Global Finance Journal
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2013, Volume 24, Issue 3
- 171-187 Analysis of DJIA, S&P 500, S&P 400, NASDAQ 100 and Russell 2000 ETFs and their influence on price discovery
by Ivanov, Stoyu I. & Jones, Frank J. & Zaima, Janis K.
- 188-202 Liquidity creation and bank capital structure in China
by Lei, Adrian C.H. & Song, Zhuoyun
- 203-221 Private placement, share prices, volume and financial crisis: An emerging market study
by Normazia, M. & Hassan, Taufiq & Ariff, M. & Shamsher, M.
- 222-249 Is sovereign risk related to the banking sector?
by Aktug, R. Erdem & Nayar, Nandkumar (Nandu) & Vasconcellos, Geraldo M.
- 250-265 Excess control, agency costs and the probability of going private in France
by Belkhir, Mohamed & Boubaker, Sabri & Rouatbi, Wael
- 266-279 Nonlinearity in investment grade Credit Default Swap (CDS) Indices of US and Europe: Evidence from BDS and close-returns tests
by Madhavan, Vinodh
2013, Volume 24, Issue 2
- 101-113 Sustainable finance: A new paradigm
by Fatemi, Ali M. & Fooladi, Iraj J.
- 114-118 Nationality and risk attitude: Testing differences and similarities of investors' behavior in selected financial markets
by Apartsin, Yevgenia & Maymon, Yafit & Cohen, Yuval & Singer, Gonen
- 119-128 Impact of volatility estimation method on theoretical option values
by Borkowski, Bolesław & Krawiec, Monika & Shachmurove, Yochanan
- 129-139 The impact of citations in International Finance
by Millet-Reyes, Benedicte
- 140-152 Does knowledge of finance mitigate the gender difference in financial risk-aversion?
by Hibbert, Ann Marie & Lawrence, Edward R. & Prakash, Arun J.
- 153-170 An empirical study of bank efficiency in China after WTO accession
by Yin, Haiyan & Yang, Jiawen & Mehran, Jamshid
2013, Volume 24, Issue 1
- 1-12 The relationship between finance and growth in China
by Chen, K.C. & Wu, Lifan & Wen, Jian
- 13-29 Dynamic relationships among equity flows, equity returns and dividends: Behavior of U.S. investors in China and India
by French, Joseph J. & Naka, Atsuyuki
- 30-43 The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets
by Chiang, Shu-Mei & Chen, Hsin-Fu & Lin, Chi-Tai
- 44-68 Government intervention and institutional trading strategy: Evidence from a transition country
by Yao, Yi & Yang, Rong & Liu, Zhiyuan & Hasan, Iftekhar
- 69-84 An empirical study of multiple direct international listings
by You, Leyuan & Lucey, Brian M. & Shu, Yan
- 85-97 Price limit bands, asymmetric volatility and stock market anomalies: Evidence from emerging markets
by Farag, Hisham
2012, Volume 23, Issue 3
- 141-150 Relationship between risk attitude and economic recovery in optimal growth theory
by Herbst, Anthony F. & Wu, Joseph S.K. & Ho, Chi Pui
- 151-166 Insider trading activity, tenure length, and managerial compensation
by Inci, A. Can
- 167-183 Market reaction to the merger announcements of US banks: A non-parametric X-efficiency framework
by Al-Khasawneh, Jamal Ali & Essaddam, Naceur
- 184-201 Environmental factors affecting Hong Kong banking: A post-Asian financial crisis efficiency analysis
by Hall, Maximilian J.B. & Kenjegalieva, Karligash A. & Simper, Richard
- 202-220 Money supply, interest rate, liquidity and share prices: A test of their linkage
by Ariff, Mohamed & Chung, Tin-fah & M., Shamsher
- 221-234 Value relevance of earnings, book value and dividends in an emerging capital market: Kuwait evidence
by Al-Hares, Osama M. & AbuGhazaleh, Naser M. & Haddad, Ayman E.
