Applied Financial Economics
1997 - 2014
Current editor(s): Anita Phillips From Taylor & Francis Journals Bibliographic data for series maintained by Chris Longhurst (). Access Statistics for this journal.
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Volume 24, issue 24, 2014
- The reverse volatility asymmetry in Chinese financial market pp. 1555-1575
- Die Wan, Ke Cheng and Xiaoguang Yang
- A study of salary satisfaction and job enthusiasm - mediating effects of psychological contract pp. 1577-1583
- Hung-Wen Lee and Mei-Chun Lin
- The value of being systemically important: event study on regulatory announcements for banks pp. 1585-1604
- Jacob Kleinow, Tobias Nell, Silvia Rogler and Andreas Horsch
- Financial development and local growth: evidence from highly disaggregated Italian data pp. 1605-1615
- Sergio Destefanis, Cristian Barra and Giuseppe Lubrano Lavadera
- Exchange-traded funds, liquidity and volatility pp. 1617-1630
- Timothy Krause, Sina Ehsani and Donald Lien
Volume 24, issue 23, 2014
- Re-examining the relationship between PIN and timely loss recognition pp. 1479-1489
- L.-C. Chan, E. Lee, J. Petaibanlue and C. Zeng
- The linkage between aggregate stock market investor sentiment and commodity futures returns pp. 1491-1513
- Yao Zheng
- The information content of accounting earnings, book values, losses and firm size vis-�-vis stocks: empirical evidence from an emerging stock market pp. 1515-1527
- Muhammad I. Chaudhry and Abdoul G. Sam
- The role of institutional investors in market volatility during the subprime mortgage crisis pp. 1529-1536
- Tseng-Chan Tseng and Hung-Cheng Lai
- A default prediction model for Italian SMEs: the relevance of the capital structure pp. 1537-1554
- M. Modina and F. Pietrovito
Volume 24, issue 22, 2014
- Systematic trading behaviour and its informational effect: evidence from the OMXH pp. 1421-1427
- Annica Rose
- Revisiting purchasing power parity in African countries: panel stationary test with sharp and smooth breaks pp. 1429-1438
- Mohsen Bahmani-Oskooee, Tsangyao Chang and Tsungpao Wu
- Determinants of risk: electric utilities pre- and post-deregulation era pp. 1439-1448
- Helena Rados-Derr, Mukesh K. Chaudhry and Robert J. Boldin
- Item response models to measure corporate social responsibility pp. 1449-1464
- Marco Nicolosi, Stefano Grassi and Elena Stanghellini
- Sovereign risk and its changing effects on bond duration during financial crisis pp. 1465-1477
- Hei Wai Lee, Yan Alice Xie and Jot Yau
Volume 24, issue 21, 2014
- A regime-switching model to evaluate bonds in a quadratic term structure of interest rates pp. 1361-1366
- Raphaël Homayoun Boroumand, Stéphane Goutte and Thomas Porcher
- Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis pp. 1367-1373
- Hooi Hooi Lean and Duc Khuong Nguyen
- How do income diversification, firm size and capital ratio affect performance? Evidence for bank holding companies pp. 1375-1392
- Paola Brighi and Valeria Venturelli
- A note on gravity models and international investment patterns pp. 1393-1400
- Filippo Maria Pericoli, E. Pierucci and Luigi Ventura
- SEO cost differences between Europe and the US pp. 1401-1420
- Svein Olav Krakstad and Peter Moln�r
Volume 24, issue 20, 2014
- High-yield versus investment-grade bonds: less risk and greater returns? pp. 1303-1312
- Hsi Li, Joseph McCarthy and Coleen Pantalone
- Investor overreaction and unobservable portfolios: evidence from an emerging market pp. 1313-1322
- Hisham Farag
- Conditional conservatism and underpricing in US corporate bond market pp. 1323-1334
- Mingyang Liu and M. Magnan
- How does market value earnings smoothing under uncertainty? pp. 1335-1345
- Minhua Yang and Hui Zhu
- Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest pp. 1347-1359
- Walid Ahmed
Volume 24, issue 19, 2014
- The Euro and European stock market efficiency pp. 1235-1248
- Andrew Urquhart
- Crowding-out or shying-away: impact of corporate income tax on capital structure choice of firms in Pakistan pp. 1249-1260
- Nadeem Ahmed Sheikh and Muhammad Azeem Qureshi
- Volatility transmission across currencies and stock markets: GIIPS in crisis pp. 1261-1283
