Elsevier
Journal of International Financial Markets, Institutions and Money
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2002, Volume 12, Issue 4-5
- 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 - 325-356 Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares
by Chakravarty, Sugato & Sarkar, Asani & Wu, Lifan - 357-376 Put-call parity revisited: intradaily tests in the foreign currency options market
by El-Mekkaoui, Mazen & Flood, Mark D. - 377-391 Price clustering and bid-ask spreads in international bond futures
by ap Gwilym, Owain & Clare, Andrew & Thomas, Stephen - 393-412 Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings
by Foerster, Stephen R. & Karolyi, G. Andrew - 413-432 Does international trading of stocks decrease pricing errors? Evidence from Japan
by Yamori, Nobuyoshi
1998, Volume 8, Issue 2
- 101-116 Information flows and open outcry: evidence of imitation trading
by Griffiths, Mark D. & Smith, Brian F. & Turnbull, D. Alasdair S. & White, Robert W. - 117-153 What determines real exchange rates?: The long and the short of it
by MacDonald, Ronald - 155-173 An empirical examination of linkages between Pacific-Basin stock markets
by Janakiramanan, Sundaram & Lamba, Asjeet S. - 175-188 A test of the intertemporal CAPM in the Australian equity market
by Faff, Robert & Chan, Howard - 205-218 The spillover effects of the trading suspension of the treasury bond futures market in China
by Poon, Winnie P. H. & Firth, Michael & Fung, Hung-Gay
1998, Volume 8, Issue 1
- 1-19 Monetary-based models of the exchange rate: a panel perspective
by Husted, Steven & MacDonald, Ronald - 21-38 The impact of exchange rate volatility on Australian trade flows
by Mckenzie, Michael D. - 39-57 Variances and covariances of international stock returns: the international capital asset pricing model revisited
by Ramchand, Latha & Susmel, Raul - 59-82 Correlation in currency markets a risk-adjusted perspective
by Sheedy, Elizabeth - 83-100 Asymmetric impact of trade balance news on asset prices
by Aggarwal, Raj & Schirm, David C.
1997, Volume 7, Issue 4
- 289-301 A multi-country test of the Fisher model for stock returns
by Solnik, Bruno & Solnik, Vincent - 303-327 International portfolio diversification: a synthesis and an update
by Shawky, Hany A. & Kuenzel, Rolf & Mikhail, Azmi D. - 329-349 International business: determinants of interbank activities
by Moshirian, Fariborz & Bishop, Robert - 351-367 Causality in volatility and volatility spillover effects between US, Japan and four equity markets in the South China Growth Triangular
by Hu, John Wei-Shan & Chen, Mei-Yuan & Fok, Robert C. W. & Huang, Bwo-Nung - 369-382 Do Japanese banks lead or follow international business? An empirical investigation
by Yamori, Nobuyoshi
1997, Volume 7, Issue 3
- 185-200 New equity offerings in Japan: an examination of theory and practice
by Ferris, Stephen P. & Noronha, Gregory & McInish, Thomas - 201-220 Time series dynamics of short-term interest rates: evidence from Eurocurrency markets
by Chiang, Thomas C. - 221-234 Do emerging and developed stock markets behave alike? Evidence from six pacific basin stock markets
by Koutmos, Gregory - 235-253 The European exchange rates before and after the establishment of the European Monetary System
by Hu, Michael Y. & Jiang, Christine X. & Tsoukalas, Christos - 255-275 An examination of the effects of major political change on stock market volatility: the South African experience
by Brooks, Robert D. & Davidson, Sinclair & Faff, Robert W. - 277-287 Integration of international capital markets: further evidence from EMS and non-EMS membership
by Alexakis, Panayotis & Apergis, Nicholas & Xanthakis, Emmanuel
1997, Volume 7, Issue 2
- 93-135 Financial market integration tests: an investigation using US equity markets
by Naranjo, Andy & Protopapadakis, Aris - 137-155 Global coskewness and the pricing of Finnish stocks: empirical tests
by Nummelin, Kim - 157-169 Price discovery in the Hong Kong security markets: evidence from cointegration tests
by He, Ling T. - 171-184 The Czech and Slovak Clearing Agreement: a post-mortem
by Groshek, Gerald
1997, Volume 7, Issue 1
- 1-20 Inflation differentials and excess returns in the European Monetary System
by Vlaar, P. J. G. & Palm, F. C. - 21-42 International equity investment with selective hedging strategies
by Eun, Cheol S. & Resnick, Bruce G. - 43-60 Are banks market timers or market makers? Explaining foreign exchange trading profits
by Ammer, John & Brunner, Allan D. - 61-72 Automated trade execution and trading activity: The case of the Vancouver stock exchange
by Ferris, Stephen P. & McInish, Thomas H. & Wood, Robert A. - 73-87 The impact of exchange rate volatility on German-US trade flows
by McKenzie, Michael D. & Brooks, Robert D. - 89-91 The directory of Banking and Financial Institutions in Russia 1996 : Paris, France, Intercontinental Press, 1996
by Gleason, Kimberly C. & Singh, Manohar