2012, Volume 23, Issue 2
- 65-76 The European fiscal reform and the plight of the euro
by Mundell, Robert
- 77-93 An investor sentiment barometer — Greek Implied Volatility Index (GRIV)
by Siriopoulos, Costas & Fassas, Athanasios
- 94-107 Time to equilibrium in exchange rates: G-10 and Eastern European economies
by Ho, Catherine S.F. & Ariff, M.
- 108-124 The effect of foreign segment location on the geographical diversification discount
by Jory, Surendranath R. & Ngo, Thanh N.
- 125-140 Institutional investors' holdings surrounding equity rights offerings
by De Ridder, Adri & Burnie, David A. & Råsbrant, Jonas
2011, Volume 22, Issue 3
- 193-210 The Global Financial Crises of 2007–2010 and the future of capitalism
by Shahrokhi, Manuchehr
- 211-216 The genesis of the 2008 global financial crisis and challenges to the neoclassical paradigm of finance
by Szyszka, Adam
- 217-231 A historical overview of financial crises in the United States
by Shachmurove, Yochanan
- 232-237 Banking 3.0—Designing financial regulation systems: The case for simple rules
by Pakravan, Karim
- 238-247 The financial crisis: What is there to learn?
by Kowalski, Tadeusz & Shachmurove, Yochanan
2011, Volume 22, Issue 2
- 83-100 Emerging market yield spreads: Domestic, external determinants, and volatility spillovers
by Siklos, Pierre L.
- 101-115 Mutual fund industry management structure, risk and the impacts to shareholders
by Bryant, Lonnie L. & Liu, Hao-Chen
- 116-129 Investor protection and international equity portfolio investments
by Poshakwale, Sunil S. & Thapa, Chandra
- 130-153 Conditional beta: Evidence from Asian emerging markets
by Durand, Robert B. & Lan, Yihui & Ng, Andrew
- 154-168 Market efficiency of floating exchange rate systems: Some evidence from Pacific-Asian countries
by Al-Khazali, Osamah M. & Leduc, Guillaume & Pyun, Chong Soo
- 169-181 Asymmetric volatility and trading volume: The G5 evidence
by Sabbaghi, Omid
- 182-190 Hedging import commodity prices for BRICS nations
by Ning, Zi “Nancy” & Tucker, Alan L.
2011, Volume 22, Issue 1
- 1-18 Investors' reactions to sharp price changes: Evidence from equity markets of the People's Republic of China
by Rezvanian, Rasoul & Turk, Rima A. & Mehdian, Seyed M.
- 19-31 Enforcement of the USA Patriot Act's anti-money laundering provisions: Have regulators followed a risk-based approach?
by Dolar, Burak & Shughart II, William F.
- 32-41 Emerging market crises and US equity market returns
by Berger, Dave & Turtle, H.J.
- 42-55 Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries
by Mohanty, Sunil K. & Nandha, Mohan & Turkistani, Abdullah Q. & Alaitani, Muhammed Y.
- 56-71 Purchasing power parity in LDCs: An empirical investigation
by Arize, Augustine C.
- 72-79 Business, ethics, and profit: Are they compatible under corporate governance in our global economy?
by Ghosh, Dipasri & Ghosh, Dilip K. & Zaher, Angie Abdel
- 80-81 Mohamed A. Ramady , The Saudi Arabian economy: Policies, achievements, and challenges (Second edition), Springer (2010) ISBN 978-1-4419-5986-7 Pp. xxiiÂ +Â 512
by Uthman, Usamah A.
2010, Volume 21, Issue 3
- 223-238 The influence of the underwriting syndicate on the valuation of Spanish initial public offerings
by Alvarez, Susana & Arrondo, Rubén
- 239-252 Performance of separately managed international equity accounts: How important are country momentum effects?
by Gallo, John G. & Lockwood, Larry J. & Bhargava, Rahul
- 253-261 The short-run price performance of initial public offerings in Hong Kong: New evidence
by Vong, Anna P.I. & Trigueiros, Duarte
- 262-274 Liquidity and market efficiency: Analysis of NASDAQ firms
by Chung, Dennis Y. & Hrazdil, Karel
- 275-292 The impact of the dividend tax cut and managerial stock holdings on corporate dividend policy
by Nam, Jouahn & Wang, Jun & Zhang, Ge
- 293-303 Why do healthy firms freeze their defined-benefit pension plans?
