Applied Financial Economics Letters

Title Publication Date Language Citations
Nonlinear co-trending and the Fisher relationship in Japan: a note2005/09/01English2
Regime switching in the dynamic relationship between stock returns and inflation2005/09/01English2
The profitability of momentum strategies using stock futures contracts in small markets2006/05/01English2
Out-of-sample forecasting performance of the QGARCH model2005/11/01English2
About the cost of portfolio financing in Black-Scholes call option valuation2006/03/01English2
Market trader heterogeneity and high frequency volatility dynamics: further evidence from intra-day FTSE-100 futures data2006/03/01English2
A duration-based equity premium2007/11/01English2
Productivity in the retail industry: does insider ownership of shares matter?2008/03/01English2
Systematic liquidity in the long run2008/05/01English2
The Spanish peseta versus the pound sterling, the French franc and the US dollar (1870–1935). A long floating experience2005/03/01English2
Testing for stock market integration in a developing economy: Colombia2007/07/01English2
Portfolio allocation with heavy-tailed returns2007/07/01English2
An evaluation of professional forecasts of US corporate profits2007/07/01English2
Stock price patterns2007/09/01English2
Sectoral cointegration and causality analyses of the UAE financial markets2007/09/01English2
An examination of conditional asset pricing models in the Australian equities market2007/09/01English2
Threshold adjustment in the long-run relationship between stock prices and economic activity2007/07/01English1
On the quadratic approximation to the value of American put options: a note2007/09/01English1
A note on the effects of debt buybacks in the MM world2008/03/01English1
Assessing dependence changes using nonparametric methods2007/11/01English1
Valuation effects of international joint venture formation: Hong Kong listed companies2007/11/01English1
Risk-return tradeoffs from investing in the Australian cash management industry2006/05/01English1
The equity premium puzzle and decreasing relative risk aversion2006/05/01English1
Bayesian robust estimation of systematic risk using product partition models2005/09/01English1
European mutual funds: detecting recurrent differences in the taxation of their private unitholders2005/11/01English1
The measure of relative risk aversion in the consumption CAPM with power utility2006/03/01English1
Stock return volatility and the internet phenomenon2006/03/01English1
Assessing Italian Government bonds’ term structure with CIR model in the aftermath of EMU2008/05/01English1
Credit risk and Basel II: are nonprofit firms financially different?2008/05/01English1
Fixed income securities with a zero Macaulay duration: senior life settlements2008/05/01English1