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
5-23

Momentum and Seasonality in Chinese Stock Markets
Bin Li, Judy Qiu and Yanhui Wu
24-36

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
37-46

Distributional Characteristics of Ratios: Evidence from Turkish Banking Sector
Mahmut Kar??n, Hüseyin Akta? and Koray Kayal?dere
47-54

Modeling Uncertainty and Investment as Determinant of Returns from Pakistani Insurance Companies
Muhammad Ayub Siddiqui
55-61

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