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Applied Financial Economics Letters

2005 - 2008

Continued by Applied Economics Letters.

Current editor(s): Mark Taylor

From Taylor and Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

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Volume 3, issue 6, 2007

Valuation effects of international joint venture formation: Hong Kong listed companies pp. 349-357 Downloads
Wing-Fai Leung and Fanny Cheung
Measuring the macroeconomic impact of workers' remittances in a data-rich environment pp. 359-363 Downloads
Carlos Vargas-Silva
Testing for long-range dependence in stock market returns: a further evidence from MENA emerging stock markets pp. 365-371 Downloads
Aktham Maghyereh
Firms' growth opportunities and profitability: a nonlinear relationship pp. 373-379 Downloads
Zelia Serrasqueiro, Paulo Macas Nunes and Tiago Sequeira
Structural breaks in financial ratios: evidence for nine international markets pp. 381-384 Downloads
David McMillan
Time-varying nonlinear exchange rate exposure pp. 385-389 Downloads
Renatas Kizys and Christian Pierdzioch
To be euro or not to be euro: a comparative analysis of banking systems pp. 391-396 Downloads
Mark Bertus, John Jahera and Keven Yost
Assessing dependence changes using nonparametric methods pp. 397-401 Downloads
Param Silvapulle and Xibin Zhang
A requiem for the use of the geometric mean in evaluating portfolio performance pp. 403-408 Downloads
Spyros Missiakoulis, Dimitrios Vasiliou and Nikolaos Eriotis
A duration-based equity premium pp. 409-414 Downloads
Samih Antoine Azar

Volume 3, issue 5, 2007

Stock market risk and dollarization in Ecuador pp. 281-286 Downloads
Dennis Jansen and Maria Caridad Ortiz
ESOPs and earnings management: an empirical note pp. 287-293 Downloads
Pornsit Jiraporn
The costs of raising equity capital for closed-end fund IPOs pp. 295-299 Downloads
Bill Dimovski, Robert Brooks and Antonie van Eekelen
Stock price patterns pp. 301-306 Downloads
Brian J. Jacobsen
An examination of conditional asset pricing models in the Australian equities market pp. 307-312 Downloads
Annette Nguyen, Robert Faff and Philip Gharghori
On the quadratic approximation to the value of American put options: a note pp. 313-317 Downloads
Andreas Andrikopoulos
PPP over a century: cointegration and structural change pp. 319-325 Downloads
Ekaterini Panopoulou
Sectoral cointegration and causality analyses of the UAE financial markets pp. 327-334 Downloads
Jay Squalli
Multivariate test of Sharpe-Lintner CAPM with time-varying beta pp. 335-341 Downloads
P.-S. Wu and J.-S. Chiou
Interest rate fluctuations and the UK financial services industry pp. 343-347 Downloads
Panagiotis Artikis, Elena Kalotychou and Sotiris K. Staikouras

Volume 3, issue 4, 2007

Analysis of dependence in the G11 countries' financial markets: simulation and empirical evidence pp. 211-214 Downloads
Param Silvapulle, Mohammad N. Azam and Mahbuba Yeasmin
Assessing the stability of Gaussian mixture models for monthly returns of the S&P 500 index pp. 215-220 Downloads
Andreas Behr
The roles of the exchange rate and the foreign interest rate in Estonia's money demand function and policy implications pp. 221-224 Downloads
Yu Hsing
Credit risk pricing with both expected and unexpected default pp. 225-230 Downloads
Marco Realdon
Testing for stock market integration in a developing economy: Colombia pp. 231-236 Downloads
Luis Gutiérrez and Jesus Otero
Portfolio allocation with heavy-tailed returns pp. 237-242 Downloads
Arnab Kumar Laha, Divyajyoti Bhowmick and Bharathy Subramaniam
Threshold adjustment in the long-run relationship between stock prices and economic activity pp. 243-246 Downloads
Steven Cook
An evaluation of professional forecasts of US corporate profits pp. 247-250 Downloads
Hamid Baghestani
Bankruptcy and the Nash solution pp. 251-254 Downloads
Jacques A. Schnabel
On the variance of the error associated to the squared return as proxy of volatility pp. 255-257 Downloads
Umberto Triacca
Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks pp. 259-262 Downloads
Andrew Worthington and Mosayeb Pahlavani
Investment information content in Bollinger Bands? pp. 263-267 Downloads
Camillo Lento, Nikola Gradojevic and C. S. Wright
Political orientation of government and stock market returns pp. 269-273 Downloads
Jedrzej Bialkowski, Katrin Gottschalk and Tomasz Wisniewski
Underwriting spread and the investment of security company-affiliated venture capital pp. 275-278 Downloads
Katsushi Suzuki

