Journal of International Financial Markets, Institutions and Money
2013, Volume 24, Issue C
- 105-126 Underwriter reputation and the underwriter–investor relationship in IPO markets
by Neupane, Suman & Thapa, Chandra
- 127-138 Business strategy and financial consequences: The case of antidumping filings
by Gurun, Ayfer
- 139-152 A substitution effect between price clustering and size clustering in credit default swaps
by Meng, Lei & Verousis, Thanos & ap Gwilym, Owain
- 153-165 Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings
by Auer, Benjamin R. & Schuhmacher, Frank
- 166-183 Saints versus Sinners. Does morality matter?
by Durand, Robert B. & Koh, SzeKee & Limkriangkrai, Manapon
- 184-197 A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework
by Papavassiliou, Vassilios G.
- 198-222 The appeal of private targets in international acquisitions
by Madura, Jeff & Susnjara, Jurica
- 223-246 CEO inside debt and hedging decisions: Lessons from the U.S. banking industry
by Belkhir, Mohamed & Boubaker, Sabri
- 247-257 Is carry-trade a viable alternative asset class?
by Das, Sougata & Kadapakkam, Palani-Rajan & Tse, Yiuman
- 258-293 Trade momentum
by Rizova, Savina
2013, Volume 23, Issue C
- 1-11 Oil and stock returns: Frequency domain evidence
by Ciner, Cetin
- 12-32 Asymmetry effects of shocks in Chinese stock markets volatility: A generalized additive nonparametric approach
by Hou, Ai Jun
- 33-54 Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data
by Prat, Georges & Uctum, Remzi
- 55-84 International herding: Does it differ across sectors?
by Gębka, Bartosz & Wohar, Mark E.
- 85-110 Is corporate governance relevant during the financial crisis?
by Gupta, Kartick & Krishnamurti, Chandrasekhar & Tourani-Rad, Alireza
- 111-135 The perils of a central bank's capital control: How substantial is the effect on firm value?
by Vithessonthi, Chaiporn & Tongurai, Jittima
- 136-162 Cross-border bank lending: Empirical evidence on new determinants from OECD banking markets
by Müller, Oliver & Uhde, André
- 163-178 Determinants of the real exchange rate in a small open economy: Evidence from Canada
by Kia, Amir
- 179-195 Leverage, wholesale funding and national risk attitude
by Dewally, Michaël & Shao, Yingying
- 196-221 Bank competition, crisis and risk taking: Evidence from emerging markets in Asia
by Soedarmono, Wahyoe & Machrouh, Fouad & Tarazi, Amine
- 222-239 Modelling the sovereign linkages of key Latin American economies
by Thuraisamy, Kannan & Gannon, Gerard
- 240-264 The banking bailout of the subprime crisis: Was the bang worth the buck?
by Fratianni, Michele & Marchionne, Francesco
- 265-282 Are Southeast Asian real exchange rates mean reverting?
by Bec, Frédérique & Zeng, Songlin
- 283-294 The effect of a reduction in price discreteness on ex-day stock returns in a unique environment
by Al-Yahyaee, Khamis Hamed
- 295-321 Investor herds and regime-switching: Evidence from Gulf Arab stock markets
by Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat
- 322-341 Price impact of block trades in the Saudi stock market
by Alzahrani, Ahmed A. & Gregoriou, Andros & Hudson, Robert
- 342-357 The proof is in the pudding: Arbitrage is possible in limited emerging markets
by Ansotegui, Carmen & Bassiouny, Aliaa & Tooma, Eskandar
- 358-378 Unremunerated reserve requirements, exchange rate volatility, and firm value
by Vithessonthi, Chaiporn & Tongurai, Jittima
- 379-401 Stock price response to S&P 500 index inclusions: Do options listings and options trading volume matter?
by Chen, Yangyang & Koutsantony, Constantine & Truong, Cameron & Veeraraghavan, Madhu
2012, Volume 22, Issue 5
- 1091-1109 Exchange return co-movements and volatility spillovers before and after the introduction of euro
by Antonakakis, Nikolaos
- 1110-1125 Two-way interplays between capital buffers and credit growth: Evidence from French banks
by Coffinet, Jérôme & Coudert, Virginie & Pop, Adrian & Pouvelle, Cyril
- 1126-1148 What drives delistings of foreign firms from U.S. Exchanges?
by Chaplinsky, Susan & Ramchand, Latha
- 1149-1175 Selectivity and timing performance of UK investment trusts
by Bangassa, Kenbata & Su, Chen & Joseph, Nathan L.
