Applied Financial Economics / Taylor & Francis Journals
Citation Profile [Updated: 2024-11-03 20:16:59]
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
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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 | 985 | 3 | 6 | 0 | 0 | 0 | 3 | 0.04 | 0.11 | |||
| 1998 | 0.14 | 0.28 | 0.09 | 0.14 | 71 | 149 | 934 | 13 | 20 | 78 | 11 | 78 | 11 | 0 | 2 | 0.03 | 0.13 | |
| 1999 | 0.19 | 0.31 | 0.17 | 0.19 | 57 | 206 | 519 | 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 | 765 | 62 | 121 | 128 | 33 | 206 | 53 | 2 | 3.2 | 4 | 0.06 | 0.16 |
| 2001 | 0.18 | 0.39 | 0.24 | 0.24 | 70 | 347 | 836 | 85 | 206 | 128 | 23 | 277 | 66 | 2 | 2.4 | 5 | 0.07 | 0.17 |
| 2002 | 0.12 | 0.41 | 0.25 | 0.24 | 93 | 440 | 1298 | 106 | 318 | 141 | 17 | 347 | 85 | 2 | 1.9 | 4 | 0.04 | 0.21 |
| 2003 | 0.31 | 0.44 | 0.44 | 0.38 | 85 | 525 | 1004 | 226 | 548 | 163 | 50 | 362 | 136 | 13 | 5.8 | 17 | 0.2 | 0.22 |
| 2004 | 0.23 | 0.5 | 0.33 | 0.3 | 129 | 654 | 1381 | 209 | 762 | 178 | 41 | 376 | 112 | 19 | 9.1 | 7 | 0.05 | 0.22 |
| 2005 | 0.29 | 0.51 | 0.48 | 0.4 | 119 | 773 | 1167 | 360 | 1136 | 214 | 61 | 448 | 178 | 56 | 15.6 | 12 | 0.1 | 0.24 |
| 2006 | 0.42 | 0.51 | 0.67 | 0.5 | 109 | 882 | 1277 | 581 | 1726 | 248 | 104 | 496 | 249 | 157 | 27 | 20 | 0.18 | 0.23 |
| 2007 | 0.5 | 0.46 | 0.61 | 0.47 | 149 | 1031 | 1209 | 625 | 2355 | 228 | 114 | 535 | 254 | 191 | 30.6 | 15 | 0.1 | 0.2 |
| 2008 | 0.39 | 0.49 | 0.65 | 0.48 | 111 | 1142 | 688 | 734 | 3097 | 258 | 101 | 591 | 281 | 114 | 15.5 | 13 | 0.12 | 0.23 |
| 2009 | 0.38 | 0.48 | 0.66 | 0.53 | 150 | 1292 | 877 | 851 | 3956 | 260 | 98 | 617 | 330 | 122 | 14.3 | 11 | 0.07 | 0.24 |
| 2010 | 0.24 | 0.49 | 0.5 | 0.41 | 155 | 1447 | 965 | 719 | 4681 | 261 | 62 | 638 | 261 | 68 | 9.5 | 10 | 0.06 | 0.21 |
| 2011 | 0.26 | 0.52 | 0.51 | 0.38 | 145 | 1592 | 779 | 815 | 5500 | 305 | 80 | 674 | 258 | 77 | 9.4 | 15 | 0.1 | 0.24 |
| 2012 | 0.36 | 0.52 | 0.5 | 0.4 | 154 | 1746 | 800 | 856 | 6369 | 300 | 108 | 710 | 287 | 74 | 8.6 | 15 | 0.1 | 0.22 |
| 2013 | 0.35 | 0.56 | 0.55 | 0.4 | 145 | 1891 | 747 | 1033 | 7402 | 299 | 104 | 715 | 285 | 38 | 3.7 | 17 | 0.12 | 0.24 |
| 2014 | 0.42 | 0.55 | 0.57 | 0.46 | 119 | 2010 | 685 | 1146 | 8548 | 299 | 126 | 749 | 348 | 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 1997 | Exchange 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 | 167 |
| 2 | 2006 | Dependence 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 | 167 |
| 3 | 1997 | Regime 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 | 143 |
| 4 | 2005 | Determinants 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 | 137 |
| 5 | 2006 | Real 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. Full description at Econpapers || Download paper | 130 |
| 6 | 2003 | Stock 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 | 128 |
| 7 | 2002 | Capital 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. Full description at Econpapers || Download paper | 108 |
| 8 | 2000 | Long 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. Full description at Econpapers || Download paper | 99 |
| 9 | 2009 | Can 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 | 96 |
| 10 | 2007 | Banks 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 | 95 |
| 11 | 2006 | What 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 | 94 |
| 12 | 2007 | Dynamic 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 | 94 |
| 13 | 2002 | Evaluating 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 | 93 |
| 14 | 2013 | Competition 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 | 83 |
| 15 | 2007 | International 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 | 82 |
| 16 | 2008 | Estimating 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 | 81 |
| 17 | 2006 | Disappearing 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 | 80 |
| 18 | 1998 | Efficiency 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. Full description at Econpapers || Download paper | 79 |
| 19 | 2002 | Long memory in stock returns: some international evidence. (2002). Henry, ÃÆÃâlan. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:10:p:725-729. Full description at Econpapers || Download paper | 78 |
| 20 | 1998 | Linkages 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. Full description at Econpapers || Download paper | 77 |
| 21 | 1998 | Volatility 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. Full description at Econpapers || Download paper | 75 |
| 22 | 1997 | Financial 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 | 71 |
| 23 | 2003 | How 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. Full description at Econpapers || Download paper | 70 |
| 24 | 2002 | Forecasting 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 | 69 |
| 25 | 2004 | Volatility 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 | 61 |
| 26 | 2000 | Day 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 | 59 |
| 27 | 2001 | Efficiency 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. Full description at Econpapers || Download paper | 59 |
| 28 | 2014 | Policy 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. Full description at Econpapers || Download paper | 59 |
| 29 | 2002 | African 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. Full description at Econpapers || Download paper | 57 |
| 30 | 2004 | Testing 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. Full description at Econpapers || Download paper | 57 |