- Andreas Andrikopoulos, Aristeidis Samitas and Konstantinos Kougepsakis
- The Black-Litterman model: the definition of views based on volatility forecasts pp. 1285-1296
- Andi Duqi, Leonardo Franci and Giuseppe Torluccio
- An exploratory analysis of the impact of budget deficits and other factors on the ex post real interest rate yield on tax-free municipal bonds in the United States pp. 1297-1302
- Richard Cebula
Volume 24, issue 18, 2014
- The development of an indicator for measuring information quality of discretionary accruals pp. 1177-1186
- Shen-Ho Chang, Shaio Yan Huang, Teng-Shih Wang and Dennis B. K. Hwang
- Bad news and bank performance during the 2008 financial crisis pp. 1187-1198
- Inga Chira
- Short-sale constraints and short-selling strategies: the case of SEC's revocation of the uptick rule in 2007 pp. 1199-1213
- Kevin M. Zhao
- Dynamic dependencies between the Tunisian stock market and other international stock markets: GARCH-EVT-Copula approach pp. 1215-1228
- A. Chebbi and A. Hedhli
- Re-examining the efficiency of the Major League Baseball over-under betting market pp. 1229-1234
- J. Eric Bickel and Seong Dae Kim
Volume 24, issue 17, 2014
- Volatility forecasting performance of two-scale realized volatility pp. 1111-1121
- S. Garg and Vipul
- The long-run performance of IPOs: the case of the Stock Exchange of Mauritius pp. 1123-1145
- Ushad Subadar Agathee, Raja Vinesh Sannassee and Chris Brooks
- Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models? pp. 1147-1157
- Rangan Gupta, Shawkat Hammoudeh, Beatrice Desiree Simo-Kengne and Soodabeh Sarafrazi
- Predicting BRICS stock returns using ARFIMA models pp. 1159-1166
- Goodness C. Aye, Mehmet Balcilar, Rangan Gupta, Nicholas Kilimani, Amandine Nakumuryango and Siobhan Redford
- Trading activity and Nifty index futures volatility: an empirical analysis pp. 1167-1176
- Sangram Keshari Jena and Ashutosh Dash
Volume 24, issue 16, 2014
- Hedge funds and the housing bubble pp. 1063-1073
- Christos Giannikos, Hany Guirguis and Panagiotis Schizas
- Dynamic impacts of market power and diversification on bank efficiencies in Taiwan pp. 1075-1082
- Ying-Hsiu Chen and Meng-Chun Kao
- The Permanent Portfolio pp. 1083-1089
- Hamish Anderson, Ben Marshall and Jia Miao
- Do IFRS and board of directors' independence affect accounting conservatism? pp. 1091-1102
- Tamer Elshandidy and Ahmed Hassanein
- Clustering of shareholder annual meetings: a 'new anomaly' in stock returns pp. 1103-1110
- Weishen Wang and Frank Hefner
Volume 24, issue 15, 2014
- The risk implication of Sarbanes-Oxley Act of 2002: an empirical examination of the US financial services industry pp. 1005-1015
- Mamiza Haq, Shams Pathan and Mohammad Hoque
- The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model pp. 1017-1030
- Axel Grossmann, Chris Paul and Marc W. Simpson
- Sovereign credit risk dynamics in the European Monetary Union (EMU) pp. 1031-1041
- Theophano Patra, Sunil S. Poshakwale and Vassilis Thomas
- Sovereign risk and the relationship between deposit rates and deposit holdings in the euro area pp. 1043-1049
- Ivo Arnold and Saskia de Vries-van Ewijk
- Unconstrained strategies and the variance-kurtosis trade-off pp. 1051-1061
- Andrew Kumiega, Ben Van Vliet and Apostolos Xanthopoulos
Volume 24, issue 14, 2014
- Commodity futures price behaviour following large one-day price changes pp. 939-948
- Khelifa Mazouz and Jian Wang
- Do alternative UCITS deliver what they promise? A comparison of alternative UCITS and hedge funds pp. 949-965
- Michael Busack, Wolfgang Drobetz and Jan Tille
- Do domestic and cross-border M&As differ? Cross-country evidence from the banking sector pp. 967-981
- Stefano Caiazza, Alberto Pozzolo and Giovanni Trovato
- Multiple directorships and board meeting frequency: evidence from France pp. 983-992
- S. Baccouche, M. Hadriche and A. Omri
- Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model pp. 993-1004
- Adnen Ben Nasr, Ahdi Noomen Ajmi and Rangan Gupta
Volume 24, issue 13, 2014
- Smaller portfolio returns and the risk-return trade-off for the whole market pp. 853-869
