Applied Financial Economics

Trading collar, intraday periodicity and stock market volatility
pp. 909-913(5)
Authors: Aradhyula, Satheesh V.; Ergün, A. Tolga

On the long memory properties of emerging capital markets: evidence from Istanbul stock exchange
pp. 915-922(8)
Author: Kiliç, Rehim

Bid-ask spreads in commodity futures markets
pp. 923-936(14)
Authors: Bryant, Henry L.; Haigh, Michael S.

Shrunken earnings predictions are better predictions
pp. 937-943(7)
Authors: Keil, Manfred; Smith, Gary; Smith, Margaret H.

Time-varying risk components in the single-factor market model: an exact most powerful invariant test
pp. 945-952(8)
Author: Shively, Philip A.

Efficient estimation and testing of oil futures contracts in a mutual offset system
pp. 953-962(10)
Authors: McAleer, M.; Sequeira, J. M.

Simple and extended Kalman filters: an application to term structures of commodity prices
pp. 963-973(11)
Authors: Lautier, Delphine; Galli, Alain

Serial correlation in the returns of UK capitalization based portfolios
pp. 975-979(5)
Author: Chelley-Steeley, P.