Forthcoming Papers
The papers listed below have been accepted for publication in
future issues of The International
Review of Applied Financial Issues and Economics.
Please note that this is a preliminary publication list and may
be subject to change.
Last updated: 25 January 2012
An Early Warning Signal of Financial Crisis by using the Deepness and
Liquidity in Stock Markets
Oral Erdogan
Istanbul Bilgi University, Turkey
Paul Bennett
Rutgers University, New Jersey, USA
Cenktan Ozyildirimc
Istanbul Bilgi University, Turkey
Planning for Optimal Liquidity Execution
Wei Chen
SAS Institute Inc.Cary, North Carolina, USA
Jimmy Skoglund
SAS Institute Inc.Cary, North Carolina, USA
Liping Cai
SAS Institute Inc.Cary, North Carolina, USA
The Real Exchange Rate Determination: Empirical Evidence from China
Wong Hock Tsen
Universiti Malaysia Sabah, Malaysia
Liquidity and the costs of raising capital
Tarek Chebbi
University of Sousse, Tunisia
Slaheddine Hellara
University of Tunis, Tunisia
Gold as a hedge and a diversifier: The perspective from Lebanon
Samih Antoine Azar
Haigazian University, Lebanon
A Search for Long Memory and its Source in some European Foreign
Exchange Rates
David Karemera
South Carolina State University,USA
John A. Cole
North Carolina A&T State University,USA
No Arbitrage in Markets with Bounces and Sinks
Wayne Nilsen
Worcester Polytechnic Institute, USA
Hasanjan Sayit
Worcester Polytechnic Institute, USA
Fitting the Skew with an Analytical Local Volatility Function
Jacinto Marabel Romo
BBVA and University Institute for Economic and Social Analysis,
University of Alcalá, Spain
Further Evidence on the Finance and Growth Causality Avoiding
Measuring the Indirect Impact of Pro-Market Institutional Framework
and Monetary Policy
Alexandre Rands Barros
Federal University of Pernambuco, Recife-PE, Brazil
On the Modeling of Exchange Rate: Some Evidence from Pakistan
Abdul Rashid
International Islamic University (IIU), Pakistan
Fazal Husain
Pakistan Institute of Development Economics (PIDE), Pakistan
Overreaction and Nonlinearities of Returns at the Ultra-high-frequency Level
Wing Lon Ng
University of Essex, United Kingdom
Australian Power Industry's Reaction to the CPRS: A Real Option Analysis
René Ogunbona
University of Wollongong, Australia
Andrew Tan
University of Wollongong, Australia
Song-Ping Zhu
University of Wollongong, Australia
Synergies, Disagreements and the Decision to Spinoff
T.V.S.Ramamohan Rao
Indian Institute of Technology,Kanpur, India
A Cross-Sectional Score for the Relative Performance of an Allocation
Monica Billio
University Ca'Foscari of Venice, Italy
Ludovic Calès
University of Lausanne, Switzerland
Dominique Guégan
University Paris-1 Panthéon-Sorbonne, France
Vanilla Option Pricing in Stochastic Volatility Market Models
Mario DellEra
University Pisa, Italy
GCC Economy Integration: New Evidence
Mukesh Chaudhry
Indiana University of Pennsylvania, USA
Robert J. Boldin
Indiana University of Pennsylvania, USA
