Journal of International Financial Markets, Institutions and Money
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2006, Volume 16, Issue 5
- 425-445 Consolidation, scale economies and technological change in Japanese banking
by Tadesse, Solomon
- 446-467 Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australia's interventions 1986-2003
by Kim, Suk-Joong & Pham, Cyril Minh Dao
- 468-479 An empirical study to identify shift contagion during the Asian crisis
by Marais, E. & Bates, S.
2006, Volume 16, Issue 4
- 301-317 Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis
by Gebka, Bartosz & Serwa, Dobromil
- 318-344 Clustering and psychological barriers in exchange rates
by Mitchell, Jason & Izan, H.Y.
- 345-354 Getting out from between a rock and a hard place: Can china use its foreign exchange reserves to save its banks?
by miller, Victoria
- 355-369 Multivariate market association and its extremes
by Baur, Dirk
- 370-383 Do institutional investors destabilize stock prices? evidence from an emerging market
by Bohl, Martin T. & Brzeszczynski, Janusz
- 384-396 Are international real interest rate linkages characterized by asymmetric adjustments?
by Holmes, Mark J. & Maghrebi, Nabil
2006, Volume 16, Issue 3
- 199-214 On the conditional pricing effects of beta, size, and book-to-market equity in the Hong Kong market
by Ho, Ron Yiu-wah & Strange, Roger & Piesse, Jenifer
- 215-230 Bidder behavior in central bank repo auctions: Evidence from the Bundesbank
by Linzert, Tobias & Nautz, Dieter & Breitung, Jorg
- 231-245 Relative performance of bid-ask spread estimators: Futures market evidence
by Anand, Amber & Karagozoglu, Ahmet K.
- 246-269 The impacts of index rebalancing and their implications: Some new evidence from Japan
by Liu, Shinhua
- 270-282 Market timing wealth effects of American Depository Receipts: The cases of emerging and developed market issues
by Schaub, Mark & Highfield, Michael J.
- 283-299 Risk and return implications from investing in emerging European stock markets
by Syriopoulos, Theodore
2006, Volume 16, Issue 2
- 87-103 Implied volatility linkages among major European currencies
by Nikkinen, Jussi & Sahlstrom, Petri & Vahamaa, Sami
- 104-122 Performance comparison between exchange-traded funds and closed-end country funds
by Harper, Joel T. & Madura, Jeff & Schnusenberg, Oliver
- 123-142 Does herding behavior exist in Chinese stock markets?
by Demirer, RIza & Kutan, Ali M.
- 143-154 Testing for long-run PPP in a system context: Evidence for the US, Germany and Japan
by Sideris, Dimitrios
- 155-179 The equity premium and market integration: Evidence from international data
by Shackman, Joshua D.
- 180-197 Empirical analysis of GARCH models in value at risk estimation
by So, Mike K.P. & Yu, Philip L.H.
2006, Volume 16, Issue 1
- 1-3 Measuring and assessing the effects and extent of international bond market integration
by Lucey, Brian M. & Steeley, James
- 4-22 The performance and diversification benefits of funds of hedge funds
by Denvir, Emily & Hutson, Elaine
- 23-40 Volatility spillovers and dynamic correlation in European bond markets
by Skintzi, Vasiliki D. & Refenes, Apostolos N.
- 41-56 Dynamics of bond market integration between established and accession European Union countries
by Kim, Suk-Joong & Lucey, Brian M. & Wu, Eliza
- 57-70 Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region
by Batten, Jonathan A. & Fetherston, Thomas A. & Hoontrakul, Pongsak
- 71-86 Volatility transmission between stock and bond markets
by Steeley, James M.
2005, Volume 15, Issue 5
- 391-406 Long-memory dynamics in a SETAR model - applications to stock markets
by Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne
- 407-424 Intradaily volatility and adjustment
by Theobald, Michael & Yallup, Peter
- 425-436 Cournot model of brokered FX trading
by Ulibarri, Carlos A. & Anselmo, Peter C. & Trabatti, Mauro X.
- 437-453 Corporate bankruptcies and official bail-outs: A cost-benefit analysis
by Kenc, Turalay & Ozkan, Aydin & Ozkan, F. Gulcin
- 455-468 An empirical examination of the benefits of international diversification
by Fletcher, Jonathan & Marshall, Andrew
- 469-480 Arbitrage opportunities in the depositary receipts market: Myth or reality?
by Suarez, E. Dante
2005, Volume 15, Issue 4
- 285-313 Differences in the price of risk and the resulting response to shocks: an analysis of Asian markets
by Soydemir, Gokce A.