- 1176-1187 An intertemporal capital asset pricing model with heterogeneous expectations
by Koutmos, Dimitrios
- 1188-1201 Profitability of pairs trading strategy in an illiquid market with multiple share classes
by Broussard, John Paul & Vaihekoski, Mika
- 1202-1216 Foreign exchange volatility and stock returns
by Du, Ding & Hu, Ou
- 1217-1236 Evolution of a mutual fund market: Empirical analysis of simultaneous growth and decline by fund category in Indonesia
by Narulita, Wista A. & Parwada, Jerry T.
- 1237-1257 A multidimensional classification of market anomalies: Evidence from 76 price indices
by Doyle, John R. & Chen, Catherine Huirong
- 1258-1276 Arbitrage and the Law of One Price in the market for American depository receipts
by Alsayed, Hamad & McGroarty, Frank
- 1277-1291 Equity financing capacity and stock returns: Evidence from China
by Fonseka, M.M. & Samarakoon, Lalith P. & Tian, Gao-Liang
- 1292-1306 Which demands affect optimal international portfolio choices?
by Lu, Jin-Ray & Chan, Chih-Ming & Wen, Mei-Hui
- 1307-1327 Integration in European retail banking: Evidence from savings and lending rates to non-financial corporations
by Rughoo, Aarti & Sarantis, Nicholas
2012, Volume 22, Issue 4
- 647-657 Time-varying financial stress linkages: Evidence from the LIBOR-OIS spreads
by Ji, Philip Inyeob
- 658-677 The EMU sovereign-debt crisis: Fundamentals, expectations and contagion
by Arghyrou, Michael G. & Kontonikas, Alexandros
- 678-695 Are changes in foreign exchange reserves a good proxy for official intervention?
by Suardi, Sandy & Chang, Yuanchen
- 696-718 Factors determining European bank risk
by Haq, Mamiza & Heaney, Richard
- 719-737 Impact of news announcements on the foreign exchange implied volatility
by Marshall, Andrew & Musayev, Taleh & Pinto, Helena & Tang, Leilei
- 738-757 Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
by Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong
- 758-773 Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam
by Nguyen, Cuong C. & Bhatti, M. Ishaq
- 774-795 The impact of laws, regulations, and culture on cross-border joint ventures
by Georgieva, Dobrina & Jandik, Tomas & Lee, Wayne Y.
- 796-813 A variable impact neural network analysis of dividend policies and share prices of transportation and related companies
by Abdou, Hussein A. & Pointon, John & El-Masry, Ahmed & Olugbode, Moji & Lister, Roger J.
- 814-833 Political connections and the long-term stock performance of Chinese IPOs
by Liu, Jianlei & Uchida, Konari & Gao, Ruidong
- 834-854 Recent trends in relative performance of global equity markets
by Galagedera, Don U.A.
