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Content
August 2011, Volume 10, Issue 2
- 227-252 Global Market Conditions and Systemic Risk
by Brenda González-Hermosillo & Heiko Hesse
April 2011, Volume 10, Issue 1
- 1-19 Empirical Modelling of Capital Structure
by Basil Al-Najjar - 21-71 Financial Development, Internationalisation and Firm Value
by Thomas O’Connor - 73-91 The Impact of Stock Index Futures on the Turkish Spot Market
by Ebru Çağlayan - 93-120 Monetary Integration in the European Union
by Paulo Ferreira
December 2010, Volume 9, Issue 3
- 257-284 Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region
by Mohamed Abdelaziz Eissa & Georgios Chortareas & Andrea Cipollini - 285-304 Hedge Ratios in South African Stock Index Futures
by Stavros Degiannakis & Christos Floros - 305-324 Herd Behaviour, Illiquidity and Extreme Market States
by Vasileios Kallinterakis & Nomana Munir & Mirjana Radovic-Markovic - 325-345 Evaluating Stock Index Return Value-at-Risk Estimates in South Africa
by David McMillan & Pako Thupayagale - 347-381 Corporate Governance, Competition and Firm Performance
by Manoj Pant & Manoranjan Pattanayak
August 2010, Volume 9, Issue 2
- 95-130 Capital Asset Pricing Models and Performance Measures in the Downside Risk Framework
by Chokri Mamoghli & Sami Daboussi - 131-169 Macroeconomic Effects on Emerging Market Sector Indices
by Alexander Schätz - 171-197 US-Thailand Bilateral Safety-first Portfolio Optimisation around the 1997 Asian Financial Crisis
by Mahfuzul Haque & Oscar Varela - 199-227 The Wealth Effects of Takeover Announcement for Firms in the Financial Services Sector in India
by Madhumita Chakraborty - 229-255 CAPM in Up and Down Markets
by Jianhua Zhang & Clas Wihlborg
April 2010, Volume 9, Issue 1
- 1-24 Foreign Investors and Global Integration of Emerging Indian Equity Market
by Sunil S. Poshakwale & Chandra Thapa - 25-49 Financial Sector Reforms in Indonesia and South Korea in 1980s and Early 1990s
by Alexandr Akimov & Brian Dollery - 51-70 Default Risk Characteristics of Poll-Based Bond Spreads
by Jayadev M. & Joshy Jacob - 71-93 Volatility in Indian Stock Markets
by R. Krishnan & Conan Mukherjee
September 2009, Volume 8, Issue 3
- 251-263 An Analysis between Implied and Realised Volatility in the Greek Derivative Market
by George Filis - 265-287 Tunisian Dealer Behaviour in FX Market
by Imen Kouki & Mahfuzul Haque - 289-314 An Operationalisation of Managerial Risk-Taking and its Performance Implications in the Tunisian Context
by Amel Belanes & Rym Hachana - 315-340 Stock Market Efficiency before and after a Financial Liberalisation Reform
by Michail Karoglou
May 2009, Volume 8, Issue 2
- 87-107 Modified Estimators of the Expected Shortfall
by Deepak Jadhav & T.V. Ramanathan & U.V. Naik-Nimbalkar - 109-131 The Dynamics of the Credit Spread and Monetary Policy
by Inwon Jang & David Kim - 133-163 The Weak-form Efficiency of Chinese Stock Markets
by Kian-Ping Lim & Muzafar Shah Habibullah & Melvin J. Hinich - 165-189 Applicability of Contrarian Strategy in the Bombay Stock Exchange
by Stuart Locke & Kartick Gupta - 191-250 Information Memory and Pricing Efficiency of Futures Contracts
by Kapil Gupta & Balwinder Singh
April 2009, Volume 8, Issue 1
- 1-23 Calendar Anomalies in the Ghana Stock Exchange
by Paul Alagidede & Theodore Panagiotidis - 25-43 Asymmetric Volatility in Emerging and Mature Markets
by Shamila Jayasuriya & William Shambora & Rosemary Rossiter - 45-66 International Equity Market Integration
by Saumitra N. Bhaduri & Ashwin Andrew Samuel - 67-85 Are Competitive Rating Agencies Efficient?
