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Citation Profile [Updated: 2021-02-02 17:32:57]
5 Years H
39
Impact Factor
0
5 Years IF
0
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 0.09 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 0.12 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.19 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 0.22 0.03 0 78 78 790 2 5 0 0 0 2 0.03 0.09
1998 0.14 0.26 0.09 0.14 71 149 788 13 19 78 11 78 11 0 2 0.03 0.12
1999 0.18 0.27 0.17 0.18 57 206 455 33 53 149 27 149 27 3 9.1 2 0.04 0.13
2000 0.23 0.32 0.2 0.22 71 277 631 54 109 128 29 206 46 2 3.7 4 0.06 0.14
2001 0.16 0.34 0.24 0.23 70 347 689 82 191 128 21 277 65 1 1.2 4 0.06 0.15
2002 0.12 0.37 0.24 0.23 93 440 1031 100 297 141 17 347 81 1 1 4 0.04 0.19
2003 0.28 0.39 0.4 0.35 85 525 806 206 507 163 46 362 126 11 5.3 16 0.19 0.19
2004 0.22 0.44 0.3 0.28 129 654 1117 194 706 178 40 376 104 17 8.8 9 0.07 0.2
2005 0.28 0.46 0.47 0.39 119 773 910 351 1072 214 59 448 173 53 15.1 13 0.11 0.21
2006 0.4 0.46 0.63 0.49 109 882 995 547 1628 248 100 496 242 146 26.7 20 0.18 0.21
2007 0.5 0.42 0.58 0.47 149 1031 963 595 2228 228 113 535 250 178 29.9 16 0.11 0.18
2008 0.38 0.44 0.62 0.45 111 1142 506 698 2934 258 99 591 267 104 14.9 11 0.1 0.2
2009 0.33 0.43 0.59 0.49 152 1294 622 754 3697 260 86 617 301 115 15.3 10 0.07 0.21
2010 0.24 0.43 0.48 0.39 155 1449 666 692 4394 263 63 640 248 64 9.2 7 0.05 0.18
2011 0.25 0.45 0.47 0.36 146 1595 540 751 5149 307 77 676 242 73 9.7 13 0.09 0.2
2012 0.32 0.45 0.45 0.37 154 1749 546 775 5937 301 96 713 266 71 9.2 12 0.08 0.19
2013 0.32 0.51 0.49 0.35 146 1895 464 931 6868 300 95 718 252 37 4 13 0.09 0.21
2014 0.38 0.53 0.51 0.4 120 2015 416 1032 7900 300 115 753 299 40 3.9 40 0.33 0.2
2015 0.33 0.53 0.45 0.39 0 2015 0 904 8804 266 87 721 278 0 0 0.2
2016 0.43 0.52 0.49 0.42 0 2015 0 988 9792 120 52 566 238 0 0 0.19
2017 0 0.53 0.48 0.5 0 2015 0 970 10762 0 420 208 0 0 0.19
2018 0 0.6 0.47 0.53 0 2015 0 945 11707 0 266 140 0 0 0.24
2019 0 0.68 0.39 0.49 0 2015 0 788 12495 0 120 59 0 0 0.25
2020 0 0.99 0.37 0 0 2015 0 754 13249 0 0 0 0 0.38
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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119
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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113
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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111
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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108
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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97
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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79
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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75
82002Capital 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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75
92007Banks 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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75
102002Evaluating 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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70
111998Efficiency 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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68
122006Disappearing 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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68
132002Long 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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65
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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64
151998Volatility 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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62
161998Linkages 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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62
172006What 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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60
182004Volatility 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
192007Dynamic 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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56
202002African 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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55
212002Forecasting 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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55
222013Competition 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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54
231997Financial 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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54
241997A 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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50
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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50
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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50
272004Testing 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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48
282004International 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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47
292002Credit 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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47
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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47
312009Can 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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46
322000Day 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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44
332001Volatility 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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42
342003Monetary 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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42
351997Security 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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42
362005Financial 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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41
372008Estimating 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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41
382001Estimating 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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41
391998Chaos 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
402001The 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
412001The 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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38
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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38
432004A 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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37
442001Price 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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37
451998A 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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37
462003Long 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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36
472004A 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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36
482010Global 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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36
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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35
502006Testing 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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35
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12006Dependence 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

19
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

17
32006What 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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17
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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16
52009Can 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
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.

