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Frontiers in Finance and Economics

2004 - 2011

Current editor(s): Ephraim Clark

From SKEMA Business School
Bibliographic data for series maintained by Sophie Bodo ( this e-mail address is bad, please contact ).

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Volume 3, issue 2, 2006

Stock Market Reaction to Unexpected Changes in Interest Rates pp. 1-17 Downloads
Shmuel Hauser Gitit G. Gershgoren
The Long-Run Performance of UK Rights Issuers pp. 18-54 Downloads
Abdullah Iqbal, Susanne Espenlaub, Norman Strong
Has the Stock Market Integration Between the Asian and OECD Countries Improved After the Asian Crisis? pp. 55-69 Downloads
Girijasankar Mallik
Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects pp. 70-94 Downloads
Mohamed Arouri
Portfolio Theory and Portfolio Management: a Synthetic View pp. 95-112 Downloads
Dilip K. Ghosh Dipasri Ghosh
Hedging of Exchange Rate Risk: a Note pp. 113-121 Downloads
Stefan Schubert

Volume 3, issue 1, 2006

Option Pricing with Long-Short Spreads pp. 1-28 Downloads
Pengguo Wang
Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach pp. 29-48 Downloads
William Barnett
International Portfolio Formation, Skewness & the Role of Gold pp. 49-68 Downloads
Brian M Lucey, Valerio Poti, Edel Tully
Interdependence of ASEAN Business Cycles pp. 69-78 Downloads
Hway-Boon Ong, Chin-Hong Puah, Muzafar Shah Habibullah
Crisis Anticipation at a Micro-Level: Mexico 1995-1996 pp. 79-102 Downloads
Karen Watkins
Zelig and the Art of Measuring Excess Profit pp. 103-129 Downloads
Carlo Alberto Magni

Volume 2, issue 2, 2005

Frontiers of Financially Constrained and Unconstrained Firms: a New Development in Finance pp. 1-32 Downloads
Julio Pindado
Attitudes with Regard to Risk: Risk Aversion, Prudence and Temperance pp. 33-58 Downloads
Octave Jokung N.
Additional Panel Data Evidence on the Savings-Investment Relationship and Foreign Aid in LDCs pp. 59-66 Downloads
James E. Payne Risa Kumazawa
The Kraus and Litzenberger Quadratic Characteristic Line and Event Studies pp. 67-78 Downloads
Arun Prakash
The Product Life Cycle and the Real Option of Waiting pp. 79-105 Downloads
Oscar Gutiérrez

Volume 2, issue 1, 2005

Military Spending and Economic Growth in Greece, Portugal and Spain pp. 1-17 Downloads
Eftychia Nikolaidou
Manufacturing Labour Demand, Technological Progress and Military Expenditure pp. 18-30 Downloads
John Dunne
The Evolution of European and US Aerospace and Defence Markets pp. 31-52 Downloads
Vasilis Zervos
Revolution in the Defence Electronics Markets? An Economic Analysis of Sectoral Change pp. 53-67 Downloads
Paul Dowdall
What Lies Beneath? Who Owns British Defence Contractors and Does It Matter? pp. 68-81 Downloads
Jonathan Bradley Derek Braddon

Volume 1, issue 2, 2004

Canadian Mutual Fund Flows and Capital Market Movements pp. 70-84 Downloads
Jean-Pierre Gueyié Roger B. Atindéhou
Parametric and Non-Parametric Analysis of Performance Persistence in Spanish Investment Funds pp. 85-100 Downloads
Luis Ferruz, José L. Sarto, Maria Vargas
An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models pp. 101-115 Downloads
Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat
Real Options, Uncertainty and Firm Value pp. 116-140 Downloads
Manuel Espitia Escuer Gema Pastor Agustin
Parametric and Non-Parametric Measures of Volatility: Risk Estimation via the Gini Decompostion and Comparison with the Value-at-Risk pp. 141-156 Downloads
Stéphane Mussard

Volume 1, issue 1, 2004

Corporate Governance, Market Valuation and Dividend Policy in Brazil pp. 1-16 Downloads
Ricardo Leal André Carvalhal-da-Silva
The Effects of Decision Flexibility in the Hierarchical Investment Decision Process pp. 17-36 Downloads
Winfried Hallerbach, Haikun Ning, Jaap Spronk
Random Walk as a Universal Test of Weak-Form Foreign Exchange Market Efficiency: A Proof pp. 37-45 Downloads
Edward Ghartey
Credit Exposure & Sovereign Risk Analysis: The Case of South America pp. 46-56 Downloads
Sotiris K. Staikouras Elena Kalotychou
Strategic Conduct and Access Discrimination, in the Semi-Liberalized Electricity Sector in Mexico pp. 57-69 Downloads
Alejandro Ibarra-Yunez
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