Applied Financial Economics Letters, Volume 4, Issue 1 (2008)

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Applied Financial Economics Letters, Volume 4, Issue 1 (2008)

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Original Articles

Article
Find a penny and pick it up: capitalizing on mutual fund rounding
Lee Redding
Pages: 1-3
Published online: 25 Jan 2008
AbstractforFind a penny and pick it up: capitalizing on mutual fund rounding | Full Text | References | PDF (71.1 KB)
  • 47 Views
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Article
Underpricing of initial public offerings in Bangladesh
Tanweer Hasan & Shakil Quayes
Pages: 5-8
Published online: 25 Jan 2008
AbstractforUnderpricing of initial public offerings in Bangladesh | Full Text | References | PDF (81.7 KB)
  • 144 Views
  • 3 CrossRef citations
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Article
Comovement in the FTSE 100 Index
Bryan Mase
Pages: 9-12
Published online: 25 Jan 2008
AbstractforComovement in the FTSE 100 Index | Full Text | References | PDF (78 KB)
  • 297 Views
  • 14 CrossRef citations
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Article
Consumption, wealth and expected stock returns in Australia: some further results
Lance A. Fisher
Pages: 13-18
Published online: 25 Jan 2008
AbstractforConsumption, wealth and expected stock returns in Australia: some further results | Full Text | References | PDF (105.4 KB)
  • 93 Views
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Article
The dynamic relationships between gold futures markets: evidence from COMEX and TOCOM
Hui-Na Lin, Shu-Mei Chiang & Kun-Hong Chen
Pages: 19-24
Published online: 25 Jan 2008
AbstractforThe dynamic relationships between gold futures markets: evidence from COMEX and TOCOM | Full Text | References | PDF (266 KB)
  • 176 Views
  • 19 CrossRef citations
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Article
Estimating the uncertainty of relative risk aversion
Karl-Heinz Tödter
Pages: 25-27
Published online: 25 Jan 2008
AbstractforEstimating the uncertainty of relative risk aversion | Full Text | References | PDF (78 KB)
  • 116 Views
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Article
Pensions in a perfect storm: financial behaviour of Dutch pension funds (2002–2005)
Jan Kakes
Pages: 29-33
Published online: 25 Jan 2008
AbstractforPensions in a perfect storm: financial behaviour of Dutch pension funds (2002–2005) | Full Text | References | PDF (100.8 KB)
  • 101 Views
  • 10 CrossRef citations
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Article
Sectoral impact of shocks: empirical evidence from the Malaysian stock market
Kian-Ping Lim
Pages: 35-39
Published online: 25 Jan 2008
AbstractforSectoral impact of shocks: empirical evidence from the Malaysian stock market | Full Text | References | PDF (85.4 KB)
  • 69 Views
  • 2 CrossRef citations
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Article
Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis
Robert D. Brooks, Elizabeth A. Maharaj & Breanna Pellegrini
Pages: 41-44
Published online: 25 Jan 2008
AbstractforEstimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis | Full Text | References | PDF (80.9 KB)
  • 92 Views
  • 3 CrossRef citations
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Article
Long memory and nonlinearity in stock markets
Derek Bond & Kenneth A. Dyson
Pages: 45-48
Published online: 25 Jan 2008
AbstractforLong memory and nonlinearity in stock markets | Full Text | References | PDF (81.8 KB)
  • 65 Views
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Article
Signalling and jump bidding in takeover auctions
Anna Dodonova
Pages: 49-51
Published online: 25 Jan 2008
AbstractforSignalling and jump bidding in takeover auctions | Full Text | References | PDF (73.6 KB)
  • 46 Views
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Article
Emerging markets mutual funds: regional exposure and stock selection ability
Javier Rodriguez & Jimmy Torrez
Pages: 53-57
Published online: 25 Jan 2008
AbstractforEmerging markets mutual funds: regional exposure and stock selection ability | Full Text | References | PDF (83 KB)
  • 126 Views
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Article
Simulation analysis of the impact of volatility clustering upon the finite-sample distribution of threshold cointegration tests
Steven Cook
Pages: 59-63
Published online: 25 Jan 2008
AbstractforSimulation analysis of the impact of volatility clustering upon the finite-sample distribution of threshold cointegration tests | Full Text | References | PDF (92.3 KB)
  • 35 Views
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Article
Do acquirer company returns improve after a takeover? Empirical evidence for Australia
Stuart Dullard & Kim Hawtrey
Pages: 65-69
Published online: 25 Jan 2008
AbstractforDo acquirer company returns improve after a takeover? Empirical evidence for Australia | Full Text | References | PDF (85.4 KB)
  • 114 Views
  • 3 CrossRef citations
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Article
Transmission of shocks among health care stock index returns
Bradley T. Ewing, Jamie B. Kruse & Mark A. Thompson
Pages: 71-75
Published online: 25 Jan 2008
AbstractforTransmission of shocks among health care stock index returns | Full Text | References | PDF (105.6 KB)
  • 44 Views
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