IRJFE Issue 49

IRJFE Issue 49

International Research Journal of Finance and Economics

Issue 49
September, 2010

GARCH and ARDL Model of Exchange Rate: Evidence from Nigeria's Retail Dutch Auction System	7-14
Auwal, Umar

Predicting Stcok Returns in Nifty Index: An Application of Artificial Neural Network	15-23
Renu Vashisth and Abhijeet Chandra

Efficiencies Comparison of Islamic and Conventional Banks of Pakistan	24-42
Haseeb Shahid, Ramiz ur Rehman, Ghulam Shabbir Khan Niazi and Awais Raoof

Relationship between Asset and Liability of Commercial Banks in India, 1997-2008	43-58
Seema Jaiswal

The Relationship between Working Capital Management and Profitability: A Vietnam Case	59-67
Huynh Phuong Dong and Jyh-tay Su

The Information Content of Dividend Policy on Future Earnings in Australia: A VECM Approach	68-86
King Fuei Lee

The Relationship between P/E Ratio, Dividend Yield Ratio Size and Stock Returns in Jordanian Companies: A Co-integration Approach	87-103
Mona Al-Mwalla, Ahmad M. Al-Omari and Fayssal Ayad

Globalized Monopoly Capitalism and Development	104-115
Adil H. Mouhammed

The Effects of Technological Innovation and Financial Constraints on the Dividend Smoothing: Evidence from Korean Small and Medium Sized Enterprises	116-130
Min-Shik Shin, Joong-Saeng Kwon and Soo-Eun Kim

Msalignement du Taux de Change Rel du Dinar Algrien	131-142
Adouka Lakhdar

A Principal Component Analysis of the Spanish Volatility Term Structure	143-148
Antonio Daz, Francisco Jareo and Eliseo Navarro

The Relationship between Stock Market Volatility and Macroeconomic Volatility: Evidence from China	149-160
Xiufang Wang

Optimal Hedging on Spot Indexes with a Duration-Dependent Markov-Switching Model	161-171
Shian-Chang Huang, Tzu-Hui Pan and Yin-Chih Lo

Financial Markets Efficiency: Empirical Evidence form Some Middle East & North Africa Countries (MENA)	172-184
Khaled Al-Zaubia and Marwan Al-Nahlehb

Financial Time Series Forecasting: Comparison of Neural Networks and ARCH Models	185-202
AK Dhamija and VK Bhalla