- 855-878 Information disclosure and depositor discipline in the Chinese banking sector
by Wu, Yuliang & Bowe, Michael
- 879-896 Ownership, diversification and cost advantages: Evidence from the Italian leasing industry
by Degl’Innocenti, Marta & Girardone, Claudia
- 897-912 Market power, revenue diversification and bank stability: Evidence from selected South Asian countries
by Nguyen, My & Skully, Michael & Perera, Shrimal
- 913-935 Asymmetric information among lending syndicate members and the value of repeat lending
by Gadanecz, Blaise & Kara, Alper & Molyneux, Philip
- 936-957 Migrant remittances, financial sector development and the government ownership of banks: Evidence from a group of non-OECD economies
by Cooray, Arusha
- 958-972 Purchasing power parity and structural instability in the US/UK exchange rate
by Karoglou, Michail & Morley, Bruce
- 973-989 Book-to-market equity, operating risk, and asset correlations: Implications for Basel capital requirement
by Lee, Shih-Cheng & Lin, Chien-Ting
- 990-1005 Revisiting bank profitability: A semi-parametric approach
by Kanas, Angelos & Vasiliou, Dimitrios & Eriotis, Nikolaos
- 1006-1023 30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements
by Smales, Lee A.
- 1024-1053 The listing and delisting of German firms on NYSE and NASDAQ: Were there any benefits?
by Bessler, Wolfgang & Kaen, Fred R. & Kurmann, Philipp & Zimmermann, Jan
- 1054-1069 Information efficiency changes following FTSE 100 index revisions
by Daya, Wael & Mazouz, Khelifa & Freeman, Mark
- 1070-1089 Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?
by Christopher, Rachel & Kim, Suk-Joong & Wu, Eliza
2012, Volume 22, Issue 3
- 423-450 The options market response to accounting earnings announcements
by Truong, Cameron & Corrado, Charles & Chen, Yangyang
- 451-472 The relationship between aggregate managed fund flows and share market returns in Australia
by Watson, John & Wickramanayake, J.
- 473-486 International tax arbitrage, currency options and put-call parity conditions
by Strobel, Frank
- 487-507 The impact of monetary policy decisions on stock returns: Evidence from Thailand
by Vithessonthi, Chaiporn & Techarongrojwong, Yaowaluk
- 508-520 Substitution or complementary effects between banking and stock markets: Evidence from financial openness in Taiwan
by Cheng, Su-Yin
- 521-537 Do momentum-based trading strategies work in emerging currency markets?
by Tajaddini, Reza & Crack, Timothy Falcon
- 538-554 Idiosyncratic risk and expected returns in frontier markets: Evidence from GCC
by Bley, Jorg & Saad, Mohsen
- 555-574 The role of data limitations, seasonality and frequency in asset pricing models
by Murtazashvili, Irina & Vozlyublennaia, Nadia
- 575-588 An agency theory explanation of SEO underperformance: Evidence from dual-class firms
by Chaudhuri, Ranadeb & Seo, Hoontaek
- 589-608 The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks
by Badreddine, Sina & Galariotis, Emilios C. & Holmes, Phil
- 609-621 The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach
by Tsai, I-Chun
- 622-646 Diversification evidence from international equity markets using extreme values and stochastic copulas
by Bhatti, M. Ishaq & Nguyen, Cuong C.
2012, Volume 22, Issue 2
- 233-252 When bank loans are bad news: Evidence from market reactions to loan announcements under the risk of expropriation
by Huang, Weihua & Schwienbacher, Armin & Zhao, Shan
- 253-263 Zone-quadratic preference, asymmetry and international reserve accretion in India: An empirical investigation
by Srinivasan, Naveen & Kumar, Sudhanshu
- 264-277 Does uncertainty matter for loan charge-offs?
by Lepetit, Laetitia & Strobel, Frank & Dickinson, David G.
- 278-304 The determinants of sovereign credit spread changes in the Euro-zone
by Oliveira, Luís & Curto, José Dias & Nunes, João Pedro
- 305-328 The efficiency of the buy-write strategy: Evidence from Australia
by Mugwagwa, Tafadzwa & Ramiah, Vikash & Naughton, Tony & Moosa, Imad
- 329-342 Multiple equilibria in the dynamics of financial globalization: The role of institutions
by Van Campenhout, Bjorn & Cassimon, Danny
- 343-358 Modelling the dynamics, structural breaks and the determinants of the real exchange rate of Australia
by Chowdhury, Khorshed
- 359-380 Monetary policy and inferential expectations of exchange rates
by Menzies, Gordon D. & Zizzo, Daniel John
- 381-394 Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market
by Toyoshima, Yuki & Tamakoshi, Go & Hamori, Shigeyuki
- 395-422 Commodity volatility breaks
by Vivian, Andrew & Wohar, Mark E.