by Atanasova, Christina & Hrazdil, Karel
- 304-317 Price and volatility spillovers between the Greater China Markets and the developed markets of US and Japan
by Wang, Ping & Wang, Peijie
2010, Volume 21, Issue 2
- 125-137 Evolution of earnings-to-price ratios: International evidence
by Eun, Cheol S. & Lee, Jinsoo
- 138-151 Structural breaks in the real exchange rate and real interest rate relationship
by Byrne, Joseph P. & Nagayasu, Jun
- 152-169 Money and equity returns in the Euro area
by Heimonen, Kari
- 170-185 Corporate derivative use and the composition of CEO compensation
by Supanvanij, Janikan & Strauss, Jack
- 186-200 The impact of monetary policy on oil process parameters and market expectations
by Askari, Hossein & Krichene, Noureddine
- 201-210 Convergence of total factor productivity among banks: Hong Kong's experience
by Fung, Michael K. & Cheng, Arnold C.S.
- 211-222 Stock exchange demutualization and performance
by Azzam, Islam
2010, Volume 21, Issue 1
- 1-12 A three-factor model investigation of foreign exchange-rate exposure
by Huffman, Stephen P. & Makar, Stephen D. & Beyer, Scott B.
- 13-25 Multinationals and futures hedging: An optimal stopping approach
by Meng, Rujing & Wong, Kit Pong
- 26-42 NYSE listings and firm borrowing costs: An empirical investigation
by Gottesman, Aron A. & Nam, Jouahn & Thornton Jr., John H. & Wynne, Kevin
- 43-70 Country funds and the role of international equity flows in pricing and in premiums and discounts
by Tsai, Pei-Jung
- 71-97 Do benchmark African equity indices exhibit the stylized facts?
by Li, Youwei & Hamill, Philip A. & Opong, Kwaku K.
- 98-110 Cross-listed cross-currency assets and arbitrage with forwards and options
by Ghosh, Dilip K. & Ghosh, Dipasri & Bhatnagar, Chandra Shekhar
- 111-124 Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis
by Chiang, Thomas C. & Li, Jiandong & Tan, Lin
2009, Volume 20, Issue 3
- 209-219 The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility
by Ripple, Ronald D. & Moosa, Imad A.
- 220-234 Single-stock futures: Evidence from the Indian securities market
by Kumar, Umesh & Tse, Yiuman
- 235-247 The impact of country risk ratings on U.S. firms in large cross-border acquisitions
by Kiymaz, Halil
- 248-259 Ex ante performance from ex post models of global equity market correlations
by Kahl, Douglas R. & Stevens, Jerry L.
- 260-272 Oil price and reserve location--Effects on oil and gas sector returns
by Kretzschmar, Gavin L. & Kirchner, Axel
- 273-288 Stock index futures hedging in the emerging Malaysian market
by Pok, Wee Ching & Poshakwale, Sunil S. & Ford, J.L.
- 289-301 Dispersion trading: Empirical evidence from U.S. options markets
by Marshall, Cara M.
2009, Volume 20, Issue 2
- 107-118 Price causal relations between China and the world oil markets
by Chen, K.C. & Chen, Shaoling & Wu, Lifan
- 119-127 Empirical study on relationship between persistence-free trading volume and stock return volatility
by Fenghua, Wen & Xiaoguang, Yang
- 128-136 Forecasting Value-at-Risk using high frequency data: The realized range model
by Shao, Xi-Dong & Lian, Yu-Jun & Yin, Lian-Qian
- 137-152 Range-based multivariate volatility model with double smooth transition in conditional correlation
by Chou, Ray Yeutien & Cai, Yijie
- 153-164 Managerial power, compensation gap and firm performance -- Evidence from Chinese public listed companies
by Lin, Bing-Xuan & Lu, Rui
- 165-179 The impact of the CSRC Regulation No. 12-1996 on the credibility of Chinese IPO earnings forecasts
by Sun, Jerry & Liu, Guoping
- 180-190 Information-based trade in the Shanghai stock market
by Copeland, Laurence & Wong, Woon K. & Zeng, Yong
- 191-208 Privatization and non-tradable stock reform in China: The case of Valin Steel Tube & Wire Co., Ltd
by Guo, Enyang & Keown, Arthur J.
