Forthcoming Papers

The papers listed below have been accepted for publication in future issues of The International Review of Applied Financial Issues and Economics.
Please note that this is a preliminary publication list and may be subject to change.

Last updated: 16 August 2010

Optimal Trading of Arbitrage Opportunities with Market Impact
Robert A. Jarrow
Cornell University, USA

Testing the Martingale Difference Hypothesis in UK Financial Markets
Lijun Fan
Loughborough University, UK
Terence C Mills
Loughborough University, UK

The Effect of Deregulating Price Limit on Stock Split in Japan
Salim Chahine
American University of Beirut, Lebanon
Said Elfakhani
Saginaw Valley State University, USA

Venture Capital Financing and the Probability of a Successful Launch
Edmund H. Mantell
Pace University, NY, USA

A Multiple Input Transfer Function Model as an Alternative to a VAR. An Application for the Study of the Linear Effect of Mature Capital Markets on an Emerging Market.
Alexandros E. Milionis
University of the Aegean, Greece
Demetrios Moschos
University of Athens, Greece

Corporate Governance and Corporate Performance Variability
Frederick Adjei
Southeast Missouri State University, USA

Active vs. Passive Management: New Evidence from Exchange Traded Funds
Gerasimos G. Rompotis
University of Athens, Greece

Financial Liberalization Index for Pakistan
Qazi Muhammad Adnan Hye
Applied Economics Research Centre University of Karachi, Pakistan.
Shahida Wizarat
Institute of Business Management, Pakistan

The Comparison among ARMA-GARCH, -EGARCH, -GJR, and -PGARCH models on Thailand Volatility Index
Chatayan Wiphatthanananthakul
Chiang Mai University, Thailand
Songsak Sriboonchitta
Chiang Mai University, Thailand
Printing money with Quantitative Easing: where is the inflationary risk?
Marco Folpmers
Capgemini Consulting, Netherlands

Inflation Uncertainty and Stock Return:A Reassessment of Macroeconomic Time Series
Ramaprasad Bhar
The University of New South Wales, AUSTRALIA

Testing for Nonlinear Trend-Reversion in the Stock Prices of the G7 Countries
Hassan Shirvani
University of St Thomas Houston, USA
Bahman Mirshab
University of St Thomas Houston, USA
Natalya Delcoure
University of St Thomas Houston, USA

Do Credit Rating Announcements Influence the Returns and Liquidity of Tunisian Securities?
Tarek Chebbi
University of Sousse, Tunisia
Slaheddine Hellara
University of Tunis, Tunisia

The role of Financial Instruments in Economic Development of Mediterranean Countries
Nidal Rashid Sabri
Birzeit University, Palestine

The Concurrent Offerings Puzzle
Benjamin Kleidt
European Business School, International University Schloss Reichartshausen, Germany
Dirk Schiereck
European Business School, International University Schloss Reichartshausen, Germany
Stefan Dziarski
European Business School, International University Schloss Reichartshausen, Germany

GCC Economy Integration: New Evidence
Mukesh Chaudhry
Indiana University of Pennsylvania, USA
Robert J. Boldin
Indiana University of Pennsylvania, USA

The Liquidity of Exchange Traded Funds
Benito Sanchez University of New Orleans, LA, USA
Kean University, NJ, USA
Peihwang Wei
University of New Orleans, LA, USA

Rational Bubbles and Volatility Persistance in India Stock Market
Ibrahim A. Onour
Arab Planning Institute, Kuwait

The Government Deficit and the Long-Term Interest Rate: The Case of Australia
Yu Hsing
Southeastern Louisiana University, USA

Some Notes on Golden Rules and Risk Aversion in a Merton Type Solow Growth Model
Christian-Oliver Ewald
University of Sydney, Australia
Johannes Geissler
University of St.Andrews, Scotland, UK

Discrete-Time Pricing of Single Premium Unit Linked Products with the Use of Option Pricing Techniques
Thomas Poufinas
University of the Aegean,Greece

Value-at-Risk Models of the US Stock Market for US and Foreign Investors
Samih Antoine Azar
Haigazian University, Lebanon

Testing and Analyzing Efficiency of Chinese Stock Markets
Shu Quan Lu
Fudan University, China
Takao Ito
Ube National College of Technology, Japan

The Effect of Media Exposure and Market Psychology on IPOs Underpricing
Christos Staikouras
Athens University of Economics and Business, Greece
Dimitrios Tsatsanis
State Technological Institute of Piraeus (Adjunct), Greece
John Mylonakis
Hellenic Open University (Tutor), Greece

Why did CPDOs Fail? An Analysis Focused on Credit Spread Modeling
Viviana Fanelli
University of Foggia, Italy
Silvana Musti
University of Foggia, Italy

A Structural Return-Volatility-Volume Analysis of Malaysian Stock Market
Abu Hassan Shaari Mohd Nor
National University Malaysia, Malaysia
Chin Wen Cheong
Multimedia University, Malaysia
Zaidi Isa
National University Malaysia, Malaysia

Forecasting the Symmetric and Asymmetric Volatility in Mini Gold Futures Market: Evidence from Multi Commodity Exchange of India
K. Srinivasan
Christ University, India

Financial Synergy, Agency Costs and Spinoffs
T.V.S.Ramamohan Rao
Indian Institute of Technology,India
Mili Shrivastav
Max Planck Institute of Economics,Germany