Journal of International Financial Markets, Institutions and Money
2017, Volume 48, Issue C
- 1-24 Family ties and access to finance in an Islamic environment
by Mertzanis, Charilaos
- 25-46 The equity-like behaviour of sovereign bonds
by Dufour, Alfonso & Stancu, Andrei & Varotto, Simone
- 47-60 Anti-misconduct policies, corporate governance and capital market responses: International evidence
by Li, Changhong & Li, Jialong & Liu, Mingzhi & Wang, Yuan & Wu, Zhenyu
- 61-81 Mean-variance versus naïve diversification: The role of mispricing
by Yan, Cheng & Zhang, Huazhu
- 82-98 On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning
by de Truchis, Gilles & Dell’Eva, Cyril & Keddad, Benjamin
- 99-116 Tax avoidance in response to a decline in the funding status of defined benefit pension plans
by Chaudhry, Neeru & Au Yong, Hue Hwa & Veld, Chris
- 117-134 Identifying and measuring the contagion channels at work in the European financial crises
by Guidolin, Massimo & Pedio, Manuela
- 135-145 Do country-level financial structures explain bank-level CDS spreads?
by Benbouzid, Nadia & Mallick, Sushanta K. & Sousa, Ricardo M.
- 146-159 Bank-sovereign contagion in the Eurozone: A panel VAR Approach
by Georgoutsos, Dimitris & Moratis, George
- 160-177 Can investors gain from investing in certain sectors?
by Narayan, Paresh Kumar & Ahmed, Huson Ali & Narayan, Seema
- 178-191 Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach
by Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E.
- 192-205 Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?
by Kunze, Frederik & Wegener, Christoph & Bizer, Kilian & Spiwoks, Markus
- 206-223 Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis
by Cai, Xiao Jing & Tian, Shuairu & Yuan, Nannan & Hamori, Shigeyuki
2017, Volume 47, Issue C
- 1-14 House of restructured assets: How do they affect bank risk in an emerging market?
by Mostak Ahamed, M. & Mallick, Sushanta K.
- 15-32 Bank asset reallocation and sovereign debt
by Fratianni, Michele & Marchionne, Francesco
- 33-46 Economic freedom and crashes in financial markets
by Blau, Benjamin M.
- 47-64 Institutional investors’ allocation to emerging markets: A panel approach to asset demand
by Bonizzi, Bruno
- 65-75 Do cultures influence abnormal market reactions before official sovereign debt rating downgrade announcements?
by Jakob, Keith & Nam, Yoonsoo
- 76-88 Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries
by Drakos, Anastassios A. & Kouretas, Georgios P. & Stavroyiannis, Stavros & Zarangas, Leonidas
- 89-102 Broader use of saving products among people can make deposit funding of the banking system more resilient
by Han, Rui & Melecky, Martin
- 103-113 The interaction between risk, return-risk trade-off and complexity: Evidence and policy implications for US bank holding companies
by McMillan, David G. & McMillan, Fiona J.
- 114-130 On the robustness of week-day effect to error distributional assumption: International evidence
by Boubaker, Sabri & Essaddam, Naceur & Nguyen, Duc Khuong & Saadi, Samir
- 131-151 Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts
by Ince, Onur & Molodtsova, Tanya
- 152-175 Herding in frontier markets: Evidence from African stock exchanges
by Guney, Yilmaz & Kallinterakis, Vasileios & Komba, Gabriel
- 176-187 The bank-lending channel and monetary policy during pre- and post-2007 crisis
by Salachas, Evangelos N. & Laopodis, Nikiforos T. & Kouretas, Georgios P.
- 188-210 Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries
by Papanastasopoulos, Georgios & Thomakos, Dimitrios
2017, Volume 46, Issue C
- 1-29 The joint effect of investor protection, IFRS and earnings quality on cost of capital: An international study
by Persakis, Anthony & Iatridis, George Emmanuel
- 30-53 Value-at-Risk under Lévy GARCH models: Evidence from global stock markets
by Slim, Skander & Koubaa, Yosra & BenSaïda, Ahmed
- 54-69 Capital intensities and international trade in banking services
by Dia, Enzo & VanHoose, David
- 70-83 Hidden cointegration reveals hidden values in Islamic investments
by Alexakis, Christos & Pappas, Vasileios & Tsikouras, Alexandros
- 84-97 Corporate failures and the denomination of corporate bonds: Evidence from emerging Asian economies over two financial crises
by Spaliara, Marina-Eliza & Tsoukas, Serafeim
- 98-115 Corporate governance practices, ownership structure, and corporate performance in the GCC countries
by Abdallah, Abed Al-Nasser & Ismail, Ahmad K.
