Journal of International Financial Markets, Institutions and Money
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
- 317-334 Commonality in liquidity: An empirical examination of emerging order-driven equity and derivatives market
by Syamala, Sudhakar Reddy & Reddy, V. Nagi & Goyal, Abhinav
- 335-353 How does terms-of-trade behavior shape international financial integration in primary-commodity exporting economies?
by Saif Al-Abri, Almukhtar
- 354-366 Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?
by Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong
- 367-378 Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?
by Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong
- 379-399 Hedging European government bond portfolios during the recent sovereign debt crisis
by Bessler, Wolfgang & Wolff, Dominik
- 400-416 Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets
by Galagedera, Don U.A.
- 417-433 Oil price shocks and stock market returns: New evidence from the United States and China
by Broadstock, David C. & Filis, George
- 434-444 Financial liberalisation and international market interdependence: Evidence from China’s stock market in the post-WTO accession period
by He, Hongbo & Chen, Shou & Yao, Shujie & Ou, Jinghua
- 445-461 Stock market efficiency and international shipping-market information
by Alizadeh, Amir H. & Muradoglu, Gulnur
2014, Volume 32, Issue C
- 1-19 Franking credits and market reactions: Evidence from the Australian convertible security market
by Fenech, Jean-Pierre & Skully, Michael & Xuguang, Han
- 20-37 CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008–2009 financial crisis
by Calice, Giovanni
- 38-71 What are the driving forces of bank competition across different income groups of countries?
by Mirzaei, Ali & Moore, Tomoe
- 72-85 Sovereign and bank CDS spreads: Two sides of the same coin?
by Avino, Davide & Cotter, John
- 86-106 Too big to succeed? Banking sector consolidation and efficiency
by Montgomery, Heather & Harimaya, Kozo & Takahashi, Yuki
- 107-127 A cross-country analysis of herd behavior in Europe
by Mobarek, Asma & Mollah, Sabur & Keasey, Kevin
- 128-149 Financial stress spillovers in advanced economies
by Apostolakis, George & Papadopoulos, Athanasios P.
- 150-166 Banking crises: Identifying dates and determinants
by Jutasompakorn, Pearpilai & Brooks, Robert & Brown, Christine & Treepongkaruna, Sirimon
- 167-183 Capital gains and trading
by Lei, Xiaoyan & Zhou, Yuegang & Zhu, Xiaoneng
- 184-218 Is there heterogeneity in financial integration dynamics? Evidence from country and industry emerging market equity indexes
by Donadelli, Michael & Paradiso, Antonio
- 219-239 Measuring mutual fund herding – A structural approach
by Frey, Stefan & Herbst, Patrick & Walter, Andreas
- 240-255 Efficiency in Spanish banking: A multistakeholder approach analysis
by San-Jose, Leire & Retolaza, Jose Luis & Torres Pruñonosa, Jose
- 256-277 The accrual anomaly in the U.K. stock market: Implications of growth and accounting distortions
by Doukakis, Leonidas C. & Papanastasopoulos, Georgios A.
- 278-324 Does business regulation matter for banks in the European Union?
by Kalyvas, Antonios Nikolaos & Mamatzakis, Emmanuel
- 325-342 African stock market returns and liquidity premia
by Assefa, Tibebe A. & Mollick, André Varella
- 343-367 Exploring the effects of financial and fiscal vulnerabilities on G7 economies: Evidence from SVAR analysis
by Magkonis, Georgios & Tsopanakis, Andreas
- 368-396 Downside risk, portfolio diversification and the financial crisis in the euro-zone
by Sarafrazi, Soodabeh & Hammoudeh, Shawkat & AraújoSantos, Paulo
- 397-414 A comparative analysis of the dynamic relationship between oil prices and exchange rates
by Turhan, M. Ibrahim & Sensoy, Ahmet & Hacihasanoglu, Erk
- 415-435 Political uncertainty and financial market uncertainty in an Australian context
by Smales, Lee A.
- 436-451 The forward premium puzzle and the Euro
by Nagayasu, Jun
- 452-472 LIBOR deception and central bank forward (mis-)guidance: Evidence from Norway during 2007–2011
by Stenfors, Alexis
- 473-490 Determinants of syndicated lending in European banks and the impact of the financial crisis
by Howcroft, Barry & Kara, Alper & Marques-Ibanez, David
2014, Volume 31, Issue C
- 1-13 The impact of the financial crisis on transatlantic information flows: An intraday analysis
by Dimpfl, Thomas & Peter, Franziska J.
- 14-29 Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods
by Hung, Chi-Hsiou D. & Azad, A.S.M. Sohel & Fang, Victor
- 30-74 Can international LETFs deliver their promised exposure to foreign markets?
by Tang, Hongfei & Xu, Xiaoqing Eleanor & Yang, Zihui
- 75-96 Hot money effect or foreign exchange exposure? Investigation of the exchange rate exposures of Taiwanese industries
by Tsai, I-Chun & Chiang, Ming-Chu & Tsai, Huey-Cherng & Liou, Chia-Ho
- 97-126 Is bank income diversification beneficial? Evidence from an emerging economy
by Meslier, Céline & Tacneng, Ruth & Tarazi, Amine
- 127-158 The political institutional and firm governance determinants of liquidity: Evidence from North Africa and the Arab Spring
by Hearn, Bruce
- 159-177 Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises
by Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia
- 178-186 The impact of currency movements on asset value correlations
by Byström, Hans
- 187-215 Informed trading, trading strategies and the information content of trading volume: Evidence from the Taiwan index options market
by Hsieh, Wen-liang G. & He, Huei-Ru
- 216-230 The influence of product age on pricing decisions: An examination of bank deposit interest rate setting
by Anderson, Robert D.J. & Ashton, John K. & Hudson, Robert S.
- 231-252 Diversification, multimarket contacts and profits in the leasing industry
by Degl’Innocenti, Marta & Girardone, Claudia & Torluccio, Giuseppe
- 253-267 Joint market power in banking: Evidence from developing countries
by Marrouch, Walid & Turk-Ariss, Rima
- 268-284 The long-run component of foreign exchange volatility and stock returns
by Du, Ding & Hu, Ou
- 285-295 Inflation targeting and inflation convergence: International evidence
by Arestis, Philip & Chortareas, Georgios & Magkonis, Georgios & Moschos, Demetrios
- 296-314 Competition and the bank lending channel in Eurozone
by Leroy, Aurélien
- 315-330 Can the Chinese banking system continue to grow without sacrificing loan quality?
by Fenech, Jean-Pierre & Yap, Ying Kai & Shafik, Salwa
- 331-342 The interactions between China and US stock markets: New perspectives
by Ye, George L.
- 343-361 Analysing interest rate mark-ups in the Australian mortgage market
by Valadkhani, Abbas
- 362-377 Does central bank transparency affect stock market volatility?
by Papadamou, Stephanos & Sidiropoulos, Moïse & Spyromitros, Eleftherios