Applied Financial Economics Letters
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299
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Published By Informa Uk (Taylor & Francis)

1744-6554, 1744-6546
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Size and stock market integration: a study of Canadian firms

2008 ◽  
Vol 4 (6) ◽  
pp. 443-449
Author(s):  
Lucie Samson
Keyword(s):  
Stock Market ◽  
Market Integration ◽  
Stock Market Integration

scholarly journals SPEC model selection algorithm for ARCH models: an options pricing evaluation framework

2008 ◽  
Vol 4 (6) ◽  
pp. 419-423 ◽  
Author(s):  
Stavros Degiannakis ◽  
Evdokia Xekalaki
Keyword(s):  
Model Selection ◽  
Evaluation Framework ◽  
Options Pricing ◽  
Selection Algorithm ◽  
Arch Models

The equity premium and inflation

2008 ◽  
Vol 4 (6) ◽  
pp. 439-442 ◽  
Author(s):  
John Beirne ◽  
Gabe de Bondt
Keyword(s):  
Equity Premium

Exchange rates and fractional integration revisited

2008 ◽  
Vol 4 (6) ◽  
pp. 383-387 ◽  
Author(s):  
P. Sephton
Keyword(s):  
Exchange Rates ◽  
Fractional Integration

Generating innovations in economic variables

2008 ◽  
Vol 4 (6) ◽  
pp. 409-415 ◽  
Author(s):  
Vitor Leone ◽  
Lawrence Leger
Keyword(s):  
Economic Variables

Style drift and fund performance in up and down markets: Australian evidence

2008 ◽  
Vol 4 (6) ◽  
pp. 395-398 ◽  
Author(s):  
Kathryn Holmes ◽  
Robert Faff
Keyword(s):  
Fund Performance

Stock market returns and the temperature effect: new evidence from Europe

2008 ◽  
Vol 4 (6) ◽  
pp. 461-467 ◽  
Author(s):  
Christos Floros
Keyword(s):  
Stock Market ◽  
Temperature Effect ◽  
Market Returns ◽  
Stock Market Returns ◽  
New Evidence

Long memory in international equity markets: revisited

2008 ◽  
Vol 4 (6) ◽  
pp. 433-437 ◽  
Author(s):  
Ata Assaf
Keyword(s):  
Long Memory ◽  
Equity Markets ◽  
International Equity Markets ◽  
International Equity
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