Table of contents
A nonparametric investigation of seasonality in US stock market cycle durations
Steven J. Cochran, Iqbal MansurThis study examines the durations of US stock market cycle expansions and contractions for the presence of seasonality. Specifically, it is determined whether the distributional…
495
Harmonization of international taxation: the case of interlisted stocks
Steven Graham, Wendy L. PirieThe fact that stocks going ex‐dividend decline in price by less than the dividend amount is theoretically attributed to the differential taxation of dividend and capital gains or…
962
The effect of exchange rate expectations on market share
Jui‐Chi Huang, Tantatape BrahmasreneThis study examines the impact of expectations on the market share mechanism. The dynamic strategic pricing behaviors in the short‐run and the long‐run are also explored. The…
2421
Estimating the Gini hedge ratio
David R. ShafferThis study compares minimum‐extended Gini hedge ratios estimated by the rank‐based method of Lerman and Yitzhaki and a nonparametric kernel method. The rankbased method is more…
371
ISSN:
0307-4358e-ISSN:
1758-7743ISSN-L:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson