Journal "Investment Management and Financial Innovations", #1/2006

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.

#1/2006. 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

R.V. Goedegebuure
The Effects of Outward Foreign Direct Investment on Domestic Investment

G. Sivalingam, Izlin Ismail
The Asian Bond Fund: A Case Study of Successful Economic and Financial Cooperation in Asia

Russ Ray
Finance, the Wisdom of Crowds, and "Uncannily Accurate" Predictions

Li Li, Gunter Meissner
Are Defaults Correlated? An Empirical Study

Erkki K. Laitinen
Partial Least Squares Regression in Payment Default Prediction

Mario Strassberger
Capital Requirement, Portfolio Risk Insurance, and Dynamic Risk Budgeting

Nicholas Papasyriopoulos, Constantinos Katrakilidis, Athanasios Koulakiotis
The impact of foreign cross-listings on asymmetric spillovers in Brussels stock exchange

Wang Tiefeng, Kami Rwegasira
Dynamic Securities Assets Allocation in Portfolio Insurance: The Application of Constant Proportion Portfolio Insurance and Time Invariant Portfolio Protection Methodologies in the Chinese Capital Market

Eleni Constantinou, Robert Georgiades, Avo Kazandjian and Georgios P. Kouretas
Mean and variance causality between the Cyprus Stock Exchange and major equity markets

Taufiq Hassan, Annuar Bin Nassir, Shamsher Mohamad
The Heat Waves or Meteor Showers Hypothesis: Test on Selected Asian Emerging and Developed Stock Markets

Robin H. Luo, Nuttawat Visaltanachoti and Puspakaran Kesayan
Analysis of Foreign Currency Exposure of the New Zealand Stock Market

Otavio R. De Medeiros, Alberto S. Matsumoto
Market Reaction to Stock Issues in Brazil: Insider Trading, Volatility Effects and the New Issues Puzzle