Explaining the dynamics of the NIKKEI 225 stock and stock index futures markets by using the SETAR model

JOURNAL ARTICLE published March 2007 in Applied Financial Economics Letters

Authors: Chikashi Tsuji

An empirical study of realized and long-memory GARCH standardized stock-return

JOURNAL ARTICLE published March 2007 in Applied Financial Economics Letters

Authors: Chin Wen Cheong | Abu Hassan Shaari Mohd Nor | Zaidi Isa

Valuation effects of international joint venture formation: Hong Kong listed companies

JOURNAL ARTICLE published November 2007 in Applied Financial Economics Letters

Authors: Wing-Fai Leung | Fanny S. L. Cheung

Transactions, volume and volatility: evidence from an emerging market

JOURNAL ARTICLE published May 2007 in Applied Financial Economics Letters

Authors: Cetin Ciner | William H. Sackley

New vs. used capital investment decisions under liquidity constraints

JOURNAL ARTICLE published January 2007 in Applied Financial Economics Letters

Authors: Konstantinos Drakos | Eleftherios Goulas | Christos Kallandranis

On the presence of unspanned volatility in European interest rate options

JOURNAL ARTICLE published January 2005 in Applied Financial Economics Letters

Authors: Roberto Renò * | Adamo Uboldi

Volatility changes caused by the trading system: a Markov switching application

JOURNAL ARTICLE published November 2005 in Applied Financial Economics Letters

Authors: Patricia Chelley-Steeley | Yan Li

The analysis of interest rate swap spreads in Japan

JOURNAL ARTICLE published January 2007 in Applied Financial Economics Letters

Authors: Takayasu Ito

The profitability of momentum strategies using stock futures contracts in small markets

JOURNAL ARTICLE published May 2006 in Applied Financial Economics Letters

Authors: Pilar Corredor | Luis Muga | Rafael Santamaria

REIT markets: periodically collapsing negative bubbles?

JOURNAL ARTICLE published March 2005 in Applied Financial Economics Letters

Authors: James E. Payne * | George A. Waters

Erratum

JOURNAL ARTICLE published January 2006 in Applied Financial Economics Letters

On conditional volatility transmission among mutual fund portfolios

JOURNAL ARTICLE published November 2005 in Applied Financial Economics Letters

Authors: Samuel Kyle Jones | Mark A. Thompson

Bank sales, spread and profitability: an empirical analysis

JOURNAL ARTICLE published September 2005 in Applied Financial Economics Letters

Authors: G. E. Halkos * | M. N. Georgiou

The costs of raising equity capital for closed-end fund IPOs

JOURNAL ARTICLE published September 2007 in Applied Financial Economics Letters

Authors: William Dimovski | Robert Brooks | Antonie van Eekelen

On the quadratic approximation to the value of American put options: a note

JOURNAL ARTICLE published September 2007 in Applied Financial Economics Letters

Authors: Andreas Andrikopoulos

An alternative method for measuring risk compensation of event jumps

JOURNAL ARTICLE published 26 September 2008 in Applied Financial Economics Letters

Authors: Shu-Hsien Chen | Ming-Shann Tsai | Fang-Ling Liao

Domestic portfolio choice amid political instability

JOURNAL ARTICLE published January 2006 in Applied Financial Economics Letters

Authors: Shu-Hsien Chen | Ming-Shu Hua | Richard Stuetz

Competition, risk taking, and governance structures in retail banking

JOURNAL ARTICLE published January 2005 in Applied Financial Economics Letters

Authors: Luis M. Granero | Juan Carlos Reboredo *

Corrigendum

JOURNAL ARTICLE published May 2007 in Applied Financial Economics Letters

Are conditional Value-at-Risk models justifiable?

JOURNAL ARTICLE published March 2007 in Applied Financial Economics Letters

Authors: A. Sfetsos | L. Kalyvas