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Long-term return reversal: Evidence from international market indices

Original Research Article


Pages 1-17
Mirela Malin, Graham Bornholt
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Sectoral equity returns and portfolio diversification opportunities across the GCC
region
Original Research Article
Pages 33-48
Faruk Balli, Sed A!ul Basher, Rosm "ean #ouis
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Bank insolvency risk and time-varying Z -score measures
Original Research Article
Pages 73-87
#aetitia #epetit, Frank Stro!el
A long-run relationship et!een stock price inde" and e"change rate: A
structural nonparametric cointegrating regression approach
Original Research Article
Pages 106-118
Athanasios $sagkanos, %ostas Siriopoulos
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#redicting financial crises: $he %statistical& significance of the signals approach
Original Research Article
Pages 76-103
M& 'l(Shagi, $& )nedlik, G& von Schweinit*
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Credit-risk valuation in the sovereign C'S and onds markets: Evidence from the
euro area crisis
Original Research Article
Pages 124-145
Oscar Arce, Sergio Maordomo, "uan +gnacio ,e-a
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Bank Capital and Value at Risk
Bank of England Working Paper No. 79
Patricia Jackson , David Maude and William Perraudin
Bank of England , Bank of England - Monetary Analysis and Imperial ollege !ondon - Accounting,
"inance, and Macroeconomics
Date posted: #cto$er %, &''(
Working Paper )eries
2450 Do*nloads
+, The Corporate Governance Behavior and Market Value of Russian Firms
Emerging Markets Review, ol. !, pp. "9#$%", !%%$
Bernard )- Black
.ort/*estern 0niversity - )c/ool of !a*
Date posted: Marc/ ,%, ,11&
Accepted Paper )eries
205 Do*nloads
++ The !eterminants of Bank "erformance in China
#hela$h %effernan and Ma$$ie Fu
Cit& 'niversit& (ondon ) #ir *ohn Cass Business #chool and 'niversit& of Macau ) Facult& of
Business +dministration
!ate posted, +u$ust 25- 200.
/orkin$ "aper #eries
0..0 !o1nloads
+( #hareholder "rotection and #tock Market !evelopment, +n 2mpirical Test of the (e$al 3ri$ins
%&pothesis
'niversit& of Cam4rid$e- CBR /orkin$ "aper- 2CG5 ) (a1 /orkin$ "aper 6o7 00.8200.
*ohn +rmour - #imon !eakin - "ra4ir9it #arkar - Mathias M7 #iems and +9it #in$h
'niversit& of 3:ford ) Facult& of (a1 - 'niversit& of Cam4rid$e ) Centre for Business Research
;CBR< - *adavpur 'niversit& - !urham 'niversit& ) !urham (a1 #chool and 'niversit& of
Cam4rid$e
!ate posted, Fe4ruar& 20- 200.
(ast revised, 6ovem4er 0=- 2000
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% Risk +nal&sis in 5nvestment +ppraisal
"ro9ect +ppraisal *ournal- Vol7 - 6o7 0- March 04
#avvakis C7 #avvides
C&prus !evelopment Bank ) "ro9ect Financin$ !ivision
!ate posted, +pril 24- 2000
(ast revised, +u$ust 05- 200.
+ccepted "aper #eries
00500 !o1nloads
( The !erivatives Market?s "a&ment "riorities as Financial Crisis +ccelerator
#tanford (a1 Revie1- Vol7 @>- 5ssue>- p7 5>- 2000- 2CG5 ) (a1 /orkin$ "aper 6o7 05>82000-
%arvard "u4lic (a1 /orkin$ "aper 6o7 00)0=
Mark *7 Roe
%arvard (a1 #chool
!ate posted, March - 2000
(ast revised, *une 0- 200>
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