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 ).

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Stock Market Reaction to Unexpected Changes in Interest Rates pp. 1-17: Shmuel Hauser Gitit G. Gershgoren
The Long-Run Performance of UK Rights Issuers pp. 18-54: 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: Girijasankar Mallik
Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects pp. 70-94: Mohamed Arouri
Portfolio Theory and Portfolio Management: a Synthetic View pp. 95-112: Dilip K. Ghosh Dipasri Ghosh
Hedging of Exchange Rate Risk: a Note pp. 113-121: Stefan Schubert

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

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

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

Canadian Mutual Fund Flows and Capital Market Movements pp. 70-84: Jean-Pierre Gueyié Roger B. Atindéhou
Parametric and Non-Parametric Analysis of Performance Persistence in Spanish Investment Funds pp. 85-100: Luis Ferruz, José L. Sarto, Maria Vargas
An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models pp. 101-115: Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat
Real Options, Uncertainty and Firm Value pp. 116-140: 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: Stéphane Mussard

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