Applied Financial Economics

Seasonality tests on the Shanghai and Shenzhen stock exchanges: an empirical analysis
pp. 681-692(12)
Authors: Ogunc, Asli; Nippani, Srinivas; Washer, Kenneth

Impact of bond index revisions
pp. 693-702(10)
Authors: Dbouk, Wassim; Kryzanowski, Lawrence

Corporate ownership and the information content of earnings in Poland
pp. 703-717(15)
Authors: Korczak, Adriana; Korczak, Piotr

Disaggregating marketplace attitudes toward risk: a contingent-claim-based model
pp. 719-733(15)
Authors: Neave, Edwin; Yang, Jun

Examining market efficiency for large- and small-capitalization of TOPIX and FTSE stock indices
pp. 735-744(10)
Authors: Hung, Jui-Cheng; Lee, Yen-Hsien; Pai, Tung-Yueh

Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure
pp. 745-752(8)
Authors: Pontines, Victor; Siregar, Reza

Uncertainty and total factor productivity in the Taiwanese banking industry
pp. 753-766(14)
Authors: Huang, Cliff; Fu, Tsu-Tan