Journal "Investment Management and Financial Innovations", Annual Index/2004

Contents of issue

No.Article TitleFirst AuthorYear/ IssuePages
1.Applying Stress-Testing On Value at Risk (VaR) MethodologiesFeria Domínguez, J. M.2004/463-75
2.Beta and Returns: Istanbul Stock Exchange EvidenceKaracabey,A.A.2004/386-89
3.Can Fund Managers Predict Changes in Aggregate Liquidity?Watkins, B.2004/369-85
4.Company Characteristics and Common Stock Returns: The Indian ExperienceKumar, M.2004/491-101
5.Co-ordination Mechanisms and Intensity of Integra­tion Matter for the Duration and Success of Mergers. Hypotheses and Empirical Evidence from 50 International TransactionsLindstädt, H.2004/275-83
6.Debt Characterization in a ‘Short Payoff’ TransactionDheeriya, P. L.2004/4125-128
7.Do Deposit Insurance Premiums Affect Bank Risk-Taking?Karels, G. V.2004/172-87
8.“Dow Investing” Possibilities for the Small Investor: Evidence from South AfricaWolmarans, H.2004/340-50
9.Financial Heat MachineKhrennikov, A.2004/150-52
10.The Five Basic Truths of Anti Inflation Policy and the Stability Oriented Strategy of the European Central Bank (ECB)Schönwitz, D.2004/27-23
11.From Nutricia to Numico: Valuing a Pan-European AcquisitionWesterman, W.2004/390-97
12.Funding Working Capital Requirements. An Emerging Markets PerspectiveZapalska, A.2004/188-99
13.Households’ Savings and PortfoliosHu, X.2004/3132-144
14.International Bank Capital Regulation for Market RiskYalamova, R.2004/476-90
15.International Portfolio Diversification: A Malaysian PerspectiveAbidin, S. Z.2004/351-68
16.Is the Weekend Effect Exploitable?Hsaio, P.2004/153-71
17.The Lead-Lag Pattern of Leading, Coincident and Lagging Indicators in MalaysiaIzani I.2004/234-41
18.Liberalization Process of Korean Capital MarketsLim, Y.-T.2004/125-40
19.Market Liquidity and the Impacts of the Computerized Trading System: Evidence from the Stock Exchange of ThailandSukcharoensin, S.2004/437-47
20.Market Value Added as an Investment Selection Tool: A Portfolio Separation TestCary, D.2004/1114-118
21.Measuring the Informativeness of Financial Fundamentals to Shareholders in Egypt: A Dynamic ApproachEldomiaty, ?. I.2004/4115-124
22.Methodological Problems in Solvency Assessment of an Insurance CompanyCocozza, R.2004/295-102
23.A Note on a Cointegrating Vector for US Interest Rate SwapsHuang, Y.2004/331-39
24.Performance Measures of Selected Euro-Asian Equity MarketsVaziri, M.T.2004/18-17
25.R&D Investment under Evolving Market ConditionsRaut, L. K.2004/1119-134
26.Return and Volume Relation in the Tail: Evidence from Six Emerging MarketsQi, R.2004/416-36
27.Risk Changes and Information Effects Following Dividend Initiation Announcements: Evidence Based on Seemingly Unrelated Regression MethodOtchere, I.2004/398-117
28.A Robust Test on the Multifactor Pricing ModelChen, C.2004/242-51
29.Profitability of Momentum Strategies: Application of Novel Risk/Return Ratio Stock Selection CriteriaBiglova, A.2004/448-62
30.Profitability of the Securities’ Portfolio of the Banks of Ukraine and The Structure of Their Regional Distribution (Evaluation Analysis And Methodological Notes)Vasyurenko, O.2004/252-59
31.See5 Algorithm versus Discriminant Analysis. An Application to the Prediction of Insolvency in Spanish Non-life Insurance CompaniesDíaz-Martínez, Z.2004/4102-114
32.Some Remarks on First and Second order Stochastic Processes ChoiceAlbina Orlando2004/3118-131
33.Spanish mutual fund misclassification: Empirical evidenceRodríguez Castellanos, A.2004/224-33
34.The Term Structure of Credit Spreads and Credit Default Swaps – an Empirical InvestigationTrück, S.2004/38-30
35.Term Structure of Futures Prices and Expected Mean Reversion in Base Metal PricesWang, C.2004/48-15
36.Trajectory of Earnings Growth Influences Cost of Equity Capital, and Optimal Time to SellHerbst, A. F.2004/1100-113
37.Turkish Financial Crisis of 2001: Did Politics Play Any Role?Feridun, M.2004/141-49
38.Two Sides of the Same Coin? Stock Market Reactions to the Brazilian DevaluationGoldberg, C. S.2004/118-24
39.Underpricing and Expected Returns for Individual and Institutional Investors: the Case of ItalyCassia, L.2004/284-94
40.The use of derivatives to manage interest rate risk in commercial banksBeets, S.2004/260-74