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Applied Financial Economics / Taylor & Francis Journals

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
38
Impact Factor
0
5 Years IF
0.44
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.2 0 0 0 0 0 1 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 3 0 0 0 0 0.1
1997 0 0.23 0.03 0 78 78 748 2 5 0 0 0 2 0.03 0.1
1998 0.13 0.27 0.09 0.13 71 149 754 12 18 78 10 78 10 0 2 0.03 0.12
1999 0.18 0.29 0.17 0.18 57 206 429 33 52 149 27 149 27 3 9.1 2 0.04 0.14
2000 0.23 0.34 0.2 0.22 71 277 601 54 108 128 29 206 46 2 3.7 4 0.06 0.15
2001 0.17 0.36 0.24 0.23 70 347 650 82 190 128 22 277 64 1 1.2 4 0.06 0.16
2002 0.12 0.4 0.25 0.23 93 440 961 100 298 141 17 347 81 1 1 4 0.04 0.21
2003 0.28 0.41 0.39 0.35 85 525 745 202 504 163 45 362 125 11 5.4 15 0.18 0.2
2004 0.22 0.46 0.28 0.26 129 654 1036 178 687 178 40 376 97 17 9.6 8 0.06 0.21
2005 0.27 0.47 0.46 0.38 119 773 862 341 1044 214 58 448 168 53 15.5 13 0.11 0.22
2006 0.39 0.47 0.61 0.47 109 882 929 529 1582 248 97 496 235 146 27.6 20 0.18 0.21
2007 0.49 0.42 0.57 0.46 149 1031 895 588 2173 228 112 535 247 178 30.3 15 0.1 0.19
2008 0.38 0.45 0.61 0.45 111 1142 453 690 2871 258 98 591 263 104 15.1 11 0.1 0.21
2009 0.33 0.44 0.58 0.48 152 1294 542 738 3617 260 86 617 296 115 15.6 8 0.05 0.21
2010 0.23 0.44 0.46 0.37 155 1449 608 668 4289 263 60 640 236 63 9.4 7 0.05 0.18
2011 0.25 0.46 0.47 0.36 146 1595 474 740 5033 307 77 676 240 73 9.9 13 0.09 0.21
2012 0.31 0.47 0.44 0.36 154 1749 482 752 5797 301 93 713 257 71 9.4 12 0.08 0.19
2013 0.31 0.53 0.48 0.34 146 1895 391 919 6716 300 94 718 245 37 4 13 0.09 0.22
2014 0.38 0.55 0.5 0.39 120 2015 334 1017 7733 300 114 753 293 40 3.9 40 0.33 0.21
2015 0.33 0.55 0.44 0.39 0 2015 0 895 8628 266 88 721 279 0 0 0.21
2016 0.43 0.56 0.48 0.42 0 2015 0 967 9595 120 52 566 238 0 0 0.2
2017 0 0.58 0.47 0.49 0 2015 0 940 10535 0 420 204 0 0 0.21
2018 0 0.7 0.44 0.48 0 2015 0 880 11415 0 266 128 0 0 0.28
2019 0 0.88 0.35 0.44 0 2015 0 714 12129 0 120 53 0 0 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11997Regime switching in stock market returns. (1997). van Norden, Simon ; Schaller, Huntley. In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:177-191.

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112
22006Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought. (2006). Taylor, Mark. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:1-17.

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111
31997Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines. (1997). Abdalla, Issam S A, ; Murinde, Victor. In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:25-35.

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105
42006Dependence patterns across financial markets: a mixed copula approach. (2006). Hu, Ling. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:10:p:717-729.

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97
52003Stock market integration and financial crises: the case of Asia. (2003). Yang, Jian ; Min, Insik ; Kolari, James W.. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:477-486.

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87
62005Determinants of profitability in European manufacturing and services: evidence from a dynamic panel model. (2005). Wilson, John ; Goddard, John ; Tavakoli, Manouche ; John O. S. Wilson, . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:18:p:1269-1282.