- 315-342 Intra and inter-regional causal linkages of emerging stock markets: evidence from Asia and Latin America in and out of crises
by Fujii, Eiji
- 343-352 Gold as a hedge against the dollar
by Capie, Forrest & Mills, Terence C. & Wood, Geoffrey
- 353-367 A modified currency board system: Theory and evidence
by Wu, Ying
- 369-390 When risk premiums decrease as the bank's risk increases--a caveat on the use of subordinated bonds as an instrument of banking supervision
by Bigus, Jochen & Prigge, Stefan
2005, Volume 15, Issue 3
- 189-207 Currency risk in excess equity returns: a multi time-varying beta approach
by Lim, G.C.
- 209-228 Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance
by Bekiros, Stelios D. & Georgoutsos, Dimitris A.
- 229-254 An error correction factor model of term structure slopes in international swap markets
by Abad, Pilar & Novales, Alfonso
- 255-270 Current account, exchange rate dynamics and the predictability: the experience of Malaysia and Singapore
by Baharumshah, Ahmad Zubaidi & Masih, A. Mansur M.
- 271-284 Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects
by Arago, Vicent & Nieto, Luisa
2005, Volume 15, Issue 2
- 91-106 Stock market linkages in emerging markets: implications for international portfolio diversification
by Phylaktis, Kate & Ravazzolo, Fabiola
- 107-124 Cross-market linkages between U.S. and Japanese precious metals futures trading
by Xu, Xiaoqing Eleanor & Fung, Hung-Gay
- 125-140 A note on common methods used to estimate foreign exchange exposure
by Martin, Anna D. & Mauer, Laurence J.
- 141-157 Bank provisioning behaviour and procyclicality
by Bikker, J.A. & Metzemakers, P.A.J.
- 159-171 Endogenous liquidity in emerging markets
by Redding, Lee
- 173-188 Financial markets and economic growth in Greece, 1986-1999
by Hondroyiannis, George & Lolos, Sarantis & Papapetrou, Evangelia
2005, Volume 15, Issue 1
- 1-20 Valuation of financial versus non-financial firms: a global perspective
by Foerster, Stephen R. & Sapp, Stephen G.
- 21-38 Real or monetary? The US/UK real exchange rate, 1921-2002
by Kanas, Angelos
- 39-54 International bond market linkages: a structural VAR analysis
by Yang, Jian
- 55-72 Cost efficiency in the Latin American and Caribbean banking systems
by Carvallo, Oscar & Kasman, Adnan
- 73-87 Are emerging equity markets responsive to cross-country macroeconomic movements?: Evidence from Latin America
by Verma, Rahul & Ozuna, Teofilo
- 89-89 Erratum to "Return and risk interactions in Chinese stock markets" [J. Int. Financial Markets Inst. Money 14 (2004) 367-384]
by Wang, Ping & Liu, Aying & Wang, Peijie
2004, Volume 14, Issue 5
- 401-418 Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates
by Baillie, Richard T. & Cecen, Aydin A. & Erkal, Cahit & Han, Young-Wook
- 419-438 The market's view on the probability of banking sector failure: cross-country comparisons
by Bystrom, Hans N. E.
- 439-454 External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR
by Tillmann, Peter
- 455-471 Dynamic and asymmetric impacts of macroeconomic fundamentals on an integrated stock market
by Hess, Martin K.
- 473-490 Alternative settlement methods and Australian individual share futures contracts
by Lien, Donald & Yang, Li
- 491-505 Daily volatility behavior in Chinese futures markets
by Chan, Kam C. & Fung, Hung-Gay & Leung, Wai K.
2004, Volume 14, Issue 4
- 295-311 Bolsa or NYSE: price discovery for Mexican shares
by von Furstenberg, George M. & Tabora, Carlos B.
