Journal "Investment Management and Financial Innovations", #3/2004

Available files

Some papers of the issue are freely available. Please check contents below for hyperlinks pointing to appropriate files. All other issues will be available only for subscribers, see more information about subscribing and single issue purchasing conditions.

#3/2004. English language version is available in PDF format. Please use Adobe Acrobat Reader versions 5.0/6.0 to view and print this file.

Contents of issue

Stefan Trück, Matthias Lau, Svetlozar T. Rachev
The Term Structure of Credit Spreads and Credit Default Swaps - an Empirical Investigation

Ying Huang, Salih N. Neftci
A Note on a Cointegrating Vector for US Interest Rate Swaps

Hendrik Wolmarans
"Dow Investing" Possibilities for the Small Investor: Evidence from South Africa

Sazali Zainal Abidin, Mohamed Ariff, Annuar Md. Nassir, Shamsher Mohamad
International Portfolio Diversification: A Malaysian Perspective

Boyce Watkins
Can Fund Managers Predict Changes in Aggregate Liquidity?

Ali Argun Karacabey, Yalçın Karatepe
Beta and Returns: Istanbul Stock Exchange Evidence

Wim Westerman
From Nutricia to Numico: Valuing a Pan-European Acquisition

Isaac Otchere
Risk Changes and Information Effects Following Dividend Initiation Announcements: Evidence Based on Seemingly Unrelated Regression Method

Albina Orlando, Alessandro Trudda
Some Remarks on First and Second order Stochastic Processes Choice

Xiaoqing Hu
Households' Savings and Portfolios