2009, Volume 20, Issue 1
- 1-12 Japanese day-of-the-week return patterns: New results
by Boynton, Wentworth & Oppenheimer, Henry R. & Reid, Sean F.
- 13-30 International stock market linkages: Evidence from Latin America
by Diamandis, Panayiotis F.
- 31-47 Stock split size, signaling and earnings management: Evidence from the Spanish market
by Yagüe, José & Gómez-Sala, J. Carlos & Poveda-Fuentes, Francisco
- 48-66 One-to-many matching: An alternative trading cost comparison technique
by Liu, Jerry W. & Wort, Donald H.
- 67-79 The impact of portfolio aggregation on day-of-the-week effect: Evidence from Finland
by Högholm, Kenneth & Knif, Johan
- 80-97 Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext
by Beltran, Helena & Durré, Alain & Giot, Pierre
- 98-105 Systematic risk changes around convertible debt offerings: A note on recent evidence
by Kleidt, Benjamin & Schiereck, Dirk
2009, Volume 19, Issue 3
- 203-218 Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework
by Bhar, Ramaprasad & Nikolova, Biljana
- 219-234 The practice of estimating the term structure of discount rates
by Freeman, Mark C.
- 235-251 Credit rating impact on CDO evaluation
by Rösch, Daniel & Scheule, Harald
- 252-267 Flight-to-quality and asymmetric volatility responses in US Treasuries
by Dungey, Mardi & McKenzie, Michael & Tambakis, Demosthenes N.
- 268-285 Psychological barriers in European stock markets: Where are they?
by Dorfleitner, Gregor & Klein, Christian
- 286-306 Institutional characteristics and capital structure: A cross-national comparison
by Vasiliou, Dimitrios & Daskalakis, Nikolaos
- 307-322 Tournament behavior in Australian superannuation funds: A non-parametric analysis
by Hallahan, Terrence & Faff, Robert
- 323-341 Law, culture and investment performance: A cross-country analysis
by Lin, Anchor Y.
2008, Volume 19, Issue 2
- 85-101 Causality between banking and currency fragilities: A dynamic panel model
by Shen, Chung-Hua & Chen, Chien-Fu
- 102-122 ADRs under momentum and contrarian strategies
by Parhizgari, A.M. & Nguyen, D.
- 123-138 Hedging with Chinese metal futures
by Lien, Donald & Yang, Li
- 139-156 Volatility switching and regime interdependence between information technology stocks 1995-2005
by Qiao, Zhuo & Smyth, Russell & Wong, Wing-Keung
- 157-170 Efficiency of the foreign currency options market
by Hoque, Ariful & Chan, Felix & Manzur, Meher
- 171-186 Impact of financial and multinational operations on manager perceptions of dividends
by Baker, H. Kent & Dutta, Shantanu & Saadi, Samir
- 187-201 The dynamics of volatility transmission and information flow between ADRs and their underlying stocks
by Poshakwale, Sunil S. & Aquino, Katty Pérez
2008, Volume 19, Issue 1
- 1-10 Relations between portfolio returns and market multiples
by Barbee Jr., William C. & Jeong, Jin-Gil & Mukherji, Sandip
- 11-18 The existence theorem of approximate multibeta representation for multifactor pricing models with unobservable omitted variables: A technical note
by Jeng, Jau-Lian
- 19-31 Common nonlinearities in long-horizon stock returns: Evidence from the G-7 stock markets
by Kim, Sei-Wan & Mollick, André V. & Nam, Kiseok
- 32-45 An empirical investigation of operating performance in the new European banking landscape
by Staikouras, Christos & Mamatzakis, Emmanuel & Koutsomanoli-Filippaki, Anastasia
- 46-55 The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries
by Li, Huimin & Jeon, Bang Nam & Cho, Seong-Yeon & Chiang, Thomas C.
