Volume 22; Issue 14

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Applied Financial Economics
Volume 22; Issue 14

Applied Financial Economics

Volume 22; Issue 14

1

Volume and volatility in foreign exchange market microstructure: a Markov switching approach

Journal:

Applied Financial Economics

Year:

2012

Language:

english

File:

PDF, 157 KB

english, 2012

2

The determinants of cross-sectional liquidity in the IPO aftermarket

Journal:

Applied Financial Economics

Year:

2012

Language:

english

File:

PDF, 131 KB

english, 2012

3

Operating procedures and the expectations theory of the term structure of interest rates: the New Zealand experience from 1989 to 2008

Guender, Alfred V., Wu, Allan G. J.

Journal:

Applied Financial Economics

Year:

2012

Language:

english

File:

PDF, 187 KB

english, 2012

4

The extreme-value dependence between the Chinese and other international stock markets

Chen, Qian, Giles, David E., Feng, Hui

Journal:

Applied Financial Economics

Year:

2012

Language:

english

File:

PDF, 229 KB

english, 2012

5

Using stochastic dominance criterion to examine the day-of-the-week effect

Hsieh, C.-S., Chen, C.-T.

Journal:

Applied Financial Economics

Year:

2012

Language:

english

File:

PDF, 175 KB

english, 2012

6

Board composition, corporate ownership and market performance: evidence from Taiwan

Lin, Yi-Mien, Liu, Yen-Yu, You, Shwu-Jen, Shiu, Jung-Yuan

Journal:

Applied Financial Economics

Year:

2012

Language:

english

File:

PDF, 165 KB

english, 2012

7

A formal methodology for aggregating multiple market views

Simonian, Joseph

Journal:

Applied Financial Economics

Year:

2012

Language:

english

File:

PDF, 117 KB

english, 2012

8

Optimally weighting higher-moment instruments to deal with measurement errors in financial return models

Racicot, François-Éric, Théoret, Raymond

Journal:

Applied Financial Economics

Year:

2012

Language:

english

File:

PDF, 303 KB

english, 2012