Applied Financial Economics, Volume 7, Issue 5 (1997)

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Applied Financial Economics, Volume 7, Issue 5 (1997)

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Original Articles

Article
Price variability, trading volume and market depth: evidence from the Australian futures market
Vanitha Ragunathan & Albert Peker
Pages: 447-454
Published online: 06 Oct 2010
AbstractforPrice variability, trading volume and market depth: evidence from the Australian futures market | References | PDF (147.8 KB)
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Article
Security price anomalies in the London International Stock Exchange: a 60 year perspective
Zainudin Arsad & J. Andrew Coutts
Pages: 455-464
Published online: 06 Oct 2010
AbstractforSecurity price anomalies in the London International Stock Exchange: a 60 year perspective | References | PDF (130.6 KB)
  • 519 Views
  • 66 CrossRef citations
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Article
Domestic and external factors in interest rate determination
Guglielmo Maria Caporale & Nikitas Pittis
Pages: 465-471
Published online: 06 Oct 2010
AbstractforDomestic and external factors in interest rate determination | References | PDF (125.9 KB)
  • 64 Views
  • 8 CrossRef citations
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Article
The effect of volatility estimates in the valuation of underwritten rights issues
Howard W. Chan
Pages: 473-480
Published online: 06 Oct 2010
AbstractforThe effect of volatility estimates in the valuation of underwritten rights issues | References | PDF (140.9 KB)
  • 33 Views
  • 3 CrossRef citations
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Article
Ex—dividend day stock price falls on the Spanish stock market
Manuel Espitia & Francisco-Javier Ruiz
Pages: 481-492
Published online: 06 Oct 2010
AbstractforEx—dividend day stock price falls on the Spanish stock market | References | PDF (209.4 KB)
  • 43 Views
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Article
Stock market returns in thin markets: evidence from the Vienna Stock Exchange
Peter Huber
Pages: 493-498
Published online: 06 Oct 2010
AbstractforStock market returns in thin markets: evidence from the Vienna Stock Exchange | References | PDF (117.8 KB)
  • 107 Views
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Article
Deterministic versus stochastic volatility: implications for option pricing models
Paul Brockman & Mustafa Chowdhury
Pages: 499-505
Published online: 06 Oct 2010
AbstractforDeterministic versus stochastic volatility: implications for option pricing models | References | PDF (134.9 KB)
  • 76 Views
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Article
The monetary model of the exchange rate and the Greek drachma in the 1920s
Dimitris A. Georgoutsos & Georgios P. Kouretas
Pages: 507-515
Published online: 06 Oct 2010
AbstractforThe monetary model of the exchange rate and the Greek drachma in the 1920s | References | PDF (179.7 KB)
  • 25 Views
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Article
Testing for seasonal patterns in conditional return volatility: evidence from Asia-Pacific markets
Andrew Clare, Ian Garrett & Greg Jones
Pages: 517-523
Published online: 06 Oct 2010
AbstractforTesting for seasonal patterns in conditional return volatility: evidence from Asia-Pacific markets | References | PDF (135.7 KB)
  • 50 Views
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Article
An empirical investigation of asset-liability management of small US commercial banks
Van Son Lai & M. Kabir Hassan
Pages: 525-536
Published online: 06 Oct 2010
AbstractforAn empirical investigation of asset-liability management of small US commercial banks | References | PDF (163.7 KB)
  • 145 Views
  • 5 CrossRef citations
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Article
Long-term over-reaction in the UK stock market and size adjustments
Kevin Campbell & Robin J. Limmack
Pages: 537-548
Published online: 06 Oct 2010
AbstractforLong-term over-reaction in the UK stock market and size adjustments | References | PDF (174.6 KB)
  • 281 Views
  • 35 CrossRef citations
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Article
Estimating skewness persistence in market returns
Jati K. Sengupta & Yijuan Zheng
Pages: 549-558
Published online: 06 Oct 2010
AbstractforEstimating skewness persistence in market returns | References | PDF (165.6 KB)
  • 37 Views
  • 3 CrossRef citations
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Article
The impact of inflation rate announcements on interest rate volatility: Australian evidence
Param Silvapulle, Robert Pereira & John H. H. Lee
Pages: 559-566
Published online: 06 Oct 2010
AbstractforThe impact of inflation rate announcements on interest rate volatility: Australian evidence | References | PDF (141.6 KB)
  • 63 Views
  • 2 CrossRef citations
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Article
Long-term valuation effects of shareholder activism
Aigbe Akhigbe, Jeff Madura & Alan L. Tucker
Pages: 567-573
Published online: 06 Oct 2010
AbstractforLong-term valuation effects of shareholder activism | References | PDF (125.8 KB)
  • 256 Views
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