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Content
2015, Volume 38, Issue C
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
- 378-396 Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms
by Akhtaruzzaman, Md & Shamsuddin, Abul & Easton, Steve
- 397-413 The effect of internationalisation on modelling credit risk for SMEs: Evidence from UK market
by Gupta, Jairaj & Wilson, Nicholas & Gregoriou, Andros & Healy, Jerome
- 414-430 Trading volume, realized volatility and jumps in the Australian stock market
by Shahzad, Hassan & Duong, Huu Nhan & Kalev, Petko S. & Singh, Harminder
2014, Volume 30, Issue C
- 1-20 Bonding and the agency risk premium: An analysis of migrations between the AIM and the Official List of the London Stock Exchange
by Campbell, Kevin & Tabner, Isaac T.
- 21-54 Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects
by Sermpinis, Georgios & Stasinakis, Charalampos & Dunis, Christian
- 55-80 Information content in CDS spreads for equity returns
by Wang, Peipei & Bhar, Ramaprasad
- 81-105 Role of asymmetric information and moral hazard on IPO underpricing and lockup
by Hoque, Hafiz
- 106-118 Order choices under information asymmetry in foreign exchange markets
by Gau, Yin-Feng & Wu, Zhen-Xing
- 119-136 An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits
by Guidi, Francesco & Ugur, Mehmet
- 137-152 Private capital flows and economic growth in Africa: The role of domestic financial markets
by Agbloyor, Elikplimi Komla & Abor, Joshua Yindenaba & Adjasi, Charles Komla Delali & Yawson, Alfred
- 153-171 Stock return outliers and beta estimation: The case of U.S. pharmaceutical companies
by Theodossiou, Alexandra K. & Theodossiou, Panayiotis
- 172-190 What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem
by Chen, Cathy Yi-Hsuan & Kuo, I-Doun & Chiang, Thomas C.
- 191-195 On Sharia’a-compliance, positive assortative matching, and return to investment banking
by Basov, Suren & Bhatti, M. Ishaq
- 196-204 Intraday periodicity in algorithmic trading
by Broussard, John Paul & Nikiforov, Andrei
- 205-219 Anonymity and the Information Content of the Limit Order Book
by Duong, Huu Nhan & Kalev, Petko S.
- 220-246 The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries
by Chang, Ming-Jen & Su, Che-Yi
2014, Volume 29, Issue C
- 1-12 Macroeconomic impacts of oil prices and underlying financial shocks
by Chen, Wang & Hamori, Shigeyuki & Kinkyo, Takuji
- 13-32 Unbiasedness and risk premiums in the Indian currency futures market
by Kumar, Satish & Trück, Stefan
- 33-50 Does economic integration stimulate capital mobility? An analysis of four regional economic communities in Africa
by Kumar, Saten & Sen, Rahul & Srivastava, Sadhana
- 51-70 Rationalizing the value premium in emerging markets
by Ebrahim, M. Shahid & Girma, Sourafel & Shah, M. Eskandar & Williams, Jonathan
- 71-91 Institutional trading and attention bias
by Hung, Weifeng
- 92-108 New evidence on turn-of-the-month effects
by Sharma, Susan Sunila & Narayan, Paresh Kumar
- 109-125 Dependence structure between CEEC-3 and German government securities markets
by Yang, Lu & Hamori, Shigeyuki
- 126-149 Effects of regulator's announcements, information asymmetry and ownership changes on private equity placements: Evidence from China
by Fonseka, M.M. & Colombage, Sisira R.N. & Tian, Gao-Liang
- 150-169 Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data
by Ülkü, Numan & Karpova, Yekaterina
- 170-194 Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand
by Vithessonthi, Chaiporn
- 195-216 Impact of off-balance sheet banking on the bank lending channel of monetary transmission: Evidence from South Asia
by Perera, Anil & Ralston, Deborah & Wickramanayake, J.
- 217-241 Effectiveness, cause and impact of price limit—Evidence from China's cross-listed stocks
by Li, Huimin & Zheng, Dazhi & Chen, Jun
- 242-255 Momentum profits and conditional time-varying systematic risk
by Morelli, David
- 256-284 Bidder country characteristics and informed trading in U.S. targets
by Madura, Jeff & Marciniak, Marek
- 285-308 Macro risk factors of credit default swap indices in a regime-switching framework
by Chan, Kam Fong & Marsden, Alastair
- 309-335 Bank earnings forecasts, risk and the crisis
by Anolli, Mario & Beccalli, Elena & Molyneux, Philip
- 336-363 The impact of the global financial crisis on mortgage pricing and credit supply
by Lou, Weifang & Yin, Xiangkang
2014, Volume 28, Issue C
- 1-19 Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries
by Chau, Frankie & Deesomsak, Rataporn & Wang, Jun
- 20-35 Stock price and volume effects associated with changes in the composition of the FTSE Bursa Malaysian KLCI
by Azevedo, Alcino & Karim, Mohamad & Gregoriou, Andros & Rhodes, Mark
- 36-53 Persistent exchange-rate movements and stock returns
by Du, Ding
- 54-65 Banking efficiency in Brazil
by Barros, Carlos Pestana & Wanke, Peter
- 66-81 Shareholder wealth effects of stock dividends in a unique environment
by Al-Yahyaee, Khamis Hamed
- 82-99 Bond futures, inflation-indexed bonds, and inflation risk premium
by Kanas, Angelos
- 100-130 Bank loans and borrower value during the global financial crisis: Empirical evidence from France
by Godlewski, Christophe J.
