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Applied Financial Economics / Taylor & Francis Journals

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
41
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 0.11 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 78 830 2 5 0 0 0 2 0.03 0.09
1998 0.14 0.26 0.09 0.14 71 149 812 13 19 78 11 78 11 0 2 0.03 0.12
1999 0.18 0.27 0.17 0.18 57 206 470 33 53 149 27 149 27 3 9.1 2 0.04 0.13
2000 0.23 0.32 0.2 0.22 71 277 662 54 109 128 29 206 46 2 3.7 4 0.06 0.14
2001 0.16 0.35 0.24 0.23 70 347 722 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 1105 99 296 141 17 347 80 1 1 4 0.04 0.19
2003 0.28 0.4 0.4 0.35 85 525 865 207 507 163 46 362 127 11 5.3 16 0.19 0.19
2004 0.22 0.44 0.3 0.28 129 654 1183 193 705 178 40 376 104 17 8.8 8 0.06 0.2
2005 0.28 0.45 0.48 0.39 119 773 969 355 1074 214 60 448 176 53 14.9 13 0.11 0.21
2006 0.4 0.46 0.64 0.49 109 882 1069 552 1635 248 100 496 244 146 26.4 20 0.18 0.2
2007 0.5 0.42 0.59 0.47 149 1031 1011 599 2239 228 113 535 251 178 29.7 15 0.1 0.18
2008 0.38 0.44 0.62 0.45 111 1142 552 698 2945 258 98 591 267 104 14.9 11 0.1 0.2
2009 0.33 0.43 0.6 0.49 152 1294 677 762 3715 260 86 617 305 115 15.1 10 0.07 0.21
2010 0.24 0.43 0.48 0.38 155 1449 723 690 4411 263 62 640 245 64 9.3 7 0.05 0.18
2011 0.25 0.45 0.48 0.36 146 1595 593 760 5175 307 78 676 245 73 9.6 13 0.09 0.2
2012 0.32 0.45 0.45 0.37 154 1749 616 777 5965 301 96 713 264 71 9.1 12 0.08 0.19
2013 0.32 0.5 0.49 0.36 146 1895 548 936 6901 300 97 718 256 37 4 13 0.09 0.21
2014 0.38 0.51 0.52 0.4 120 2015 485 1041 7942 300 114 753 301 40 3.8 40 0.33 0.2
2015 0.34 0.5 0.47 0.4 0 2015 0 937 8879 266 90 721 285 0 0 0.19
2016 0.46 0.5 0.51 0.43 0 2015 0 1018 9897 120 55 566 246 0 0 0.18
2017 0 0.5 0.5 0.51 0 2015 0 1017 10914 0 420 213 0 0 0.18
2018 0 0.54 0.49 0.54 0 2015 0 994 11908 0 266 144 0 0 0.21
2019 0 0.58 0.42 0.53 0 2015 0 848 12756 0 120 63 0 0 0.21
2020 0 0.75 0.42 0 0 2015 0 841 13597 0 0 0 0 0.29
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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123
22006Dependence 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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121
32006Real 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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117
41997Exchange 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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116
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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101
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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93
72002Capital 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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80
82000Long 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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78
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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76
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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73
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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71
122006What 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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71
131998Efficiency 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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70
142002Long 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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69
152007Dynamic 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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69
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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68
172007International 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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67
181998Linkages 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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65
192013Competition 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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64
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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61
211997Financial 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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59
222004Volatility 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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57
232002African 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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57
242003How 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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54
251997A 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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54
262009Can 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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54
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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51
282001Efficiency 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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51
292014Policy 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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51
302008Estimating 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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51
312004International 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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50
322002Credit 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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48
332000Day 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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47
342001Estimating 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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45
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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44
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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44
372004A 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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42
382001Volatility 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
392001The 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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42
402003Monetary 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
412006Economic 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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41
422001The 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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41
432006Seasonality, 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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40
442002Determinants 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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39
451998Chaos 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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39
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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39
471998A 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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38
482010Dynamic 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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37
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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37
502003Long 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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37
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

29
22005Determinants 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

25
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.

Full description at Econpapers || Download paper

25
42013Competition 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.

Full description at Econpapers || Download paper

23
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

22
62007Dynamic 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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21
72014Estimating 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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21
82008Estimating 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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18
92003Stock 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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17
102013Should 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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16
111997Exchange 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

16
122002Capital 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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15
132012Do 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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15
142006Seasonality, 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.

Full description at Econpapers || Download paper

14
151997Financial 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

14
162006Disappearing 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

14
172002Evaluating 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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13
182004SARS: a non-event for affected countries stock markets?. (2004). Washer, Kenneth M. ; Nippani, Srinivas . In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:15:p:1105-1110.

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13
192002Forecasting 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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13
202011Family 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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13
212010The 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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13
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.

Full description at Econpapers || Download paper

12
231997Regime 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

12
242004Money 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
252013Testing 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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11
262009Board structure, ownership structure and firm performance: evidence from banking. (2009). Belkhir, Mohamed. In: Applied Financial Economics. RePEc:taf:apfiec:v:19:y:2009:i:19:p:1581-1593.

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11
272014Modelling 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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11
282009Market 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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11
292003How 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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302014Exchange-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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312000Long 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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322001Estimating 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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332004A 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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342014The 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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352003The determinants of corporate financial performance in the Bermuda insurance market. (2003). Buckle, Mike ; Adams, M.. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:2:p:133-143.

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362000Day 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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372013Financial 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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382014Precious metal markets, stock markets and the macroeconomic environment: a FAVAR model approach. (2014). Payne, James ; Apergis, Nicholas ; Christou, Christina. In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:10:p:691-703.

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392014Policy 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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402007International 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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412009Spillovers and correlations between US and major European stock markets: the role of the euro. (2009). Savva, Christos ; Osborn, Denise ; Gill, Len . In: Applied Financial Economics. RePEc:taf:apfiec:v:19:y:2009:i:19:p:1595-1604.

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422011Combining 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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432003Estimating 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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442007Banks 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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452004Testing 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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462012Firm-specific factors as determinants of capital structure in the absence of taxes. (2012). Moosa, Imad ; Sbeti, Wafaa M.. In: Applied Financial Economics. RePEc:taf:apfiec:v:22:y:2012:i:3:p:209-213.

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472000Stock returns and real activity: is there still a connection?. (2000). Binswanger, Mathias. In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:4:p:379-387.

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482008The impact of unsecured debt on financial pressure among British households. (2008). Young, Garry ; Rio, Ana Del ; del Rio, Ana. In: Applied Financial Economics. RePEc:taf:apfiec:v:18:y:2008:i:15:p:1209-1220.

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492008Empirical 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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502013What 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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