Table of contents
Dynamic relationships and technological innovation in hot and cold issue markets
Thomas J. Walker, Michael Y. LinThe puzzle of hot and cold issue markets has attracted substantial interest in the academic community. The behavior of IPO volume and initial returns over time is well documented…
Value enhancement using momentum indicators: the European experience
Ron Bird, Lorenzo CasavecchiaThe purpose of this research is to study the extent to which various price and earnings momentum measures can be used to enhance portfolio performance by better timing entry into…
Random walk currency futures profits revisited
Kuntara Pukthuanthong, Lee R. Thomas Lee R. Thomas III, Carlos BazanRecent research indicates that the random walk hypothesis (RWH) approximately describes the behavior of major dollar exchange rates during the post‐1973 float. The present…
Cycles and common cycles in real estate markets
Kim Hiang LiowThe paper seeks to examine cycles and common cycles in the real estate markets of the UK, Japan, Singapore, Hong Kong and Malaysia using a combination of time domain and frequency…
An examination of the Australian Stock Exchange and Australian Financial Review's fair values
Steve Easton, Irena IvanovicThe paper seeks to examine fair values provided by the Australian Stock Exchange (ASX) and reported daily in the Australian Financial Review to determine whether they violate…
ISSN:
1743-9132Online date, start – end:
2005Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Dr Alfred Yawson