A single currency for ASEAN-5 : an empirical study of economic convergence and symmetry / Zhi Lu Xu, Bert D. Ward, Christopher Gan -- Periodically collapsing bubbles in the Asian emerging stock markets / Ako Doffou -- Currency crises in Asia : a multivariate logit approach / Jan P.A.M. Jacobs,...

The impact of information flows on market variables such as traded volume have been well documented in the literature. In this article, the issue as to whether trading volume in derivatives responds to information flows in the underlying asset is considered. Using Hong Kong individual stock...

Purpose – Using a very large sample of psychometrically derived risk profiles of adult Australians, the paper aims to explore the linkage between financial risk tolerance and gender. Design/methodology/approach – The key proxy of risk tolerance score (RTS) derives from a 25 question survey...

One commonly observed feature of financial market volatility is the presence of asymmetry whereby shocks to the market do not generate equal responses. This phenomenon has been attributed to the leverage effect for stock markets. For exchange rates, asymmetry has also been documented with no...

Naked short selling and purposeful fails-to-deliver have been identified in the popular press and by the SEC as contributing factors to the stock market decline in 2008. We investigate the market impact of the announcement that fails-to-deliver have occurred for a sample of real estate...