Applied Financial Economics

International correlation structure of financial market movements - the evidence from the UK and the US
pp. 1-12(12)
Author: Cheng, Arnold C. S.

Beta, size and returns: a study on the French Stock Exchange
pp. 13-20(8)
Authors: Lilti, Jean-Jacques; Montagner, Helene Rainelli-Le

A multifactor model of gold industry stock returns: evidence from the Australian equity market
pp. 21-28(8)
Authors: Faff, Robert; Chan, Howard

IPO profit forecasts and their role in signalling firm value and explaining post-listing returns
pp. 29-39(11)
Author: Firth, Michael

Do markets learn from experience? Price reaction to stock dividends in the Turkish market
pp. 41-49(9)
Authors: Aydogan, Kursat; Muradoglu, Gulnur

A numerical analysis of the monetary aspects of the Japanese economy: the cash-in-advance approach
pp. 51-59(9)
Authors: Hamori, Shigeyuki; Kitasaka, Shin-Ichi

The market efficiency hypothesis on stock prices: international evidence in the 1920s
pp. 61-65(5)
Authors: Lee, Junsoo; Cheng, Jen-Chi; Lin, Chyongchiou J.; Huang, Cliff

Multivariate Granger causality in international asset pricing: evidence from the Finnish and Japanese financial economies
pp. 67-72(6)
Author: Ostermark, Ralf

The relationship between US and Canadian wheat futures
pp. 73-80(8)
Authors: Booth, G. Geoffrey; Brockman, Paul; Tse, Yiuman

New evidence on the expectations theory of the term structure of Australian Commonwealth Government Treasury yields
pp. 81-87(7)
Authors: Guest, Ross; McLean, Alan

Managerial objectives in Japanese banking: a test of the expense preference hypothesis
pp. 89-99(11)
Authors: Izawa, Hiroshi; Tsutsui, Yoshiro