Volume 7, issue 3-4, September 2006

10 articles in this issue

Funding long-term liabilities: A global perspective — CFA Institute Annual Conference

Authors
- Alan Brown
- Content type: Editorial
- Published: 01 September 2006
- Pages: 155 - 169
A note on the out-of-sample performance of resampled efficiency

Authors
- Bernd Scherer
- Content type: Paper
- Published: 01 September 2006
- Pages: 170 - 178
Volatility filters for asset management: An application to managed futures

Authors
- Christian Dunis
- Jia Miao
- Content type: Paper
- Published: 01 September 2006
- Pages: 179 - 189
Performance measurement with loss aversion

Authors
- Gordon Gemmill
- Soosung Hwang
- Mark Salmon
- Content type: Paper
- Published: 01 September 2006
- Pages: 190 - 207
Measuring investor sentiment in equity markets

Authors
- Arindam Bandopadhyaya
- Anne Leah Jones
- Content type: Paper
- Published: 01 September 2006
- Pages: 208 - 215
Cash equity transaction cost analysis: State of the art … and beyond

Authors
- Catherine D'Hondt
- Jean-René Giraud
- Content type: Paper
- Published: 01 September 2006
- Pages: 216 - 241
Corporate governance and earnings management and the relationship between economic value added and created shareholder value

Authors
- Ali El Mir
- Souad Seboui
- Content type: Paper
- Published: 01 September 2006
- Pages: 242 - 254
Rights offerings in Spain: Effects on ex-rights stocks during the subscription period

Authors
- Consuelo Riaño
- Francisco-Javier Ruiz
- Rafael Santamaría
- Content type: Paper
- Published: 01 September 2006
- Pages: 255 - 272
The cross-sectional variability of stock-price returns: Country and sector effects revisited

Authors
- Michael Steliaros
- Dylan C Thomas
- Content type: Paper
- Published: 01 September 2006
- Pages: 273 - 290
Asset disposition effect: The impact of price patterns and selected personal characteristics

Authors
- Alan S Wong
- Bernardo J Carducci
- Alan Jay White
- Content type: Paper
- Published: 01 September 2006
- Pages: 291 - 300

Volume 7, issue 3-4, September 2006

Funding long-term liabilities: A global perspective — CFA Institute Annual Conference

A note on the out-of-sample performance of resampled efficiency

Volatility filters for asset management: An application to managed futures

Performance measurement with loss aversion

Measuring investor sentiment in equity markets

Cash equity transaction cost analysis: State of the art … and beyond

Corporate governance and earnings management and the relationship between economic value added and created shareholder value

Rights offerings in Spain: Effects on ex-rights stocks during the subscription period

The cross-sectional variability of stock-price returns: Country and sector effects revisited

Asset disposition effect: The impact of price patterns and selected personal characteristics

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Volume 7, issue 3-4, September 2006

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