Applied Financial Economics

Lending rate stickiness and monetary transmission mechanism: the case of Canada and the United States
pp. 533-538(6)
Author: Moazzami, Bakhtiar

Variance decomposition of stock returns and dividend imputation system
pp. 539-543(5)
Author: Wu, Ping X.

Out-of-sample forecasting performance of single equation monetary exchange rate models in Norwegian currency markets
pp. 545-550(6)
Authors: Reinton, Harald; Ongena, Steven

The weekday effect on the Shanghai stock exchange
pp. 551-565(15)
Authors: Wong, Kie Ann; Chen, Renbao; Shang, Xiaojun

Stock returns and inflation: a new test of competing hypotheses
pp. 567-581(15)
Authors: Siklos, Pierre L.; Kwok, Ben

Forecasting exchange rate volatility using autoregressive random variance model
pp. 583-591(9)
Authors: So, Mike K. P.; Lam, K.; Li, W. K.

The intraday relationship between volume and volatility in LIFFE futures markets
pp. 593-604(12)
Authors: Gwilym, Owain Ap; McMillan, David; Speight, Alan

An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
pp. 605-613(9)
Authors: Brooks, Chris; Garrett, Ian; Hinich, Melvin J.

Volume effects in dual traded stocks: Hong Kong and London evidence
pp. 615-625(11)
Author: McGuinness, Paul

The interactions between trading volume and volatility: evidence from the equity options markets
pp. 627-637(11)
Authors: Park, Tae H.; Switzer, Lorne N.; Bedrossian, Robert