Applied Financial Economics Letters

Title Publication Date Language Citations
Random walk versus multiple trend breaks in stock prices: evidence from 15 European markets2006/01/01English12
Spurious results in testing mutual fund performance persistence: evidence from the Greek market2007/03/01English12
Mood and UK equity pricing2008/07/25English12
A study of value-at-risk on portfolio in stock return using DCC multivariate GARCH2006/05/01English12
An alternative method to test for contagion with an application to the Asian financial crisis2005/11/01English12
Deregulation and productivity changes in banking: evidence from European unification2008/05/01English12
Some properties of absolute returns as a proxy for volatility2008/09/26English11
Project valuation and investment decisions: CAPM versus arbitrage2007/03/01English11
Testing for the existence of the ‘January effect’ in transition economies2006/11/01English11
Does investors’ sentiment predict stock price changes? With analyses of naive extrapolation and the salience hypothesis in Japan2006/11/01English10
Dynamic modelling of bank profits2008/05/01English10
Econometric analysis of interest rate pass-through2008/07/25English10
Asymmetric beta in bull and bear market conditions: evidences from India2006/01/01English10
Measuring the US social discount rate2007/01/01English10
Pensions in a perfect storm: financial behaviour of Dutch pension funds (2002–2005)2008/01/01English9
Hedging or speculation in derivative markets: the case of energy futures contracts2006/05/01English9
Further evidence on the transmission of shocks across REIT markets: an examination of REIT sub-sectors2006/05/01English9
Two unconditionally implied parameters and volatility smiles and skews2006/05/01English9
Empirical relationship between the dividend and investment decision: do emerging market firms behave differently?2006/05/01English9
Testing for linear and nonlinear Granger Causality in the stock price–volume relation: Turkish banking firms’ evidence2006/05/01English9
Inconsistency of HAC standard errors in event studies with i.i.d. errors2005/07/01English9
Threshold adjustment in spot-futures metals prices2005/01/01English8
Project selection and equivalent CAPM-based investment criteria2007/05/01English8
Overpricing of new issues in the Japanese straight bond market2006/09/01English8
The analysis of interest rate swap spreads in Japan2007/01/01English8
Estimating the uncertainty of relative risk aversion2008/01/01English8
Volatility filters for dynamic portfolio optimization2005/03/01English8
The monetary approach to exchange rate determination for Malaysia2007/03/01English8
Bank sales, spread and profitability: an empirical analysis2005/09/01English8
On the variance of the error associated to the squared return as proxy of volatility2007/07/01English8