2012, Volume 22, Issue 1
- 1-15 The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis
by Wang, Ping & Moore, Tomoe
- 16-34 The impact of capital account liberalization measures
by Vithessonthi, Chaiporn & Tongurai, Jittima
- 35-54 Bank size, market concentration, and bank earnings volatility in the US
by De Haan, Jakob & Poghosyan, Tigran
- 55-86 Joint dynamics of foreign exchange and stock markets in emerging Europe
by Ülkü, Numan & Demirci, Ebru
- 87-102 Financial globalization and stock market risk
by Esqueda, Omar A. & Assefa, Tibebe A. & Mollick, André Varella
- 103-119 Are bank loans important for output growth?
by Rondorf, Ulrike
- 120-136 Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009
by Antell, Jan & Vaihekoski, Mika
- 137-150 Exchange rate risk in the US stock market
by Du, Ding & Hu, Ou
- 151-170 A twelve-area model for the equilibrium Chinese Yuan/US dollar nominal exchange rate
by You, Kefei & Sarantis, Nicholas
- 171-193 Asymmetric benchmarking in bank credit rating
by Shen, Chung-Hua & Huang, Yu-Li & Hasan, Iftekhar
- 194-208 Changing integration of EMU public property markets
by Yunus, Nafeesa & Swanson, Peggy E.
- 209-231 Forecast rationality and monetary policy frameworks: Evidence from UK interest rate forecasts
by Chortareas, Georgios & Jitmaneeroj, Boonlert & Wood, Andrew
2011, Volume 21, Issue 5
- 637-661 Post-earnings announcement abnormal return in the Chinese equity market
by Truong, Cameron
- 662-685 The effect of financial liberalization on stock-return volatility in GCC markets
by Bley, Jorg & Saad, Mohsen
- 686-706 Global markets exposure and price efficiency: An empirical analysis of order flow dynamics of NYSE-listed Indian firms
by Kumar, Kiran & Mamidi, Varsha & Marisetty, Vijaya
- 707-723 Markov-switching regimes and the monetary model of exchange rate determination: Evidence from the Central and Eastern European markets
by Syllignakis, Manolis N. & Kouretas, Georgios P.
- 724-742 Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets
by Samarakoon, Lalith P.
- 743-759 Financial development, technology, growth and performance: Evidence from the accession to the EU
by Zagorchev, Andrey & Vasconcellos, Geraldo & Bae, Youngsoo
- 760-791 The impact of underwriter reputation on initial returns and long-run performance of Chinese IPOs
by Su, Chen & Bangassa, Kenbata
- 792-810 Relationship between macroeconomic variables and net asset values (NAV) of equity funds: Cointegration evidence and vector error correction model of the Hong Kong Mandatory Provident Funds (MPFs)
by Chu, Patrick Kuok-Kun
- 811-831 Interest rate sensitivity of the European stock markets before and after the euro introduction
by Korkeamäki, Timo
- 832-850 Is trading on earnings surprises a profitable strategy? Canadian evidence
by Chudek, Mark & Truong, Cameron & Veeraraghavan, Madhu
- 851-866 Distributional asymmetry of loadings on market co-moments
by Högholm, Kenneth & Knif, Johan & Koutmos, Gregory & Pynnönen, Seppo
- 867-873 Pippenger's CIP-based solution to the forward-bias puzzle: A rejoinder
by King, Alan
2011, Volume 21, Issue 4
- 461-495 Quantitative easing works: Lessons from the unique experience in Japan 2001â2006
by Girardin, Eric & Moussa, Zakaria
- 496-512 Is the dollar peg suitable for the largest economies of the Gulf Cooperation Council?
by Jay, Squalli
- 513-534 Modeling default probabilities: The case of Brazil
by Tabak, Benjamin M. & Luduvice, André Victor D. & Cajueiro, Daniel O.
