Applied Financial Economics

Price clustering in the CAC 40 index options market
pp. 1201-1210(10)
Authors: Capelle-Blancard, Gunther; Chaudhury, Mo

Returns to trading portfolios of FTSE 100 index options
pp. 1211-1225(15)
Author: Liu, Xiaoquan

Computing the divisional cost of capital using the pure-play method
pp. 1227-1231(5)
Authors: Collier, Henry; Grai, Timothy; Haslitt, Steve; McGowan, Carl

Strategic objectives, industry structure and the long-term stock price performance of acquiring and rival firms
pp. 1233-1244(12)
Authors: Walker, M. Mark; Hsu, Chi-Sheng

Liberalized emerging markets and the world economy: testing for increased integration with time-varying volatility
pp. 1245-1250(6)
Authors: Hatemi-J, Abdulnasser; Morgan, Bryan

Optimal forecasting model selection and data characteristics
pp. 1251-1264(14)
Authors: Fildes, Robert; Madden, Gary; Tan, Joachim

Holding periods, illiquidity and disposition effect in the Chinese stock markets
pp. 1265-1274(10)
Authors: Visaltanachoti, Nuttawat; Luo, Hang; Lu, Lin