- 116-127 An empirical comparison of transformed diffusion models for VIX and VIX futures
by Bu, Ruijun & Jawadi, Fredj & Li, Yuyi
- 128-146 Strong boards, ownership concentration and EU banks’ systemic risk-taking: Evidence from the financial crisis
by Battaglia, Francesca & Gallo, Angela
- 147-157 How do banks determine their spreads under credit and liquidity risks during business cycles?
by Aydemir, Resul & Guloglu, Bulent
- 158-173 Exchange rate dynamics in a Taylor rule framework
by Chen, Chuanglian & Yao, Shujie & Ou, Jinghua
- 174-187 Do managers of sharia-compliant firms have distinctive financial styles?
by Naz, Iram & Shah, Syed Muhammad Amir & Kutan, Ali M.
- 188-198 Bank efficiency and financial centres: Does geographical location matter?
by Degl’Innocenti, Marta & Matousek, Roman & Sevic, Zeljko & Tzeremes, Nickolaos G.
- 199-215 Is there a competition-stability trade-off in European banking?
by Leroy, Aurélien & Lucotte, Yannick
2016, Volume 45, Issue C
- 1-20 Determinants of commercial bank retail interest rate adjustments: Evidence from a panel data model
by Perera, Anil & Wickramanayake, J.
- 21-41 IPOs and SEOs, real investments, and market timing: Emerging market evidence
by Wadhwa, Kavita & Nagi Reddy, V. & Goyal, Abhinav & Mohamed, Abdulkadir
- 42-59 An entropy-based early warning indicator for systemic risk
by Billio, Monica & Casarin, Roberto & Costola, Michele & Pasqualini, Andrea
- 60-78 Dealing with non-normality when estimating abnormal returns and systematic risk of private equity: A closed-form solution
by Buchner, Axel
- 79-95 Why are some banks recapitalized and others taken over?
by Beccalli, Elena & Frantz, Pascal
- 96-114 The sign switch effect of macroeconomic news in foreign exchange markets
by Ben Omrane, Walid & Savaşer, Tanseli
- 115-125 On the estimation and testing of predictive panel regressions
by Karabiyik, Hande & Westerlund, Joakim & Narayan, Paresh
- 126-141 Predicting efficiency in Islamic banks: An integrated multicriteria decision making (MCDM) approach
by Wanke, Peter & Azad, Md. Abul Kalam & Barros, Carlos Pestana & Hassan, M. Kabir
- 142-155 Liquidity risk contagion in the interbank market
by Eross, Andrea & Urquhart, Andrew & Wolfe, Simon
- 156-170 A study on the distribution of the foreclosure lag, its expected capital opportunity cost and its analyses
by Tsai, Ming Shann & Chiang, Shu Ling & Miller, Chen
- 171-190 Less is more: Testing financial integration using identification-robust asset pricing models
by Beaulieu, Marie-Claude & Gagnon, Marie-Hélène & Khalaf, Lynda
2016, Volume 44, Issue C
- 1-20 Institutional investment, equity volume and volatility spillover: Causalities and asymmetries
by Chakraborty, Sandip & Kakani, Ram Kumar
- 21-34 Cointegration, error correction and exchange rate forecasting
by Moosa, Imad A. & Vaz, John J.
- 35-45 Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets
by Gozgor, Giray & Lau, Chi Keung Marco & Bilgin, Mehmet Huseyin
- 46-55 Discouraged borrowers: Evidence for Eurozone SMEs
by Mac an Bhaird, Ciarán & Vidal, Javier Sanchez & Lucey, Brian
- 56-84 Private credit spillovers and economic growth: Evidence from BRICS countries
by Samargandi, Nahla & Kutan, Ali M.