- 56-71 Acquisitions from UK firms into emerging markets
by Graham, Michael & Martey, Emmanuel & Yawson, Alfred
- 72-84 Which acquirers gain more, single or multiple? Recent evidence from the USA market
by Ismail, Ahmad
2008, Volume 18, Issue 3
- 290-302 Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices
by Äijö, Janne
- 303-318 A comparison of international short-term rates under no arbitrage condition
by Mahdavi, Mahnaz
- 319-336 The truth about interest rate futures and forwards: Evidence from high frequency data
by Poskitt, Russell
- 337-350 An examination of investor reaction to unexpected political and economic events in Turkey
by Mehdian, Seyed & Nas, Tevfik & Perry, Mark J.
- 351-372 The effects of venture capitalist affiliation to underwriters on short- and long-term performance in French IPOs
by Chahine, Salim & Filatotchev, Igor
- 373-384 Golden parachutes and shark repellents and shareholders' interests: Some new evidence
by Chakraborty, Atreya
- 385-399 The Japanese yen futures returns, spot returns, and the risk premium
by Inci, Ahmet Can
- 400-415 Investing in European stock markets for high-technology firms
by Pierdzioch, Christian & Schertler, Andrea
- 416-425 Foreign investment with inflation-linked securities: A natural hedge under Fisher theory?
by Herbst, Anthony F. & Wu, Joseph S.K.
2007, Volume 18, Issue 2
- 143-156 A future global economy to be built by BRICs
by Cheng, Hui Fang & Gutierrez, Margarida & Mahajan, Arvind & Shachmurove, Yochanan & Shahrokhi, Manuchehr
- 157-184 The effects of changes in corporate governance and restructurings on operating performance: Evidence from privatizations
by D'Souza, Juliet & Megginson, William & Nash, Robert
- 185-204 Modelling and forecasting temperature based weather derivatives
by Svec, J. & Stevenson, M.
- 205-227 The valuation of modular projects: A real options approach to the value of splitting
by Rodrigues, Artur & Armada, Manuel J. Rocha
- 228-250 The determinants of international financial integration
by Vo, Xuan Vinh & Daly, Kevin James
- 251-269 Valuation of derivatives based on single-factor interest rate models
by Sorwar, Ghulam & Barone-Adesi, Giovanni & Allegretto, Walter
- 270-288 US-Swiss term structures and exchange rate dynamics
by Inci, Ahmet Can
2007, Volume 18, Issue 1
- 1-15 Price discovery and informational efficiency of international iShares funds
by Tse, Yiuman & Martinez, Valeria
- 16-33 Optimal currency hedging
by Albuquerque, Rui
- 34-46 An anatomy of Bullish Underlying Linked Securities
by Chen, K.C. & Wu, Lifan
- 47-83 Equity and debt market responses to sovereign credit ratings announcement
by Pukthuanthong-Le, Kuntara & Elayan, Fayez A. & Rose, Lawrence C.
- 84-103 Serial correlation in the Spanish Stock Market
by DePenya, Francisco J. & Gil-Alana, Luis A.
- 104-123 Modeling money demand under the profit-sharing banking scheme: Some evidence on policy invariance and long-run stability
by Kia, Amir & Darrat, Ali F.
- 124-142 Assymetric information and the pricing of sovereign eurobonds: India 1990-1992
by Clark, Ephraim & Lakshmi, Geeta
2007, Volume 17, Issue 3
- 335-349 The cross section of expected stock returns in the Chinese A-share market
by Wang, Yuenan & Di Iorio, Amalia
- 350-378 How important is participation of different venture capitalists in German IPOs?
by Tykvova, Tereza & Walz, Uwe
- 379-396 Limit orders and the intraday behavior of market liquidity: Evidence from the Toronto stock exchange
by Vo, Minh T.
