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Applied Financial Economics Letters

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Applied Financial Economics Letters, Volume 4, Issue 5 (2008)

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Applied Financial Economics Letters, Volume 4, Issue 5 (2008)

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Original Articles

Article

The causal relationship between domestic and outward foreign investment: evidence for Italy

Dierk Herzer

Pages: 307-310

Published online: 26 Sep 2008

AbstractforThe causal relationship between domestic and outward foreign investment: evidence for Italy | Full Text | References | PDF (96.9 KB)

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Article

A nonparametric approach tothe noise density in stochastic volatility models

Simone Alfarano, Friedrich Wagner & Mishael Milaković

Pages: 311-314

Published online: 26 Sep 2008

AbstractforA nonparametric approach tothe noise density in stochastic volatility models | Full Text | References | PDF (139.4 KB)

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Article

Are stock repurchases more flexible than dividends? The caseof Japanese firms

Naohiko Baba & Yoichi Ueno

Pages: 315-318

Published online: 26 Sep 2008

AbstractforAre stock repurchases more flexible than dividends? The caseof Japanese firms | Full Text | References | PDF (89.8 KB)

86 Views
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Article

Price matching for multiple rescindable options and European options

Nikolai Dokuchaev

Pages: 319-325

Published online: 27 Sep 2008

AbstractforPrice matching for multiple rescindable options and European options | Full Text | References | PDF (128 KB)

26 Views
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Article

Efficiency of the South African equity market

David G. McMillan & Pako Thupayagale

Pages: 327-330

Published online: 27 Sep 2008

AbstractforEfficiency of the South African equity market | Full Text | References | PDF (84.4 KB)

214 Views
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Article

A note on the general elections and long memory: evidence from the London Stock Exchange

Cheah Eng Tuck & Lee Yoong Hon

Pages: 331-335

Published online: 26 Sep 2008

AbstractforA note on the general elections and long memory: evidence from the London Stock Exchange | Full Text | References | PDF (105.1 KB)

104 Views
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Article

A threshold model for the Hong Kong warrant prices

Kin Ming Wong & Terence Tai-Leung Chong

Pages: 337-339

Published online: 27 Sep 2008

AbstractforA threshold model for the Hong Kong warrant prices | Full Text | References | PDF (91.6 KB)

57 Views
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Article

An ordered probit model of Morningstar individual stock ratings

Robert Brooks & Shelley Claire Naylor

Pages: 341-345

Published online: 27 Sep 2008

AbstractforAn ordered probit model of Morningstar individual stock ratings | Full Text | References | PDF (85.3 KB)

108 Views
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Article

Some properties of absolute returns as a proxy for volatility

David E. Giles

Pages: 347-350

Published online: 26 Sep 2008

AbstractforSome properties of absolute returns as a proxy for volatility | Full Text | References | PDF (85.8 KB)

334 Views
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Article

Firm survival and time aggregation bias

Costas Siriopoulos & Dionysis Antonios Lalountas

Pages: 351-354

Published online: 26 Sep 2008

AbstractforFirm survival and time aggregation bias | Full Text | References | PDF (84.7 KB)

62 Views
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Article

An alternative method for measuring risk compensation of event jumps

Shu-Hsien Chen, Ming-Shann Tsai & Fang-Ling Liao

Pages: 355-361

Published online: 26 Sep 2008

AbstractforAn alternative method for measuring risk compensation of event jumps | Full Text | References | PDF (125.7 KB)

35 Views
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Article

Decomposition of mutual fund underperformance

Jin-Li Hu & Tzu-Pu Chang

Pages: 363-367

Published online: 27 Sep 2008

AbstractforDecomposition of mutual fund underperformance | Full Text | References | PDF (98.8 KB)

278 Views
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Article

The stock market's valuationof R&D externalities

Hironobu Miyazaki & Hiroyuki Aman

Pages: 369-373

Published online: 26 Sep 2008

AbstractforThe stock market's valuationof R&D externalities | Full Text | References | PDF (103.7 KB)

66 Views
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Article

Does the rule for voluntary disclosure induce truthful disclosure?

Chen-Wen Chen & Victor W. Liu

Pages: 375-377

Published online: 26 Sep 2008

AbstractforDoes the rule for voluntary disclosure induce truthful disclosure? | Full Text | References | PDF (96.5 KB)

43 Views
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Article

Foreign exchange intervention and central bank independence: the Latin American experience

Mauricio Nunes & Sergio Da Silva

Pages: 379-382

Published online: 27 Sep 2008

AbstractforForeign exchange intervention and central bank independence: the Latin American experience | Full Text | References | PDF (81.5 KB)

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On the functional form of PPP: the case of nine new EU countries

Yu Hsing

Article | Published online: 18 Oct 2008

Erratum to ON the variance of the error associated to the squared return as proxy of volatility: [Applied Financial Economics Letters, 2007, 3, 255–7]

Umberto Triacca

Article | Published online: 18 Oct 2008

Free Access

Long-term asymmetry in the USD-DEM spot exchange rate volatility process

Bernard Bollen

Article | Published online: 18 Oct 2008

The equity premium and inflation

John Beirne et al.

Article | Published online: 18 Oct 2008

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Applied Financial Economics Letters (Vol.4, Iss.5, 2008)

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