Journal "Investment Management and Financial Innovations", #1/2009

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.

#1/2009. 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

Jan Fraenkle, Svetlozar T. Rachev
Review: algorithmic trading
Omar Masood, Sahil Chaudhary
Performance and efficiency of risk managers in Saudi Arabia
Bora Aktan, Orhan Icoz
Revisiting the successive financial crises and bank failures on the threshold of a global hell: a qualitative review
Michael Dempsey
The Fama and French three-factor model and leverage: compatibility with the Modigliani and Miller propositions
Mei-Chen Lin
Sentiment on cross-sectional stock returns and volatility
Adam Clements, Michael E. Drew, Evan M. Reedman, Madhu Veeraraghavan
The death of the overreaction anomaly? A multifactor explanation of contrarian returns
Hung-Chun Liu, Ming-Chih Lee, Ching-Mo Chang
The role of SGT distribution in Value-at-Risk estimation: evidence from the WTI crude oil market
Sonia Seghir
Does foreign direct investment impact the financial stability or conversely: the case of Tunisia? A gravity model approach
Jian-Hsin Chou, Yung-Sheng Su, Huei-Wen Tang, Chen-Yu Chen
Fitting the term structure of interest rates in illiquid market: Taiwan experience
Abdulnasser Hatemi-J
The International Fisher Effect: theory and application
Enrico De Giorgi, Thorsten Hens
Prospect theory and mean-variance analysis: does it make a difference in wealth management?
Yong-Chern Su, Shing-Yang Hu, Han-Ching Huang, Jun-Quei Hsieh
Intraday causality between order imbalance and return of speculative top losers