by Bappaditya Mukhopadhyay
December 2008, Volume 7, Issue 3
- 215-236 Real Convergence and the EU Accession Countries
by Mark J. Holmes & Ping Wang - 237-261 Household Borrowing in Vietnam
by Thi Thu Tra Pham & Robert Lensink - 263-292 Mispricing, Volume, Volatility and Open Interest
by Vipul - 293-308 Equity Transfers and Market Reactions
by Lei Gao & Gerhard Kling
August 2008, Volume 7, Issue 2
- 103-140 Imperfect Information and Contagion in Capital Markets
by Philippe Dupuy - 141-168 Bond Market Emergence
by Jan Hanousek & Evžen KoÄ enda & Petr ZemÄ Ãk - 169-196 Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies
by Guneratne B Wickremasinghe & Jae H Kim - 197-214 Short Term Equity Returns of Chinese IPOs, 1999 to 2004
by Larry Li & John Fowler & Tony Naughton
January 2008, Volume 7, Issue 1
- 1-15 The Effect of the Lebanese Peg to the US Dollar on Market Efficiency and Risk
by Samih Antoine Azar - 17-41 Market Efficiency in Emerging Stock Market
by Asma Mobarek & A. Sabur Mollah & Rafiqul Bhuyan - 43-80 Risk and Return in the Next Frontier
by Eric Girard & Amit Sinha - 81-101 Franchise Values, Regulatory Monitoring, and Capital Requirements in Optimal Bank Regulation
by Thomas Barnebeck Andersen & Thomas Harr
December 2007, Volume 6, Issue 3
- 229-248 Are Emerging Stock Markets Sideshows? Some Stylised Facts from an Emerging Economy, India
by Saumitra N. Bhaduri & Bhargavi Shankar - 249-267 Earnings Forecasts Disclosed in SEO Prospectuses: Evidence from an Emerging Market
by Georgia Siougle - 269-289 Well-developed Financial Intermediary Sector Promotes Stock Market Development
by Charles Amo Yartey - 291-302 Some Tests of the Efficiency of the Emerging Financial Markets
by Sardar M.N. Islam & Sethapong Watanapalachaikul & Colin Clark
May 2007, Volume 6, Issue 2
- 145-165 Openness and Financial Development
by Siong Hook Law - 167-190 A Test of the Weak–form of the Efficient Markets Hypothesis for the Saudi Stock Market
by K.A. Al–Abdulqader & G. Hannah & D.M. Power - 191-202 Price and Open Interest in Greek Stock Index Futures Market
by Christos Floros - 203-227 Intertemporal Market Risks and the Cross–Section of Greek Average Returns
by Michail Koubouros & Ekaterini Panopoulou
January 2007, Volume 6, Issue 1
- 1-37 Persistence in Mutual Funds in Latin American Emerging Markets
by Luis Muga & Adriana Rodriguez & Rafael SantamarÃa - 39-59 An Empirical Analysis of the Off-Balance Sheet Activities of Indian Banks
by D.M. Nachane & Saibal Ghosh - 61-122 Banking Regulation around the World
by Tao Li - 123-144 Bank Runs, Lender of Last Resort, Suspension of Convertibility, and Enabling Laws
by Gurbachan Singh & Girijesh Kumar Tiwari
December 2006, Volume 5, Issue 3
- 207-215 Derivatives in Asia-Pacific Markets
by Sankarshan Basu & Bappaditya Mukhopadhyay - 217-233 The Dynamic Relationship between Main Investors' Net Long Position and the Trading Volume of KTB Futures Market
by Hee Seong Kim & Sang-Bum Park - 235-261 An Empirical Investigation of the Lead-Lag Relations of Returns and Volatilities among the KOSPI200 Spot, Futures and Options Markets and their Explanations
by Jangkoo Kang & Chang Joo Lee & Soonhee Lee - 263-282 A Risk-Sensitive Portfolio Optimisation Problem with Stochastic Interest Rate
by Mayank Goel & Suresh Kumar K. - 283-295 Artificial Neural Network Models for Forecasting Stock Price Index in the Bombay Stock Exchange
