Applied Financial Economics

Style consistency of hedge fund indexes across providers
pp. 355-369(15)
Authors: Kugler, Peter; Henn-Overbeck, Jacqueline; Zimmermann, Heinz

Applying the Inclan-Tsiao breakpoint algorithm in the search for the flight-to-safety phenomenon
pp. 371-380(10)
Authors: Smith, Kenneth; Brocato, Joe

Multivariate tests of asset pricing: simulation evidence from an emerging market
pp. 381-395(15)
Authors: Iqbal, Javed; Brooks, Robert; Galagedera, Don

A test of the news model of stock price determination in an emerging market: the case of Kuwait
pp. 397-405(9)
Authors: Moosa, Imad; Al-Abduljader, Sulaiman

The relative influence of the East and the West on Middle Eastern emerging stock markets: an empirical investigation
pp. 407-415(9)
Authors: Ajayi, Richard; Mehdian, Seyed; Perry, Mark

Identifying shifts in spread using the Cauchy CUSUM: an application to the Japanese yen/US dollar exchange rate
pp. 417-424(8)
Authors: Dukich, John; Hawkins, Douglas

Banks as firms' blockholders: a study in Spain
pp. 425-438(14)
Authors: Tribo Gine, Josep A.; Martinez, Maria Jose Casasola