UK firms acquiring large cross-border and domestic takeover targets
|
Aw, M. S. B.
|
|
2004
|
|
5 |
p. 337-349
|
article
|
| 117 |
The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability
|
Georgoutsos, Dimitris A.
|
|
2000
|
|
5 |
p. 471-482
|
article
|
| 118 |
The random walk hypothesis and the behaviour of foreign capital portfolio flows: the Brazilian stock market case
|
Tabak, Benjamin Miranda
|
|
2003
|
|
5 |
p. 369-378
|
article
|
| 119 |
The reaction of stock returns to Department of Homeland Security threat level changes
|
Mooney, Dennis
|
|
2006
|
|
5 |
p. 361-369
|
article
|
| 120 |
The relationship between the S&P 500 spot and futures indices: brothers or cousins?
|
Chiu, Chien-Liang
|
|
2006
|
|
5 |
p. 405-412
|
article
|
| 121 |
The role of money during the recession in Australia in 1990—92
|
Weber, Ernst Juerg
|
|
1994
|
|
5 |
p. 355-361
|
article
|
| 122 |
The volatility impact of the European monetary system on member and non-member currencies
|
Hu, Michael Y.
|
|
2004
|
|
5 |
p. 313-325
|
article
|
| 123 |
The Wall Street Journal contests: the experts, the darts, and the efficient market hypothesis
|
Metcalf, Gilbert E.
|
|
1994
|
|
5 |
p. 371-374
|
article
|
| 124 |
The world price of exchange risk in the Pacific Basin equity markets
|
Chou, Peter Shyan-Rong
|
|
2002
|
|
5 |
p. 361-370
|
article
|
| 125 |
Trading activity indicators and market timing
|
Dukas, Stephen
|
|
1995
|
|
5 |
p. 337-344
|
article
|
| 126 |
Treasury bill auction announcements and the transitory positive Tuesday return in the Treasury bond market
|
Adrangi, Bahram
|
|
1995
|
|
5 |
p. 301-307
|
article
|
| 127 |
Uncovered interest parity: New Zealand' s post-deregulation experience
|
King, Alan
|
|
1998
|
|
5 |
p. 495-503
|
article
|
| 128 |
Using accounting data to measure efficiency in banking: an application to Portugal
|
De Pinho, Paulo Soares
|
|
2001
|
|
5 |
p. 527-538
|
article
|
| 129 |
Volume versus GARCH effects reconsidered: an application to the Spanish Government Bond Futures Market
|
Montalvo, Jose G.
|
|
1999
|
|
5 |
p. 469-475
|
article
|
| 130 |
Wealth effects of US bank takeovers
|
Zhang, Hao
|
|
1995
|
|
5 |
p. 329-336
|
article
|
| 131 |
What Determines Maturity? An analysis of German Commercial Banks' foreign Assets
|
Buch, C. M.
|
|
2003
|
|
5 |
p. 337-351
|
article
|
| 132 |
Why are some corporate earnings restatements more damaging?
|
Akhigbe, Aigbe
|
|
2005
|
|
5 |
p. 327-336
|
article
|
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