| Current Issue |
| Volume 2 Issue 3
(September 2010) |
| |
 |
| Printing money with Quantitative Easing: where is the inflationary risk? |
| Marco Folpmers |
| Capgemini Consulting, Netherlands |
| Abstract | References
| Full
Text |How to Cite |
|
| Inflation Uncertainty and Stock Return: A Reassessment of Macroeconomic Time Series |
| Ramaprasad Bhar |
| The University of New South Wales, Australia |
| Abstract | References
| Full
Text |How to Cite |
|
| The Role of the Volatility of Inventories in Explaining the Volatility of the Commercial
Paper-T-bill Spread: An Empirical Study
|
| Augustine C. Arize |
| Texas A&M University, USA |
| Srinivas Nippani |
| Texas A&M University, USA |
| Steven S. Shwiff |
| Texas A&M University, USA |
| Abstract | References
| Full
Text |How to Cite |
|
| A Structural Return-Volatility-Volume Analysis of Malaysian Stock Market |
| Abu Hassan Shaari Mohd Nor |
| National University Malaysia, Malaysia |
| Chin Wen Cheong |
| Multimedia University, Malaysia |
| Zaidi Isa |
| National University Malaysia, Malaysia |
| Abstract
| References
| Full Text
| How to Cite |
|
| The Influence of Volume and Transactions on Intraday Volatility Forecasts |
| David G McMillan |
| University of St Andrews, United Kingdom |
| Raquel Quiroga Garcia |
| University of Oviedo, Spain |
| Abstract |
References
| Full
Text | How to Cite |
|
| Geometrical Approximation Method and Stochastic Volatility Market Models |
| Mario DellEra |
| University Pisa, Italy |
| Abstract | References
| Full
Text |How to Cite |
|
| The Effect of Deregulating Price Limit on Stock Split in Japan |
| Salim Chahine |
| American University of Beirut, Lebanon |
| Said Elfakhani |
| Saginaw Valley State University, USA |
| Abstract | References
| Full
Text |How to Cite |
|
| Testing and Analyzing Efficiency of Chinese Stock Markets |
| Shu Quan Lu |
| Fudan University, China |
| Takao Ito |
| Ube National College of Technology, Japan |
| Abstract | References
| Full
Text |How to Cite |
|
| Rational Bubbles and Volatility Persistance in India Stock Market |
| Ibrahim A. Onour |
| Arab Planning Institute, Kuwait |
Abstract | References
| Full
Text|How to Cite |
|
| Optimal Trading of Arbitrage Opportunities with Market Impact |
| Robert A. Jarrow |
| Cornell University, USA |
Abstract | References
| Full
Text|How to Cite |
|
| Forecasting Strategies for Carbon Allowances Prices: From Classic Arbitrage Pricing
Theory to Switching Regimes
|
| Marius-Christian Frunza |
| Sagacarbon, France |
| Dominique Guégan |
| University Paris 1 Panthéon-Sorbonne, France |
| Antonin Lassoudiere |
| Sagacarbon, France |
Abstract | References
| Full
Text|How to Cite |
|
| Diversification Benefits: Correlation and Return Gaps |
| Natalya Delcoure |
| University of St Thomas Houston, USA |
| Abstract | References
| Full
Text | How to Cite |
|