Volume 3, issue 3, 2007

Refunding efficiency: a generalized approach pp. 141-146 Downloads
Andrew J. Kalotay, Deane Yang and Frank Fabozzi
Relationship between systematic-risk measured in the second-order and third-order co-moments in the downside framework pp. 147-153 Downloads
Don Galagedera
Effects of the intended and unintended federal funds rates on the Treasury yield curve during the Greenspan era pp. 155-159 Downloads
Yu Hsing
Transactions, volume and volatility: evidence from an emerging market pp. 161-164 Downloads
Cetin Ciner and William H. Sackley
Project selection and equivalent CAPM-based investment criteria pp. 165-168 Downloads
Carlo Alberto Magni
Investors reaction to dividend announcements: parametric versus nonparametric approach pp. 169-179 Downloads
Walid Saleh
The determinants of cross-border equity flows: a dynamic panel data reassessment pp. 181-185 Downloads
Pandej Chintrakarn
Prophets of future corporate profits: a role for leading indicators in the information sets of security analysts? pp. 187-190 Downloads
Simon Hussain
Stock returns, exchange rate movements and central bank interventions pp. 191-195 Downloads
Daniel Hartmann and Christian Pierdzioch
A global network of stock markets and home bias puzzle pp. 197-199 Downloads
Masaru Konishi
Modelling financial observable-volatility using long memory models pp. 201-208 Downloads
Chin Cheong, Zaidi Isa and Abu Hassan Shaari Mohd Nor

Volume 3, issue 2, 2007

The risk-adjusted trading rule profits in currency spot cross-rates pp. 71-76 Downloads
Terence Tai Leung Chong and Thomas Chun-Sing Shik
Explaining the dynamics of the NIKKEI 225 stock and stock index futures markets by using the SETAR model pp. 77-83 Downloads
Chikashi Tsuji
Examining the nature of the gains from investment in the emerging stock markets of the Central and Eastern European region pp. 85-90 Downloads
Calum Middleton, Suzanne Fifield and David Power
The monetary approach to exchange rate determination for Malaysia pp. 91-94 Downloads
Chin Lee, M. Azali and Kent Matthews
Financial impact of risk on municipal earnings pp. 95-98 Downloads
Camilo Sarmiento
The decision to voluntarily provide an IPO prospectus earnings forecast pp. 99-102 Downloads
Chris Bilson, Richard Heaney, John Powell and Jing Shi
Spurious results in testing mutual fund performance persistence: evidence from the Greek market pp. 103-108 Downloads
Vassilios Babalos, Alexandros Kostakis and Nikolaos Philippas
Bond pricing and two unconditionally implied parameters inferred from option prices pp. 109-113 Downloads
Nikolai Dokuchaev
Are limit hits industry-specific? pp. 115-119 Downloads
Haitham Nobanee
An empirical study of realized and long-memory GARCH standardized stock-return pp. 121-127 Downloads
Chin Cheong, Abu Hassan Shaari Mohd Nor and Zaidi Isa
Are conditional Value-at-Risk models justifiable? pp. 129-132 Downloads
A. Sfetsos and L. Kalyvas
The effect of US and European stock exchanges on Greece's stock market: a VAR approach pp. 133-136 Downloads
Nikolaos Veraros and Evangelia Kasimati
Project valuation and investment decisions: CAPM versus arbitrage pp. 137-140 Downloads
Carlo Alberto Magni

Volume 3, issue 1, 2007

The analysis of interest rate swap spreads in Japan pp. 1-4 Downloads
Takayasu Ito
Forecasting exchange rates using an evolutionary neural network pp. 5-9 Downloads
Marcos Alvarez-Diaz and Alberto Alvarez
On central bank interventions and transaction taxes pp. 11-14 Downloads
Frank Westerhoff
New vs. used capital investment decisions under liquidity constraints pp. 15-18 Downloads
Konstantinos Drakos, Eleftherios Goulas and Christos Kallandranis
Is George Bailey Dead? pp. 19-24 Downloads
Jessica A. Holmes, Jonathan Isham and Paul M. Sommers
Nonlinear mean reversion in stock prices: evidence from Asian markets pp. 25-29 Downloads
Kian-Ping Lim and Venus Liew
Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes pp. 31-37 Downloads
Stavros Degiannakis and Evdokia Xekalaki
The effects of the exchange rate movements on the Istanbul stock exchange pp. 39-46 Downloads
Nukhet Dogan and Yeliz Yalcin
Corporate valuations and the Merton model pp. 47-50 Downloads
Andrea Gheno
Analysis of exchange rate fluctuations in Estonia: test of the interest parity condition and the open economy model pp. 51-54 Downloads
Yu Hsing
Multi-factor SUR in event study analysis: evidence from M&A in Singapore's financial industry pp. 55-62 Downloads
Enrico Tanuwidjaja
Measuring the US social discount rate pp. 63-66 Downloads
Samih Antoine Azar
The market impact of corporate alliance announcements: value-weighted versus equally weighted portfolio returns pp. 67-70 Downloads
Bruce Burton
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