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73
72000Long memory in the Greek stock market. (2000). Barkoulas, John ; Baum, Christopher ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:2:p:177-184.

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71
82007Banks riskiness over the business cycle: a panel analysis on Italian intermediaries. (2007). Quagliariello, Mario. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:2:p:119-138.

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70
92002Capital structure and its determinants in the UK - a decompositional analysis. (2002). Bevan, Alan A. ; Danbolt, JO. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:159-170.

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65
101998Efficiency of multinational banks: an empirical investigation. (1998). HASAN, IFTEKHAR ; Chang, Edward C. ; Hunter, William C.. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:6:p:689-696.

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64
112006Disappearing anomalies: a dynamic analysis of the persistence of anomalies. (2006). Nisser, Johan ; Marquering, Wessel ; Valla, Toni . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:4:p:291-302.

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62
122002Evaluating the hedging performance of the constant-correlation GARCH model. (2002). Tsui, Albert ; Albert K. C. Tsui, ; Tse, Y. K. ; Lien, Donald. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:11:p:791-798.

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62
131998Linkages between the US and European equity markets: further evidence from cointegration tests. (1998). Kanas, Angelos. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:6:p:607-614.

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61
142007International linkages of the Chinese stock exchanges: a multivariate GARCH analysis. (2007). Li, Hong. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:4:p:285-297.

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60
152002Long memory in stock returns: some international evidence. (2002). Henry, Ólan. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:10:p:725-729.

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59
161998Volatility spillovers across equity markets: European evidence. (1998). Kanas, Angelos. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:245-256.

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58
172004Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model. (2004). Degiannakis, Stavros. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:18:p:1333-1342.

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58
182002African stock markets: multiple variance ratio tests of random walks. (2002). Jefferis, Keith ; Smith, Graham ; Ryoo, Hyun-Jung . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:7:p:475-484.

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52
192006What determines the speed of adjustment to the target capital structure?. (2006). Wanzenried, Gabrielle ; Drobetz, Wolfgang. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:13:p:941-958.

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51
202002Forecasting volatility in the New Zealand stock market. (2002). Yu, Jun. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:193-202.

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49
211997A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages. (1997). Masih, Abul ; Masih, Abul M M, . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:59-74.

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49
221997Financial constraints on the growth of high technology small firms in the United Kingdom. (1997). Storey, David J ; Westhead, Paul . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:197-201.

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48
232013Competition and the performance of microfinance institutions. (2013). Hermes, Niels ; Assefa, Esubalew ; Meesters, Aljar. In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:9:p:767-782.

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46
242004International portfolio diversification to Central European stock markets. (2004). Syriopoulos, Theodore. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:17:p:1253-1268.

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46
252001Efficiency and productivity change in UK banking. (2001). Drake, Leigh . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:5:p:557-571.

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46
262003How rewarding is technical analysis? Evidence from Singapore stock market. (2003). Wong, Wing-Keung ; Chew, Boon-Kiat ; Manzur, Meher. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:543-551.

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46
272002Credit risk and efficiency in the European banking system: A three-stage analysis. (2002). Pastor, José. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:12:p:895-911.

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45
282004Testing for inconsistencies in the estimation of UK capital structure determinants. (2004). Bevan, A A ; Danbolt, J. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:1:p:55-66.

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45
292007Dynamic analysis between the US stock returns and the macroeconomic variables. (2007). Sharma, Subhash ; Ratanapakorn, Orawan. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:5:p:369-377.

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43
302014Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis. (2014). Nguyen, Duc Khuong ; Lean, Hooi Hooi. In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:21:p:1367-1373.

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43
312000Day of the week effect in emerging Asian stock markets: evidence from the GARCH model. (2000). Choudhry, Taufiq. In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:3:p:235-242.

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42
322003Monetary policy rules and regime shifts. (2003). Valente, Giorgio. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:525-535.

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41
331997Security price anomalies in the London International Stock Exchange: a 60 year perspective. (1997). Coutts, Andrew J. ; Arsad, Zainudin . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:5:p:455-464.

