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Citation Profile [Updated: 2024-12-09 13:41:37]
5 Years H Index
47
Impact Factor (IF)
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
1997 0 0.25 0.04 0 78 78 988 3 6 0 0 0 3 0.04 0.11
1998 0.14 0.28 0.09 0.14 71 149 938 13 20 78 11 78 11 0 2 0.03 0.13
1999 0.19 0.31 0.17 0.19 57 206 521 35 56 149 28 149 28 3 8.6 3 0.05 0.15
2000 0.26 0.36 0.23 0.26 71 277 770 62 121 128 33 206 53 2 3.2 4 0.06 0.16
2001 0.18 0.39 0.25 0.24 70 347 840 86 207 128 23 277 67 2 2.3 4 0.06 0.17
2002 0.12 0.41 0.25 0.24 93 440 1301 106 319 141 17 347 85 2 1.9 4 0.04 0.21
2003 0.31 0.44 0.44 0.38 85 525 1005 226 549 163 50 362 136 13 5.8 17 0.2 0.22
2004 0.24 0.5 0.33 0.3 129 654 1385 210 764 178 42 376 113 19 9 7 0.05 0.22
2005 0.29 0.51 0.48 0.4 119 773 1173 360 1138 214 61 448 178 56 15.6 12 0.1 0.24
2006 0.42 0.51 0.67 0.51 109 882 1289 584 1731 248 105 496 251 157 26.9 20 0.18 0.23
2007 0.5 0.47 0.61 0.47 149 1031 1214 627 2362 228 114 535 254 191 30.5 15 0.1 0.2
2008 0.4 0.49 0.65 0.48 111 1142 689 740 3110 258 104 591 285 114 15.4 13 0.12 0.23
2009 0.38 0.48 0.67 0.54 152 1294 888 859 3977 260 98 617 336 126 14.7 11 0.07 0.24
2010 0.24 0.49 0.5 0.4 155 1449 967 719 4702 263 62 640 259 68 9.5 10 0.06 0.21
2011 0.27 0.52 0.52 0.38 145 1594 782 819 5525 307 82 676 260 77 9.4 15 0.1 0.24
2012 0.36 0.52 0.5 0.4 154 1748 804 856 6394 300 108 712 288 74 8.6 15 0.1 0.22
2013 0.35 0.56 0.55 0.4 145 1893 749 1034 7428 299 104 717 285 38 3.7 17 0.12 0.24
2014 0.42 0.55 0.57 0.46 119 2012 693 1147 8575 299 127 751 349 42 3.7 40 0.34 0.23
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
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.

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170
21997Exchange 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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168
31997Regime 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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143
42005Determinants 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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137
52006Real 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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131
62003Stock 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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128
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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108
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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99
92009Can 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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96
102007Dynamic 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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96
112006What 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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95
122007Banks 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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95
132002Evaluating 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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93
142013Competition 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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83
152007International 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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82
162008Estimating 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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81
172006Disappearing 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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80
181998Efficiency 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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80
191998Linkages 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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78
202002Long 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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78
211998Volatility 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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75
222003How 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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71
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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71
242002Forecasting 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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69
252004Volatility 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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61
262000Day 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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61
272001Efficiency 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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60
282014Policy 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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59
292002African 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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58
302004Testing 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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57
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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57
322010Dynamic 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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56
331997A 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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56
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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55
352010Testing 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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55
362004Efficiency of Indian commercial banks during the reform period. (2004). Rangasamy, Shanmugam ; Das, Abhiman ; Shanmugam, K. R.. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:9:p:681-686.

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53
372001Price 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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53
382006Economic 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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52
392006Seasonality, 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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52
401997Security 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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50
412005Financial 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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49
422014Estimating 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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49
432001The 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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48
442009Market 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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48
452010Global 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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48
462002Credit 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
472003Monetary 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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47
482004A 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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47
492002Determinants 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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46
502010The 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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46
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
22006What 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

22
32008Estimating 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.

Full description at Econpapers || Download paper

20
42009Can 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

20
52005Determinants 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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20
62004SARS: 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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17
72013Competition 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
82002Evaluating 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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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.

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13
102012Do 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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13
112003Stock 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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11
122014Determinants of profitability in the EU-15 area. (2014). Pattitoni, Pierpaolo ; Petracci, Barbara ; Spisni, Massimo . In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:11:p:763-775.

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11
132010The 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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11
141997Regime 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
152009Ownership structure and the likelihood of financial distress in the Netherlands. (2009). alZahir, Saif ; Santen, Bernard ; Donker, Han. In: Applied Financial Economics. RePEc:taf:apfiec:v:19:y:2009:i:21:p:1687-1696.

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10
162014Estimating 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.

Full description at Econpapers || Download paper

10
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.

Full description at Econpapers || Download paper

9
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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9
192001Price 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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9
202011Economy-wide corruption and bad loans in banking: international evidence. (2011). HASAN, IFTEKHAR ; Goel, Rajeev. In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:7:p:455-461.

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9
211997Exchange 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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9
221998Precious metals and inflation. (1998). Taylor, Nick. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:2:p:201-210.

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8
232014Modelling 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
242006Economic 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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8
252007Daily weather effects on the returns of Australian stock indices. (2007). Keef, Stephen ; Roush, Melvin. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:3:p:173-184.

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8
262003The 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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7
272008Fundamental uncertainty and stock market volatility. (2008). Vrugt, Evert ; Arnold, Ivo. In: Applied Financial Economics. RePEc:taf:apfiec:v:18:y:2008:i:17:p:1425-1440.

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7
282006Real 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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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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7
302012Dynamic correlation analysis of US financial crisis and contagion: evidence from four OECD countries. (2012). Min, Hong-Ghi ; Hwang, Young-Soon. In: Applied Financial Economics. RePEc:taf:apfiec:v:22:y:2012:i:24:p:2063-2074.

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7
312013Financial development and TFP growth: cross-country and industry-level evidence. (2013). Galindo, Arturo ; Cavallo, Eduardo ; Arizala, Francisco. In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:6:p:433-448.

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7
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402010Macroeconomic uncertainty and credit default swap spreads. (2010). Wan, Chi ; Baum, Christopher. In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:15:p:1163-1171.

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422014Extreme returns in emerging stock markets: evidence of a MAX effect in South Korea. (2014). Wu, Ji ; Nartea, Gilbert ; Liu, Hongtao. In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:6:p:425-435.

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