Index

Volume 25–28, 2014Authors

Abugri, Benjamin A. and Dutta, Sandip, Are we over-estimating REIT idiosyncratic risk? Analysis of pricingeffects and persistence, Volume 29, Number C, pages249–259.

Andreosso-O'Callaghan, Bernadette, see Morales, Lucía.

Apergis, Nicholas, Can gold prices forecast the Austra-lian dollar movements?, Volume 29, Number C, pages75–82.

Bagchi, Aniruddha and Mukherjee, Arijit, Technologylicensing in a differentiated oligopoly, Volume 29,Number C, pages 455–465.

Bahmani-Oskooee, Mohsen, Harvey, Hanafiah andHegerty, Scott W., Industry trade and exchange-ratefluctuations: Evidence from the U.S. and Chile, Volume29, Number C, pages 619–626.

Chan, Yue-Cheong, How does retail sentiment affectIPO returns? Evidence from the internet bubble period,Volume 29, Number C, pages 235–248.

Chang, Hsiu-Hua, Chen, Anlin, Kao, Lanfeng and Wu,Chin-Shun, IPO price discovery efficiency under alter-native regulatory constraints: Taiwan, Hong Kong andthe U.S., Volume 29, Number C, pages 83–96.

Chang, Juin-Jen, see Chang, Ming-Jen and Shieh, Jhy-Yuan.

Chang, Ming-Jen, Chang, Juin-Jen and Shieh, Jhy-Yuan,Keeping up with the Joneses and exchange ratevolatility in a Redux model, Volume 29, Number C,pages 569–584.

Chang, Tsangyao, Chu, Hsiao-Ping and Ranjbar, Omid,Are GDP fluctuations transitory or permanent inAfrican countries? Sequential Panel Selection Method,Volume 29, Number C, pages 380–399.

Chang, Yang-Ming, see Wu, Shih-Jye and Chen, Hung-Yi.

Chao, Chi-Chur, see Tai, Meng-Yi, Hu, Shih-Wen,Lai, Ching-Chong and Wang, Vey.

Chen, Anlin, see Chang, Hsiu-Hua, Kao, Lanfeng andWu, Chin-Shun.

Chen, Hung-Yi, see Wu, Shih-Jye, Chang, Yang-Ming.

Chen, Ming-Chi, see Tsai, Hsiu-Jung and Yang, Chih-Yuan.

Chiang, Sue-Jane, see Shu, Pei-Gi.

Choi, E. Kwan and Jin, Hailong, Currency interventionand consumer welfare in an open economy, Volume 29,Number C, pages 47–56.

Chortareas, Georgios and Noikokyris, Emmanouil, Oilshocks, stock market prices, and the U.S. dividend yielddecomposition, Volume 29, Number C, pages 639–649.

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Choudhri, Ehsan U. and Schembri, Lawrence L.,Productivity, commodity prices and the real exchangerate: The long-run behavior of the Canada–USexchange rate, Volume 29, Number C, pages 537–551.

Chu, Hsiao-Ping, see Chang, Tsangyao and Ranjbar, Omid.

Chun, Se-Hak, see Kim, Jae-Cheol and Kim, Min-Young.

Dutta, Sandip, see Abugri, Benjamin A.

Elliott, Robert J., Review of Stochastic Calculus forFinance, Volume 29, Number C, pages 660.

Faff, Robert, Gharghori, Philip and Nguyen, Annette,Non-nested tests of a GDP-augmented Fama–Frenchmodel versus a conditional Fama–French model in theAustralian stock market, Volume 29, Number C, pages627–638..

Fang, Chung-Rou and You, Shih-Yi, The impact of oilprice shocks on the large emerging countries' stockprices: Evidence from China, India and Russia, Volume29, Number C, pages 330–338.

Fang, WenShwo, see Huang, Ho-Chuan (River) andMiller, Stephen M.

Fletcher, Jonathan, Benchmark models of expectedreturns in U.K. portfolio performance: An empiricalinvestigation, Volume 29, Number C, pages 30–46.

Fung, Hung-Gay, see Su, Zhong-qin, Huang, Deng-shiand Shen, Chung-Hua.

Gharghori, Philip, see Faff, Robert and Nguyen, Annette.

González, Francisco, see González, Víctor M.

González, Víctor M. and González, Francisco, Bankingliberalization and firms' debt structure: Internationalevidence, Volume 29, Number C, pages 466–482.

Hacker, R. Scott, Karlsson, Hyunjoo Kim andMånsson, Kristofer, An investigation of the causal relationsbetween exchange rates and interest rate differentialsusing wavelets, Volume 29, Number C, pages 321–329.

Hammoudeh, Shawkat, see Khalifa, Ahmed A.A. andOtranto, Edoardo.

Harvey, Hanafiah, see Bahmani-Oskooee, Mohsen andHegerty, Scott W.

