Applied Financial Economics

Size and liquidity effects in African frontier equity markets
pp. 681-707(27)
Author: Hearn, Bruce

Have leveraged and traditional ETFs impacted the volatility of real estate stock prices?
pp. 709-722(14)
Authors: Curcio, Richard J.; Anderson, Randy I.; Guirguis, Hany; Boney, Vaneesha

An analysis of the extreme returns distribution: the case of the Istanbul Stock Exchange
pp. 723-732(10)
Authors: Goncu, A.; Akgul, A. Karaman; Imamoğlu, O.; Tiryakioğlu, M.; Tiryakioğlu, M.

Estimating volatility from ATM options with lognormal stochastic variance and long memory
pp. 733-748(16)
Author: Cardinali, Alessandro

Inflation targeting and financial market volatility
pp. 749-762(14)
Authors: O'sullivan, Roisin; Tomljanovich, Marc