Applied Financial Economics Letters

Title Publication Date Language Citations
Tests of the CAPM with structural instability and asymmetry2005/09/01English
Property networks of corporations as cause of abusive behaviour: a stock market analysis based on institutional economics2005/09/01English
Erratum2006/03/01English
Overreactions in the options markets in Japan2006/03/01English
Erratum2006/01/01English
Do common variations in liquidity exhibit a U-shaped pattern across weekdays?2006/01/01English
On signalling and debt maturity choice2006/07/01English
A nonparametric cointegration analysis of the forward rate unbiasedness hypothesis2006/07/01English
The impact of capital controls on Malaysian banking industry betas2006/07/01English
Floor information and common variations in liquidity2006/07/01English
The market impact of corporate alliance announcements: value-weighted versus equally weighted portfolio returns2007/01/01English
Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes2007/01/01English
The effects of the exchange rate movements on the Istanbul stock exchange2007/01/01English
New vs. used capital investment decisions under liquidity constraints2007/01/01English
Analysis of exchange rate fluctuations in Estonia: test of the interest parity condition and the open economy model2007/01/01English
On conditional volatility transmission among mutual fund portfolios2005/11/01English
Discount factor and conditional return volatility2005/11/01English
The costs of raising equity capital for closed-end fund IPOs2007/09/01English
PPP over a century: cointegration and structural change2007/09/01English
To be euro or not to be euro: a comparative analysis of banking systems2007/11/01English
Relationship between systematic-risk measured in the second-order and third-order co-moments in the downside framework2007/05/01English
Corrigendum2007/05/01English
Effects of the intended and unintended federal funds rates on the Treasury yield curve during the Greenspan era2007/05/01English
What determines the forward exchange rate of the euro?2008/03/01English
Money market fund investors’ response to fund company mergers2008/03/01English
The effects of asymmetries and regime switching on optimal futures hedging2008/03/01English
Risk aversion, regional welfare state and private pension plans2008/07/25English
Does the rule for voluntary disclosure induce truthful disclosure?2008/09/26English
Application of the auction theory to the overpricing phenomenon in a corporate bond underwriting market2008/10/22English
SPEC model selection algorithm for ARCH models: an options pricing evaluation framework2008/10/22English