Applied Financial Economics Letters, Volume 4, Issue 6 (2008)

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Applied Financial Economics Letters, Volume 4, Issue 6 (2008)

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Original Articles

Article
Exchange rates and fractional integration revisited
P. Sephton
Pages: 383-387
Published online: 17 Oct 2008
AbstractforExchange rates and fractional integration revisited | Full Text | References | PDF (88.8 KB)
  • 399 Views
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Article
On the functional form of PPP: the case of nine new EU countries
Yu Hsing
Pages: 389-393
Published online: 18 Oct 2008
AbstractforOn the functional form of PPP: the case of nine new EU countries | Full Text | References | PDF (94.4 KB)
  • 187 Views
  • 2 CrossRef citations
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Article
Style drift and fund performance in up and down markets: Australian evidence
Kathryn Holmes & Robert Faff
Pages: 395-398
Published online: 17 Oct 2008
AbstractforStyle drift and fund performance in up and down markets: Australian evidence | Full Text | References | PDF (88.4 KB)
  • 220 Views
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Article
Disaggregating ‘accounting earnings’ to better explain UK dividends
Abdallah Atieh & Simon Hussain
Pages: 399-401
Published online: 17 Oct 2008
AbstractforDisaggregating ‘accounting earnings’ to better explain UK dividends | Full Text | References | PDF (89.3 KB)
  • 95 Views
  • 2 CrossRef citations
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Article
Long-term asymmetry in the USD-DEM spot exchange rate volatility process
Bernard Bollen
Pages: 403-407
Published online: 18 Oct 2008
AbstractforLong-term asymmetry in the USD-DEM spot exchange rate volatility process | Full Text | References | PDF (137.4 KB)
  • 97 Views
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Article
Generating innovations in economic variables
Vitor Leone & Lawrence Leger
Pages: 409-415
Published online: 17 Oct 2008
AbstractforGenerating innovations in economic variables | Full Text | References | PDF (112.9 KB)
  • 108 Views
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Article
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]
Umberto Triacca
Page: 417
Published online: 18 Oct 2008
CitationforErratum to ON the variance of the error associated to the squared return as proxy of volatility: [Applied Financial Economics Letters, 2007, 3, 255–7] | Full Text | PDF (57.3 KB)
  • 483 Views
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Free Access
Article
SPEC model selection algorithm for ARCH models: an options pricing evaluation framework
Stavros Degiannakis & Evdokia Xekalaki
Pages: 419-423
Published online: 17 Oct 2008
AbstractforSPEC model selection algorithm for ARCH models: an options pricing evaluation framework | Full Text | References | PDF (111.4 KB)
  • 45 Views
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Article
Value-at-risk in US stock indices with skewed generalized error distribution
Ming-Chih Lee, Jung-Bin Su & Hung-Chun Liu
Pages: 425-431
Published online: 17 Oct 2008
AbstractforValue-at-risk in US stock indices with skewed generalized error distribution | Full Text | References | PDF (124.4 KB)
  • 445 Views
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Article
Long memory in international equity markets: revisited
Ata Assaf
Pages: 433-437
Published online: 17 Oct 2008
AbstractforLong memory in international equity markets: revisited | Full Text | References | PDF (105.5 KB)
  • 99 Views
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Article
The equity premium and inflation
John Beirne & Gabe de Bondt
Pages: 439-442
Published online: 18 Oct 2008
AbstractforThe equity premium and inflation | Full Text | References | PDF (122.8 KB)
  • 180 Views
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Article
Size and stock market integration: a study of Canadian firms
Lucie Samson
Pages: 443-449
Published online: 17 Oct 2008
AbstractforSize and stock market integration: a study of Canadian firms | Full Text | References | PDF (112.1 KB)
  • 79 Views
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Article
The impact of WTO on international interdependence degree among United States, Korea and China
Chia-Hsing Huang & Shu-Shian Lin
Pages: 451-456
Published online: 18 Oct 2008
AbstractforThe impact of WTO on international interdependence degree among United States, Korea and China | Full Text | References | PDF (100.8 KB)
  • 74 Views
  • 1 CrossRef citations
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Article
Application of the auction theory to the overpricing phenomenon in a corporate bond underwriting market
Kenji Matsui
Pages: 457-460
Published online: 17 Oct 2008
AbstractforApplication of the auction theory to the overpricing phenomenon in a corporate bond underwriting market | Full Text | References | PDF (100.5 KB)
  • 90 Views
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Article
Stock market returns and the temperature effect: new evidence from Europe
Christos Floros
Pages: 461-467
Published online: 17 Oct 2008
AbstractforStock market returns and the temperature effect: new evidence from Europe | Full Text | References | PDF (227.4 KB)
  • 898 Views
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Explore articles

Explore the most recently published articles

On the functional form of PPP: the case of nine new EU countries
Yu Hsing
Article | Published online: 18 Oct 2008
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]
Umberto Triacca
Article | Published online: 18 Oct 2008
Free Access
Long-term asymmetry in the USD-DEM spot exchange rate volatility process
Bernard Bollen
Article | Published online: 18 Oct 2008
The equity premium and inflation
John Beirne et al.
Article | Published online: 18 Oct 2008