- 313-328 Evidence to support the four-factor pricing model from the Canadian stock market
by L'Her, Jean-Francois & Masmoudi, Tarek & Suret, Jean-Marc
- 329-349 League table: a study of the competition to underwrite floating rate debt
by Ang, James S. & Zhang, Shaojun
- 351-365 International financial services: determinants of banks' foreign assets held by non-banks
by Moshirian, Fariborz & Sadeh, Ilan & Zein, Jason
- 367-383 Return and risk interactions in Chinese stock markets
by Wang, Ping & Liu, Aying & Wang, Peijie
- 385-400 Market capitalisation, cross-correlations, the lead/lag structure and microstructure effects in the Indian stock market
by Poshakwale, Sunil & Theobald, Michael
2004, Volume 14, Issue 3
- 203-219 Banking competition and macroeconomic conditions: a disaggregate analysis
by Coccorese, Paolo
- 221-233 The future of cash: falling legal use and implications for government policy
by Humphrey, David & Kaloudis, Aris & Owre, Grete
- 235-254 Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world
by Wang, Steven Shuye & Firth, Michael
- 255-266 Who owns the major US subsidiaries of foreign banks?: A note
by Tschoegl, Adrian E.
- 267-280 Do you really want to ask an underwriter how much money you should leave on the table?
by Dimovski, William & Brooks, Robert
- 281-294 Do birds of the same feather flock together?: The case of the Chinese states equity markets
by Hatemi-J, Abdulnasser & Roca, Eduardo D.
2004, Volume 14, Issue 2
- 105-115 A note on the time-series relationship between market industry concentration and market volatility
by Xing, Xuejing
- 117-134 Structural breaks and their trace in the memory: Inflation rate series in the long-run
by Gadea, Maria Dolores & Sabate, Marcela & Serrano, Jose Maria
- 135-164 Monetary policy implications of comovements among long-term interest rates
by Laopodis, Nikiforos T.
- 165-183 Growth, financial development, societal norms and legal institutions
by Garretsen, Harry & Lensink, Robert & Sterken, Elmer
- 185-201 How important are fundamentals?--Evidence from a structural VAR model for the stock markets in the US, Japan and Europe
by Binswanger, Mathias
2004, Volume 14, Issue 1
- 1-24 FOREX risk premia and policy uncertainty: a recursive utility analysis
by Evans, Lynne & Kenc, Turalay
- 25-36 The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan
by Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg
- 37-54 Leverage, insider ownership, and the underpricing of IPOs in China
by Su, Dongwei
- 55-73 International equity flows and developing markets: the asian financial market crisis revisited
by Lin, Anchor Y. & Swanson, Peggy E.
- 75-86 Selectively hedging the US dollar with foreign exchange futures contracts
by Simpson, Marc W.
- 87-98 In search of overshooting and bandwagons in exchange rates
by Pippenger, John
- 99-104 Bandwagon effects and run patterns in exchange rates once more
by Rotheli, Tobias F.
2003, Volume 13, Issue 5
- 419-427 Central bank intervention and feedback traders
by Westerhoff, Frank H.
- 429-449 Bank deregulation is better than mergers
by Valverde, S. Carbo & Humphrey, David B. & Fernandez, F. Rodriguez
- 451-479 Analyzing firms' strategic investment decisions in a real options' framework
by Botteron, Pascal & Chesney, Marc & Gibson-Asner, Rajna
- 481-502 Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon
by Nam, Kiseok & Pyun, Chong Soo & Kim, Sei-Wan
- 503-524 Coexistence of disposition investors and momentum traders in stock markets: experimental evidence
by Oehler, Andreas & Heilmann, Klaus & Lager, Volker & Oberlander, Michael
- 525-537 Hysteresis and cyclical adjustment in the stock markets: the macroeconomic effects of technological progress
by Gazioglu, Saziye & McCausland, W. David
2003, Volume 13, Issue 4
- 291-311 Can currency risk be a source of risk premium in explaining forward premium puzzle?: Evidence from Asia-Pacific forward exchange markets
by Tai, Chu-Sheng
- 313-323 Target zones, reserve crises, and inverted S-curves
by Cornell, Christopher M.
- 325-353 The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market
by Asgharian, Hossein & Hansson, Bjorn
- 355-381 Taiwan stock market and four-moment asset pricing model
by Chiao, Chaoshin & Hung, Ken & Srivastava, Suresh C.
- 383-399 Spillovers of stock return volatility to Asian equity markets from Japan and the US
by Miyakoshi, Tatsuyoshi
- 401-417 The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International
by Chelley-Steeley, Patricia
2003, Volume 13, Issue 3
- 187-209 The Barings crises of 1890 and 1995: causes, courses, consequences and the danger of domino effects
by Kornert, Jan
- 211-236 Risk premia in the term structure of interest rates: a panel data approach
by Bams, Dennis & Wolff, Christian C. P.
- 237-254 Integration and interdependence of stock and foreign exchange markets: an Australian perspective
by Shamsuddin, Abul F. M. & Kim, Jae H.
