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Managerial Finance

2007 - 2019

Current editor(s): Professor Don T Johnson

From Emerald Group Publishing
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Volume 38, issue 12, 2012

Connecting the dots: the accruals quality premium vs the value premium pp. 1106-1133 Downloads
Doina C. Chichernea, Anthony D. Holder and Jie (Diana) Wei
IPO characteristics of index firms pp. 1134-1159 Downloads
Gonul Colak
Does conditional mutual fund outperformance exist? pp. 1160-1183 Downloads
Swaminathan G. Badrinath and Stefano Gubellini
The operating leverage impact on systematic risk within a context of choice: An analysis of the US trucking industry pp. 1184-1202 Downloads
Robert Houmes, John B. MacArthur and Harriet Stranahan
Relevance, reliability and restricted security fair values: a look at investment trusts pp. 1203-1225 Downloads
Robert Bricker and Nandini Chandar

Volume 38, issue 11, 2012

The effect of setting goals and emotions on asset allocation decisions pp. 1008-1031 Downloads
James A. Sundali, Gregory R. Stone and Federico L. Guerrero
Banker's lending decision making: a psychological approach pp. 1032-1047 Downloads
Carl-Christian Trönnberg and Sven Hemlin
Are hedge funds guilty of manipulative short-selling? pp. 1048-1066 Downloads
K. Stephen Haggard, (Grace) Qing Hao and Ying Jenny Zhang
The impact of passive investing on corporate valuations pp. 1067-1084 Downloads
Eric Belasco, Michael Finke and David Nanigian
Prediction of distress and identification of potential M&As targets in UK pp. 1085-1104 Downloads
Dionysios Polemis and Dimitrios Gounopoulos

Volume 38, issue 10, 2012

Outside director experience, compensation, and performance pp. 914-938 Downloads
Shin-Rong Shiah-Hou and Chin-Wei Cheng
Country risk and valuation of US-listed foreign IPOs pp. 939-957 Downloads
Congsheng Wu
Long-term share performance of Malaysian acquiring firms pp. 958-976 Downloads
Lee Siew Peng and Mansor Isa
The impact of international and industrial diversification strategies on the cash flow sensitivity of cash pp. 977-992 Downloads
Mussie Teclezion
Is value chain financing a solution to the problems and challenges of access to finance of small-scale farmers in Rwanda? pp. 993-1004 Downloads
Murty S. Kopparthi and Nkubito Kagabo

Volume 38, issue 9, 2012

On the dynamics of tracking indices by exchange traded funds in the presence of high volatility pp. 804-832 Downloads
Mahmod Qadan and Joseph Yagil
Earnings smoothing and the underpricing of seasoned equity offerings pp. 833-859 Downloads
Anh Duc Ngo and Oscar Varela
Integrating the top-down approach in a simulated trading program pp. 860-872 Downloads
Stephen P. Huffman, Scott B. Beyer and Michael H. Schellenger
Return persistence and investment timing decisions in Taiwanese domestic equity mutual funds pp. 873-891 Downloads
Tony Chieh-Tse Hou
The CCM model: a stock valuation tool for a student managed investment fund pp. 892-911 Downloads
Jared H. Bowers and Angeline M. Lavin

Volume 38, issue 8, 2012

Should managers estimate cost of equity using a two-factor international CAPM? pp. 708-728 Downloads
Walter Dolde, Carmelo Giaccotto, Dev Mishra and Thomas O'Brien
Corporate foreign exchange speculation and integrated risk management pp. 729-751 Downloads
Tom Aabo, Marianna Andryeyeva Hansen and Christos Pantzalis
The impact of trades by traders on asymmetric volatility for Nasdaq-100 index futures pp. 752-767 Downloads
Jullavut Kittiakarasakun, Yiuman Tse and George H.K. Wang
Bank branch efficiency evaluation by means of least absolute deviations and DEA pp. 768-785 Downloads
Ioannis E. Tsolas and Dimitris I. Giokas
Internet financial reporting: Turkish companies adapt to change pp. 786-800 Downloads
Aslihan E. Bozcuk

Volume 38, issue 7, 2012

L'Chaim: Jewish holidays and stock market returns pp. 641-652 Downloads
Jamshid Mehran, Alex Meisami and John R. Busenbark
A further analysis of small firm stock returns pp. 653-659 Downloads
Jayen B. Patel
International portfolios and currency hedging: viewpoint of Polish investors pp. 660-677 Downloads
Edyta Stepien and Yuli Su
Andersen implosion over Enron: an analysis of the contagion effect onFortune 500 firms pp. 678-688 Downloads
Joann Noe Cross and Robert A. Kunkel
The choice between publicly issued and privately placed preferred stocks pp. 689-701 Downloads
Qian Wang