- 85-102 Monetarism rides again? US monetary policy in a world of Quantitative Easing
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick
- 103-115 Evidence of risk premiums in emerging market carry trade currencies
by Coelho dos Santos, Marcelo Bittencourt & Klotzle, Marcelo Cabus & Figueiredo Pinto, Antonio Carlos
- 116-127 Asymmetric loss and rationality of Chinese renminbi forecasts: An implication for the trade between China and the US
by Tsuchiya, Yoichi
- 128-147 Tests of non linear Gaussian term structure models
by Realdon, Marco
- 148-165 Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas
by Naifar, Nader & Hammoudeh, Shawkat & Al dohaiman, Mohamed S.
- 166-182 Stock price dynamics and the business cycle in an estimated DSGE model for South Africa
by Paetz, Michael & Gupta, Rangan
2016, Volume 43, Issue C
- 1-15 Optimal hedging in carbon emission markets using Markov regime switching models
by Philip, Dennis & Shi, Yukun
- 16-29 Dividends, leverage, and family ownership in the emerging Indonesian market
by Mulyani, Evy & Singh, Harminder & Mishra, Sagarika
- 30-43 Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach
by Balcilar, Mehmet & Thompson, Kirsten & Gupta, Rangan & van Eyden, Reneé
- 44-57 The evolving dynamics of the Australian SPI 200 implied volatility surface
by Tanha, Hassan & Dempsey, Michael
- 58-73 Politicians, insiders and non-tradable share reform decisions in China
by Liao, Jing & Malone, Chris & Young, Martin
- 74-94 An unbiased computation methodology for estimating the probability of informed trading (PIN)
by Ersan, Oguz & Alıcı, Aslı
- 95-112 Financial development, structure and growth: New data, method and results
by Luintel, Kul B. & Khan, Mosahid & Leon-Gonzalez, Roberto & Li, Guangjie
- 113-125 Does corporate governance affect Australian banks' performance?
by Salim, Ruhul & Arjomandi, Amir & Seufert, Juergen Heinz
- 126-145 Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility
by Fernández-Rodríguez, Fernando & Gómez-Puig, Marta & Sosvilla-Rivero, Simón
- 146-157 The bonding hypothesis and the home market liquidity of Chinese cross-listed stocks
by Huang, Ying & Jacoby, Gady & Jiang, Christine X.
- 158-176 A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate
by Ryan-Collins, Josh & Werner, Richard A. & Castle, Jennifer
2016, Volume 42, Issue C
- 1-26 Bayesian GVAR with k-endogenous dominants & input–output weights: Financial and trade channels in crisis transmission for BRICs
by Tsionas, Efthymios G. & Konstantakis, Konstantinos N. & Michaelides, Panayotis G.
- 27-42 Systemic risk among European banks: A copula approach
by Kleinow, Jacob & Moreira, Fernando
- 43-59 Integration of financial markets, financial development and growth: Is Africa different?
by Ahmed, Abdullahi D.
- 60-76 Sovereign wealth funds targets selection: A comparison with pension funds
by Boubakri, Narjess & Cosset, Jean-Claude & Grira, Jocelyn
- 77-90 The probability of informed trading measured with price impact, price reversal, and volatility
by Kitamura, Yoshihiro
- 91-100 Does central clearing benefit risky dealers?
by Mayordomo, Sergio & Posch, Peter N.
- 101-114 Foreign exchange market interventions under inflation targeting: The case of Guatemala
by Catalán-Herrera, Juan
- 115-131 Dodging the steamroller: Fundamentals versus the carry trade
by Copeland, Laurence & Lu, Wenna
- 132-138 Does Islamic banking increase the liquidity of stocks? An application to the Kingdom of Bahrain
by Gregoriou, Andros & Gupta, Jairaj & Healy, Jerome
- 139-154 Language, news and volatility
by Byström, Hans
- 155-165 Switching costs and market power in the banking industry: The case of cooperative banks
by Egarius, Damien & Weill, Laurent
2016, Volume 41, Issue C
- 1-15 US term structure and international stock market volatility: The role of the expectations factor and the maturity premium
by Li, Matthew C.