by Goutam Dutta & Pankaj Jha & Arnab Kumar Laha & Neeraj Mohan - 297-297 Index to Volume 5 (2006)
by N/A
August 2006, Volume 5, Issue 2
- 121-133 Testing for Market Efficiency in Emerging Markets
by George Filis - 135-149 Small Firm Effect, Liquidity and Security Returns
by Michael E. Drew & Alastair Marsden & Madhu Veeraraghavan - 151-182 Is Inefficiency of Banks in India a Cause for Concern? Evidence from the Post-Reforms Era
by Goutam Chatterjee - 183-206 Regulatory and Institutional Determinants of Credit Risk Taking and a Bank's Default in Emerging Market Economies
by Christophe J. Godlewski
April 2006, Volume 5, Issue 1
- 1-13 Turn of the Month and Turn of the Month Surrounding Days Effects in Istanbul Stock Exchange
by Cemal Berk Oğuzsoy & Sibel Güven - 15-58 Corporate Governance and Dividends Payout in India
by Jayesh Kumar - 59-94 Regional Integration of Stock Markets in MENA Countries
by Aktham Maghyereh - 95-120 The Three Tenets of Monetary Policy
by Samih Antoine Azar
December 2005, Volume 4, Issue 3
- 207-225 An Empirical Investigation of Share Buybacks in Hong Kong
by Michael Firth & Canna S.F. Yeung - 227-261 Understanding the Growth in Emerging Stock Markets
by Kamal A. El-Wassal - 263-279 Statistical Inadequacy of GARCH Models for Asian Stock Markets
by Kian-Ping Lim & Melvin J. Hinich & Venus Khim-Sen Liew - 281-313 Are Price Limits Always Bad?
by Purnendu Nath - 315-315 Index to Volume 4 (2005)
by N/A
August 2005, Volume 4, Issue 2
- 101-133 Hot or Cold? A Comparison of Different Approaches to the Pricing of Weather Derivatives
by Teddy Oetomo & Max Stevenson - 135-150 The Determinants of Lending Relationships in the Tunisian Context
by Abdelwahed Omri & Meryem Bellouma & Mohamed Ali Omri - 151-167 Index Futures Trading and Spot Price Volatility
by Spyros I. Spyrou - 169-206 Stochastic Volatility and Option Pricing in the Brazilian Stock Marke
by Caio Ibsen Rodrigues de Almeida & Samy Dana
April 2005, Volume 4, Issue 1
- 1-25 A Dynamic Competition Analysis of Stock Markets
by Seong-Tae Hwang & Seong-Joon Lee & Hyung-Sik Oh - 27-41 Risk Return Trade-offs from Hedging Oil Price Risk in Ecuador
by Sudhakar S. Raju - 43-61 Market Segmentation and Share Price Premium
by Kalok Chan & Johnny K.H. Kwok - 63-80 Term Structure Estimation in Illiquid Government Bond Markets
by Goutam Dutta & Sankarshan Basu & Krishnamurthy Vaidyanathan - 81-100 Size Anomaly on the Taiwan Stock Exchange
by Tung Liang Liao
December 2004, Volume 3, Issue 3
- 231-248 Mean-Semivariance Behaviour: An Alternative Behavioural Model
by Javier Estrada - 249-267 Are Price Limits Priced? Evidence from the Taiwan Stock Exchange
by Tony Naughton & Madhu Veeraraghavan - 269-283 Resiliency Ability of the Underlying Spot Market after the Introduction of Index Futures Contracts: Evidence from Hong Kong
by Andy C.N. Kan - 285-304 Macroeconomic Influence on the Stock Market: Evidence from an Emerging Market in South Asia
by Abeyratna Gunasekarage & Anirut Pisedtasalasai & David M. Power - 305-330 A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis
by Mardi Dungey & Vance L. Martin - 331-331 Index to Volume 3 (2004)
by N/A
August 2004, Volume 3, Issue 2
- 95-98 Foreign Banks and Economic Transition
by Robert Lensink - 99-123 How Important are Foreign Banks in the Financial Development of European Transition Countries?
