Journal "Investment Management and Financial Innovations", #3/2006

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#3/2006. 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

Fabio Lamantia, Sergio Ortobelli, Svetlozar Rachev
An Empirical Comparison among VaR Models and Time Rules with Elliptical and Stable Distributed Returns

Robert A. Weigand, Robert Irons
Does the Market P/E Ratio Revert Back to "Average"?

Panagiotis Andrikopoulos, Arief Daynes, David Latimer, Paraskevas Pagas
The Value Premium and Methodological Biases: Evidence from the UK Equity Market

Thadavillil Jithendranathan
An Empirical Study of Pricing and Trading Volume of Russian Depositary Receipts

Imad A. Moosa, Sulaiman Al-Abduljader
Is the Price-Volume Relation Asymmetric? Cross Sectional Evidence from an Emerging Stock Market

Sam Agyei-Ampomah
On the Profitability of Volume-Augmented Momentum Trading Strategies: Evidence from the UK

YongChern Su, HanChing Huang
Intraday Return - Order Imbalance Relation in NASDAQ Speculative New Lows

Seyfettin Unal, M. Mesut Kayali, Cuneyt Koyuncu
The Impact of Cubes on the Market Quality of Nasdaq 100 Index Futures

Güven Sayılgan, Hakan Karabacak, Güray Küçükkocaoğlu
The Firm-Specific Determinants of Corporate Capital Structure: Evidence from Turkish Panel Data

Manish Agarwal, Harminder Singh
Merger Announcements and Insider Trading Activity in India: An Empirical Investigation

William P. Jennings, Penelope Jennings
Domestic Investment Bias Among Student Managed Investment Portfolios

Rami Yosef
Floor Options on Structured Products and Life Insurance Contracts