Vol. 12 No. 1 (2023): APPLIED FINANCE LETTERS 2023

Articles submitted to regular issue

• THE JANUARY ANOMALY AND ANOMALIES IN JANUARY

  Steven Kozlowski, Alex Lytle

  2 - 10

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• MEASURING VALUATION UNCERTAINTY: A PCA APPROACH

  John Garcia

  12 - 21

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• EQUITY PLEDGE, PLEDGOR TYPE AND INVESTMENT EFFICIENCY

  Karren Lee-Hwei Khaw, Jiaying Chen, Muhammad Awais Gulzar, Ahmad Hakimi Tajuddin

  22 - 32

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• COVID-19: PERFORMANCE OF ESG ETFS AND, ESG ETFS VS. THEIR DECLARED INDEXES

  Huong Nguyen

  33 - 43

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• TOWARDS A SIMPLIFIED CAN SLIM MODEL

  Tarun Mukherjee, Matthew Lutey

  44 - 54

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• HIGH-FREQUENCY TRANSACTION DATA: A COMPARISON BETWEEN TWO ASYMMETRIC MODELS

  Michael Kunkler

  55 - 69

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• THE MARKET VALUE OF DECENTRALISATION

  Matt Brigida

  70 - 76

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• DOES LEVERAGE PAY OFF? THE CASE OF EQUITY-LEVERAGED MUTUAL FUNDS

  Javier Rodriguez, Herminio Romero

  77 -86

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• PRODUCTIVITY UNCERTAINTY AND STOCK PRICE CRASH RISK

  Huaibing Yu, Hanzhi Xu

  87 - 103

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• COUNTRY-SPECIFIC INVESTOR ATTENTION AND ADR MISPRICING

  Juan Gutierrez, Daniel Perez, Andre Vianna

  104 - 118

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• FUTURES PRICES LINKAGES IN THE US SOYBEAN COMPLEX

  Panos Fousekis

  119 - 130

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• PRICE CLUSTERING BEHAVIOR IN VIRTUAL REAL ESTATE MARKETS

  Bill Hu

  131 - 139

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• THE COMPETING-RISK ANALYSIS OF POST-IPO DELISTINGS

  Jun Chen, Ronald Rutherford, Peiming Wang

  140 - 158

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