- 255-269 Exchange rate exposure and valuation effects of cross-border acquisitions
by Akhigbe, Aigbe & Martin, Anna D. & Newman, Melinda
- 271-289 Gold factor exposures in international asset pricing
by Davidson, Sinclair & Faff, Robert & Hillier, David
2003, Volume 13, Issue 2
- 85-112 Information arrivals and intraday exchange rate volatility
by Chang, Yuanchen & Taylor, Stephen J.
- 113-136 Models of exchange rate expectations: how much heterogeneity?
by Benassy-Quere, Agnes & Larribeau, Sophie & MacDonald, Ronald
- 137-156 Modeling foreign exchange intervention: stock versus stock adjustment
by Pippenger, John
- 157-170 Determinants of short-term debt: a note
by Buch, Claudia M. & Lusinyan, Lusine
- 171-186 Contagion and causality: an empirical investigation of four Asian crisis episodes
by Sander, Harald & Kleimeier, Stefanie
2003, Volume 13, Issue 1
- 1-18 Beta and returns revisited: Evidence from the German stock market
by Elsas, Ralf & El-Shaer, Mahmoud & Theissen, Erik
- 19-37 The post-privatization financial performance of former state-owned enterprises
by Comstock, Arthur & Kish, Richard J. & Vasconcellos, Geraldo M.
- 39-55 Stress testing using VaR approach--a case for Asian currencies
by Tan, Kok-Hui & Chan, Inn-Leng
- 57-67 The term structure of deviations from the interest parity
by Drakos, Konstantinos
- 69-84 A performance analysis of Australian international equity trusts
by Benson, Karen L. & Faff, Robert W.
2002, Volume 12, Issue 4-5
- 291-297 Introduction to the special issue
by Tschoegl, Adrian E.
- 299-320 Openness, profit opportunities and foreign banking
by Dopico, Luis G. & Wilcox, James A.
- 321-340 Banks and the emergence of Hong Kong as an international financial center
by Schenk, Catherine R.
- 341-357 Factors influencing the performance of foreign-owned banks in New Zealand
by Minh To, Huong & Tripe, David
- 359-375 The impact of competition on the operations of foreign banks in Australia in the post-deregulation period
by Wright, April
- 377-397 The internationalization of Australian banks
by Merrett, D. T.
- 399-417 A decade of internationalization: the experience of an Australian retail bank
by Fung, Justin G. & Bain, Elisa A. & Onto, John G. & Harper, Ian R.
- 419-440 The stock market reaction to cross-border acquisitions of financial services firms: an analysis of Canadian banks
by Bessler, Wolfgang & Murtagh, James P.
2002, Volume 12, Issue 3
- 183-200 On measuring volatility and the GARCH forecasting performance
by Barucci, Emilio & Reno, Roberto
- 201-215 Price discovery and the international flow of information
by Howe, John S. & Ragan, Kent P.
- 216-230 Using simulated currency rainbow options to evaluate covariance matrix forecasts
by Bystrom, Hans N. E.
- 231-252 Corporate focus versus diversification: the role of growth opportunities and cashflow
by Ferris, Stephen P. & Sen, Nilanjan & Lim, Chee Yeow & Yeo, Gillian H. H.
- 253-278 Components of execution costs: evidence of asymmetric information at the Mexican Stock Exchange
by Silva, Ana Cristina & Chavez, Gonzalo
- 279-289 On the linkage of real interest rates between the US and Canada: some additional empirical evidence
by Yamada, Hiroshi
2002, Volume 12, Issue 2
- 101-118 The relation between asset returns and inflation at short and long horizons
by Engsted, Tom & Tanggaard, Carsten
- 119-137 Time-varying forward bias and the expected excess return
by Zhu, Zhen
- 139-155 Before and after international cross-listing: an intraday examination of volume and volatility
by Lowengrub, Paul & Melvin, Michael
- 157-166 Bandwagon effects and run patterns in exchange rates
by Rotheli, Tobias F.
