Browse By Publication: Applied Financial Economics

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Number of items: 6.

Anderson, John & Faff, Robert (2004) Maximising Futures Returns Using Fixed Fraction Asset Allocation. Applied Financial Economics, 14(15), pp. 1067-1073.

Clements, Adam & Collet, Jerome (2008) Do common volatility models capture cyclical behaviour in volatility? Applied Financial Economics, 18(7), pp. 599-604.
Number of citations in Scopus 2

Managi, Shunsuke, Okimoto, Tatsuyoshi, & Matsuda, Akimi (2012) Do socially responsible investment indexes outperform conventional indexes? Applied Financial Economics, 22(18), pp. 1511-1527.
Number of citations in Scopus 11

Smith, Daniel (2008) Testing for structural breaks in GARCH models. Applied Financial Economics, 18(10), pp. 845-862.
Number of citations in Scopus 2

Worthington, Andrew C. (1998) Efficiency in Australian building societies: An econometric cost function approach using panel data. Applied Financial Economics, 8(5), pp. 459-467.
Number of full-text downloads 713
Number of citations in Scopus 10

Worthington, Andrew C. (1998) The determinants of non-bank financial institution efficiency: A stochastic cost frontier approach. Applied Financial Economics, 8(3), pp. 279-289.
Number of full-text downloads 2,689
Number of citations in Scopus 25

This list was generated on Sun Apr 23 15:24:00 2017 AEST.