Volatility spillovers between stock returns and exchange rate changes: International evidence

Article Abstract:

The relationship between stock returns and exchange rate movements are examined using a bivariate EGARCH model, and the results show volatility spillovers from stock returns to exchange rate changes.

Stocks, Foreign exchange, Foreign exchange rates, Stock prices

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An empirical analysis of exchange ratio determination models for merger: A note

Article Abstract:

Two theories of company merger decision making are analysed. The results show that expected post-merger price earnings provide a better explanation than expected post-merger dividend growth.

Acquisitions and mergers

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The distributional characteristics of a selection of contracts traded on the London international financial futures exchange

Article Abstract:

The statistical distribution properties of futures prices for contracts traded on the LIFFE are examined. The research concludes that futures returns are not normally distributed.

Evaluation, Investments, Futures market, Futures markets, Futures, Statistical hypothesis testing

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