- 535-549 Intertemporal risk-return trade-off in foreign exchange rates
by Charlotte, Christiansen
- 550-559 On the relationship between exchange rates and equity returns: A new approach
by Georgios, Katechos
- 560-584 Short-term under/overreaction, anticipation or uncertainty avoidance? Evidence from India
by Maher, Daniela & Parikh, Anokhi
- 585-604 The subprime asset-backed securities market and the equity prices of large complex financial institutions
by Giovanni, Calice
- 605-610 The forward-bias puzzle: Still unsolved
by Christian, Müller
- 611-616 On the (in)feasibility of covered interest parity as a solution to the forward bias puzzle
by Sanders S., Chang
- 617-622 Possible solutions to the forward bias paradox
by Richard T., Baillie
- 623-628 A comment on: "The solution to the forward-bias puzzleâ
by Alan, King
- 629-636 The solution to the forward-bias puzzle: Reply
by John, Pippenger
2011, Volume 21, Issue 3
- 307-327 Determinants of bank profitability before and during the crisis: Evidence from Switzerland
by Dietrich, Andreas & Wanzenried, Gabrielle
- 328-346 Why do people risk exposure to Ponzi schemes? Econometric evidence from Jamaica
by Tennant, David
- 347-368 Long-term return reversals--Value and growth or tax? UK evidence
by Wu, Yuliang & Li, Youwei
- 369-387 Sovereign CDS and bond pricing dynamics in emerging markets: Does the cheapest-to-deliver option matter?
by Ammer, John & Cai, Fang
- 388-418 Modeling intraday volatility: A new consideration
by Chu, Carlin C.F. & Lam, K.P.
- 419-442 Speculative trading, price pressure and overvaluation
by Ding, Rong & Cheng, Peng
- 443-460 Cross-country effects in herding behaviour: Evidence from four south European markets
by Economou, Fotini & Kostakis, Alexandros & Philippas, Nikolaos
2011, Volume 21, Issue 2
- 157-175 The fast and the furious--Stock returns and CDS of financial institutions under stress
by Trutwein, Patrick & Schiereck, Dirk
- 176-206 Do technical trading profits remain in the foreign exchange market? Evidence from 14 currencies
by Cialenco, Igor & Protopapadakis, Aris
- 207-228 Assessing McCallum and Taylor rules in a cross-section of emerging market economies
by Mehrotra, Aaron & Sánchez-Fung, José R.
- 229-246 Greek market efficiency and its international integration
by Dicle, Mehmet F. & Levendis, John
- 247-276 Equity prices and macroeconomic fundamentals: International evidence
by Laopodis, Nikiforos T.