- 131-157 Does high frequency trading affect technical analysis and market efficiency? And if so, how?
by Manahov, Viktor & Hudson, Robert & Gebka, Bartosz
- 158-181 Macro-financial linkages in Egypt: A panel analysis of economic shocks and loan portfolio quality
by Love, Inessa & Turk Ariss, Rima
- 182-203 Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis
by Wang, Lihong
- 204-212 Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk
by Guesmi, Khaled & Moisseron, Jean-Yves & Teulon, Frédéric
- 213-227 How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
by Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh
2013, Volume 27, Issue C
- 1-12 Liquidity measurement in frontier markets
by Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat
- 13-34 Market-oriented banking, financial stability and macro-prudential indicators of leverage
by Calmès, Christian & Théoret, Raymond
- 35-46 Do firm characteristics matter for the dynamics of idiosyncratic risk?
by Vozlyublennaia, Nadia
- 47-58 Beta risk and price synchronicity of bank acquirers’ common stock following merger announcements
by Bozos, Konstantinos & Koutmos, Dimitrios & Song, Wei
- 59-75 The information content of open-market repurchase announcements in Taiwan
by Cheng, Su-Yin & Hou, Han
- 76-98 Why are stock exchange IPOs so underpriced and yet outperform in the long run?
by Otchere, Isaac & Owusu-Antwi, George & Mohsni, Sana
- 99-112 A momentum threshold model of stock prices and country risk ratings: Evidence from BRICS countries
by Liu, Tengdong & Hammoudeh, Shawkat & Thompson, Mark A.
- 113-136 The contribution of US bond demand to the US bond yield conundrum of 2004–2007: An empirical investigation
by Goda, Thomas & Lysandrou, Photis & Stewart, Chris
- 137-160 Does idiosyncratic volatility matter in emerging markets? Evidence from China
by Nartea, Gilbert V. & Wu, Ji & Liu, Zhentao
- 161-176 Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets
by Philippas, Dionisis & Siriopoulos, Costas
- 177-201 On the predictive role of large futures trades for S&P500 index returns: An analysis of COT data as an informative trading signal
by Chen, Haojun & Maher, Daniela
- 202-223 An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume
by Phuong Pham, Thu & Joakim Westerholm, P.
- 224-242 Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries
by Awartani, Basel & Maghyereh, Aktham I. & Shiab, Mohammad Al
- 243-247 Deposit insurance and private capital inflows: Further evidence
by Altunbaş, Yener & Thornton, John
- 248-268 Stock and foreign exchange market linkages in emerging economies
by Andreou, Elena & Matsi, Maria & Savvides, Andreas
- 269-285 Monetary policy and the banking sector in Turkey
by Akinci, Dervis Ahmet & Matousek, Roman & Radić, Nemanja & Stewart, Chris
- 286-305 Informed options trading prior to takeovers – Does the regulatory environment matter?
by Podolski, Edward J. & Truong, Cameron & Veeraraghavan, Madhu
- 306-317 Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers
by Ahmad, A.H. & Moran Hernandez, Ricardo
2013, Volume 26, Issue C
- 1-29 The information content of stock markets around the world: A cultural explanation
by Nguyen, Nhut H. & Truong, Cameron
- 30-45 Probability of default and efficiency in cooperative banking
by Fiordelisi, Franco & Mare, Davide Salvatore
- 46-76 Mapping the state of financial stability
by Sarlin, Peter & Peltonen, Tuomas A.
- 77-90 Measuring cost efficiency in presence of heteroskedasticity: The case of the banking industry in Taiwan
by Mohanty, Sunil K. & Lin, Winston T. & Lin, Hong-Jen
- 91-99 Changing the methodology of equity indices—The case of the Tel-Aviv Stock Exchange
by Levy, Tamir & Yagil, Joseph
- 100-112 Bank competition in the EU: How has it evolved?
by Weill, Laurent
- 113-132 Bond futures and order imbalance
by Smales, Lee A.
- 133-151 The pricing behaviour of Australian banks and building societies in the residential mortgage market
by Valadkhani, Abbas
- 152-174 Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales
by de Haan, Leo & van den End, Jan Willem
- 175-191 Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment
by Degiannakis, Stavros & Filis, George & Floros, Christos
- 192-214 Institutional industry herding: Intentional or spurious?
by Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Ferreira, Mario Pedro Leite
- 215-225 Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal
by Caporale, Guglielmo Maria & Costantini, Mauro & Paradiso, Antonio
- 226-238 International stock market interdependence: Are developing markets the same as developed markets?
by Liu, Lu
- 239-257 U.S. prompt corrective action and bank risk
by ap Gwilym, Rhys & Kanas, Angelos & Molyneux, Philip
- 258-272 Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis
by Antonakakis, Nikolaos & Vergos, Konstantinos
- 273-290 The role of country and industry factors during volatile times
by Marcelo, José Luis Miralles & Quirós, José Luis Miralles & Martins, José Luís
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