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41
342005Financial development and economic growth in the Middle East. (2005). Harb, Nasri ; Al Awad, Mouawiya ; Al-Awad, Mouawiya . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:15:p:1041-1051.

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40
351998Chaos in an emerging capital market? The case of the Athens Stock Exchange. (1998). Barkoulas, John ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:231-243.

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40
362001Volatility in the transition markets of Central Europe. (2001). Price, Simon ; Kasch-Haroutounian, Maria . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:93-105.

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39
372001The demand for household debt in the USA: evidence from the 1995 Survey of Consumer Finance. (2001). Crook, Jonathan. In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:83-91.

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38
382009Can macroeconomic variables explain long-term stock market movements? A comparison of the US and Japan. (2009). Humpe, Andreas ; Macmillan, Peter. In: Applied Financial Economics. RePEc:taf:apfiec:v:19:y:2009:i:2:p:111-119.

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38
391998A multifactor model of gold industry stock returns: evidence from the Australian equity market. (1998). faff, robert ; Chan, Howard . In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:1:p:21-28.

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36
402006Testing for Purchasing Power Parity using stationary covariates. (2006). Papell, David ; Amara, Jomana. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:29-39.

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36
412001Estimating fractal dimension using stable distributions and exploring long memory through ARFIMA models in Athens Stock Exchange. (2001). Panas, Epaminondas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:4:p:395-402.

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36
422006Economic reforms and bank efficiency in developing countries: the case of the Indian banking industry. (2006). Ataullah, Ali ; Le, Hang . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:9:p:653-663.

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35
432008Estimating stock market volatility using asymmetric GARCH models. (2008). Shalit, Haim ; Alberg, Dima ; Yosef, Rami . In: Applied Financial Economics. RePEc:taf:apfiec:v:18:y:2008:i:15:p:1201-1208.

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35
442010Global capital market interdependence and spillover effect of credit risk: evidence from the 2007–2009 global financial crisis. (2010). Fung, Scott ; Cheung, William ; Tsai, Shih-Chuan. In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:1-2:p:85-103.

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35
452004A re-examination of Wagners law for ten countries based on cointegration and error-correction modelling techniques. (2004). Chang, Tsangyao ; Caudill, Steven B ; Liu, WenRong. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:8:p:577-589.

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34
462001Price spread and convenience yield behaviour in the international oil market. (2001). Milonas, Nikolaos ; Henker, Thomas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:23-36.

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34
472003Long memory and outliers in stock market returns. (2003). Tolvi, Jussi . In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:495-502.

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33
482006Purchasing Power Parity in economies in transition: evidence from Central and East European countries. (2006). Sideris, Dimitrios. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:135-143.

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33
491999Short-term and long-term price linkages between the equity markets of Australia and its major trading partners. (1999). Roca, Eduardo. In: Applied Financial Economics. RePEc:taf:apfiec:v:9:y:1999:i:5:p:501-511.

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33
502004A simple test of the Fama and French model using daily data: Australian evidence. (2004). faff, robert. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:2:p:83-92.

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33
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11997Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines. (1997). Abdalla, Issam S A, ; Murinde, Victor. In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:25-35.

Full description at Econpapers || Download paper

20
22003Stock market integration and financial crises: the case of Asia. (2003). Yang, Jian ; Min, Insik ; Kolari, James W.. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:477-486.

Full description at Econpapers || Download paper

19
32005Determinants of profitability in European manufacturing and services: evidence from a dynamic panel model. (2005). Wilson, John ; Goddard, John ; Tavakoli, Manouche ; John O. S. Wilson, . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:18:p:1269-1282.

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19
42014Estimating the Lerner index for the banking industry: a stochastic frontier approach. (2014). Coccorese, Paolo. In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:2:p:73-88.

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18
52013Competition and the performance of microfinance institutions. (2013). Hermes, Niels ; Assefa, Esubalew ; Meesters, Aljar. In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:9:p:767-782.

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17
62009Market power versus efficient-structure in Arab GCC banking. (2009). Matthews, Kent ; Al-Muharrami, Saeed . In: Applied Financial Economics. RePEc:taf:apfiec:v:19:y:2009:i:18:p:1487-1496.