- 16-29 The role of optimistic news stories in IPO pricing
by Carey, Peter & Fang, Victor & Zhang, Hong Feng
- 30-46 On the time scale behavior of equity-commodity links: Implications for portfolio management
by Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah & Sjö, Bo
- 47-59 Extreme asymmetric volatility: Stress and aggregate asset prices
by Aboura, Sofiane & Wagner, Niklas
- 60-72 Do banks or VCs spur small firm growth?
by Cole, Rebel & Cumming, Douglas & Li, Dan
- 73-101 Audit quality, investor protection and earnings management during the financial crisis of 2008: An international perspective
by Persakis, Anthony & Iatridis, George Emmanuel
- 102-120 An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis
by Banerjee, Anurag & Hung, Chi-Hsiou Daniel & Lo, Kai Lisa
- 121-138 A GARCH model for testing market efficiency
by Narayan, Paresh Kumar & Liu, Ruipeng & Westerlund, Joakim
- 139-150 Payment prioritisation and liquidity risk in collateralised interbank payment systems
by De Caux, Robert & Brede, Markus & McGroarty, Frank
- 151-167 Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis
by Mollah, Sabur & Quoreshi, A.M.M. Shahiduzzaman & Zafirov, Goran
- 168-182 Lending growth during the financial crisis and the sovereign debt crisis: The role of bank ownership type
by Meriläinen, Jari-Mikko
2016, Volume 40, Issue C
- 1-13 Intraday volatility interaction between the crude oil and equity markets
by Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar
- 14-25 Explosive bubbles in house prices? Evidence from the OECD countries
by Engsted, Tom & Hviid, Simon J. & Pedersen, Thomas Q.
- 26-45 The wealth effects of oil-related name changes on stock prices: Evidence from the U.S. and Canadian stock markets
by Lin, Hsiao-Mei & Fok, Robert (Chi-Wing) & Yang, Shih-An & Chang, Yuanchen
- 46-62 Financial crisis, liquidity and dynamic linkages between large and small stocks: Evidence from the Athens Stock Exchange
by Koulakiotis, Athanasios & Babalos, Vassilios & Papasyriopoulos, Nicholas
- 63-79 Do acquisitions affect IPO long-run performance? Evidence from single vs. multiple acquirers
by Amor, Salma Ben & Kooli, Maher
- 80-84 Inflation announcements and asymmetric exchange rate responses
by Arghyrou, Michael G. & Pourpourides, Panayiotis
- 85-110 The impacts of risk and competition on bank profitability in China
by Tan, Yong
- 111-133 The quest for banking stability in the euro area: The role of government interventions
by Kizys, Renatas & Paltalidis, Nikos & Vergos, Konstantinos
- 134-162 Competition in the clearing and settlement industry
by Li, Shaofang & Marinč, Matej
- 163-185 Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market
by Brossard, Olivier & Saroyan, Susanna
- 186-196 Do gold prices cause production costs? International evidence from country and company data
by O’Connor, Fergal A. & Lucey, Brian M. & Baur, Dirk G.
2015, Volume 39, Issue C
- 1-14 Testing the mixture of distributions hypothesis on target stocks
by Carroll, Rachael & Kearney, Colm
- 15-24 Supervisory powers and bank risk taking
by Shehzad, Choudhry Tanveer & De Haan, Jakob
- 25-39 Contribution of macroeconomic factors to the prediction of small bank failures
by Mare, Davide Salvatore
- 40-52 Microstructure order flow: statistical and economic evaluation of nonlinear forecasts
by Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald
- 53-64 Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns
by Riedel, Christoph & Wagner, Niklas
- 65-88 Education and the local equity bias around the world
by Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim
- 89-101 Exchange rate volatility and UK imports from developing countries: The effect of the global financial crisis
by Choudhry, Taufiq & Hassan, Syed S.
- 102-121 Value premium and implied equity duration in the Japanese stock market
by Fukuta, Yuichi & Yamane, Akiko
- 122-135 Creditor moral hazard during the EMU debt crisis
by Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P.
