Journal "Investment Management and Financial Innovations", Annual Index/2004
Contents of issue
No. | Article Title | First Author | Year/ Issue | Pages |
1. | Applying Stress-Testing On Value at Risk (VaR) Methodologies | Feria Domínguez, J. M. | 2004/4 | 63-75 |
2. | Beta and Returns: Istanbul Stock Exchange Evidence | Karacabey,A.A. | 2004/3 | 86-89 |
3. | Can Fund Managers Predict Changes in Aggregate Liquidity? | Watkins, B. | 2004/3 | 69-85 |
4. | Company Characteristics and Common Stock Returns: The Indian Experience | Kumar, M. | 2004/4 | 91-101 |
5. | Co-ordination Mechanisms and Intensity of Integration Matter for the Duration and Success of Mergers. Hypotheses and Empirical Evidence from 50 International Transactions | Lindstädt, H. | 2004/2 | 75-83 |
6. | Debt Characterization in a ‘Short Payoff’ Transaction | Dheeriya, P. L. | 2004/4 | 125-128 |
7. | Do Deposit Insurance Premiums Affect Bank Risk-Taking? | Karels, G. V. | 2004/1 | 72-87 |
8. | “Dow Investing” Possibilities for the Small Investor: Evidence from South Africa | Wolmarans, H. | 2004/3 | 40-50 |
9. | Financial Heat Machine | Khrennikov, A. | 2004/1 | 50-52 |
10. | The Five Basic Truths of Anti Inflation Policy and the Stability Oriented Strategy of the European Central Bank (ECB) | Schönwitz, D. | 2004/2 | 7-23 |
11. | From Nutricia to Numico: Valuing a Pan-European Acquisition | Westerman, W. | 2004/3 | 90-97 |
12. | Funding Working Capital Requirements. An Emerging Markets Perspective | Zapalska, A. | 2004/1 | 88-99 |
13. | Households’ Savings and Portfolios | Hu, X. | 2004/3 | 132-144 |
14. | International Bank Capital Regulation for Market Risk | Yalamova, R. | 2004/4 | 76-90 |
15. | International Portfolio Diversification: A Malaysian Perspective | Abidin, S. Z. | 2004/3 | 51-68 |
16. | Is the Weekend Effect Exploitable? | Hsaio, P. | 2004/1 | 53-71 |
17. | The Lead-Lag Pattern of Leading, Coincident and Lagging Indicators in Malaysia | Izani I. | 2004/2 | 34-41 |
18. | Liberalization Process of Korean Capital Markets | Lim, Y.-T. | 2004/1 | 25-40 |
19. | Market Liquidity and the Impacts of the Computerized Trading System: Evidence from the Stock Exchange of Thailand | Sukcharoensin, S. | 2004/4 | 37-47 |
20. | Market Value Added as an Investment Selection Tool: A Portfolio Separation Test | Cary, D. | 2004/1 | 114-118 |
21. | Measuring the Informativeness of Financial Fundamentals to Shareholders in Egypt: A Dynamic Approach | Eldomiaty, Т. I. | 2004/4 | 115-124 |
22. | Methodological Problems in Solvency Assessment of an Insurance Company | Cocozza, R. | 2004/2 | 95-102 |
23. | A Note on a Cointegrating Vector for US Interest Rate Swaps | Huang, Y. | 2004/3 | 31-39 |
24. | Performance Measures of Selected Euro-Asian Equity Markets | Vaziri, M.T. | 2004/1 | 8-17 |
25. | R&D Investment under Evolving Market Conditions | Raut, L. K. | 2004/1 | 119-134 |
26. | Return and Volume Relation in the Tail: Evidence from Six Emerging Markets | Qi, R. | 2004/4 | 16-36 |
27. | Risk Changes and Information Effects Following Dividend Initiation Announcements: Evidence Based on Seemingly Unrelated Regression Method | Otchere, I. | 2004/3 | 98-117 |
28. | A Robust Test on the Multifactor Pricing Model | Chen, C. | 2004/2 | 42-51 |
29. | Profitability of Momentum Strategies: Application of Novel Risk/Return Ratio Stock Selection Criteria | Biglova, A. | 2004/4 | 48-62 |
30. | Profitability of the Securities’ Portfolio of the Banks of Ukraine and The Structure of Their Regional Distribution (Evaluation Analysis And Methodological Notes) | Vasyurenko, O. | 2004/2 | 52-59 |
31. | See5 Algorithm versus Discriminant Analysis. An Application to the Prediction of Insolvency in Spanish Non-life Insurance Companies | Díaz-Martínez, Z. | 2004/4 | 102-114 |
32. | Some Remarks on First and Second order Stochastic Processes Choice | Albina Orlando | 2004/3 | 118-131 |
33. | Spanish mutual fund misclassification: Empirical evidence | Rodríguez Castellanos, A. | 2004/2 | 24-33 |
34. | The Term Structure of Credit Spreads and Credit Default Swaps – an Empirical Investigation | Trück, S. | 2004/3 | 8-30 |
35. | Term Structure of Futures Prices and Expected Mean Reversion in Base Metal Prices | Wang, C. | 2004/4 | 8-15 |
36. | Trajectory of Earnings Growth Influences Cost of Equity Capital, and Optimal Time to Sell | Herbst, A. F. | 2004/1 | 100-113 |
37. | Turkish Financial Crisis of 2001: Did Politics Play Any Role? | Feridun, M. | 2004/1 | 41-49 |
38. | Two Sides of the Same Coin? Stock Market Reactions to the Brazilian Devaluation | Goldberg, C. S. | 2004/1 | 18-24 |
39. | Underpricing and Expected Returns for Individual and Institutional Investors: the Case of Italy | Cassia, L. | 2004/2 | 84-94 |
40. | The use of derivatives to manage interest rate risk in commercial banks | Beets, S. | 2004/2 | 60-74 |