Table of contents
Returns and volatility spillover between stock prices and exchange rates: Empirical evidence from IBSA countries
Manish KumarThe purpose of this paper is to analyze the nature of returns and volatility spillovers between exchange rates and stock price in the IBSA nations (India, Brazil, South Africa).
Evidence on changes in time varying volatility around bonus and rights issue announcements
Madhuri Malhotra, M. Thenmozhi, G. Arun KumarThe purpose of this paper is to examine the short‐term and long‐term stock price volatility changes around bonus and rights issue announcements, using historical volatility…
A replacement method in evaluating the performance of international mutual funds
Mohammad Reza Tavakoli BaghdadabadThe purpose of this paper is to appraise the risk‐adjusted performance of international mutual funds using measures generated by the optimized variance (OV), and to promote…
Foreign investor flows and “blue chip” stock returns
Cahit Adaoglu, Salih Turan KatirciogluThe purpose of this paper is to investigate the direction of causality between the monthly stock returns and the monthly net foreign investor flows, and the existence of feedback…
No longer sick: what does it convey? An empirical analysis of post‐bankruptcy performance
Surenderrao Komera, P.J. Jijo LukoseThe purpose of this paper is to empirically investigate the stock return and operating performance of the firms which emerged from bankruptcy during 1992‐2006 in India.
ISSN:
1746-8809Online date, start – end:
2006Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Prof Ilan Alon