Journal "Investment Management and Financial Innovations", Annual Index/2006

Contents of issue

No.Article TitleFirst AuthorYear/ IssuePages
1.The Addition and Deletion Effects of the Standard & Poor’s 500 Index and Its Dynamic Evolvement from 1990 to 2002: Demand Curves, Market Efficiency, Information, Volume and ReturnSui, L.2006/4133-158
2.Analysis of Foreign Currency Exposure of the New Zealand Stock MarketLuo, R.H.2006/1132-141
3.The Asian Bond Fund: A Case Study of Successful   Economic and Financial Cooperation in Asia     Sivalingam, G.2006/123-34
4.Behavioral Finance, Bounded Rationality, Neuro-Finance, and Traditional FinanceTseng, K.C.2006/47-18
5.Beyond Budgeting: Boon or Boondoggle?Rickards, R.C.2006/262-77
6.Capital Requirement, Portfolio Risk Insurance, and Dynamic Risk BudgetingStrassberger, M.2006/178-88
7.Cointegration and Dynamic Causal Links Amongst African Stock MarketsAdjasi, C.K.D.2006/4102-119
8.Consistency of (Intertemporal) Beta Asset Pricing and Black-Scholes Option ValuationHenne, A.2006/455-64
9.Are Defaults Correlated? An Empirical StudyLi, L.2006/142-63
10.Disclosure of Forward Looking Information: Evidence from Listed Companies on Istanbul Stock Exchange [ISE]Celik, O.2006/2197-217
11.Does the Market P/E Ratio Revert Back to "Average"?Weigand, R.A.2006/330-39
12.Domestic Investment Bias Among Student Managed Investment PortfoliosJennings, W.P.2006/3155-159
13.Dynamic Securities Assets Allocation in Portfolio Insurance: The Application of Constant Proportion Portfolio Insurance and Time Invariant Portfolio Protection Methodologies in the Chinese Capital MarketTiefeng, W.2006/197-103
14.The Effect of the Introduction of Derivatives on the Systematic and Unsystematic Risk in the Greek Equity MarketKarakostas, S.2006/2125-137
15.The Effect of Monetary Growth Variability on the Indonesian Capital MarketHarjito, D.A.2006/2116-124
16.The Effects of Outward Foreign Direct Investment on Domestic InvestmentGoedegebuure, R.V.2006/19-22
17.An Empirical Comparison among VaR Models and Time Rules with Elliptical and Stable Distributed ReturnsLamantia, F.2006/38-29
18.An Empirical Study of Pricing and Trading Volume of Russian Depositary ReceiptsJithendranathan, T.2006/360-79
19.The Firm-Specific Determinants of Corporate Capital Structure: Evidence from Turkish Panel DataSayılgan, G.2006/3125-139
20.Finance, the Wisdom of Crowds, and “Uncannily Accurate” PredictionsRay, R.2006/135-41
21.Financial Condition and Performance of Savings and Loans: A Retrospective Look at Mutual to Stock ConversionsJahera, J.S.2006/278-87
22.Floor Options on Structured Products and Life  Insurance ContractsYosef, R.2006/3160-170
23.Foreign Direct Investment, Domestic Savings and Economic Growth in Kazakhstan: Evidence from Co-integration and Causality TestsKatircioglu, S.T.2006/234-45
24.The GATS Impact on Private Investors: Is it ‘Much Ado About Nothing’?Loppacher, L.J.2006/479-88
25.The Heat Waves or Meteor Showers Hypothesis: Test on Selected Asian Emerging and Developed Stock MarketsHassan, T.2006/1120-131
26.The Impact of Foreign Cross-Listings on Asymmetric Spillovers in Brussels Stock ExchangePapasyriopoulos, N.2006/189-96
27.The Impact of Cubes on the Market Quality of Nasdaq 100 Index FuturesUnal, S.2006/3117-124
28.Impact of Shifts in Correlation Structure on International Portfolio DiversificationAbidin, S.Z.2006/2171-196
29.Intraday Return-Order Imbalance Relation in NASDAQ Speculative New LowsSu, Y.C.2006/3107-116
30.Investment Style Analysis for the Turkish Individual Retirement FundsKaracabey, A.A.2006/288-104
31.Islamic Finance, Rural Cooperative Financial Institutions (Credit Unions) and Micro Financing StrategiesVaziri, M.2006/218-33
32.Is the Price-Volume Relation Asymmetric? Cross Sectional Evidence from an Emerging Stock MarketMoosa, I.A.2006/380-90
33.Letting the Investment Funds Flow:  Issues and Challenges in Slovenia: a Transitioning EconomyNowak, P.2006/29-17
34.Macroeconomic Variables and Stock Market Interactions: New Zealand EvidenceGan, C.2006/489-101
35.Market Reaction to Stock Issues in Brazil: Insider Trading, Volatility Effects and the New Issues PuzzleDe Medeiros, O.R.2006/1141-150
36.Mean and Variance ?ausality between the Cyprus Stock Exchange and Major Equity MarketsConstantinou, E.2006/1104-119
37.Measuring Efficiency of Commercial Banks in a Developing Economy: The Case of TurkeyPercin, S.2006/2218-231
38.Measuring the Effects of Lean Manufacturing Systems on Financial Accounting Metrics Using Data Envelopment AnalysisBoyd, D.T.2006/440-54
39.Merger Announcements and Insider Trading Activity in India: An Empirical InvestigationAgarwal, M.2006/3140-154
40.On a Fair Value Model for Participating Life Insurance PoliciesBaione, F.2006/2105-115
41.On the Profitability of Volume-Augmented Momentum Trading Strategies: Evidence from the UKAgyei-Ampomah, S.2006/191-106
42.Partial Least Squares Regression in Payment Default PredictionLaitinen, E.K.2006/164-77
43.A Review on Statistical and Probabilistic Models for the Control of  Insurance CompaniesBaione, F.2006/465-78
44.Samuelson’s Hypothesis in Greek Stock Index Futures MarketFloros, C.2006/2154-170
45.Threshold Autoregressive Modeling of Bond Series – Japanese CaseLi, J.2006/4120-132
46.Value Creation of Cash Mergers. Empirical InvestigationDelcoure, N.V.2006/246-61
47.The Value Premium and Methodological Biases: Evidence from the UK Equity MarketAndrikopoulos, P.2006/340-59
48.VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed ReturnsLamantia, F.2006/419-39