| 31 | 2004 | International 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. Full description at Econpapers || Download paper | 57 |
| 32 | 2010 | Dynamic 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. Full description at Econpapers || Download paper | 56 |
| 33 | 1997 | A 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. Full description at Econpapers || Download paper | 56 |
| 34 | 2010 | Testing 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. Full description at Econpapers || Download paper | 55 |
| 35 | 2001 | Estimating 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. Full description at Econpapers || Download paper | 55 |
| 36 | 2001 | Price 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. Full description at Econpapers || Download paper | 53 |
| 37 | 2004 | Efficiency 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. Full description at Econpapers || Download paper | 53 |
| 38 | 2006 | Seasonality, 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 | 52 |
| 39 | 2006 | Economic 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. Full description at Econpapers || Download paper | 51 |
| 40 | 1997 | Security 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. Full description at Econpapers || Download paper | 49 |
| 41 | 2005 | Financial 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. Full description at Econpapers || Download paper | 49 |
| 42 | 2002 | Credit risk and efficiency in the European banking system: A three-stage analysis. (2002). Pastor, Jos̮̩. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:12:p:895-911. Full description at Econpapers || Download paper | 48 |
| 43 | 2001 | The 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. Full description at Econpapers || Download paper | 48 |
| 44 | 2009 | Market 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. Full description at Econpapers || Download paper | 48 |
| 45 | 2010 | Global capital market interdependence and spillover effect of credit risk: evidence from the 2007ââ¬â2009 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. Full description at Econpapers || Download paper | 48 |
| 46 | 2014 | Estimating 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 | 48 |
| 47 | 2003 | Monetary policy rules and regime shifts. (2003). Valente, Giorgio. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:525-535. Full description at Econpapers || Download paper | 47 |
| 48 | 2002 | Determinants 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. Full description at Econpapers || Download paper | 46 |
| 49 | 2004 | A 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. Full description at Econpapers || Download paper | 46 |
| 50 | 2012 | Do 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. Full description at Econpapers || Download paper | 46 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2006 | Dependence 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 | 28 |
| 2 | 2006 | What 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 | 21 |
| 3 | 2008 | Estimating 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 |
| 4 | 2005 | Determinants 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 | 20 |
| 5 | 2009 | Can 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 | 19 |
| 6 | 2004 | SARS: 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. Full description at Econpapers || Download paper | 17 |
| 7 | 2013 | Competition 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 | 17 |
| 8 | 2002 | Evaluating 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 | 13 |
| 9 | 2012 | Do 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. Full description at Econpapers || Download paper | 13 |
| 10 | 2003 | Stock 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 | 11 |
| 11 | 2007 | Dynamic 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 | 11 |
| 12 | 2014 | Determinants 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. Full description at Econpapers || Download paper | 11 |
| 13 | 1997 | Regime 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 | 10 |
| 14 | 2010 | The 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. Full description at Econpapers || Download paper | 10 |
| 15 | 2011 | Economy-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. Full description at Econpapers || Download paper | 9 |
| 16 | 2009 | Ownership 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. Full description at Econpapers || Download paper | 9 |
| 17 | 2007 | International 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 |
| 18 | 2001 | Price 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. Full description at Econpapers || Download paper | 9 |
| 19 | 2014 | Estimating 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 | 9 |
| 20 | 2003 | How 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. Full description at Econpapers || Download paper | 8 |
| 21 | 1997 | Exchange 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 | 8 |
| 22 | 2014 | Modelling 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. Full description at Econpapers || Download paper | 8 |
| 23 | 1998 | Precious metals and inflation. (1998). Taylor, Nick. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:2:p:201-210. Full description at Econpapers || Download paper | 8 |
| 24 | 2014 | Policy 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. Full description at Econpapers || Download paper | 7 |
| 25 | 2007 | Daily 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. Full description at Econpapers || Download paper | 7 |
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