- 136-155 The effect of security and market order flow shocks on co-movement
by Chelley-Steeley, Patricia & Lambertides, Neophytos & Savva, Christos S.
- 156-180 The intertemporal risk-return relationship: Evidence from international markets
by Chiang, Thomas C. & Li, Huimin & Zheng, Dazhi
- 181-194 Active block investors and corporate governance around the world
by Kim, Hugh & Liao, Rose C. & Wang, Yan
2015, Volume 38, Issue C
- 3-24 Cost of capital, audit and earnings quality under financial crisis: A global empirical investigation
by Persakis, Anthony & Iatridis, George Emmanuel
- 25-41 A cross-volatility index for hedging the country risk
by Aboura, Sofiane & Chevallier, Julien
- 42-64 Does stock market liquidity explain real economic activity? New evidence from two large European stock markets
by Apergis, Nicholas & Artikis, Panagiotis G. & Kyriazis, Dimitrios
- 65-78 Industry long-term return reversal
by Bornholt, Graham & Gharaibeh, Omar & Malin, Mirela
- 79-96 Investor attention and FX market volatility
by Goddard, John & Kita, Arben & Wang, Qingwei
- 97-115 Reverse spillover: Evidence during emerging market financial turmoil in 2013–2014
by Kang, Hyunju & Suh, Hyunduk
- 116-126 Lead arranger reputation and the structure of loan syndicates
by Chaudhry, Sajid M. & Kleimeier, Stefanie
- 127-147 How exactly do markets adapt? Evidence from the moving average rule in three developed markets
by Urquhart, Andrew & Gebka, Bartosz & Hudson, Robert
- 148-166 Financial institution credit assessment and implications for portfolio managers
by Purda, Lynnette & Sonmez, Fatma & Zhong, Ligang
- 167-184 Information revelation in the Greek exchange opening call: Daily and intraday evidence
by Anagnostidis, Panagiotis & Kanas, Angelos & Papachristou, George
- 185-199 The scope of international mutual fund outsourcing: Fees, performance and risks
by Cumming, Douglas & Schwienbacher, Armin & Zhan, Feng
- 200-216 Foreign banks and international shock transmission: Does bank ownership still matter?
by Xu, Ying & La, Hai Anh
- 217-229 Is Exchange Rate Trading Profitable?
by Narayan, Paresh Kumar & Mishra, Sagarika & Narayan, Seema & Thuraisamy, Kannan
2015, Volume 37, Issue C
- 1-11 Stock price synchronicity and tails of return distribution
by Douch, Mohamed & Farooq, Omar & Bouaddi, Mohammed
- 12-26 Retail investor attention and stock liquidity
by Ding, Rong & Hou, Wenxuan
- 27-41 Forecasting growth and stock performance using government and corporate yield curves: Evidence from the European and Asian markets
by Saar, Dan & Yagil, Yossi
- 42-53 Foreign exchange market pressure and capital controls
by Akram, Gilal Muhammad & Byrne, Joseph P.
- 54-76 Short-horizon excess returns and exchange rate and interest rate effects
by Joseph, Nathan Lael & Lambertides, Neophytos & Savva, Christos S.
- 77-84 Bid-ask spread, information asymmetry and acquisition of oil and gas assets
by Sabet, Amir H. & Heaney, Richard
- 85-98 Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis
by Manahov, Viktor & Hudson, Robert & Hoque, Hafiz
- 99-113 Market perceptions of US and European policy actions around the subprime crisis
by Grammatikos, Theoharry & Lehnert, Thorsten & Otsubo, Yoichi
- 114-137 Is there an ideal in-sample length for forecasting volatility?
by Kambouroudis, Dimos S. & McMillan, David G.