- 167-182 Overnight futures trading: now even Australia and US have common trading hours
by Fong, Kingsley & Martens, Martin
2002, Volume 12, Issue 1
- 1-17 Structural changes in Australian bank risk
by Dennis, Steven A. & Jeffrey, Andrew
- 19-31 Do time deposits prevent bank runs?
by Niinimaki, Juha-Pekka
- 33-58 Cost and profit efficiency in European banks
by Maudos, Joaquin & Pastor, Jose M. & Perez, Francisco & Quesada, Javier
- 59-80 Risk profiles: how do they change when stock markets collapse?
by Rendu de Lint, Christel
- 81-99 An empirical comparison of quoted and implied bid-ask spreads on futures contracts
by ap Gwilym, Owain & Thomas, Stephen
2001, Volume 11, Issue 2
- 115-136 Quote revision and information flow among foreign exchange dealers
by Wang, Jian-Xin
- 137-146 Liquidity and the turn-of-the-month effect: evidence from Finland
by Booth, G. Geoffrey & Kallunki, Juha-Pekka & Martikainen, Teppo
- 147-165 A test of the accuracy of the Lee/Ready trade classification algorithm
by Theissen, Erik
- 167-197 Estimation for factor models of term structure of interest rates with jumps: the case of the Taiwanese government bond market
by Lin, Bing-Huei & Yeh, Shih-Kuo
- 199-214 On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules
by Lee, Chun I. & Pan, Ming-Shiun & Liu, Y. Angela
- 215-222 GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume
by Brooks, Robert D. & Faff, Robert W. & Fry, Tim R. L.
- 223-237 A model for determining mispricing of sovereign risk loans
by Sanders, Thomas B. & Barrett, W. Brian & Palmer, Michael
- 239-240 Erratum to "The effect of interventions on realignment probabilities": [Journal of International Financial Markets, Institutions and Money 10 (2000) 323-347]
by Gabriela Mundaca, B.
2001, Volume 11, Issue 1
- 1-28 Global equity styles and industry effects: the pre-eminence of value relative to size
by Kuo, Weiyu & E. Satchell, Stephen
- 29-52 The spot-forward relationship revisited: an ERM perspective
by MacDonald, Ronald & Moore, Michael J.
- 53-63 Foreign bank penetration of newly opened markets in the Nordic countries
by Engwall, Lars & Marquardt, Rolf & Pedersen, Torben & Tschoegl, Adrian E.
- 65-73 Market changes and spread components, implications for international markets
by McInish, Thomas H. & Van Ness, Bonnie F. & Van Ness, Robert A.
- 75-96 Inflation and rates of return on stocks: evidence from high inflation countries
by Choudhry, Taufiq
- 97-113 Diversification gains from American depositary receipts and foreign equities: evidence from Australian stocks
by Alaganar, V. T. & Bhar, Ramaprasad
2000, Volume 10, Issue 3-4
- 225-228 Central bank intervention
by Baillie, Richard T.
- 229-247 Foreign reserve and money dynamics with asset portfolio adjustment: international evidence
by Glick, Reuven & Hutchison, Michael M.
- 249-262 Stochastic intramarginal interventions in target zones
by Torres, Jose L.
- 263-274 Bundesbank intervention effects through interest rate policy
by Booth, G. Geoffrey & Kaen, Fred R. & Koutmos, Gregory & Sherman, Heidemarie C.
- 275-286 Time-varying foreign-exchange risk and central bank intervention: estimating profits from intervention and speculation
by Sjoo, Boo & Sweeney, Richard J.
- 287-302 The United States as an informed foreign-exchange speculator
by Humpage, Owen F.
- 303-322 Central bank intervention and exchange rates: the case of Sweden
by Aguilar, Javiera & Nydahl, Stefan
- 323-347 The effect of interventions on realignment probabilities
by Gabriela Mundaca, B.
- 349-362 Central bank interventions and exchange rates: an analysis with high frequency data
by Morana, Claudio & Beltratti, Andrea
- 363-379 Deviations from daily uncovered interest rate parity and the role of intervention
by Baillie, Richard T. & Osterberg, William P.
- 381-405 Central bank intervention and exchange rate volatility -- Australian evidence
by Kim, Suk-Joong & Kortian, Tro & Sheen, Jeffrey
- 407-421 Intervention from an information perspective
by Baillie, Richard T. & Humpage, Owen F. & Osterberg, William P.
2000, Volume 10, Issue 2
- 107-130 Intraday and interday volatility in the Japanese stock market
by Andersen, Torben G. & Bollerslev, Tim & Cai, Jun
- 131-150 Cross-sectional variations in the degree of global integration: the case of Russian equities
by Fedorov, Pavel & Sarkissian, Sergei
- 151-161 Limiting differences between forward and futures prices in a Lucas consumption model
by Wiener, Zvi & Benninga, Simon & Protopapadakis, Aris
- 163-180 The fractal structure of exchange rates: measurement and forecasting
by Richards, Gordon R.