- 397-402 Valuing coins as the sum of the underlying asset and a perpetual American put option
by Easton, Steve
- 403-418 Crisis, contagion and cross-border effects: Evidence from the Latin American closed-end fund market
by Anoruo, Emmanuel & Ramchander, Sanjay & Thiewes, Harold
- 419-438 A modified finite-lived American exchange option methodology applied to real options valuation
by Armada, Manuel Rocha & Kryzanowski, Lawrence & Pereira, Paulo Jorge
- 439-453 Informed trading and the consistent enforcement hypothesis: Evidence from bid-ask spreads in France and Britain
by Maisondieu-Laforge, Olivier
2006, Volume 17, Issue 2
- 177-191 Services and the long-term profitability in Taiwan's banks
by Liu, Yong-Chin & Hung, Jung-Hua
- 192-213 Modeling country risk in Latin America: A country beta approach
by Verma, Rahul & Soydemir, Gokce
- 214-223 Effects of size and international exposure of the US firms on the relationship between stock prices and exchange rates
by Vygodina, Anna V.
- 224-251 Oil price risk and emerging stock markets
by Basher, Syed A. & Sadorsky, Perry
- 252-270 Business-cycle fluctuations and international equity correlations
by Kizys, Renatas & Pierdzioch, Christian
- 271-281 Is the CRISMA technical trading system profitable?
by Marshall, Ben R. & Cahan, Jared M. & Cahan, Rochester H.
- 282-293 Domestic or international: Divestitures in Australian multinational corporations
by Owen, Sian & Yawson, Alfred
- 294-308 Swap pricing: Evidence from the sterling swap market
by Poskitt, Russell
- 309-333 Neutrality of market neutral funds
by Capocci, Daniel
- 334-334 Erratum to "Systemic risk in the major Eurobanking markets: Evidence from inter-bank offered rates" [Global Finance Journal 16/2 128-166]
by Simpson, J.L. & Evans, J.P.
2006, Volume 17, Issue 1
- 1-22 Valuing volatility spillovers
by Milunovich, George & Thorp, Susan
- 23-49 Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU
by McGroarty, Frank & ap Gwilym, Owain & Thomas, Stephen
- 50-74 The informational content of option-implied distributions: Evidence from the Eurex index and interest rate futures options market
by Wilkens, Sascha & Roder, Klaus
- 75-91 Gulf Cooperation Council (GCC) stock markets: The dawn of a new era
by Bley, Jorg & Chen, Kim Heng
- 92-104 Global stock market reactions to scheduled U.S. macroeconomic news announcements
by Nikkinen, Jussi & Omran, Mohammed & Sahlstrom, Petri & Aijo, Janne
- 105-118 The Chilean ex-dividend day
by Castillo, Augusto & Jakob, Keith
- 119-135 Is stock price rounded for economic reasons in the Chinese markets?
by He, Yan & Wu, Chunchi
- 136-154 Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches
by Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Yip, Angela Y.N.
- 155-176 How Norwegian managers view dividend policy
by Baker, H. Kent & Mukherjee, Tarun K. & Paskelian, Ohannes George
2006, Volume 16, Issue 3
- 233-244 Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior
by Gebka, Bartosz & Henke, Harald & Bohl, Martin T.
- 245-263 Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas?
by Cifarelli, Giulio & Paladino, Giovanna
- 264-282 Regulation: The market for corporate control and corporate governance
by Sinha, Rajeeva
- 283-301 Family ownership, dual-class shares, and risk management
by Hagelin, Niclas & Holmen, Martin & Pramborg, Bengt
- 302-316 Corporate cash holdings, foreign direct investment, and corporate governance
by Chang, Kiyoung & Noorbakhsh, Abbas
- 317-329 An extension of price improvement debate: The case of American Depository Receipts (ADRs)
by Nikbakht, Ehsan & Shahrokhi, Manuchehr
- 330-353 Short-term market efficiency in the futures markets: TOPIX futures and 10-year JGB futures
by Rentzler, Joel & Tandon, Kishore & Yu, Susana
- 354-365 The Euro deposit market in a global perspective
by de Jong, Pieter J. & Swanson, Peggy E.
