Volume 20; Issue 4

Applied Financial Economics

Volume 20; Issue 4

1

Explaining mispricing with Fama–French factors: new evidence from the multiscaling approach

In, Francis, Kim, Sangbae, Faff, Robert

Journal:

Applied Financial Economics

Year:

2010

Language:

english

File:

PDF, 389 KB

english, 2010

2

Determinants of the component structure of intraday return distributions

Cai, Charlie Xiaowu, Keasey, Kevin, Tian, Gaoliang

Journal:

Applied Financial Economics

Year:

2010

Language:

english

File:

PDF, 147 KB

english, 2010

3

Ambiguity aversion and rational herd behaviour

Dong, Zhiyong, Gu, Qingyang, Han, Xu

Journal:

Applied Financial Economics

Year:

2010

Language:

english

File:

PDF, 245 KB

english, 2010

4

The effect on the Swedish real economy of the financial crisis

Österholm, Pär

Journal:

Applied Financial Economics

Year:

2010

Language:

english

File:

PDF, 373 KB

english, 2010

5

Passive shareholders and active managers: an empirical test of Admati and Pfleiderer's hypothesis

Brenner, Steffen

Journal:

Applied Financial Economics

Year:

2010

Language:

english

File:

PDF, 179 KB

english, 2010

6

Style analysis and dominant index timing: an application to Australian multi-sector managed funds

Holmes, Kathryn, Faff, Robert, Clacher, Iain

Journal:

Applied Financial Economics

Year:

2010

Language:

english

File:

PDF, 256 KB

english, 2010

7

The impact of the closing call auction: an examination of effects in London

Battig, Christopher, Chelley-Steeley, Patricia L.

Journal:

Applied Financial Economics

Year:

2010

Language:

english

File:

PDF, 183 KB

english, 2010

8

Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil

Yiu, Matthew S., Alex Ho, Wai-Yip, Choi, Daniel F.

Journal:

Applied Financial Economics

Year:

2010

Language:

english

File:

PDF, 237 KB

english, 2010