Applied Financial Economics

1997 - 2014

Current editor(s): Anita Phillips

From Taylor & Francis Journals
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Lending rate stickiness and monetary transmission mechanism: the case of Canada and the United States pp. 533-538: Bakhtiar Moazzami
Variance decomposition of stock returns and dividend imputation system pp. 539-543: Ping Wu
Out-of-sample forecasting performance of single equation monetary exchange rate models in Norwegian currency markets pp. 545-550: Harald Reinton and Steven Ongena
Stock returns and inflation: a new test of competing hypotheses pp. 567-581: Pierre Siklos and Ben Kwok
Forecasting exchange rate volatility using autoregressive random variance model pp. 583-591: Mike So, K. Lam and W. K. Li
The intraday relationship between volume and volatility in LIFFE futures markets pp. 593-604: Owain ap Gwilym, David McMillan and Alan Speight
An alternative approach to investigating lead-lag relationships between stock and stock index futures markets pp. 605-613: Chris Brooks, Ian Garrett and Melvin Hinich
Volume effects in dual traded stocks: Hong Kong and London evidence pp. 615-625: Paul McGuinness
The interactions between trading volume and volatility: evidence from the equity options markets pp. 627-637: Tae Park, Lorne Switzer and Robert Bedrossian

Selecting hedge ratio maximizing utility or adjusting portfolio's beta pp. 423-432: Philippe Boveroux and Albert Minguet
A theory of IPO pricing with tender prices pp. 433-442: Kian-Guan Lim and Edward Ng
The differentiation of 'emerging' equity markets pp. 443-453: P. C. Kumar and George Tsetsekos
Testing the CRISMA trading system: evidence from the UK market pp. 455-468: Alan Goodacre, Jacqueline Bosher and Andrew Dove
Volume versus GARCH effects reconsidered: an application to the Spanish Government Bond Futures Market pp. 469-475: Jose Montalvo
Revisiting the Holiday Effect: is it on holiday? pp. 477-482: Roger Vergin and John McGinnis
Determinants of participatory rights insurance: evidence from the New Zealand life insurance industry pp. 483-490: M. B. Adams
The effects of offering method and trading location on the pricing of IPOs in Singapore pp. 491-499: Ruth Seow Kuan Tan, Li Li Eng and Andrew Khoo
Short-term and long-term price linkages between the equity markets of Australia and its major trading partners pp. 501-511: Eduardo Roca
Productive efficiency, technological change and productivity in Portuguese banking pp. 513-521: Victor Mendes and Joao Rebelo
Stocks and currencies: are they related? pp. 523-532: Li Lian Ong and H. Y. Izan

Analysis of price reactions to interim dividend reductions — a note pp. 305-314: Balasingham Balachandran, John Cadle and Michael Theobald
Unexpected inflation, inflation uncertainty, and stock returns pp. 315-328: Kiseok Lee
Real exchange rate targeting and inflation in Indonesia: theory and empirical evidence pp. 329-336: Reza Siregar
The nominal interest rate as a predictor of inflation: a re-examination of the underlying model pp. 337-341: Imad Moosa and Jolanta Kwiecien
Net economic gain from diversification in the commercial banking industry pp. 343-354: Abdullah Al-Obaidan
A common shift in real interest rates across countries pp. 365-369: Elias Tzavalis
Efficiency and risk management in Spanish banking: a method to decompose risk pp. 371-384: Jose Pastor
The information content of the German term structure regarding inflation pp. 385-395: Sebastian Schich
Annual estimates of personal wealth holdings in the United Kingdom since 1948 pp. 397-421: David Blake and J. Michael Orszag

The long-run performance of initial public offerings in Thailand pp. 215-232: David Allen, N. J. Morkel-Kingsbury and W. Piboonthanakiat
Accuracy of consensus expectations for top-down earnings per share forecasts for two S&P indexes pp. 233-238: Richard Chung and Lawrence Kryzanowski
Stochastic behaviour of the Athens Stock Exchange: a case of institutional nonsynchronous trading pp. 239-250: George Papachristou
Some evidence on the distribution of beta in Hong Kong pp. 251-262: Keith Lam
The volatility of US term structure term premia 1952 - 1991 pp. 263-271: Ólan Henry
Nonsimultaneous prices and the evaluation of managed portfolios in Spain pp. 273-281: Begona Basarrate and Gonzalo Rubio
Volatility, volume and maturity in electricity futures pp. 283-287: W. Walls
On the interrelationships among real, monetary, and financial variables pp. 289-293: A. F. Darrat and R. N. Dickens
Cost of capital and Australia's banking investment abroad pp. 295-303: Fariborz Moshirian and Toan Pham

Purchasing power parity in the long run and structural breaks: evidence from real sterling exchange rates pp. 117-127: Andrew Parkes and Andreas Savvides
A multi-country analysis of the temporary and permanent components of stock prices pp. 129-142: Liam Gallagher
Combining analysts' forecasts with causal model forecasts of earnings growth pp. 143-153: Salvatore Terregrossa
Comparison of univariate and multivariate Granger causality in international asset pricing. Evidence from Finnish and Japanese financial economies pp. 155-165: Ralf Ostermark and Jaana Aaltonen
Does purchasing power parity hold after all? Evidence from a robust test pp. 167-172: Roberto Fernandes Guimaraes-Filho
Setting futures margins: the extremes approach pp. 173-181: Hans Dewachter and Geert Gielens
Technical analysis versus market efficiency - a genetic programming approach pp. 183-191: Colin Fyfe, John Paul Marney and Heather Tarbert
Parameterization of model-consistent expectations in monetary policy models pp. 193-200: Victoria Hoogenveen and Elmer Sterken
The price behaviour of initial public offerings on the Taiwan Stock Exchange pp. 201-208: Yen-Sheng Huang
Nominal interest rates, expected inflation and varying marginal income tax rates pp. 209-214: Sadhana Alangar and Scott Hein

Short- and long-term links among European and US stock markets pp. 1-9: Robert-Jan Gerrits and Ayse Yuce
Economies of scale in the Italian saving bank industry pp. 11-19: Richard Simper
Uncertain information release and informed trading pp. 21-30: David Walsh
Convenience yield, mean reverting prices, and long memory in the petroleum market pp. 31-50: A. Mazaheri
Pricing and quality option in Japanese government bond futures pp. 51-65: Bing-Huei Lin, Ren-Raw Chen and Jian-Hsin Chou
The weekend effect, the Stock Exchange Account and the Financial Times Industrial Ordinary Shares Index: 1987-1994 pp. 67-71: J. Andrew Coutts and Peter Hayes
Macroeconomic determinants of long-term stock market comovements among major EMS countries pp. 73-85: Yin-Wong Cheung and Kon Lai
Financial fragility, heterogeneous agents, and aggregate fluctuations: evidence from a panel of US firms pp. 87-99: Luca Stanca, Domenico Delli Gatti and Mauro Gallegati
Interest rate differentials, market integration, and the efficiency of commodity futures markets pp. 101-108: Adusei Jumah, Sohbet Karbuz and Gerhard Rünstler