This paper reviews the research on the $6.65trillion dollar Sovereign Wealth Funds (SWF). The literature, which has only appeared in the last few years, focuses for the most part on the investment behavior of SWFs, especially in light of calls for the regulation of these financial entities. The...

This study investigates systematic monthly return regularities in the listed equity returns of twelve European property companies.? Significant monthly effects exist in all sampled countries with Germany as the single exception. Furthermore, the findings provide evidence of abnormally high...

This article investigates the random walk behaviour of CIVETS (Colombia, Indonesia, Vietnam, Egypt, Turkey and South Africa) foreign exchange rates against the US dollar using weekly data from February 2007 to April 2012. Using variance ratio tests, the results suggest that the nominal exchange...