Table of contents
The abnormal performance of UK utility privatisations
Simon StevensonThis paper aims to re‐examine both the short‐ and long‐term performance of UK privatisations, with specific reference to the comparative performance of utility privatisations with…
1046
A reformulated asset pricing model based on contrarian strategies
Zhongzhi (Lawrence) He, Lawrence KryzanowskiResearchers have proposed characteristics‐based pricing models as an alternative to risk‐based pricing models. While supported empirically, these characteristic‐based models lack…
744
An integral index for measuring aversion to large‐scale risks
Joseph G. EisenhauerConventional measures of risk aversion based on first and second derivatives of utility are strictly local instruments, valid only for infinitesimally small changes in wealth…
445
Recent stock price relationships between Japanese and US stock markets
Yutaka Kurihara, Eiji NezuThis paper, using daily data, sets out to present an empirical analysis of the relationship between recent Japanese stock prices and macroeconomic variables under the quantitative…
2577
ISSN:
1086-7376e-ISSN:
1755-6791ISSN-L:
1086-7376Online date, start – end:
1977Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Prof Niklas Wagner