- 138-161 Determinants of money flows into investment trusts in Japan
by Shinozawa, Yoshikatsu & Vivian, Andrew
- 162-177 Is Fundamental Indexation able to time the market? Evidence from the Dow Jones Industrial Average and the Russell 1000
by Chen, Doris & Dempsey, Michael & Lajbcygier, Paul
- 178-203 Taxes, earnings payout, and payout channel choice
by Geiler, Philipp & Renneboog, Luc
2015, Volume 36, Issue C
- 1-17 Regional integration, capital mobility and financial intermediation revisited: Application of general to specific method in panel data
by Kumar, Saten
- 18-35 Price discovery on Bitcoin exchanges
by Brandvold, Morten & Molnár, Peter & Vagstad, Kristian & Andreas Valstad, Ole Christian
- 36-52 The unique risk exposures of Islamic banks’ capital buffers: A dynamic panel data analysis
by Daher, Hassan & Masih, Mansur & Ibrahim, Mansor
- 53-70 Linkages and co-movement between international stock market returns: Case of Dow Jones Islamic Dubai Financial Market index
by el Alaoui, Abdelkader O. & Dewandaru, Ginanjar & Azhar Rosly, Saiful & Masih, Mansur
- 71-84 Explaining cross-border bank expansion in East Africa
by Kodongo, Odongo & Natto, Dinah & Biekpe, Nicholas
- 85-99 International capital markets structure, preferences and puzzles: A “US–China World”
by Caporale, Guglielmo Maria & Donadelli, Michael & Varani, Alessia
- 100-112 Trends and convergence in global housing markets
by Yunus, Nafeesa
- 113-129 Does sovereign creditworthiness affect bank valuations in emerging markets?
by Williams, Gwion & Alsakka, Rasha & ap Gwilym, Owain
- 130-147 Arbitrage opportunities and feedback trading in emissions and energy markets
by Chau, Frankie & Kuo, Jing-Ming & Shi, Yukun
- 148-160 The Latin American bank capital buffers and business cycle: Are they pro-cyclical?
by Carvallo, Oscar & Kasman, Adnan & Kontbay-Busun, Sine
2015, Volume 35, Issue C
- 1-17 R&D intensity, cross-border strategic alliances, and valuation effects
by Owen, Sian & Yawson, Alfred
- 18-29 An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
by Omay, Tolga & Yuksel, Asli & Yuksel, Aydin
- 30-44 Managerial attitudes and takeover outcomes: Evidence from corporate filings
by Yan, Shan
- 45-68 Time-varying systematic and idiosyncratic risk exposures of US bank holding companies
by Bessler, Wolfgang & Kurmann, Philipp & Nohel, Tom
- 69-84 Analyst earnings forecast under complex corporate ownership in China
by Huang, Wei & Wright, Brian
- 85-101 Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR
by Stillwagon, Josh R.
- 102-115 New evidence on the impact of fees on mutual fund performance of two types of funds
by Mansor, F. & Bhatti, M.I. & Ariff, M.
- 116-131 The performance of diversified emerging market equity funds
by Basu, Anup K. & Huang-Jones, Jason
- 132-146 Liquidity shocks and stock bubbles
by Nneji, Ogonna
- 147-159 Business cycle variation in positive feedback trading: Evidence from the G-7 economies
by Chau, Frankie & Deesomsak, Rataporn
2015, Volume 34, Issue C
- 1-13 On the differential impact of monetary policy across states/territories and its determinants in Australia: Evidence and new methodology from a small open economy
by Vespignani, Joaquin L.
- 14-27 Financial portfolio choice: Do business cycle regimes matter? Panel evidence from international household surveys
by Apergis, Nicholas
- 28-40 Moral hazard and the financial structure of banks
by Duran, Miguel A. & Lozano-Vivas, Ana
- 41-54 The impact of oil price shocks on the stock market return and volatility relationship
by Kang, Wensheng & Ratti, Ronald A. & Yoon, Kyung Hwan
- 55-68 Do the disposition and house money effects coexist? A reconciliation of two behavioral biases using individual investor-level data
by Duxbury, Darren & Hudson, Robert & Keasey, Kevin & Yang, Zhishu & Yao, Songyao
- 69-79 Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis
by Aloui, Chaker & Hammoudeh, Shawkat & Hamida, Hela Ben
- 80-93 An analysis of sectoral equity and CDS spreads
by Narayan, Paresh Kumar
- 94-110 Underwriter competition in accelerated seasoned equity offerings: Evidence from Canada
by Gunay, Erdal & Ursel, Nancy
- 111-126 Foreigners’ trading and stock returns in Spain
by Porras, Eva & Ülkü, Numan
- 127-146 Banking crises and financial integration: Insights from networks science
by Caballero, Julian
- 147-160 Controlling shareholders’ incentives and executive pay-for-performance sensitivity: Evidence from the split share structure reform in China
by Chen, Shenglan & Lin, Bingxuan & Lu, Rui & Zhang, Ting
- 161-172 Asymmetric volatility response to news sentiment in gold futures
by Smales, Lee A.
