Managerial Finance


Accounting and Finance

Table Of Contents: Volume 27 Issue 1/2

The long memory of time‐varying beta: examination of three emerging Asian stock markets

Taufiq Choudhry

Reviews previous research on the nature of beta and investigates the stochastic structure of time‐varying beta in Hong Kong, Malaysia and Singapore using the bi‐variate…

An investigation of the linkages between European Union equity markets and emerging capital markets: the East European connection

E. Dockery, F. Vergari

Outlines previous research on cointegration between capital markets and assesses the degree of cointegration between liberalized Eastern European markets (the Czech…

Further evidence on the forecasting performance of two factor continuous time interest rate models in international and Asia‐Pacific financial markets

S.L. Byers, K. Ben Nowman

Refers to previous research on the empirical testing of continuous time, two factor short rate interest models by Chan, Karolyi, Longstaff and Sanders (1992), Vasicek…

Taking stock at the new millennium: a study of twelve stock markets

Ser‐Huang Poon, Han Lin

Illustrates the impact of major events on UK share prices/returns in the last 35 years and the time series trends of Asian stock markets. Looks at the impact of the 1997…

Explaining the behaviour of stock prices in an emerging market: an empirical analysis of the Greek stock market

E. Dockery, D. Vergari, F. Vergari

Outlines research on the factors which reduce stock market efficiency and the particular characteristics of the Athens stock exchange (Greece). Uses 1988‐1994 Greek…

An international comparison of pricing callable and puttable bonds in international financial markets

K.B. Nowman, G. Sorwar

Outlines recent research on short term interest rate models and applies Baron‐Adesi et al’s (1999) Box method to value default free bonds and contingent claims. Uses…

The East Asian financial crisis: getting to the heart of the issues

K. Pilbeam

Gives and overview of the East Asian financial crisis, focusing on the seven countries most directly involved, and the underlying reasons for its magnitude. Examines the…



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  • Professor Don Johnson