Journal "Investment Management and Financial Innovations", Annual Index/2006

Contents of issue

No.

Article Title

First Author

Year/ Issue

Pages

1.

The Addition and Deletion Effects of the Standard & Poor’s 500 Index and Its Dynamic Evolvement from 1990 to 2002: Demand Curves, Market Efficiency, Information, Volume and Return

Sui, L.

2006/4

133-158

2.

Analysis of Foreign Currency Exposure of the New Zealand Stock Market

Luo, R.H.

2006/1

132-141

3.

The Asian Bond Fund: A Case Study of Successful   Economic and Financial Cooperation in Asia    

Sivalingam, G.

2006/1

23-34

4.

Behavioral Finance, Bounded Rationality, Neuro-Finance, and Traditional Finance

Tseng, K.C.

2006/4

7-18

5.

Beyond Budgeting: Boon or Boondoggle?

Rickards, R.C.

2006/2

62-77

6.

Capital Requirement, Portfolio Risk Insurance, and Dynamic Risk Budgeting

Strassberger, M.

2006/1

78-88

7.

Cointegration and Dynamic Causal Links Amongst African Stock Markets

Adjasi, C.K.D.

2006/4

102-119

8.

Consistency of (Intertemporal) Beta Asset Pricing and Black-Scholes Option Valuation

Henne, A.

2006/4

55-64

9.

Are Defaults Correlated? An Empirical Study

Li, L.

2006/1

42-63

10.

Disclosure of Forward Looking Information: Evidence from Listed Companies on Istanbul Stock Exchange [ISE]

Celik, O.

2006/2

197-217

11.

Does the Market P/E Ratio Revert Back to "Average"?

Weigand, R.A.

2006/3

30-39

12.

Domestic Investment Bias Among Student Managed Investment Portfolios

Jennings, W.P.

2006/3

155-159

13.

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

Tiefeng, W.

2006/1

97-103

14.

The Effect of the Introduction of Derivatives on the Systematic and Unsystematic Risk in the Greek Equity Market

Karakostas, S.

2006/2

125-137

15.

The Effect of Monetary Growth Variability on the Indonesian Capital Market

Harjito, D.A.

2006/2

116-124

16.

The Effects of Outward Foreign Direct Investment on Domestic Investment

Goedegebuure, R.V.

2006/1

9-22

17.

An Empirical Comparison among VaR Models and Time Rules with Elliptical and Stable Distributed Returns

Lamantia, F.

2006/3

8-29

18.

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

Jithendranathan, T.

2006/3

60-79

19.

The Firm-Specific Determinants of Corporate Capital Structure: Evidence from Turkish Panel Data

Sayılgan, G.

2006/3

125-139

20.

Finance, the Wisdom of Crowds, and “Uncannily Accurate” Predictions

Ray, R.

2006/1

35-41

21.

Financial Condition and Performance of Savings and Loans: A Retrospective Look at Mutual to Stock Conversions

Jahera, J.S.

2006/2

78-87

22.

Floor Options on Structured Products and Life  Insurance Contracts

Yosef, R.

2006/3

160-170

23.

Foreign Direct Investment, Domestic Savings and Economic Growth in Kazakhstan: Evidence from Co-integration and Causality Tests

Katircioglu, S.T.

2006/2

34-45

24.

The GATS Impact on Private Investors: Is it ‘Much Ado About Nothing’?

Loppacher, L.J.

2006/4

79-88

25.

The Heat Waves or Meteor Showers Hypothesis: Test on Selected Asian Emerging and Developed Stock Markets

Hassan, T.

2006/1

120-131

26.

The Impact of Foreign Cross-Listings on Asymmetric Spillovers in Brussels Stock Exchange

Papasyriopoulos, N.

2006/1

89-96

27.

The Impact of Cubes on the Market Quality of Nasdaq 100 Index Futures

Unal, S.

2006/3

117-124

28.

Impact of Shifts in Correlation Structure on International Portfolio Diversification

Abidin, S.Z.

2006/2

171-196

29.

Intraday Return-Order Imbalance Relation in NASDAQ Speculative New Lows

Su, Y.C.

2006/3

107-116

30.

Investment Style Analysis for the Turkish Individual Retirement Funds

Karacabey, A.A.

2006/2

88-104

31.

Islamic Finance, Rural Cooperative Financial Institutions (Credit Unions) and Micro Financing Strategies

Vaziri, M.

2006/2

18-33

32.

Is the Price-Volume Relation Asymmetric? Cross Sectional Evidence from an Emerging Stock Market

Moosa, I.A.

2006/3

80-90

33.

Letting the Investment Funds Flow:  Issues and Challenges in Slovenia: a Transitioning Economy

Nowak, P.

2006/2

9-17

34.

Macroeconomic Variables and Stock Market Interactions: New Zealand Evidence

Gan, C.

2006/4

89-101

35.

Market Reaction to Stock Issues in Brazil: Insider Trading, Volatility Effects and the New Issues Puzzle

De Medeiros, O.R.

2006/1

141-150

36.

Mean and Variance Сausality between the Cyprus Stock Exchange and Major Equity Markets

Constantinou, E.

2006/1

104-119

37.

Measuring Efficiency of Commercial Banks in a Developing Economy: The Case of Turkey

Percin, S.

2006/2

218-231

38.

Measuring the Effects of Lean Manufacturing Systems on Financial Accounting Metrics Using Data Envelopment Analysis

Boyd, D.T.

2006/4

40-54

39.

Merger Announcements and Insider Trading Activity in India: An Empirical Investigation

Agarwal, M.

2006/3

140-154

40.

On a Fair Value Model for Participating Life Insurance Policies

Baione, F.

2006/2

105-115

41.

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

Agyei-Ampomah, S.

2006/1

91-106

42.

Partial Least Squares Regression in Payment Default Prediction

Laitinen, E.K.

2006/1

64-77

43.

A Review on Statistical and Probabilistic Models for the Control of  Insurance Companies

Baione, F.

2006/4

65-78

44.

Samuelson’s Hypothesis in Greek Stock Index Futures Market

Floros, C.

2006/2

154-170

45.

Threshold Autoregressive Modeling of Bond Series – Japanese Case

Li, J.

2006/4

120-132

46.

Value Creation of Cash Mergers. Empirical Investigation

Delcoure, N.V.

2006/2

46-61

47.

The Value Premium and Methodological Biases: Evidence from the UK Equity Market

Andrikopoulos, P.

2006/3

40-59

48.

VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns

Lamantia, F.

2006/4

19-39