- 277-295 Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from microstructural analyses
by Andersen, Peter & Kim, Suk-Joong
- 296-304 The solution to the forward-bias puzzle
by Pippenger, John
- 305-305 Corrigendum to "The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads" [J. Int. Financ. Markets Inst. Money 20 (2010) 575-589]
by Ji, Philip Inyeob & In, Francis
2011, Volume 21, Issue 1
- 1-13 Joint conditionality in testing the beta-return relationship: Evidence based on the UK stock market
by Morelli, David
- 14-27 The relationship between the 52-week high of an individual stock and stock market index level: Evidence from Taiwan
by Chang, Chiao-Yi
- 28-48 The choice between bookbuilding and fixed-price offering: Evidence from SEOs in Taiwan
by Chen, Hsuan-Chi & Shu, Pei-Gi & Chiang, Sue-Jane
- 49-74 Effects of the open policy on the dependence between the Chinese 'A' stock market and other equity markets: An industry sector perspective
by Luo, Weiwei & Brooks, Robert D. & Silvapulle, Param
- 75-91 Efficiency of Turkish banking: Two-stage network system. Variable returns to scale model
by Fukuyama, Hirofumi & Matousek, Roman
- 92-106 Financial crises and stock market contagion in a multivariate time-varying asymmetric framework
by Kenourgios, Dimitris & Samitas, Aristeidis & Paltalidis, Nikos
- 107-126 Exchange rate response to macronews: Through the lens of microstructure
by Savaser, Tanseli
- 127-143 Italian IPOs: Allocations and claw back clauses
by Boreiko, Dmitri & Lombardo, Stefano
- 144-155 Cointegration in Central and East European markets in light of EU accession
by Demian, Calin-Vlad
2010, Volume 20, Issue 5
- 451-474 Diversification benefits of commodity futures
by Cheung, C. Sherman & Miu, Peter
- 475-489 The effects of reputation and relationships on lead banks' certification roles
by Do, Viet & Vu, Tram
- 490-508 The valuation of contingent claims using alternative numerical methods
by Chang, Chuang-Chang & Lin, Jun-Biao
- 509-518 Efficiency and the trading system: The case of SETSmm
by Chelley-Steeley, Patricia L. & Skvortsov, Leonid
- 519-532 An analysis of inflation and stock returns for the UK
by Li, Lifang & Narayan, Paresh Kumar & Zheng, Xinwei
- 533-555 The role of trading volume in volatility forecasting
by Le, Van & Zurbruegg, Ralf
- 556-574 Currency crisis and the forward discount bias: Evidence from emerging economies under breaks
by Bai, Shuming & Mollick, Andre Varella
- 575-589 The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads
by Ji, Philip Inyeob & In, Francis
- 590-605 Time-shift asymmetric correlation analysis of global stock markets
by Aityan, Sergey K. & Ivanov-Schitz, Alexey K. & Izotov, Sergey S.
2010, Volume 20, Issue 4
- 323-345 The electronic trading systems and bid-ask spreads in the foreign exchange market
by Ding, Liang & Hiltrop, Jonas
- 346-362 Performance persistence in hedge funds: Australian evidence
by Do, Viet & Faff, Robert & Veeraraghavan, Madhu
- 363-375 European capital market integration: An empirical study based on a European asset pricing model
by Morelli, David
- 376-388 Double signals or single signal? An investigation of insider trading around share repurchases
by Firth, Michael & Leung, T.Y. & Rui, Oliver M.
- 389-403 Long-run relations among equity indices under different market conditions: Implications on the implementation of statistical arbitrage strategies
by Alexakis, Christos
- 404-422 The role of country, regional and global market risks in the dynamics of Latin American yield spreads
by Audzeyeva, Alena & Schenk-Hoppé, Klaus Reiner
- 423-435 International comparison of returns from conventional, industrial and 52-week high momentum strategies
by Gupta, Kartick & Locke, Stuart & Scrimgeour, Frank
- 436-450 Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium
by Grossmann, Axel & McMillan, David G.
2010, Volume 20, Issue 3
- 213-237 Order aggressiveness and quantity: How are they determined in a limit order market?
by Lo, Ingrid & Sapp, Stephen G.
- 238-258 Dynamic news effects in high frequency Euro exchange rates
by Evans, Kevin P. & Speight, Alan E.H.
- 259-266 Efficiency evaluation of the Portuguese pension funds management companies
by Garcia, Maria Teresa Medeiros
- 267-274 Stock liquidity and investment opportunities: New evidence from FTSE 100 index deletions
by Gregoriou, Andros & Nguyen, Ngoc Dung
- 275-283 Investigating the determinants of banking coexceedances in Europe in the summer of 2008
by Lucey, Brian & Sevic, Aleksandar
- 284-309 What determines differences in foreign bank efficiency? Australian evidence
by Sturm, Jan-Egbert & Williams, Barry
- 310-321 Fundamentals of corporate currency exposure
by O'Brien, Thomas J.
