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

Credit default swap rates and stock prices

JOURNAL ARTICLE published 25 July 2008 in Applied Financial Economics Letters

Authors: Marco Realdon

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

REIT markets: periodically collapsing negative bubbles?

JOURNAL ARTICLE published March 2005 in Applied Financial Economics Letters

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

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

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

Threshold adjustment in spot-futures metals prices

JOURNAL ARTICLE published January 2005 in Applied Financial Economics Letters

Authors: David G. McMillan

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

Relationship between systematic-risk measured in the second-order and third-order co-moments in the downside framework

JOURNAL ARTICLE published May 2007 in Applied Financial Economics Letters

Authors: Don U. A. Galagedera

The role of internal financing in a Ramsey model with financial intermediation

JOURNAL ARTICLE published September 2006 in Applied Financial Economics Letters

Authors: Karl-Heinz Tödter