2005, Volume 16, Issue 2
- 113-124 The impact of government regulation and ownership on the performance of securities companies: Evidences from China
by K. Chen, Shaw & Chen, Xuanjuan & Lin, Bing-Xuan & Zhong, Rongsa
- 125-144 Systemic risk in the major Eurobanking markets: Evidence from inter-bank offered rates
by Simpson, J.L. & Evans, J.P.
- 145-163 ERM effects on currency spot and futures markets
by Inci, Ahmet Can
- 164-179 Market quality and price discovery: Introduction of the E-mini energy futures
by Tse, Yiuman & Xiang, Ju
- 180-190 Announcements of bonus share options: Signalling of the quality of firms
by Balachandran, Balasingham & Faff, Robert & Jong, Len
- 191-209 Long-term stock performance after open-market repurchases in Korea
by Lee, Yong-Gyo & Jung, Sung-Chang & Thornton, John Jr.
- 210-220 Multinationals and futures hedging under liquidity constraints
by Lien, Donald & Wong, Kit Pong
- 221-232 Corporate governance: Toward converging models?
by Jeffers, Esther
2005, Volume 16, Issue 1
- 1-15 Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components
by Chelley-Steeley, Patricia
- 16-25 Relative importance of industry and country factors in security returns
by Tessitore, Anthony & Usmen, Nilufer
- 26-47 Country and size effects in financial ratios: A European perspective
by Serrano Cinca, C. & Mar Molinero, C. & Gallizo Larraz, J.L.
- 48-68 Contagion and impulse response of international stock markets around the 9-11 terrorist attacks
by Mun, Kyung-Chun
- 69-85 A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era
by Baharumshah, Ahmad Zubaidi & Haw, Chan Tze & Fountas, Stilianos
- 86-98 Covered arbitrage with currency options: A theoretical analysis
by Ghosh, Dilip K. & Ghosh, Dipasri
- 99-111 Biases in FX-forecasts: Evidence from panel data
by Audretsch, David B. & Stadtmann, Georg
2005, Volume 15, Issue 3
- 219-237 Long-run dynamics of official and black-market exchange rates in Latin America
by Diamandis, Panayiotis F. & Drakos, Anastassios A.
- 239-249 The relationship between bid-ask spreads and holding periods: The case of Chinese A and B shares
by Chung, Shifei & Wei, Peihwang
- 251-280 An analysis of the determinants of sovereign ratings
by Bissoondoyal-Bheenick, Emawtee
- 281-302 Technical trading, monetary policy, and exchange rate regimes
by Bauer, Christian & Herz, Bernhard
- 303-320 New European Union members on their way to adopting the Euro: An analysis of macroeconomic disturbances
by Frenkel, Michael & Nickel, Christiane
- 321-335 Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach
by Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas
- 337-367 Prophets during boom and gloom downunder
by Azzi, Sarah & Bird, Ron
- 369-387 Capital structure in new technology-based firms: Evidence from the Irish software sector
by Hogan, Teresa & Hutson, Elaine
2004, Volume 15, Issue 2
- 103-123 Financial market liberalization and stock market efficiency: Evidence from the Athens Stock Exchange
by Laopodis, Nikiforos T.
- 125-137 International transmission of stock exchange volatility: Empirical evidence from the Asian crisis
by Fernandez-Izquierdo, Angeles & Lafuente, Juan Angel
- 139-146 Acquiring foreign equity assets without currency risk
by Wang, Ming-Chieh & Shyu, David
- 147-170 Further evidence on the announcement effect of bonus shares in an imputation tax setting
by Balachandran, Balasingham & Faff, Robert & Tanner, Sally
- 171-196 The value of the S&P 500--A macro view of the stock market adjustment process
by Chiarella, Carl & Gao, Shenhuai
- 197-217 Increasing input information and realistically measuring potential diversification gains from international portfolio investments
by Phengpis, Chanwit & Swanson, Peggy E.
2004, Volume 15, Issue 1
- 1-15 International transmission of uncertainty implicit in stock index option prices
by Nikkinen, Jussi & Sahlstrom, Petri