He, William Peng, see Yao, Juan and Ma, Chuanchan.

Hegerty, Scott W., see Bahmani-Oskooee, Mohsen andHarvey, Hanafiah.

Hu, Shih-Wen, see Tai, Meng-Yi, Chao, Chi-Chur,Lai, Ching-Chong and Wang, Vey.

Huang, Deng-shi, see Su, Zhong-qin, Fung, Hung-Gayand Shen, Chung-Hua.

Huang, Ho-Chuan (River), Fang, WenShwo and Miller,Stephen M., Does financial development volatility affectindustrial growth volatility?, Volume 29, Number C,pages 307–320.

Jin, Hailong see Choi, E. Kwan.

Jones, Ronald W., Heckscher–Ohlin and specific-factorstrade models for finite changes: how different arethey?, Volume 29, Number C, pages 650–659.

Kao, Lanfeng, see Chang, Hsiu-Hua, Chen, Anlin andWu, Chin-Shun.

Karlsson, Hyunjoo Kim, see Hacker, R. Scott andMånsson, Kristofer.

Khalifa, Ahmed A.A., Hammoudeh, Shawkat andOtranto, Edoardo, Patterns of volatility transmissionswithin regime switching across GCC and global mar-kets, Volume 29, Number C, pages 512–524.

Kim, Jae-Cheol, Kim, Min-Young and Chun, Se-Hak,Property tax and its effects on strategic behavior ofleasing and selling for a durable-goods monopolist,Volume 29, Number C, pages 132–144.

Kim, Min-Young, see Kim, Jae-Cheol and Chun, Se-Hak.

Kinsella, Stephen, see O'Connor, Thomas andO'Sullivan, Vincent.

Krippner, Leo, Yield curve modeling and forecasting,Volume 29, Number C, pages 661–662.

Kuo, Nan-Ting, see Lee, Cheng-Few.

Lafuente, Juan A., Pérez, Rafaela and Ruiz, Jesús, Time-varying inflation targeting after the nineties, Volume29, Number C, pages 400–408.

Lai, Ching-Chong, see Tai, Meng-Yi, Chao, Chi-Chur,Hu, Shih-Wen and Wang, Vey.

II Author Index of Volumes 29, 2014

Lee, Cheng-Few and Kuo, Nan-Ting, Effects of ultimateownership structure and corporate tax on capital struc-tures: Evidence from Taiwan, Volume 29, Number C,pages 409–425.

Li, Rong, see Zhu, Hui-Ming and Li, Sufang.

Li, Sufang, see Zhu, Hui-Ming and Li, Rong.

Li, Xiao-Ming, see Zhang, Bing.

Liu, Chunyan, Uchida, Konari and Yang, Yufeng,Controlling shareholder, split-share structure reformand cash dividend payments in China, Volume 29,Number C, pages 339–357.

Ma, Chuanchan, see Yao, Juan and He, William Peng.

Maltritz, Dominik and Molchanov, Alexander, Countrycredit risk determinants with model uncertainty,Volume 29, Number C, pages 224–234.

Månsson, Kristofer, see Hacker, R. Scott and Karlsson,Hyunjoo Kim.

Márquez, Elena, Nieto, Belén and Rubio, Gonzalo, Stockreturns with consumption and illiquidity risks, Volume29, Number C, pages 57–74.

Miller, Stephen M., see Huang, Ho-Chuan (River),Fang and WenShwo.

Mirman, Leonard J., Salgueiro, Egas M. and Santugini,Marc, Noisy signaling in monopoly, Volume 29,Number C, pages 504–511.

Mitani, Hidetaka, Capital structure and competitiveposition in product market, Volume 29, Number C,pages 358–371.

Molchanov, Alexander, see Maltritz, Dominik.

Moore, Tomoe and Ping, Wang, Dynamic linkagebetween real exchange rates and stock prices: Evidencefrom developed and emerging Asian markets, Volume29, Number C, pages 1–11.

Morales, Lucía and Andreosso-O'Callaghan, Bernadette,The global financial crisis: World market or regionalcontagion effects?, Volume 29, Number C, pages 108–131.

Mukherjee, Arijit and Sinha, Uday Bhanu, Can costasymmetry be a rationale for privatisation?, Volume 29,Number C, pages 497–503.

Mukherjee, Arijit, see Bagchi, Aniruddha.

Nguyen, Annette, see Faff, Robert, Gharghori, Philip.

Nieto, Belén see Márquez, Elena and Rubio, Gonzalo.

Noikokyris, Emmanouil, see Chortareas, Georgios.

O'Connor, Thomas, Kinsella, Stephen and O'Sullivan,Vincent, Legal protection of investors, corporate gov-ernance, and investable premia in emerging markets,Volume 29, Number C, pages 426–439.

O'Sullivan, Vincent, see O'Connor, Thomas, Kinsella,Stephen.