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16
72006Dependence patterns across financial markets: a mixed copula approach. (2006). Hu, Ling. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:10:p:717-729.

Full description at Econpapers || Download paper

16
82009Can macroeconomic variables explain long-term stock market movements? A comparison of the US and Japan. (2009). Humpe, Andreas ; Macmillan, Peter. In: Applied Financial Economics. RePEc:taf:apfiec:v:19:y:2009:i:2:p:111-119.

Full description at Econpapers || Download paper

15
92006What determines the speed of adjustment to the target capital structure?. (2006). Wanzenried, Gabrielle ; Drobetz, Wolfgang. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:13:p:941-958.

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14
102007Banks riskiness over the business cycle: a panel analysis on Italian intermediaries. (2007). Quagliariello, Mario. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:2:p:119-138.

Full description at Econpapers || Download paper

13
112006Disappearing anomalies: a dynamic analysis of the persistence of anomalies. (2006). Nisser, Johan ; Marquering, Wessel ; Valla, Toni . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:4:p:291-302.

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12
122004Money demand stability under currency substitution: some recent evidence. (2004). Sharma, Subhash ; Chowdhury, Abdur ; Chaisrisawatsuk, Santi. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:1:p:19-27.

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12
131997Regime switching in stock market returns. (1997). van Norden, Simon ; Schaller, Huntley. In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:177-191.

Full description at Econpapers || Download paper

11
142007International linkages of the Chinese futures markets. (2007). Chen, Baizhu ; Hua, Renhai . In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:16:p:1275-1287.

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10
152004Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model. (2004). Degiannakis, Stavros. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:18:p:1333-1342.

Full description at Econpapers || Download paper

10
161997Financial constraints on the growth of high technology small firms in the United Kingdom. (1997). Storey, David J ; Westhead, Paul . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:197-201.

Full description at Econpapers || Download paper

10
172000Day of the week effect in emerging Asian stock markets: evidence from the GARCH model. (2000). Choudhry, Taufiq. In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:3:p:235-242.

Full description at Econpapers || Download paper

10
182003How rewarding is technical analysis? Evidence from Singapore stock market. (2003). Wong, Wing-Keung ; Chew, Boon-Kiat ; Manzur, Meher. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:543-551.

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10
192013Market overreaction and underreaction: tests of the directional and magnitude effects. (2013). Wong, Wing-Keung ; Fabozzi, Frank ; Fung, Chun-Yip ; Lam, Kin . In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:18:p:1469-1482.

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9
202013Should gold be included in institutional investment portfolios?. (2013). McGroarty, Francis Joseph ; Emmrich, Ole . In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:19:p:1553-1565.

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9
212014Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model. (2014). GUPTA, RANGAN ; Ben Nasr, Adnen ; Ajmi, Ahdi Noomen. In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:14:p:993-1004.

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9
222007Dynamic analysis between the US stock returns and the macroeconomic variables. (2007). Sharma, Subhash ; Ratanapakorn, Orawan. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:5:p:369-377.

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9
232013Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’. (2013). Miyazaki, Takashi ; Hamori, Shigeyuki. In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:1:p:27-40.

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9
242011Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach. (2011). Wong, Wing-Keung ; Qiao, Zhuo ; Li, Yuming. In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:24:p:1831-1841.

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9
252007Testing financial liberalization hypothesis with ARDL modelling approach. (2007). Shrestha, Min ; Chowdhury, Khorshed . In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:18:p:1529-1540.

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9
262010Determinants of financial performance in Chinese banking. (2010). Heffernan, Shelagh ; Fu, Xiaoqing. In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:20:p:1585-1600.

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9
272004A re-examination of Wagners law for ten countries based on cointegration and error-correction modelling techniques. (2004). Chang, Tsangyao ; Caudill, Steven B ; Liu, WenRong. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:8:p:577-589.

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8
282010The relationship between the real estate and stock markets of China: evidence from a nonlinear model. (2010). Su, Chi-Wei ; Liu, Yu-Shao . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:22:p:1741-1749.