- Jeffrey Dorfman and Myung D. Park
- Country factors in stock returns: reconsidering the basic method pp. 871-888
- Y. Bai
- The US zero-coupon yield spread as a predictor of excess daily stock market volatility pp. 889-906
- Matthew C. Li
- Real estate investment by Bank Holding Companies and their risk and return: nonparametric and GARCH procedures pp. 907-926
- Scott Deacle and Elyas Elyasiani
- Interest-rate volatility and volatility transmission in nine Latin American countries pp. 927-937
- Scott Hegerty
Volume 24, issue 12, 2014
- The relationship between oil prices and stock prices: a nonlinear asymmetric cointegration approach pp. 793-800
- Panagiotis Rafailidis and Constantinos Katrakilidis
- Foreign direct investment spillovers and firms' access to credit pp. 801-809
- Vlad Manole and Mariana Spatareanu
- Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks pp. 811-823
- Alexander Ludwig
- Pricing gold options under Markov-modulated jump-diffusion processes pp. 825-836
- Shih-Kuei Lin, Yu-Min Lian and Szu-Lang Liao
- Voluntary corporate governance with an empirical application pp. 837-851
- Rodrigo Zeidan
Volume 24, issue 11, 2014
- When do pay spreads influence firm value? pp. 723-737
- Zenu Sharma and Weihua Huang
- Government bond yield sensitivity to economic news at the zero lower bound in Canada in comparison with the UK and US pp. 739-751
- Richhild Moessner
- Momentum strategy and credit risk pp. 753-762
- Su-Lien Lu, Kuo-Jung Lee and Chia-Chang Yu
- Determinants of profitability in the EU-15 area pp. 763-775
- Pierpaolo Pattitoni, Barbara Petracci and Massimo Spisni
- S&P 500 Index reconstitutions and information asymmetry pp. 777-791
- L. C. Baran and T. H. D. King
Volume 24, issue 10, 2014
- A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve pp. 661-669
- James Steeley
- Size and value effects in Suriname pp. 671-677
- Denice Bodeutsch and Philip Hans Franses
- Do internationalized companies have better governance? Lessons from Brazil pp. 679-690
- Andre Carvalhal
- Precious metal markets, stock markets and the macroeconomic environment: a FAVAR model approach pp. 691-703
- Nicholas Apergis, Christina Christou and James Payne
- Adaptive and relative efficiency of stock markets from Southeastern Europe: a wavelet approach pp. 705-722
- B. Bogdanova and I. Ivanov
Volume 24, issue 9, 2014
- Dividend, liquidity and firm valuation: evidence from China AB share markets pp. 587-603
- Mao Liang Li, Chin Man Chui and Chang Qing Li
- An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives pp. 605-619
- Sergio Mayordomo and Juan Ignacio Pe�a
- An emerging market perspective on peer group selection based on valuation fundamentals pp. 621-637
- Soon Nel, Wilna Bruwer and Niel le Roux
- An investigation of the performances of regional centres and traditional branches: evidence from Taiwanese banks pp. 639-648
- Su-Lien Lu, Kuo-Jung Lee and Yung-Fu Huang
- The value of operating cash flow in modelling credit risk for SMEs pp. 649-660
- Jairaj Gupta, Nicholas Wilson, Andros Gregoriou and Jerome Healy
Volume 24, issue 8, 2014
- Information leakages and the costs of merging in Europe pp. 515-532
- Jeff Madura, Thanh Ngo and Jurica Susnjara
- Analyst herding and investor protection: a cross-country study pp. 533-542
- A. G. Kerl and T. Pauls
- Corporate governance, risk aversion and firm value pp. 543-556
- Ron Christian Antonczyk and Astrid Juliane Salzmann
- Competition, specialization and bank--firm interaction: what happens in credit crunch periods? pp. 557-571
- Irma Malafronte, Stefano Monferrà, Claudio Porzio and Gabriele Sampagnaro
- Impact of a dividend initiation wave on shareholder wealth pp. 573-586
- K. H. Nguyen
Volume 24, issue 7, 2014
- One share--one vote: evidence from Europe pp. 453-464
- Johan Eklund and Thomas Poulsen
- Does banking sector development affect economic growth and inflation? A panel cointegration and causality approach pp. 465-480
- Rudra P. Pradhan, Mak Arvin, Neville R. Norman and Yasuyuki Nishigaki
- Technological-induced information asymmetry, M&As and earnouts: stock market evidence from Germany pp. 481-493
