Studies in Economics and Finance

1977 - 2024

Current editor(s): Prof Niklas Wagner

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Beyond market timing theory pp. 458-480: Subramanian Iyer and Siamak Javadi
Quantile forecasts using the Realized GARCH-EVT approach pp. 481-504: Samit Paul and Prateek Sharma
Population composition and financial markets: evidence from Japan pp. 505-524: Hiroyuki Kawakatsu and Mikiko Oliver
Competition and exposure of returns to the C-CAPM pp. 525-541: Hussein Abdoh and Oscar Varela
A territorial perspective of SME’s default prediction models pp. 542-563: Linda Gabbianelli

Market efficiency and the global financial crisis: evidence from developed markets pp. 362-385: Omid Sabbaghi and Navid Sabbaghi
The value relevance of capital expenditures and the business cycle pp. 386-406: Sungsoo Kim and Brandon byunghwan Lee
Excess offer premium and acquirers’ performance pp. 407-425: Won-Seok Woo, Suhyun Cho, Kyung-Hee Park and Jinho Byun
Industry-based equity premium forecasts pp. 426-440: Nuno Silva
On the disappearance of calendar anomalies: have the currency markets become efficient? pp. 441-456: Satish Kumar

Are covered calls the right option for Australian investors? pp. 222-243: Scott J. Niblock and Elisabeth Sinnewe
Terminal values for firms with growth opportunities: explaining valuation and IPO price behavior pp. 244-272: Tom W. Miller
The performance of IPOs excluding the jump pp. 273-286: Stoyu I. Ivanov
Assessing the effects of housing market shocks on output: the case of South Africa pp. 287-306: Bernard Njindan Iyke
Cross-border merger and acquisition activities in Asia: the role of macroeconomic factors pp. 307-329: Yusnidah Ibrahim and Jimoh Olajide Raji
Portfolio selection using the Riskiness Index pp. 330-339: Doron Nisani
Global risk factors in the returns of listed private equity pp. 340-360: Jörg Döpke and Lars Tegtmeier

Portfolio balance effects and the Federal Reserve’s large-scale asset purchases pp. 2-24: Thomas Emmerling, Robert Jarrow and Yildiray Yildirim
Cap rates and risk: a spatial analysis of commercial real estate pp. 25-43: Florian Unbehaun and Franz Fuerst
Informed trading around biotech M&As pp. 44-64: Lawrence Kryzanowski and Trang Phuong Tran
Position adjusted turnover ratio and mutual fund performance pp. 65-80: Yuhong Fan
Can stock market liquidity and volatility predict business cycles? pp. 81-96: Benjamin Carlston
New results on the predictive value of crude oil for US stock returns pp. 97-108: Matt Brigida
Retirement saving in the UK: a life-cycle analysis pp. 109-136: Roberta Adami, Andrea Carosi and Anita Sharma
Do mutual fund ratings provide valuable information for retail investors? pp. 137-152: Andreas Oehler, Andreas Höfer, Matthias Horn and Stefan Wendt
Corporate cash-pool valuation: a Monte Carlo approach pp. 153-162: Edina Berlinger, Zsolt Bihary and Gyorgy Walter
Fair-value accounting, asset sales and banks’ lending pp. 163-177: Jeff Downing
Managerial implications of off-balance sheet items in community banks pp. 178-195: Gregory Mckee and Albert Kagan
Order book microstructure and policies for financial stability pp. 196-218: Alessio Emanuele Biondo

What determines the gold inflation relation in the long-run? pp. 430-446: Satish Kumar
Global financial crisis, ownership structure and firm financial performance pp. 447-465: Ali Salman Saleh, Enver Halili, Rami Zeitun and Ruhul Salim
Investigating the interlinkages between infrastructure development, poverty and rural–urban income inequality pp. 466-484: Varun Chotia and N.V.M. Rao
Inter-dependencies among Asian bond markets pp. 485-505: Sowmya Subramaniam and Krishna P. Prasanna
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator pp. 506-526: Dilip Kumar and Srinivasan Maheswaran
Stress test of banks in India across ownerships: a VAR approach pp. 527-554: Sreejata Banerjee and Divya Murali
Valuation of the worldwide commodities sector pp. 555-579: Marcelo Bianconi and Joe Yoshino
Asynchronous ADRs: overnight vs intraday returns and trading strategies pp. 580-596: Jamie Kang and Tim Leung
Do Portuguese mutual funds display forecasting skills? pp. 597-631: Nuno Manuel Veloso Neto, Júlio Fernando Seara Sequeira da Mota Lobão and Elisabete Simões Vieira

Linking distinctive management competencies to SMEs’ growth decisions pp. 302-330: Ahmad Raza Bilal, Muhammad Naveed and Farooq Anwar
Output impacts of the interaction between foreign direct investment and domestic credit pp. 331-343: Hong Chen and Baljeet Singh
Commodities returns’ volatility in financialization era pp. 344-362: Rangga Handika and Iswahyudi Sondi Putra
The determinants of currency derivatives usage among Indian non-financial firms pp. 363-382: Praveen Bhagawan M. and Jijo Lukose P.J.
The dynamic linkage between exchange rate, stock price and interest rate in India pp. 383-406: Malepati Jayashankar and Badri Rath
Exchange rate risk and the bilateral trade between Malaysia and Singapore pp. 407-426: Muhammad Aftab and Ijaz Ur Rehman

The “celebrities” in finance: a citation analysis of finance journals pp. 166-182: Angelito Calma
Does investor sentiment affect price-earnings ratios? pp. 183-193: Boonlert Jitmaneeroj
How does household debt affect financial asset holdings? Evidence from euro area countries pp. 194-212: Merike Kukk
Joint liability in a classic microfinance contract: review of theory and empirics pp. 213-227: Bhawani Singh Rathore
Water-depletion and single-state municipal bond fund risk pp. 228-237: Marta Álvarez and Javier Rodriguez
Improved VaR forecasts using extreme value theory with the Realized GARCH model pp. 238-259: Samit Paul and Prateek Sharma
The role of toeholds on asymmetric information in mergers and acquisitions pp. 260-280: Sebouh Aintablian, Wissam El Khoury and Zouhaier M’Chirgui
Financial development, oil dependence and economic growth pp. 281-298: Ramez Badeeb and Hooi Hooi Lean

The impact of global financial market uncertainty on the risk-return relation in the stock markets of G7 countries pp. 2-23: Geoffrey Loudon
Returns to acquirers of listed and unlisted targets: an empirical study of Australian bidders pp. 24-48: Pascal Nguyen, Nahid Rahman and Ruoyun (Lucy) Zhao
Taxation in a mixed economy: the case of China pp. 49-61: Davidson Sinclair and Larry Li
Determination of China’s foreign exchange intervention: evidence from the Yuan/Dollar market pp. 62-81: He Li, Zhixiang Yu, Chuanjie Zhang and Zhuang Zhang
Short selling regulation, return volatility and market volatility in the Athens Exchange pp. 82-104: Charilaos Mertzanis
The effect of holding company affiliation on bank risk and the 2008 financial crisis pp. 105-121: Krishnan Dandapani, Edward R. Lawrence and Fernando M. Patterson
Credit ratings, relationship lending and loan market efficiency pp. 122-142: Keldon Bauer and Omar Esqueda
Determinants of stock market development: a review of the literature pp. 143-164: Sin-Yu Ho and Bernard Njindan Iyke