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Home / Applied Financial Economics, Volume 12, Number 11

Publisher: Routledge, part of the Taylor & Francis Group

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Volume 12, Number 11, 1 November 2002

SeptemBear – A seasonality puzzle in the German stock index DAX
pp. 765-769(5)
Authors: Reutter, Michael; Von Weizsäcker, Jakob; Westermann, Frank

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Calculating the misspecification in beta from using a proxy for the market portfolio
pp. 771-781(11)
Authors: Hwang, Soosung; Satchell, Stephen E.

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Inter-market spread trading: evidence from UK index futures markets
pp. 783-790(8)
Authors: Butterworth, Darren; Holmes, Phil

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Evaluating the hedging performance of the constant-correlation GARCH model
pp. 791-798(8)
Authors: Lien, Donald; Tse, Y. K.; Tsui, Albert K. C.

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The Forward Rate Unbiasedness Hypothesis revisited
pp. 799-804(6)
Author: Ho, Tsung-Wu

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Large changes in major exchange rates: a chronicle of the 1990s
pp. 805-811(7)
Author: Lobo, B. J.

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On the predictive ability of several common models of volatility: an empirical test on the FOX index
pp. 813-826(14)
Author: Maukonen, Marko S.

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Effects of financial constraints on research and development investment: an empirical investigation
pp. 827-834(8)
Author: Ozkan, Neslihan

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Returns and the interest rate: a non-linear relationship in the Bogota´stock market
pp. 835-842(8)
Authors: Arango, L. E.; González, A.; Posada, C. E.

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