2010, Volume 20, Issue 2
- 109-134 Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005
by Coudert, Virginie & Gex, Mathieu
- 135-148 Hedging with futures: Efficacy of GARCH correlation models to European electricity markets
by Zanotti, Giovanna & Gabbi, Giampaolo & Geranio, Manuela
- 149-165 Assessing co-ordinated Asian exchange rate regimes: Proposal for a possible move towards a common currency
by Aggarwal, Raj & Muckley, Cal B.
- 166-176 The long-run relationship between stock prices and goods prices: New evidence from panel cointegration
by Gregoriou, Andros & Kontonikas, Alexandros
- 177-196 Migration and its contribution to the size and value premiums: Australian evidence
by Gharghori, Philip & Hamzah, Yusuf & Veeraraghavan, Madhu
- 197-211 Management team structure and mutual fund performance
by Karagiannidis, Iordanis
2010, Volume 20, Issue 1
- 1-12 Financial firm bankruptcy and systemic risk
by Helwege, Jean
- 13-35 An alternative approach to evaluating the agreement between financial markets
by Nam, Seung Oh & Kim, Hyun Kyung & Kim, Byung Chun
- 36-50 Do foreign institutional investors destabilize China's A-share markets?
by Schuppli, Michael & Bohl, Martin T.
- 51-67 Pricing assets with higher moments: Evidence from the Australian and us stock markets
by Doan, Phuong & Lin, Chien-Ting & Zurbruegg, Ralf
- 68-90 Evaluating the state of competition of the Greek banking industry
by Rezitis, Anthony N.
- 91-108 Exchange rate regimes, capital controls, and currency crises: Does the bipolar view hold?
by Esaka, Taro
2009, Volume 19, Issue 5
- 729-741 Trading location and equity returns: Evidence from US trading of British cross-listed firms
by Chen, Jun & Tse, Yiuman & Williams, Michael
- 742-758 A cospectral analysis of exchange rate comovements during Asian financial crisis
by Orlov, Alexei G.
- 759-776 European stock market integration: Fact or fiction?
by Bley, Jorg
- 777-791 Price synchronicity: The closing call auction and the London stock market
by Chelley-Steeley, Patricia
- 792-802 Market discipline and bank efficiency
by Uchida, Hirofumi & Satake, Mitsuhiko
- 803-817 Year-end and quarter-end effects in the term structure of sterling repo and Eurepo rates
by Griffiths, Mark D. & Kotomin, Vladimir & Winters, Drew B.
- 818-833 Convergence in banking efficiency across European countries
by Weill, Laurent
- 834-849 Emerging market hedge funds: Do they perform like regular hedge funds?
by Abugri, Benjamin A. & Dutta, Sandip
- 850-861 The relation between trades of domestic and foreign investors and stock returns in Sri Lanka
by Samarakoon, Lalith P.
- 862-894 International equity flows and country funds
by Tsai, Pei-Jung
- 895-923 Cross-listing and the long-term performance of ADRs: Revisiting European evidence
by Bancel, Franck & Kalimipalli, Madhu & Mittoo, Usha R.
- 924-936 Productivity growth and biased technological change: Credit banks in Japan
by Barros, Carlos Pestana & Managi, Shunsuke & Matousek, Roman
- 937-949 Offering methods and issuer-oriented underpricing costs: Evidence from the Hong Kong IPO market
by Mazouz, Khelifa & Saadouni, Brahim & Yin, Shuxing
- 950-968 Capturing the time dynamics of central bank intervention
by Douglas, Christopher C. & Kolar, Marek
- 969-986 Do foreign purchases of U.S. stocks help the U.S. stock market?
by Lizardo, Radhamés A. & Mollick, André V.
2009, Volume 19, Issue 4
- 565-587 Dynamic correlations and volatility effects in the Balkan equity markets
by Syriopoulos, Theodore & Roumpis, Efthimios
- 588-596 Two currencies, one model? Evidence from the Wall Street Journal forecast poll
by Frenkel, Michael & Rülke, Jan-Christoph & Stadtmann, Georg