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Economics Resources: Risk Management

JOURNAL OF ECONOMICS AND FINANCE (1994-2002)

  1. Acquiring Firms' Stock Returns: Methods of Payment, Change in Leverage and Management Ownership, Elias Raad and H.K. Wu, 13-29, Volume 18, Number 1, Spring 1994
  2. An Examination of the Intraday Behavior of the Yen/Dollar Exchange Rate: The Relationship Between Trading Activity and Returns Volatility, Timothy R. Smaby, 39-50, Volume 19, Number 1, Spring 1995
  3. Insider Trading and Regulation: A Look at Bank Holding Companies, Greg Filbeck and Donald J. Mulllineaux, 71-84, Volume 19, Number 3, Fall 1995
  4. Volatility of Exchange Rate Futures and High-Low Price Spreads, An-Sing Chen, 33-42, Volume 21, Number 1, Spring 1997
  5. Weekly Pattern in Higher Moments: An Empirical Test in Hong Kong Stock Market, Gordon Y. N. Tang, 51-59, Volume 21, Number 1, Spring 1997
  6. Determinants of the Stock Price Reaction to Leveraged Buyouts, Kenneth A. Carow and Diane M. Roden, 49-59, Volume 21, Number 3, Fall 1997
  7. Stock Returns and Volatility: Another Look, Ramon P. DeGennaro and Yuzhen Lisa Zhao, 5-18, Volume 22, Number 1, Spring 1998
  8. International Transmission of Stock Price Movements:  Evidence from the U.S. and Five Asian-Pacific Markets, Y. Angela Liu, Ming-Shiun Pan and Joseph C. P. Shieh, Volume 22, Number 1, Spring 1998
  9. Budget Deficits and Stock Prices: International Evidence, Bahram Adrangi and Mary Allender, 57-66, Volume 22, Numbers 2-3, Summer/Fall 1998
  10. Return Distributions and The Day-of-the-Week Effects in the Stock Exchange of Thailand, Ravindra R. Kamath, Rinjai Chakornpipat, and Arjun Chatrath, 97-106, Volume 22, Numbers 2-3, Summer/Fall 1998
  11. Market Efficiency, Discount-Rate Changes, and Stock Returns: A Long-Term Perspective, Laurie Prather and William J. Bertin, 56-63,Volume 23, Number 1, Spring 1999
  12. A Note on the Foreign Exchange Market Efficiency Hypothesis Swarna D. Dutt and Dipak Ghosh, 157-161, Volume 23, Number 2, Summer 1999
  13. Value Stocks and Market Efficiency, Roger J. Best, Ronald W. Best, and James A. Yoder, 28-35, Volume 24, Number 1, Spring 2000
  14. The True Shadow Price of Foreign Exchange, Richard Dusansky, David Franck, and Nadeem Naqvi, 206-214, Volume 24, Number 2, Summer 2000
  15. Stock Prices and Exchange Rates in a VEC Model—The Case of Singapore in the 1990s, Ying Wu, 260-274, Volume 24, Number 3, Fall 2000
  16. Stock Returns and Volatility: Evidence from the Athens Stock Market Index, Nicholas Apergis and Sophia Eleptheriou, Volume 25, Number 1, Spring 2001
  17. Asymmetric Volatility Spillover in the Tokyo Stock Exchange, Mario G. Reyes, Volume 25, Number 2, Summer 2001
  18. Sources of Real Exchange Rate Movements in Saudi Arabia, Eisa A. Aleisa and Sel Diboo_lu, Volume 26, Number 1, Spring 2002

JOURNAL OF FINANCIAL ECONOMICS (Jan.1994-March 2003)

  1. Bid--ask spreads in the interbank foreign exchange markets, Bessembinder, H. 317-348, Volume 35, Issue 3, April 1994
  2. Stock returns and volatility A firm-level analysis, Duffee, G.R. 399-420, Volume 37, Issue 3, March 1995
  3. Market efficiency around the clock: Some supporting evidence using foreign-based derivatives Dravid, A. and Richardson, M.L. 161-180, Volume 39, Issues 2 & 3, October 1995
  4. Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE Huang, R.D. and Stoll, H.R. page 313-357, Volume 41, Issue 3, July 1996
  5. Symposium on market microstructure: Focus on Nasdaq,  Schwert, G. William, page 3-8 Volume 45, Issue 1, July 1997
  6. Nasdaq market structure and spread patterns, Kandel, Eugene , and Marx, Leslie M. page 61-89 Volume 45, Issue 1, July 1997
  7. Information-time option pricing: theory and empirical evidence, Chang, Carolyn W., Chang, Jack S.K. , and Lim, Kian-Guan, page 211-242, Volume 48, Issue 2, May 1998
  8. Information and volatility linkages in the stock, bond, and money markets Fleming, Jeff , Kirby, Chris, and Ostdiek, Barbara, page 111-137, Volume 49, Issue 1, July 1998
  9.  The stock pools and the securities exchange act, Mahoney, Paul G. page 343-369 Volume 51, Issue 3, March 1999
  10. The rise and fall of the Amex emerging company marketplace, Aggarwal, Reena, and Angel, James J. page 257-289 Volume 52, Issue 2, May 1999
  11. The initiation and withdrawal of odd-eighth quotes among Nasdaq stocks: An empirical analysis, Christie, William G., and Schultz, Paul H. Volume 52, Issue 3, June 1999
  12. Just another day in the inter-bank foreign exchange market, Chakrabarti, Rajesh page 29-64 Volume 56, Issue 1, April 2000
  13. Altering the terms of executive stock options, Brenner, Menachem, Sundaram, Rangarajan K., and Yermack, David Volume 57, Issue 1, July 2000page 103-128
  14. The 'repricing' of executive stock options, Chance, Don M., Kumar, Raman, and Todd, Rebecca B. page 129-154 Volume 57, Issue 1, July 2000
  15. Trading activity and expected stock returns, Chordia, Tarun, Subrahmanyam, Avanidhar, and Anshuman, V. Ravi page 3-32 Volume 59, Issue 1, January 2001
  16. Stealth Trading: Which Traders' Trades Move Prices?, Chakravarty, Sugato page 289-307, Volume 61, Issue 2, August 2001
  17. Forecasting crashes: Trading volume, past returns and conditional skewness in stock prices, Chen, Joseph, Hong, Harrison, and Stein, Jeremy C. 345-381, Volume 61, Issue 3, September 2001
  18. Stocks are special too: An analysis of the equity lending market, Geczy, Christopher C., Musto, David K., Reed, Adam V. Volume 66, Issue 2-3, November 2002
  19. Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it?, Kahl, Matthias, Liu, Jun, and Longstaff, Francis A. Volume 67, Issue 3, March 2003

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