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 |