Otranto, Edoardo, see Khalifa, Ahmed A.A. andHammoudeh, Shawkat.

Pérez, Rafaela, see Lafuente, Juan A. and Ruiz, Jesús.

Pi, Jiancai and Zhou, Yu, Foreign capital, public infrastructureand wage inequality in developing countries, Volume 29,Number C, pages 195–207.

Pontines, Victor and Siregar, Reza Y., How should webank with foreigners? An empirical assessment oflending behavior of international banks to six East Asianeconomies, Volume 29, Number C, pages 552–568.

Ranjbar, Omid, see Chang, Tsangyao, Chu and Hsiao-Ping.

Reboredo, Juan C. and Rivera-Castro, Miguel A., Wave-let-based evidence of the impact of oil prices on stockreturns, Volume 29, Number C, pages 145–176.

Reher, Gerrit and Wilfling, Bernd, The valuation ofEuropean call options on zero-coupon bonds in therun-up to a fixed exchange-rate regime, Volume 29,Number C, pages 483–496.

Rivera-Castro, Miguel A., see Reboredo, Juan C.

Rubio, Gonzalo, see Márquez, Elena, Nieto, Belén.

Ruiz, Jesús, see Lafuente, Juan A. and Pérez, Rafaela.

Salgueiro, Egas M., see Mirman, Leonard J. andSantugini, Marc.

Santugini, Marc, see Mirman, Leonard J. andSalgueiro, Egas M.

Schembri, Lawrence L., see Choudhri, Ehsan U.

IIIAuthor Index of Volumes 29, 2014

Shen, Carl Hsin-han, Pecking order, access to publicdebt market and information asymmetry, Volume 29,Number C, pages 291–306.

Shen, Chung-Hua, see Su, Zhong-qin, Fung, Hung-Gayand Huang, Deng-shi.

Shieh, Jhy-Yuan, see Chang, Ming-Jen, Chang, Juin-Jen.

Shu, Pei-Gi and Chiang, Sue-Jane, Firm size, timing andearnings management of seasoned equity offerings,Volume 29, Number C, pages 177–194.

Sinha, Uday Bhanu, see Mukherjee, Arijit.

Siregar, Reza Y., see Pontines, Victor.

Su, Zhong-qin, Fung, Hung-Gay, Huang, Deng-shi andShen, Chung-Hua, Cash dividends, expropriation, andpolitical connections: Evidence from China, Volume 29,Number C, pages 260–272.

Suzuki, Yui, Financial integration and consumption risksharing and smoothing, Volume 29, Number C, pages585–598.

Tai, Meng-Yi, Chao, Chi-Chur, Hu, Shih-Wen, Lai, Ching-Chong and Wang, Vey, Monetary policy and pricedynamics in a commodity futures market, Volume 29,Number C, pages 372–379.

Tsai, Chun-Li, The effects of monetary policy on stockreturns: Financing constraints and “informative” and“uninformative” FOMC statements, Volume 29, NumberC, pages 273–290.

Tsai, Hsiu-Jung, Chen, Ming-Chi and Yang, Chih-Yuan,A time-varying perspective on the CAPM and downsidebetas, Volume 29, Number C, pages 440–454.

Tsuchiya, Yoichi, Purchasing and supply managersprovide early clues on the direction of the US economy:An application of a new market-timing test, Volume 29,Number C, pages 599–618.

Uchida, Konari, see Liu, Chunyan and Yang, Yufeng.

Wang, Ping see Moore, Tomoe.

Wang, Vey, see Tai, Meng-Yi, Chao, Chi-Chur, Hu, Shih-Wenand Lai, Ching-Chong.

Wilfling, Bernd, see Reher, Gerrit.

Wu, Chin-Shun, see Chang, Hsiu-Hua, Chen, Anlin,Kao, Lanfeng.

Wu, Shih-Jye, Chang, Yang-Ming and Chen, Hung-Yi,Antidumping duties and price undertakings: A welfareanalysis, Volume 29, Number C, pages 97–107.

Yang, Chih-Yuan, see Tsai, Hsiu-Jung, Chen, Ming-Chi.

Yang, Yufeng, see Liu, Chunyan and Uchida, Konari.

Yao, Juan, Ma, Chuanchan and He, William Peng,Investor herding behaviour of Chinese stock market,Volume 29, Number C, pages 12–29.

You, Shih-Yi, see Fang, Chung-Rou.

Zhang, Bing and Li, Xiao-Ming, Has there been anychange in the comovement between the Chinese and USstock markets?, Volume 29, Number C, pages 525–536.

Zhou, Yu, see Pi, Jiancai.

Zhu, Hui-Ming, Li, Rong and Li, Sufang, Modellingdynamic dependence between crude oil prices and Asia-Pacific stock market returns, Volume 29, Number C,pages 208–223.

IV Author Index of Volumes 29, 2014