Volume 14; Issue 13

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Applied Financial Economics
Volume 14; Issue 13

Applied Financial Economics

Volume 14; Issue 13

1

On the long memory properties of emerging capital markets: evidence from Istanbul stock exchange

Journal:

Applied Financial Economics

Year:

2004

Language:

english

File:

PDF, 250 KB

english, 2004

2

Bid–ask spreads in commodity futures markets

Bryant, Henry L., Haigh *, Michael S.

Journal:

Applied Financial Economics

Year:

2004

Language:

english

File:

PDF, 181 KB

english, 2004

3

Efficient estimation and testing of oil futures contracts in a mutual offset system

McAleer, M., Sequeira *, J. M.

Journal:

Applied Financial Economics

Year:

2004

Language:

english

File:

PDF, 153 KB

english, 2004

4

Shrunken earnings predictions are better predictions

Keil, Manfred, Smith, Gary, Smith *, Margaret H.

Journal:

Applied Financial Economics

Year:

2004

Language:

english

File:

PDF, 128 KB

english, 2004

5

Time-varying risk components in the single-factor market model: an exact most powerful invariant test

Shively, Philip A.

Journal:

Applied Financial Economics

Year:

2004

Language:

english

File:

PDF, 126 KB

english, 2004

6

Trading collar, intraday periodicity and stock market volatility

Aradhyula *, Satheesh V., Ergün, A. Tolga

Journal:

Applied Financial Economics

Year:

2004

Language:

english

File:

PDF, 110 KB

english, 2004

7

Serial correlation in the returns of UK capitalization based portfolios

Chelley-Steeley, P.

Journal:

Applied Financial Economics

Year:

2004

Language:

english

File:

PDF, 107 KB

english, 2004

8

Simple and extended Kalman filters: an application to term structures of commodity prices

Lautier *, Delphine, Galli, Alain

Journal:

Applied Financial Economics

Year:

2004

Language:

english

File:

PDF, 202 KB

english, 2004