by Ilko Naaborg & Bert Scholtens & Jakob de Haan & Hanneke Bol & Ralph de Haas - 125-151 Foreign Bank Penetration and Private Sector Credit in Central and Eastern Europe
by R. T.A. de Haas & I. P.P van Lelyveld - 153-174 Foreign Banks in Croatia: Reasons for Entry, Performance and Impacts
by Evan Kraft - 175-205 The Efficiency of Foreign and Domestic Banks in Central and Eastern Europe: Evidence on Economies of Scale and Scope
by Christopher J. Green & Victor Murinde & Ivaylo Nikolov - 207-229 Foreign Bank Presence, Domestic Bank Performance and Financial Development
by Niels Hermes & Robert Lensink
January 2004, Volume 3, Issue 1
- 1-19 Term Premium and Long-range Dependence in Volatility: A FIGARCH-M Estimation on Some Asian Countries
by Sandrine Lardic & Valérie Mignon - 21-36 Do Foreign Investors Cause Noise in an Emerging Stock Market?
by Doowoo Nam - 37-61 Beta Instability of Firms: The Case of the Taiwan Stock Market During Its Financial Development
by Chaoshin Chiao & Ken Hung & Gladson Nwanna - 63-75 Holy Days Effect on Istanbul Stock Exchange
by Cemal Berk Oğuzsoy & Sibel Güven - 77-93 The Downside Risk and Equity Evaluation: Emerging Market Evidence
by Jianguo Chen & Dar-Hsin Chen
September 2003, Volume 2, Issue 3
- 253-285 New Issues in Emerging Markets: Determinants, Effects, and Stock Market Performance of IPOs in Korea
by Stephen C. Smith & Hesuk Chun - 287-314 Stock Prices, Inflation, and Output: Evidence from the Emerging Markets
by Osamah M. Al-Khazali - 315-335 Underpricing and Aftermarket Performance of IPO Firms in Mauritius
by Dominic Gasbarro & Sunil Bundoo & J. Kenton Zumwalt - 337-363 Bank Rating Changes and Bank Stock Returns: Puzzling Evidence from the Emerging Markets
by Anthony Richards & David Deddouche
May 2003, Volume 2, Issue 2
- 123-162 The Cross-Sectional Determinants of Returns: Evidence from Emerging Markets' Stocks
by Ana Paula Serra - 163-180 Testing for Time-variation in Beta in India
by Syed Abuzar Moonis & Ajay Shah - 181-205 The Long-run Performance of Initial Public Offerings in China
by Xia Xinping & Wang Yixia - 207-252 Globalisation and Transformation: Illusions and Reality
by Grzegorz W. Kolodko
January 2003, Volume 2, Issue 1
- 1-40 Asymmetry of Information in Emerging Markets: Should a Firm Issue its Securities Locally or Abroad?
by Nuno C. Martins - 41-56 Cointegration and Market Efficiency
by Richard J. Sweeney - 57-82 Capital Structure Decisions Under Micro Institutional Settings: The Case of Turkey
by Halit Gonenc - 83-121 Development Financial Institutions, Financial Constraints and Growth: Evidence from the Indian Corporate Sector
by Laveesh Bhandari & Sudipto Dasgupta & Shubhashis Gangopadhyay
September 2002, Volume 1, Issue 2
- 125-156 An Investigation into the Economics of Extending Bank Powers
by Raghuram G. Rajan - 157-181 Idiosyncratic Factors in Pricing Sovereign Bonds: An Analysis of the Government of India Bond Market
by Gangadhar Darbha & Sudipta Dutta Roy & Vardhana Pawaskar - 183-213 Convergence in the ERM and Declining Numbers of Common Stochastic Trends
by Jesper Rangvid & Carsten Sørensen - 215-241 Can Investments in Emerging Markets Help to Solve the Ageing Problem?
by Robert Holzmann
May 2002, Volume 1, Issue 1
- 1-1 Editor's Note
by Shubhashis Gangopadhyay - 1-29 International Stock Market Linkages: Evidence from the Asian Financial Crisis
by Francis In & Sangbae Kim & Jai Hyung Yoon - 31-46 International Portfolio Diversification: A Comparison of ADRs and Closed-End Country Funds
by Thomas S. Coe - 47-73 Can Dollarisation Cope with External and Fiscal Vulnerability?
by Martin Grandes - 75-98 The Dealership Model for Interest Margins: The Case of the Greek Banking Industry
by Konstantinos Drakos - 99-124 Responses to Volatile Capital Flows: Controls, Asset Liability Management and Architecture
by Michael P. Dooley