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292001The determinants of the Tunisian deposit banks performance. (2001). Ben Naceur, Sami ; Goaied, Mohamed ; Bennaceur, Samy . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:3:p:317-319.

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302010Dependence structures in Chinese and US financial markets: a time-varying conditional copula approach. (2010). Hu, Jian. In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:7:p:561-583.

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312013Dependence structure among international stock markets: a GARCH--copula analysis. (2013). Yang, Lu ; Hamori, Shigeyuki. In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:23:p:1805-1817.

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322002Returns and the interest rate: a non-linear relationship in the Bogotastock market. (2002). Posada, Carlos ; Gonzalez, Andres ; Arango Thomas, Luis. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:11:p:835-842.

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332013Financial education and investment attitudes in high schools: evidence from a randomized experiment. (2013). Caiazza, Stefano ; Becchetti, Leonardo ; Coviello, Decio. In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:10:p:817-836.

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342012Dynamics of time-varying volatility in the dry bulk and tanker freight markets. (2012). Wambach, Martin ; Drobetz, Wolfgang ; Richter, Tim . In: Applied Financial Economics. RePEc:taf:apfiec:v:22:y:2012:i:16:p:1367-1384.

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352001The demand for household debt in the USA: evidence from the 1995 Survey of Consumer Finance. (2001). Crook, Jonathan. In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:83-91.

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362010Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil. (2010). Ho, Wai-Yip Alex ; Choi, Daniel ; Yiu, Matthew . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:4:p:345-354.

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372004Stock market and aggregate economic activity: evidence from Australia. (2004). Chaudhuri, Kausik ; Smiles, S.. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:2:p:121-129.

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382006Seasonality, risk and return in daily COMEX gold and silver data 1982-2002. (2006). lucey, brian ; Tully, Edel. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:4:p:319-333.

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392010The profitability of banks in Japan. (2010). Wilson, John ; Liu, Hong. In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:24:p:1851-1866.

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402000Long memory in the Greek stock market. (2000). Barkoulas, John ; Baum, Christopher ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:2:p:177-184.

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412002Determinants of capital structure choice: a study of the Indian corporate sector. (2002). Bhaduri, Saumitra. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:9:p:655-665.

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422010Testing market efficiency in the EU carbon futures market. (2010). Milunovich, George ; Joyeux, Roselyne. In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:10:p:803-809.

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432008Estimating stock market volatility using asymmetric GARCH models. (2008). Shalit, Haim ; Alberg, Dima ; Yosef, Rami . In: Applied Financial Economics. RePEc:taf:apfiec:v:18:y:2008:i:15:p:1201-1208.

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442004The performance of UK firms acquiring large cross-border and domestic takeover targets. (2004). M. S. B. Aw, ; Chatterjee, R. A.. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:5:p:337-349.

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452007International linkages of the Chinese stock exchanges: a multivariate GARCH analysis. (2007). Li, Hong. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:4:p:285-297.

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462002Evaluating the hedging performance of the constant-correlation GARCH model. (2002). Tsui, Albert ; Albert K. C. Tsui, ; Tse, Y. K. ; Lien, Donald. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:11:p:791-798.

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472007Do country or firm factors explain capital structure? Evidence from SMEs in France and Greece. (2007). PSILLAKI, Maria ; Daskalakis, Nikolaos. In: Applied Financial Economics. RePEc:taf:apfiec:v:18:y:2007:i:2:p:87-97.

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482005An analysis of the relevance of off-balance sheet items in explaining productivity change in European banking. (2005). Girardone, Claudia ; Casu, Barbara. In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:15:p:1053-1061.

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492000Price discovery in strategically-linked markets: the case of the gold-silver spread. (2000). Chatrath, Arjun ; ChristieDavid, Rohan ; Adrangi, Bahram . In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:3:p:227-234.

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502004Testing for inconsistencies in the estimation of UK capital structure determinants. (2004). Bevan, A A ; Danbolt, J. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:1:p:55-66.

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