- 173-187 A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices
by Jammazi, Rania & Lahiani, Amine & Nguyen, Duc Khuong
- 188-207 Accounting quality, information risk and implied volatility around earnings announcements
by Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E.
- 208-227 Opening and closing price efficiency: Do financial markets need the call auction?
by Ibikunle, Gbenga
- 228-244 Herding dynamics in exchange groups: Evidence from Euronext
by Economou, Fotini & Gavriilidis, Konstantinos & Goyal, Abhinav & Kallinterakis, Vasileios
- 245-262 Oil price and stock returns of consumers and producers of crude oil
by Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar
- 263-276 Modeling the distribution of extreme returns in the Chinese stock market
by Hussain, Saiful Izzuan & Li, Steven
- 277-293 The determinants of bank risks: Evidence from the recent financial crisis
by Leung, W.S. & Taylor, N. & Evans, K.P.
- 294-310 Cross-border banking claims on emerging countries: The Basel III Banking Reforms in a push and pull framework
by Figuet, Jean-Marc & Humblot, Thomas & Lahet, Delphine
- 311-320 Foreign exchange market inefficiency and exchange rate anomalies
by Li, Jing & Miller, Norman C.
- 321-336 Price linkage between the US and Japanese futures across different time zones: An analysis of the minute-by-minute data
by Kao, Erin H. & Ho, Tsung-wu & Fung, Hung-Gay
- 337-355 Reexamining sports-sentiment hypothesis: Microeconomic evidences from Borsa Istanbul
by Fung, Ka Wai Terence & Demir, Ender & Lau, Chi Keung Marco & Chan, Kwok Ho
2014, Volume 33, Issue C
- 1-27 The dynamics of exchange rate volatility: A panel VAR approach
by Grossmann, Axel & Love, Inessa & Orlov, Alexei G.
- 28-55 Factor reversal in the euro zone stock returns: Evidence from the crisis period
by Chou, Hsin-I & Zhao, Jing & Suardi, Sandy
- 56-77 Portfolio size, non-trading frequency and portfolio return autocorrelation
by Chelley-Steeley, Patricia L. & Steeley, James M.
- 78-98 Characteristic liquidity, systematic liquidity and expected returns
by Bradrania, M. Reza & Peat, Maurice
- 99-114 Corporate bond prices and idiosyncratic risk: Evidence from Australia
by Fang, Victor & Hung, Chi-Hsiou D.
- 115-136 Financial crises and the global value premium: Revisiting Fama and French
by Yamani, Ehab A. & Swanson, Peggy E.
- 137-154 Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission
by Flavin, Thomas J. & Morley, Ciara E. & Panopoulou, Ekaterini
- 155-182 Performance persistence in fixed interest funds: With an eye on the post-debt crisis period
by Grose, Chris & Dasilas, Apostolos & Alexakis, Christos
- 183-199 Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets
by Ben Sita, Bernard & Abdallah, Wissam
- 200-222 Bank efficiency and shareholder value in Asia Pacific
by Fu, Xiaoqing (Maggie) & Lin, Yongjia (Rebecca) & Molyneux, Philip
- 223-243 Financial linkages between US sector credit default swaps markets
by Arouri, Mohamed & Hammoudeh, Shawkat & Jawadi, Fredj & Nguyen, Duc Khuong
- 244-258 Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes
by Kanas, Angelos
- 259-282 Trade classification accuracy for the BIST
by Aktas, Osman Ulas & Kryzanowski, Lawrence
- 283-298 Index revisions, systematic liquidity risk and the cost of equity capital
by Mazouz, Khelifa & Daya, Wael & Yin, Shuxing
- 299-316 New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming
by Manahov, Viktor & Hudson, Robert & Linsley, Philip