Full description at Econpapers || Download paper

15
71997Exchange 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

14
82013Competition 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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14
92007Dynamic 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.

Full description at Econpapers || Download paper

13
102006Disappearing 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.

Full description at Econpapers || Download paper

13
112002Capital 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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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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11
132009Market 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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10
141997Financial 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
152002Forecasting 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.

Full description at Econpapers || Download paper

10
161997Regime 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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10
172011Family ownership, financing constraints and investment decisions. (2011). Andres, Christian. In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:22:p:1641-1659.

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9
182002Evaluating 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.

Full description at Econpapers || Download paper

9
192008Estimating 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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9
202010The institutional and macroeconomic determinants of stock market development in emerging economies. (2010). Yartey, Charles Amo . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:21:p:1615-1625.

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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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8
222002Long 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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8
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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8
242013Should 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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8
252007International 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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8
262011Combining forecasts – forty years later. (2011). Wallis, Kenneth. In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:1-2:p:33-41.

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8
272006Seasonality, 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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7
282000Long 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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7
292014Revisiting purchasing power parity in African countries: panel stationary test with sharp and smooth breaks. (2014). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Wu, Tsungpao . In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:22:p:1429-1438.

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302007Banks 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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312003Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers. (2003). McAleer, Michael ; Chan, Felix. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:8:p:581-592.

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322008Empirical evidence on feedback trading in mature and emerging stock markets. (2008). Siklos, Pierre ; Bohl, Martin . In: Applied Financial Economics. RePEc:taf:apfiec:v:18:y:2008:i:17:p:1379-1389.

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332003Investor sentiment, market timing, and futures returns. (2003). Wang, Changyun. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:12:p:891-898.

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342000Day 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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352010The roles of stock market in the finance-growth nexus: time series cointegration and causality evidence from Taiwan. (2010). Hou, Han ; Cheng, Su-Yin . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:12:p:975-981.

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362012Do socially responsible investment indexes outperform conventional indexes?. (2012). Okimoto, Tatsuyoshi ; Matsuda, Akimi ; Managi, Shunsuke. In: Applied Financial Economics. RePEc:taf:apfiec:v:22:y:2012:i:18:p:1511-1527.

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372014Exchange-traded funds, liquidity and volatility. (2014). Lien, Donald ; Krause, Timothy ; Ehsani, Sina. In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:24:p:1617-1630.

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382010The 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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392007Euro area inflation: long-run determinants and short-run dynamics. (2007). Girardi, Alessandro ; Boschi, Melisso. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:1:p:9-24.

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402013Financial 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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412011Related party transactions as a source of earnings management. (2011). Chen, Jean Jinghan ; Xiao, Xinrong ; Cheng, Peng. In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:3:p:165-181.

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422003Calendar anomalies in the Turkish foreign exchange markets. (2003). Booth, Geoffrey G. ; Kursat Aydoğan, . In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:5:p:353-360.

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432013What determines microcredit interest rates?. (2013). Priberny, Christopher ; Leidl, Michaela ; von Mosch, Jakob ; Dorfleitner, Gregor. In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:20:p:1579-1597.

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442004Testing 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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452014The relationship between oil prices and stock prices: a nonlinear asymmetric cointegration approach. (2014). Katrakilidis, Constantinos ; Rafailidis, Panagiotis . In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:12:p:793-800.

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462002Returns 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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472004Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK. (2004). Kontonikas, Alexandros ; gregoriou, andros ; Tsitsianis, N.. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:3:p:215-220.

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482001Estimating 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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492004Stock 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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502011Modelling the Phillips curve with unobserved components. (2011). Harvey, Andrew. In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:1-2:p:7-17.

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