Table of contents
Forecasting time-varying daily betas: a new nonlinear approach
Petros Messis, Achilleas ZapranisThe purpose of this paper is to examine the predictive ability of different well-known models for capturing time variation in betas against a novel approach where the beta…
On the moving average buy-sell trading rule
Louie Ren, Peter RenThe purpose of this paper is to look at the power of the Student t-test applied to two independent samples when returns from AR(1) process are categorized into two samples by…
Effects of branch expansion on bank efficiency: evidence from Japanese regional banks
Kozo Harimaya, Kazumine Kondo– The purpose of this paper is to examine whether branch expansions have realized efficiency gains by focussing on regional banks in Japan.
Determinants of acquirer-target distance in M & A
Tae-Nyun Kim, Bumseok ChunThe purpose of this paper is to propose several potential determinants of the distance between acquirer and target in M & A deals and examine the negative impact of the…
International stock market liquidity: a review
Rui Ma, Hamish D. Anderson, Ben R. MarshallThe purpose of this paper is to review the literature on liquidity in international stock markets, highlights differences and similarities in empirical results across existing…
Do the calendar anomalies still exist? Evidence from Indian currency market
Satish Kumar, Rajesh PathakThe purpose of this paper is to examine the presence of the day-of-the-week (DOW) and January effect in the Indian currency market for selected currency pairs; USD-(Indian rupee…
Fraud and firm performance: keeping the good times (apparently) rolling
John D. Finnerty, Shantaram Hegde, Chris B MaloneThe purpose of this paper is to examine the hypothesis that a period of sustained supernormal firm performance (for up to five years before fraud commission) creates financial…
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson