Applied Financial Economics Letters

Title Publication Date Language Citations
Financial distress, relative performance and takeovers as drivers for abnormal accruals2008/05/01English1
Investigating the effects of market microstructure on stock price formation and volatility: evidence from the Athens Stock Exchange2008/05/01English1
Nonlinear forecast of financial time series through dynamical calendar correction2006/09/01English1
The determinants of cross-border equity flows: a dynamic panel data reassessment2007/05/01English1
Stock returns, exchange rate movements and central bank interventions2007/05/01English1
Prophets of future corporate profits: a role for leading indicators in the information sets of security analysts?2007/05/01English1
Interest rate fluctuations and the UK financial services industry2007/09/01English1
Extending the variance ratio test to visualize structure in data: an application to the S&P 100 Index2005/05/01English1
Dynamic relationship between interest rate and inflation: the case of Korea2005/07/01English1
Does the term structure predict real economic activity in Japan?2005/07/01English1
Assessing the stability of Gaussian mixture models for monthly returns of the S&P 500 index2007/07/01English1
Domestic portfolio choice amid political instability2006/01/01English1
The application of an intervention model to the Taiwan stock exchange price limits policy2006/01/01English1
The minimum required rate of return2008/03/01English1
A threshold model for the Hong Kong warrant prices2008/09/26English1
Generating innovations in economic variables2008/10/22English1
Erratum to ON the variance of the error associated to the squared return as proxy of volatility: [Applied Financial Economics Letters, 2007, 3, 255–7]2008/10/22English1
Transmission of shocks among health care stock index returns2008/01/01English1
A micro-econometric model of the UK property-liability insurance industry2006/07/01English1
Is George Bailey Dead?2007/01/01English1
On central bank interventions and transaction taxes2007/01/01English1
Bond pricing and two unconditionally implied parameters inferred from option prices2007/03/01English1
Are conditional Value-at-Risk models justifiable?2007/03/01English1
An alternative method for measuring risk compensation of event jumps2008/09/26English1
Price matching for multiple rescindable options and European options2008/09/26English1
Are stock repurchases more flexible than dividends? The caseof Japanese firms2008/09/26English1
An ordered probit model of Morningstar individual stock ratings2008/09/26English1
Firm survival and time aggregation bias2008/09/26English1
The stock market's valuationof R&D externalities2008/09/26English1
The impact of WTO on international interdependence degree among United States, Korea and China2008/10/22English1