Applied Financial Economics Letters, Volume 3, Issue 2 (2007)

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Applied Financial Economics Letters, Volume 3, Issue 2 (2007)

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Vol 4, 2008 Volume 3, 2007 Vol 2, 2006 Vol 1, 2005
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Original Articles

Article
The risk-adjusted trading rule profits in currency spot cross-rates
Terence Tai-Leung Chong & Thomas Chun-Sing Shik
Pages: 71-76
Published online: 27 Mar 2007
AbstractforThe risk-adjusted trading rule profits in currency spot cross-rates | Full Text | References | PDF (86.7 KB)
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Article
Explaining the dynamics of the NIKKEI 225 stock and stock index futures markets by using the SETAR model
Chikashi Tsuji
Pages: 77-83
Published online: 27 Mar 2007
AbstractforExplaining the dynamics of the NIKKEI 225 stock and stock index futures markets by using the SETAR model | Full Text | References | PDF (169.8 KB)
  • 69 Views
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Article
Examining the nature of the gains from investment in the emerging stock markets of the Central and Eastern European region
Calum A. J. Middleton, Suzanne G. M. Fifield & David M. Power
Pages: 85-90
Published online: 27 Mar 2007
AbstractforExamining the nature of the gains from investment in the emerging stock markets of the Central and Eastern European region | Full Text | References | PDF (95.2 KB)
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Article
The monetary approach to exchange rate determination for Malaysia
Lee Chin, M. Azali & K. G. Matthews
Pages: 91-94
Published online: 27 Mar 2007
AbstractforThe monetary approach to exchange rate determination for Malaysia | Full Text | References | PDF (85.1 KB)
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Article
Financial impact of risk on municipal earnings
Camilo Sarmiento
Pages: 95-98
Published online: 27 Mar 2007
AbstractforFinancial impact of risk on municipal earnings | Full Text | References | PDF (81.8 KB)
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Article
The decision to voluntarily provide an IPO prospectus earnings forecast
Chris M. Bilson, Richard A. Heaney, John G. Powell & Jing Shi
Pages: 99-102
Published online: 27 Mar 2007
AbstractforThe decision to voluntarily provide an IPO prospectus earnings forecast | Full Text | References | PDF (79.5 KB)
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Article
Spurious results in testing mutual fund performance persistence: evidence from the Greek market
Vassilios Babalos, Alexandros Kostakis & Nikolaos Philippas
Pages: 103-108
Published online: 27 Mar 2007
AbstractforSpurious results in testing mutual fund performance persistence: evidence from the Greek market | Full Text | References | PDF (89.2 KB)
  • 171 Views
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Article
Bond pricing and two unconditionally implied parameters inferred from option prices
Nikolai Dokuchaev
Pages: 109-113
Published online: 27 Mar 2007
AbstractforBond pricing and two unconditionally implied parameters inferred from option prices | Full Text | References | PDF (103.3 KB)
  • 26 Views
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Article
Are limit hits industry-specific?
Haitham Nobanee
Pages: 115-119
Published online: 27 Mar 2007
AbstractforAre limit hits industry-specific? | Full Text | References | PDF (81.1 KB)
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Article
An empirical study of realized and long-memory GARCH standardized stock-return
Chin Wen Cheong, Abu Hassan Shaari Mohd Nor & Zaidi Isa
Pages: 121-127
Published online: 27 Mar 2007
AbstractforAn empirical study of realized and long-memory GARCH standardized stock-return | Full Text | References | PDF (217 KB)
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Article
Are conditional Value-at-Risk models justifiable?
A. Sfetsos & L. Kalyvas
Pages: 129-132
Published online: 27 Mar 2007
AbstractforAre conditional Value-at-Risk models justifiable? | Full Text | References | PDF (96.4 KB)
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Article
The effect of US and European stock exchanges on Greece's stock market: a VAR approach
Nikolaos Veraros & Evangelia Kasimati
Pages: 133-136
Published online: 27 Mar 2007
AbstractforThe effect of US and European stock exchanges on Greece's stock market: a VAR approach | Full Text | References | PDF (89.7 KB)
  • 89 Views
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Article
Project valuation and investment decisions: CAPM versus arbitrage
Carlo Alberto Magni
Pages: 137-140
Published online: 27 Mar 2007
AbstractforProject valuation and investment decisions: CAPM versus arbitrage | Full Text | References | PDF (84.1 KB)
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