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Past Journals 4 of 4 E-mail

GLOBAL FINANCE JOURNAL
Volume 18, Number 2, 2007
Special Issue
Guest Editor, Ricardo P.C. Leal

CONTENTS

A future global economy to be built by BRICs
Hui fang Cheng, Margarida Gutierrez, Arvind Mahajan, Yochanan Shachmurove, Manuchehr Shahrokhi

The Effects of Changes in Corporate Governance and Restructurings on Operating Performance: Evidence from Privatizations
Juliet D'Souza, William Megginson, and Robert Nash

Modeling And Forecasting Temperature Based Weather Derivatives
Jiri Svec, and Maxwell Stevenson

The Valuation Of Modular Projects: A Real Options Approach To The Value Of Splitting..
Artur Rodriguez, and Manuel J. Rocha Armada

Determinants Of International Financial Integration
Xuan Vinh Vo, and Kevin Daly

Valuation Of Derivatives Based On Single-Factor Interest Rate Models
Ghulam Sorwar, Giovanni Barone-Adesi and Walter Allegretto

US - Swiss Term Structures And Exchange Rate Dynamics
Ahmet Can Inci

 

GLOBAL FINANCE JOURNAL
Volume 18, Number 1, 2007

CONTENTS

Price Discovery and Informational Efficiency of International iShares Funds
Yiuman Tse, and Valeria Martinez

Optimal Currency Hedging
Rui Albuquerque

Equity and Debt Market Responses to Sovereign Credit Ratings Announcement
Fayez A. Elayan, Kuntara Pukthuanthong, and Lawrence C. Rose

Modeling Money Demand under the Profit-Sharing Banking Scheme: Some Evidence on Policy Invariance and Long-Run Stability
Amir Kia, and Ali F. Darrat

An Anatomy of Bullish Underlying Linked Securities
K.C. Chen, and Lifan Wu

Asymmetric Information and the Pricing of Sovereign Eurobonds: India 1990-1992
Ephraim Clark, and Geeta Lakshmi

Serial Correlation in the Spanish Stock Market
Francisco J. DePenya and Luis A. Gil-Alana

 

GLOBAL FINANCE JOURNAL
Volume 17, Number 3, 2006

CONTENTS

The Cross Section of Expected Stock Returns in the Chinese A-share Market 
Yuenan Wang and Amalia Di Iorio
 
How Important is Participation of Different Venture Capitalists in German IPOs?
Tereza Tykvova and Uwe Walz

Limit Orders and the Intraday Behavior of Market Liquidity: Evidence from the Toronto Stock Exchange
Minh T. Vo

Valuing Coins as the Sum of the Underlying Asset and a Perpetual American Put Option
Steve Easton

Crisis, Contagion and Cross-border Effects: Evidence from the Latin American Closed-end Fund Market
Emmanuel Anoruo, Sanjay Ramchander and Harry Thiewes

A Modified Finite-lived American Exchange Option Methodology Applied to Real Options Valuation
Manuel Rocha Armada, Lawrence Kryzanowski and Paulo Jorge Pereira

Informed trading and the Consistent Enforcement Hypothesis: Evidence from bid-ask spreads in France and Britain
Olivier Maisondieu-Laforge

 

GLOBAL FINANCE JOURNAL
Volume 17, Number 2, 2006

CONTENTS

Services and the Long-term Profitability in Taiwan’s Banks
Yong-Chin Liu and Jung-Hua Hung

Modeling Country Risk in Latin America: A Country Beta Approach
Rahul Verma and Gokce Soydemir

Effects of Size and International Exposure of the US Firms on the Relationship between Stock Prices and Exchange Rates
Anna V. Vygodina

Oil Price Risk and Emerging Stock Markets
Syed A. Basher and Perry Sadorsky

Business-Cycle Fluctuations and International Equity Correlations
Renatas Kizys and Christian Pierdzioch

Is the CRISMA Technical Trading System Profitable?
Ben R. Marshall, Jared M. Cahan and Rochester H. Cahan

Domestic or International: Divestitures in Australian Multinational Corporations
Sian Owen and Alfred Yawson

Swap Pricing: Evidence from the Sterling Swap Market
Russell Poskitt

Neutrality of Market Neutral Funds
Daniel Capocci

 

GLOBAL FINANCE JOURNAL
Volume 17, Number 1, 2006

CONTENTS

Valuing Volatility Spillovers
George Milunovich and Susan Thorp

Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU
Frank McGroarty, Owain ap Gwilym and Stephen Thomas

The Informational Content of Option-implied Distributions: Evidence from the Eurex Index and Interest Rate Futures Options Market
Sascha Wilkens and Klaus Roder

Gulf Cooperation Council (GCC) Stock Markets: The Dawn of a New Era
Jorg Bley and Kim Heng Chen

Global Stock Market Reactions to Scheduled U.S. Macroeconomic News Announcements…
Jussi Nikkinen, Mohammed Omran, Petri Sahlstrom and Janne Aijo

The Chilean Ex-Dividend Day
Augusto Castillo and Keith Jakob

Is Stock Price Rounded for Economic Reasons in the Chinese Markets?
Yan He and Chunchi Wu

Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches
Emawtee Bissoondoyal-Bheenick, Robert Brooks and Angela Y. N. Yip

How Norwegian Managers View Dividend Policy
H. Kent Baker, Tarun K. Mukherjee and Ohannes George Paskelian