- 181-197 Devaluation-risk-related peso problems in stock returns
by Penttinen, Aku
- 199-212 Further evidence on alternative continuous time models of the short-term interest rate
by Episcopos, Athanasios
- 213-223 A structural time series test of the monetary model of exchange rates under the German hyperinflation
by Moosa, Imad A.
2000, Volume 10, Issue 1
- 1-8 Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models
by Wolff, Christian C. P.
- 9-30 Analysis of systemic risk in multilateral net settlement systems
by Chakravorti, Sujit
- 31-42 Competition from the limit order book and NYSE spreads
by Phillips Kugele, Lynn & McInish, Thomas H. & Van Ness, Bonnie F. & Van Ness, Robert A.
- 43-67 Return behavior and pricing of American depositary receipts
by Kumar Patro, Dilip
- 69-82 Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM
by Ma, Yue & Kanas, Angelos
- 83-106 An examination of causality and predictability between Australian domestic and offshore interest rates
by Tan Hock Ann, Albert & Alles, Lakshman
1999, Volume 9, Issue 4
- 335-357 Characteristics of the order flow through an electronic open limit order book
by Brown, Philip & Thomson, Nathanial & Walsh, David
- 359-376 Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?
by Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa
- 377-391 Assessing competitive conditions in the Greek banking system
by Hondroyiannis, George & Lolos, Sarantis & Papapetrou, Evangelia
- 393-405 Cointegration analysis of the intensity of the ERM currencies under the European Monetary System
by Woo, Kai-Yin
- 407-422 Combining conditional volatility forecasts using neural networks: an application to the EMS exchange rates
by Hu, Michael Y. & Tsoukalas, Christos
1999, Volume 9, Issue 3
- 223-246 Banks recapitalization policies in Japan and their impact on the market
by Daigo, Satoshi & Yonetani, Tatsuya & Marumo, Kouhei
- 267-283 A multivariate analysis of the determinants of Moody's bank financial strength ratings
by Poon, Winnie P. H. & Firth, Michael & Fung, Hung-Gay
- 285-301 The x-efficiency and allocative efficiency effects of credit union mergers
by Garden, Kaylee A. & Ralston, Deborah E.
- 303-320 Malmquist indices of productivity change in Australian financial services
by Worthington, Andrew C.
- 321-333 A preliminary look at gains from asset securitization
by Thomas, Hugh
1999, Volume 9, Issue 2
- 115-128 Asymmetric information and the bid-ask spread: an empirical comparison between automated order execution and open outcry auction
by Wang, Jianxin
- 129-147 Local and global price memory of international stock markets
by Knif, Johan & Pynnonen, Seppo
- 149-161 The information in the Mexican term structure of interest rates: capital market implications
by Gonzalez, Jorge & Spencer, Roger & Walz, Daniel
- 163-182 Factor price misspecification in bank cost function estimation
by Mountain, Dean C. & Thomas, Hugh
- 183-193 A test of purchasing power parity for emerging economies
by Salehizadeh, Mehdi & Taylor, Robert
1999, Volume 9, Issue 1
- 1-18 Modeling asset market volatility in a small market:: Accounting for non-synchronous trading effects
by Lange, Stephen
- 19-31 A monetary policy feedback rule in Korea's fast-growing economy
by Dueker, Michael & Kim, Gyuhan
- 33-59 The dynamic relationship of volatility, volume, and market depth in currency futures markets
by Fung, Hung-Gay & Patterson, Gary A.
- 61-74 Causal relations among stock returns and macroeconomic variables in a small, open economy
by Gjerde, Oystein & Saettem, Frode
1998, Volume 8, Issue 3-4
- 219-223 Introduction to the international market microstructure issue
by Lyons, Richard K.
- 225-241 The liquidity of automated exchanges: new evidence from German Bund futures
by Frino, Alex & McInish, Thomas H. & Toner, Martin
- 243-260 Price discovery in high and low volatility periods: open outcry versus electronic trading
by Martens, Martin
- 261-276 A change in market microstructure: the switch to electronic screen trading on the New Zealand stock exchange
by Blennerhassett, Michael & Bowman, Robert G.
- 277-298 Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong
by Brockman, Paul & Chung, Dennis Y.
- 299-324 Two months in the life of several gilt-edged market makers on the London Stock Exchange
by Vitale, Paolo