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publications

(71)   

• Determinants of the cross-section of stock returns in the Malaysian stock market
  D. E. Allen and F. Cleary International Review of Financial Analysis7(3):253--275(1998)
  to Malaysian cross-section returns by smicha on Apr 29, 2008, 8:06 AM
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• Fixed income excess returns and time to maturity
  Konstantinos Drakos International Review of Financial Analysis10(4):431--442002001.
  to Excess returns by smicha on Apr 29, 2008, 8:06 AM
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• Can value-based stock selection criteria yield superior risk-adjusted returns: an application of neural networks
  Stanley G. Eakins and Stanley R. Stansell International Review of Financial Analysis12(1):83--97(2003)
  to Risk-adjusted returns by smicha on Apr 29, 2008, 8:06 AM
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• Co-movements of sector index returns in the world's major stock markets in bull and bear markets: Portfolio diversification implications
  Ilhan Meric and Mitchell Ratner and Gulser Meric International Review of Financial Analysis17(1):156--177(2008)
  to Co-movements index of returns sector by smicha on Apr 29, 2008, 8:06 AM
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• Real-time macroeconomic data and ex ante stock return predictability
  Jörg Döpke and Daniel Hartmann and Christian Pierdzioch International Review of Financial Analysis17(2):274--290(2008)
  to Ex ante of predictability returns stock by smicha on Apr 29, 2008, 8:06 AM
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• Day end returns--stock price manipulation
  Karl Felixson and Anders Pelli Journal of Multinational Financial Management9(2):95--127Mar1999.
  to Stock market returns by smicha on Apr 29, 2008, 8:06 AM
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• Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns
  Chu-Sheng Tai Journal of Multinational Financial Management10(3-4):397--420Dec2000.
  to Bank returns stock by smicha on Apr 29, 2008, 8:06 AM
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• Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia
  Sie Ting Lau and Chee Tong Lee and Thomas H. McInish Journal of Multinational Financial Management12(3):207--222Jul2002.
  to Returns by smicha on Apr 29, 2008, 8:06 AM
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• Inflation differentials and excess returns in the European Monetary System
  P. J. G. Vlaar and F. C. Palm Journal of International Financial Markets, Institutions and Money7(1):1--20Apr1997.
  to Excess returns by smicha on Apr 29, 2008, 8:06 AM
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• The impact of IMF term loans on US bank creditors' equity values: an event study of South Korea's case
  Zhaohui Zhang Journal of International Financial Markets,Institutions and Money11(3-4):363--394002001.
  to Bank returns by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX