Applied Financial Economics Letters
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299

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16

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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

Erratum to ON the variance of the error associated to the squared return as proxy of volatility: [Applied Financial Economics Letters, 2007, 3, 255–7]

Applied Financial Economics Letters ◽

10.1080/17446540701765233 ◽

2008 ◽

Vol 4 (6) ◽

pp. 417-417 ◽

Author(s):

Umberto Triacca

Keyword(s):

Financial Economics

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Size and stock market integration: a study of Canadian firms

Applied Financial Economics Letters ◽

10.1080/17446540801949760 ◽

2008 ◽

Vol 4 (6) ◽

pp. 443-449

Author(s):

Lucie Samson

Keyword(s):

Stock Market ◽

Market Integration ◽

Stock Market Integration

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

Applied Financial Economics Letters ◽

10.1080/17446540701765258 ◽

2008 ◽

Vol 4 (6) ◽

pp. 419-423 ◽

Author(s):

Stavros Degiannakis ◽

Evdokia Xekalaki

Keyword(s):

Model Selection ◽

Evaluation Framework ◽

Options Pricing ◽

Selection Algorithm ◽

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The equity premium and inflation

Applied Financial Economics Letters ◽

10.1080/17446540801935389 ◽

2008 ◽

Vol 4 (6) ◽

pp. 439-442 ◽

Author(s):

John Beirne ◽

Gabe de Bondt

Keyword(s):

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Exchange rates and fractional integration revisited

Applied Financial Economics Letters ◽

10.1080/17446540801998593 ◽

2008 ◽

Vol 4 (6) ◽

pp. 383-387 ◽

Author(s):

P. Sephton

Keyword(s):

Exchange Rates ◽

Fractional Integration

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Generating innovations in economic variables

Applied Financial Economics Letters ◽

10.1080/17446540701748965 ◽

2008 ◽

Vol 4 (6) ◽

pp. 409-415 ◽

Author(s):

Vitor Leone ◽

Lawrence Leger

Keyword(s):

Economic Variables

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

Applied Financial Economics Letters ◽

10.1080/17446540801998585 ◽

2008 ◽

Vol 4 (6) ◽

pp. 461-467 ◽

Author(s):

Christos Floros

Keyword(s):

Stock Market ◽

Temperature Effect ◽

Market Returns ◽

Stock Market Returns ◽

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

Applied Financial Economics Letters ◽

10.1080/17446540801964439 ◽

2008 ◽

Vol 4 (6) ◽

pp. 395-398 ◽

Author(s):

Kathryn Holmes ◽

Robert Faff

Keyword(s):

Fund Performance

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Application of the auction theory to the overpricing phenomenon in a corporate bond underwriting market

Applied Financial Economics Letters ◽

10.1080/17446540801982662 ◽

2008 ◽

Vol 4 (6) ◽

pp. 457-460

Author(s):

Kenji Matsui

Keyword(s):

Auction Theory ◽

Corporate Bond ◽

Bond Underwriting

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Long memory in international equity markets: revisited

Applied Financial Economics Letters ◽

10.1080/17446540701765282 ◽

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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