- E. Lukas and C. Heimann
- Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households pp. 495-503
- M. Humayun Kabir and Shamim Shakur
- Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics pp. 505-514
- Allan Gregory and Hui Zhu
Volume 24, issue 6, 2014
- Financial instability and the short-term dynamics of volatility expectations pp. 377-395
- Nabil Maghrebi, Mark Holmes and Kosuke Oya
- The impact of guarantees on bank loan interest rates pp. 397-412
- Giorgio Calcagnini, Fabio Farabullini and Germana Giombini
- Main bank relationships and underwriter choice pp. 413-423
- Sumiko Takaoka and Colin McKenzie
- Extreme returns in emerging stock markets: evidence of a MAX effect in South Korea pp. 425-435
- Gilbert Nartea, Ji Wu and Hong Tao Liu
- A comparison of FX exposure estimates with different control variables pp. 437-451
- Alain Krapl and Thomas J. O'Brien
Volume 24, issue 5, 2014
- New insights on the US OIS spreads term structure during the recent financial turmoil pp. 291-317
- Claudio Morana
- Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece pp. 319-331
- Paulo Ferreira and Andreia Dion�sio
- The assets and liabilities gap management of conventional and Islamic banks in the organization of Islamic cooperation (OIC) countries pp. 333-346
- Poi Hun Sun, M. Kabir Hassan, Taufiq Hassan and Shamsher Mohamed Ramadilli
- Forecasting stock return volatility at the quarterly frequency: an evaluation of time series approaches pp. 347-356
- Jonathan J. Reeves and Xuan Xie
- The Arrow--Lind theorem revisited: ownership concentration and valuation pp. 357-375
- Ziemowit Bednarek and Marian Moszoro
Volume 24, issue 4, 2014
- Job insecurity and financial distress pp. 219-233
- Caterina Giannetti, Marianna Madia and Luigi Moretti
- Demand for investment advice over time: the disposition effect revisited pp. 235-240
- Carsten Croonenbroeck and Roman Matkovskyy
- Insurance fraud and corruption in the United States pp. 241-246
- Rajeev Goel
- Gender diversity in the boards and the pricing of publicly traded corporate debt: evidence from Japan pp. 247-258
- Takanori Tanaka
- Cross-border sentiment: an empirical analysis on EU stock markets pp. 259-290
- Ye Bai
Volume 24, issue 3, 2014
- The determinants of board compensation in SOEs: an application to Italian local public utilities pp. 145-159
- Anna Menozzi, Fabrizio Erbetta, Giovanni Fraquelli and Davide Vannoni
- Seasonal processes in the Euro--US Dollar daily exchange rate pp. 161-174
- Roberto Cellini and Tiziana Cuccia
- The impacts of stock characteristics and regulatory change on mutual fund herding in Taiwan pp. 175-186
- Tony Chieh-Tse Hou, Phillip J. McKnight and Charlie Weir
- The role of corporate governance in foreign investments pp. 187-201
- Praveen Das
- Do the effects of private equity investments on firm performance persist over time? pp. 203-218
- Antonio Meles, Stefano Monferr� and Vincenzo Verdoliva
Volume 24, issue 2, 2014
- Estimating the Lerner index for the banking industry: a stochastic frontier approach pp. 73-88
- Paolo Coccorese
- The effects of microfinance on child schooling: a retrospective approach pp. 89-106
- Leonardo Becchetti and Pierluigi Conzo
- An analysis of persistence in analyst's relative forecast accuracy pp. 107-120
- Andreas Simon
- Bank performance and the financial crisis: evidence from Kazakhstan pp. 121-138
- Anthony J. Glass, Karligash Kenjegalieva and Thomas Weyman-Jones
- Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis pp. 139-143
- Go Tamakoshi and Shigeyuki Hamori
Volume 24, issue 1, 2014
- Characteristics of takeover targets that trigger insider trading investigations pp. 1-18
- Jeff Madura and Marek Marciniak
- Board response to majority outsider regulation pp. 19-29
- Steven Schmeiser
- Growth and finance constraints in Indian manufacturing firms pp. 31-40
- Vikash Gautam and Rajendra Vaidya
- Gold prices and exchange rates: a time-varying copula analysis pp. 41-50
- Lu Yang and Shigeyuki Hamori
- Financial restatements, litigation and implied cost of equity pp. 51-71
- Katsiaryna Salavei Bardos and Dev Mishra
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