Volume 38, issue 6, 2012

The firm-specific nature of debt tax shields and optimal corporate investment decisions pp. 560-570 Downloads
Assaf Eisdorfer and Thomas J. O'Brien
Directors with a full plate: the impact of busy directors on bank risk pp. 571-586 Downloads
Elizabeth Cooper and Hatice Uzun
Steel Partners' activism efforts at United Industrial, Ronson, and BKF Capital: The good, the bad, and the ugly pp. 587-605 Downloads
Timothy A. Kruse and Kazunori Suzuki
Stock exchange consolidation and return volatility pp. 606-627 Downloads
Faten Ben Slimane
Modeling interest rate volatility: an extended EGARCH approach pp. 628-635 Downloads
Gregory Koutmos

Volume 38, issue 5, 2012

Canadian exceptionalism: shareholder proposals, filer identities, and voting outcomes pp. 456-484 Downloads
Jun Yang, Eric Zengxiang Wang and Yunbi An
EPS dilution after SEOs and earnings management pp. 485-507 Downloads
Hui Di, Dalia Marciukaityte and Eugenie A. Goodwin
Positive-feedback trading activity and momentum profits pp. 508-529 Downloads
Jian Shi, Thomas C. Chiang and Xiaoli Liang
Subperiod robustness checks: testing for effect mean stationarity pp. 530-542 Downloads
K. Stephen Haggard and H. Douglas Witte
The Tiger Woods scandal: a cautionary tale for event studies pp. 543-558 Downloads
Matthew Hood

Volume 38, issue 4, 2012

Momentum and behavioral finance pp. 364-379 Downloads
Ding Du
Additions to S&P 500 Index: not so informative any more pp. 380-402 Downloads
Rashiqa Kamal, Edward R. Lawrence, George McCabe and Arun J. Prakash
The information content of Morningstar StockInvestor: the Tortoise vs the Hare pp. 403-413 Downloads
Eurico J. Ferreira and Stanley D. Smith
Exploring factors affecting the proper use of derivatives: An empirical study with active users and controllers of derivatives pp. 414-435 Downloads
Frank H. Bezzina and Simon Grima
Evaluating value-at-risk models before and after the financial crisis of 2008: International evidence pp. 436-452 Downloads
Stavros Degiannakis, Christos Floros and Alexandra Livada

Volume 38, issue 3, 2012

How can economic stochasticity promote or prevent corporate defaults? pp. 230-248 Downloads
Dror Parnes
REIT performance and market timing ability pp. 249-279 Downloads
Richard Buttimer, Jun Chen and I-Hsuan Ethan Chiang
The absolute returns of hedge funds pp. 280-302 Downloads
Deniz Tudor and Bolong Cao
Agency costs of stakeholders and capital structure: international evidence pp. 303-324 Downloads
Bing Yu
Foreign institutional industrial herding in Taiwan stock market pp. 325-340 Downloads
Yu-Fen Chen, Sheng-Yung Yang and Fu-Lai Lin
An analysis of global credit risk spreads during crises pp. 341-358 Downloads
Irvin W. Morgan and James P. Murtagh

Volume 38, issue 2, 2012

Does investment improve when firms go private? pp. 124-142 Downloads
Miroslava Straska, Gregory Waller and Yao Yu
Short-lived information and order strategies: a clinical study pp. 143-164 Downloads
Adam Y.C. Lei and Huihua Li
A censored quantile regression analysis of employee stock options substitution for debt and the impact of SFAS 123R pp. 165-187 Downloads
Hui Di, Steven A. Hanke and Wei-Chih Chiang
The economic determinants of compensation committee quality pp. 188-205 Downloads
Jerry Sun and Steven F. Cahan
Momentum anomaly: evidence from India pp. 206-223 Downloads
Valeed Ahmad Ansari and Soha Khan

Volume 38, issue 1, 2011

The market timing skills of hedge funds during the financial crisis pp. 4-26 Downloads
Arnaud Cave, Georges Hübner and Danielle Sougne
Hedge fund biases after the financial crisis pp. 27-43 Downloads
Dieter Kaiser and Florian Haberfelner
Should we give hedge funds clones a chance? pp. 44-66 Downloads
Maher Kooli and Sameer Sharma
Hedge fund replication in turbulent markets pp. 67-81 Downloads
Nils S. Tuchschmid, Erik Wallerstein and Sassan Zaker
A joint survival analysis of hedge funds and funds of funds using copulas pp. 82-100 Downloads
Greg N. Gregoriou and Razvan Pascalau
Hedge fund return volatility and comovement: recent evidence pp. 101-119 Downloads
Omid Sabbaghi
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