Applied Financial Economics

Long-horizon yield curve projections: comparison of semi-parametric and parametric approaches
pp. 1597-1611(15)
Authors: Nyholm, Ken; Rebonato, Riccardo

European mezzanine
pp. 1613-1622(10)
Authors: de Ruijter Korver, Martijn; Ongena, Steven

Relationship between downside risk and return: new evidence through a multiscaling approach
pp. 1623-1633(11)
Authors: Galagedera, Don; Maharaj, Elizabeth; Brooks, Robert

Optimum allocation of weights to assets in a portfolio: the case of nominal annualization versus effective annualization of returns
pp. 1635-1646(12)
Authors: Chang, Chun-Hao; DuPoyet, Brice; Prakash, Arun

The concentration of creditors: evidence from small businesses
pp. 1647-1656(10)
Authors: Han, Liang; Storey, David; Fraser, Stuart

The impact of lifting the short-sale price restriction on volatility and liquidity in Taiwan
pp. 1657-1665(9)
Author: Lin, Ching-Chung

The risk premiums of the four-factor asset pricing model in the Hong Kong stock market
pp. 1667-1680(14)
Authors: Lam, Keith; Li, Frank