Journal of Money, Investment and Banking

Issue 17
September 2010

The Impact of 9/11 on the U.S. Futures Market: A Range-Based Volatility Model
Heng-Chih Chou, Rim Zaabar and David Wang

Momentum and Seasonality in Chinese Stock Markets
Bin Li, Judy Qiu and Yanhui Wu

The Roles of Distribution Assumption and Asymmetric Specification of GARCH Model on VaR and Option Pricing
Tze Chin Huang, Jui-Cheng Hung and Matthew C. Chang

Distributional Characteristics of Ratios: Evidence from Turkish Banking Sector
Mahmut Kar??n, Hüseyin Akta? and Koray Kayal?dere

Modeling Uncertainty and Investment as Determinant of Returns from Pakistani Insurance Companies
Muhammad Ayub Siddiqui

Do the Recession Durations in the Economy follow Heavy-Tailed Distributions? The case of the USA 1791-2008
Paraschos Maniatis