Applied Financial Economics Letters

Title Publication Date Language Citations
Structural breaks in financial ratios: evidence for nine international markets2007/11/01English8
Trading volume, volatility and bank of Japan intervention2005/03/01English7
On the relationship between central bank independence and inflation: some more bad news2005/11/01English7
Capital structure and stock prices: additional evidence2005/11/01English7
Hedging under price and output uncertainty: estimation methodology2005/09/01English7
Empirical identification of currency crises: differences and similarities between indicators2005/01/01English7
Do stock prices contain predictive information on business turning points? A wavelet analysis2005/01/01English7
Explaining aggregate private saving behaviour: new evidence from a panel of OECD countries2006/09/01English7
Decomposition of mutual fund underperformance2008/09/26English7
Long memory in international equity markets: revisited2008/10/22English7
Insurance intermediaries and contractual relations2006/07/01English7
Style drift and fund performance in up and down markets: Australian evidence2008/10/22English6
Do large hedgers and speculators react to events? A stability and events analysis2008/07/25English6
ESOPs and earnings management: an empirical note2007/09/01English6
Measuring half-lives: using a non-parametric bootstrap approach2005/01/01English6
The shareholder wealth effects of voluntary foreign delistings: an empirical analysis2005/07/01English6
Provincial co-movement in Chinese stock returns2008/05/01English5
Multivariate test of Sharpe–Lintner CAPM with time-varying beta2007/09/01English5
Investors reaction to dividend announcements: parametric versus nonparametric approach2007/05/01English5
Mutual fund performance and benchmark choice: the Spanish case2006/09/01English5
Style analysis of Chinese funds2005/05/01English5
Stochastic market volatility models2005/05/01English5
Empirical evidence of performance persistence in a relatively unexplored market: the case of Spanish investment funds2005/03/01English5
A sectoral efficiency analysis of the Amman Stock Exchange2006/11/01English5
Speculative opportunities for currency exchange under soft peg2006/11/01English5
Liquidity, volume and volatility in US electricity futures: the case of Palo Verde2006/01/01English5
Corporate valuations and the Merton model2007/01/01English5
Are limit hits industry-specific?2007/03/01English5
Credit default swap rates and stock prices2008/07/25English5
Fractional return and fractional CAPM2008/07/25English5