Managerial Finance: Volume 20 Issue 4

International Equity Market Integration

William L. Huth

Economic interdependence between nations has been the focus of considerable research. A particular avenue of international interrelationship that has received a great deal of…

Money Growth and Supply Shock Effects on Consumer Leverage, Consumption and Financial Wealth

Paul Michael Taube

In an intertemporal decision framework, borrowing and wealth holding decisions will incorporate information relevant to future income realizations. One channel for monetary and…

Linkages in US and World Sugar Futures Contracts

Nestor Arguea, Richard K. Harper

In this paper we examine the relationship over time of the No. 11 (World) and the No. 14 (US) sugar futures contracts, traded on the New York Coffee, Sugar and Cocoa Exchange…

Canadian Bank Stock Reaction to the Citicorp Loan Loss Announcement of May, 1987

Woodrow W. Cushing

This study examines the price behavior of a sample of Canadian bank stocks surrounding the announcement by Citicorp of a large increase in their provision for loan losses induced…

International Mutual Fund Performance: A Comparison

Antonio Apap, Harold Collins

Cumby and Glen examined the performance of a sample of fifteen internationally diversified mutual funds for the period 1982–1988. The authors state that “While considerable…