Managerial Finance: Volume 29 Issue 8

Nonlinear dynamics in multinational financial data

Dimitrios Tsoukalas, Musa Darayseh, Elaine Waples

We test for the presence of non‐linear dynamics in real stock return, in the American, British, and Japanese equity markets. Evidence on non‐linearities will have important…

Bank holding company expansion into nonbank functions: is the rise in systematic risk rewarded?

C. Pat Obi, Augustine Emenogu

This study provides evidence regarding the performance of bank holding companies (BHC) following a series of deregulatory measures by the United States Congress. To compare…

Corporate failure for manufacturing industries using firms specifics and economic environment with logit analysis

Musa Darayseh, Elaine Waples, Dimitrios Tsoukalas

The purpose of this paper was to determine whether a model utilizing a number of economic variables in combination with financial ratios results in a model superior to the…

Green accounting in developing countries: the case of U.A.E. and Jordan

Yousef F. Jahamani

Research presented in this paper focuses on three environmental aspects, environmental awareness, environmental involvement, and environmental reporting. Developed countries have…

Predictability and volatility of stock returns

Marios Mavrides

This article examines predictability of returns and volatily in three major stock markets, the U.S., U.K., and Japan, using the Vector Autoregrassive and the Autoregressive…