International Journal of Managerial Finance: Volume 13 Issue 1

Hedge funds vs SEO firms: a comparative analysis

Robert Martin Hull, Sungkyu Kwak, Rosemary Walker

The purpose of this paper is to determine if hedge funds perform poorly as claimed by more recent research. The authors find hedge funds perform well from 2001 to 2013 when…

Investment styles and the multifactor analysis of market timing skill

Jarkko Peltomäki

The purpose of this paper is to present and demonstrate how the use of a multifactor model in the analysis of market timing skill can be misleading because the use of a…

Internet gambling stock returns: empirical evidence from the UK

Daniel Perez Liston

The purpose of this paper is to quantify beta for an online gambling portfolio in the UK and investigates whether it is time-varying. It also examines the dynamic correlations of…

Market reactions to corporate name changes: evidence from the Toronto Stock Exchange

Ernest N. Biktimirov, Farooq Durrani

The purpose of this paper is to examine stock price and trading volume reactions to name changes of the Toronto Stock Exchange listed companies. Previous studies present…

The impact of idiosyncratic risk on accrual management

Sudip Datta, Mai Iskandar-Datta, Vivek Singh

The purpose of this paper is to add an important new dimension to the earnings management literature by establishing a link between idiosyncratic risk and the degree of accrual…

Revisiting the price-volume relationship: a cross-currency evidence

Satish Kumar

The purpose of this paper is to examine the contemporaneous and causal relationship between returns (volatility) and trading volume in the Indian currency futures market for…