|
| Volume 1 Issue
1 (December 2009) |
| From
the Editor |
 |
| Diversification,
Performance, and Performance Persistence in Exchange-Traded
Funds |
| Frederick Adjei |
| Southeast Missouri State University, USA |
| Abstract
| References
| Full
Text | |
|
| Constructing Fama-French
Model from Russell/Nomura Style Indexes: Japanese Evidence |
| Elhaj Mabrouk Walid |
| Osaka University, Japan |
| Wee-Yeap Lau |
| University of Malaya, Malaysia |
| Abstract
| References
| Full
Text | |
|
| Explaining Pacific-Basin
Financial Market Returns by Size of Firm |
| Jeffrey E. Jarrett |
| University of Rhode Island, Island |
| Zhenzhen Sun |
| University of Rhode Island, Island |
| Abstract
| References
| Full
Text | |
|
| Time series Implications
of Risk and Efficiency: Evidence from Greece, 1994-2007 |
| Dimitris G. Kirikos |
| Technological Educational Institute of Crete,
Greece |
| Abstract
| References
| Full Text
| |
|
| Modelling the Convenience Yield in Carbon
Prices using Daily and Realized Measures |
| Julien Chevallier |
| Paris Dauphine University, France |
| Abstract
| References
| Full
Text | |
|
| The Temporal Lead Lag and Causality
between Spot and Futures Markets: Evidence from Multi Commodity
Exchange of India |
| K. Srinivasan |
| Pondicherry Central University, India |
| Malabika Deo |
| Pondicherry Central University, India |
| Abstract
| References
| Full
Text | |
|
| A Review on Recent Trends of Stochastic
Volatility Models |
| Atanu Das, Tapan |
| Netaji Subhash Engg. College, Kolkata, India |
| Kumar Ghoshal |
| Jadavpur University, Kolkata, India |
| Pramatha Nath Basu |
| Jadavpur University, Kolkata, India |
| Abstract
| References
| Full
Text | |
|
| Hedging Transaction Exposure to FX Risk
by Using Sharing Arrangements and Currency Collars |
| Imad A. Moosa |
| Monash University, Australia |
| Abstract
| References
| Full
Text | |
|
| Can Selective Hedging Add Value to Airlines?
The Case of Crude Oil Futures |
| Ray R. Sturn |
| University of Central Florida, USA |
| Abstract
| References
| Full
Text| |
|
| Can Ohlson's Residual Income model be
linked to Real Options theory? Empirical evidence from the
Greek Capital Market |
| Konstantinos Vergos |
| University of Athens |
| John Mylonakis |
| Hellenic Open University (Tutor), Greece |
| Abstract
| References
| Full
Text | |
|
