Applied Financial Economics, Volume 14, Issue 2 (2004)

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Applied Financial Economics, Volume 14, Issue 2 (2004)

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Original Articles

Article
Identification of corporate distress in UK industrials: a conditional probability analysis approach
L. Lin & J. Piesse
Pages: 73-82
Published online: 21 Aug 2006
AbstractforIdentification of corporate distress in UK industrials: a conditional probability analysis approach | Full Text | References | PDF (122.5 KB)
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Article
A simple test of the Fama and French model using daily data: Australian evidence
Robert Faff
Pages: 83-92
Published online: 21 Aug 2006
AbstractforA simple test of the Fama and French model using daily data: Australian evidence | Full Text | References | PDF (163.7 KB)
  • 2897 Views
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Article
Estimating the risk premium of swap spreads. Two econometric GARCH-based techniques
Carolina Castagnetti
Pages: 93-104
Published online: 21 Aug 2006
AbstractforEstimating the risk premium of swap spreads. Two econometric GARCH-based techniques | Full Text | References | PDF (244.2 KB)
  • 138 Views
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Article
The rational expectations hypothesis and the cross-section of bond yields
Richard D. F. Harris
Pages: 105-112
Published online: 21 Aug 2006
AbstractforThe rational expectations hypothesis and the cross-section of bond yields | Full Text | References | PDF (104.4 KB)
  • 45 Views
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Article
The causes of the long stagnation in Japan
Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda
Pages: 113-120
Published online: 21 Aug 2006
AbstractforThe causes of the long stagnation in Japan | Full Text | References | PDF (132.7 KB)
  • 286 Views
  • 15 CrossRef citations
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Article
Stock market and aggregate economic activity: evidence from Australia
K. Chaudhuri & S. Smiles
Pages: 121-129
Published online: 21 Aug 2006
AbstractforStock market and aggregate economic activity: evidence from Australia | Full Text | References | PDF (116.7 KB)
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Article
Performance persistence and the source of returns for hedge funds
A. Harri & B. W. Brorsen
Pages: 131-141
Published online: 21 Aug 2006
AbstractforPerformance persistence and the source of returns for hedge funds | Full Text | References | PDF (111.1 KB)
  • 598 Views
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Article
The impact of the introduction of futures contracts on the spot market volatility: the case of Kuala Lumpur Stock Exchange
Wee Ching Pok & Sunil Poshakwale
Pages: 143-154
Published online: 21 Aug 2006
AbstractforThe impact of the introduction of futures contracts on the spot market volatility: the case of Kuala Lumpur Stock Exchange | Full Text | References | PDF (124.7 KB)
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