Journal "Investment Management and Financial Innovations", #4 (cont.)/2008

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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.

#4 (cont.)/2008. 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

Bernard Bollen, Louise Clayton, Michael Dempsey, Madhu Veeraraghavan
Are company size and stock beta, liquidity and idiosyncratic volatility related to stock returns? Australian evidence

Saban Celik, Bora Aktan, Pınar Evrim Mandaci
The characteristics of bank common stocks within the framework of Capital Asset Pricing Model: evidence from Turkey

Mike P. Hanias, Panayiotis G. Curtis, Ioannis Mylonakis
The use of chaos theory predicting the EURIBOR index

Yi-Chein Chiang, Yi-Chan Lin
Exchange rate exposures of Taiwanese firms

Tommaso Minola, Tim Minshall, Marco Giorgino
Access to external capital for techno start-ups: evidences from the UK

Guner Gursoy, Asli Yuksel, Aydin Yuksel
Trading volume and stock market volatility: evidence from emerging stock markets

Yuan-Ming Lee, Kuan-Min Wang, Yen-Chi (Angela) Lin
The out-of-sample forecasts of nonlinear current depth of recession model of the output in the United Kingdom

John J. Vaz, Mohamed Ariff, Robert D. Brooks
The effect of interest rate changes on bank stock returns

Kenth Skogsvik, Stina Skogsvik
P/E-ratios in relative valuation - a mission impossible?