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Editor: I. Mathur
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Content
2018, Volume 55, Issue C
- 151-169 Financial globalization, domestic financial freedom and risk sharing across countries
by Li, Zhongda & Liu, Lu
- 170-194 Fed policy expectations and portfolio flows to emerging markets
by Koepke, Robin
- 195-210 The dynamics of volatility connectedness in international real estate investment trusts
by Liow, Kim Hiang & Huang, Yuting
- 211-223 Preferences for lottery stocks at Borsa Istanbul
by Alkan, Ulas & Guner, Biliana
- 224-240 Identifying contagion: A unifying approach
by Sewraj, Deeya & Gebka, Bartosz & Anderson, Robert D.J.
- 241-253 The intraday volatility spillover index approach and an application in the Brexit vote
by Nishimura, Yusaku & Sun, Bianxia
2018, Volume 54, Issue C
- 1-14 Developments in financial institutions, governance, agency costs, and misconduct
by Cumming, Douglas & Johan, Sofia & Peter, Rejo
- 15-26 Valuation and performance of reallocated IPO shares
by Bonaventura, Matteo & Giudici, Giancarlo & Vismara, Silvio
- 27-42 Corporate insider trading in Europe
by Aussenegg, Wolfgang & Jelic, Ranko & Ranzi, Robert
- 43-58 Common auditors and cross-country M&A transactions
by Chircop, Justin & Johan, Sofia & Tarsalewska, Monika
- 59-77 Corporate governance in Islamic banks: New insights for dual board structure and agency relationships
by Farag, Hisham & Mallin, Chris & Ow-Yong, Kean
- 78-97 Bid-ask spread determination in the FX swap market: Competition, collusion or a convention?
by Stenfors, Alexis
- 98-113 Why do firms pay high underwriting fees? SEO withdrawal, underwriter certification and CEO turnover
by Ursel, Nancy D. & Zhong, Ligang
- 114-129 Are all insiders on the inside? Evidence from the initiation of CDS trading and short selling in the financial sector
by To, Thomas Y. & Treepongkaruna, Sirimon & Wu, Eliza
- 130-151 Same rules, different enforcement: Market abuse in Europe
by Cumming, Douglas & Peter Groh, Alexander & Johan, Sofia
- 152-165 More accurate measurement for enhanced controls: VaR vs ES?
by Guegan, Dominique & Hassani, Bertrand K.
- 166-176 Secrecy, information shocks, and corporate investment: Evidence from European Union countries
by Mazboudi, Mohamad & Hasan, Iftekhar
- 177-189 Bitcoin: Medium of exchange or speculative assets?
by Baur, Dirk G. & Hong, KiHoon & Lee, Adrian D.
- 190-203 Bank competition and stability in the CIS markets
by Clark, Ephraim & Radić, Nemanja & Sharipova, Alma
- 204-227 Macro stress testing the U.S. banking system
by Kanas, Angelos & Molyneux, Philip
- 228-257 Macroprudential policy instruments and procyclicality of loan-loss provisions – Cross-country evidence
by Olszak, Małgorzata & Roszkowska, Sylwia & Kowalska, Iwona
2018, Volume 53, Issue C
- 1-16 Does regulatory regime matter for bank risk taking? A comparative analysis of US and Canada
by Mohsni, Sana & Otchere, Isaac
- 17-49 Economies of scale and scope in financial market infrastructures
by Li, Shaofang & Marinč, Matej
- 50-75 Something in the air: Information density, news surprises, and price jumps
by Füss, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael
- 76-93 Government ownership, financial constraint, corruption, and corporate performance: International evidence
by Haider, Zulfiquer Ali & Liu, Mingzhi & Wang, Yefeng & Zhang, Ying
- 94-116 Cash hoarding: Vice or virtue
by Kang, Sunmin & Hwang, Intae & Song, Sooyoung
- 117-138 Multi-market trading and liquidity: Evidence from cross-listed companies
by Atanasova, Christina & Li, Mingxin
- 139-157 Independent directors, information costs and foreign ownership in Chinese companies
by Meng, Yijun & Clements, Michael P. & Padgett, Carol
- 158-178 Transmission of liquidity shocks: Evidence on cross-border bank ownership linkages
by Cao, Yifei & Gregory-Smith, Ian & Montagnoli, Alberto
- 179-199 Does feedback trading drive returns of cross-listed shares?
by Chen, Jing & Dong, Yizhe & Hou, Wenxuan & McMillan, David G.
- 200-214 Stock options and credit default swaps in risk management
by Al-Own, Bassam & Minhat, Marizah & Gao, Simon
- 215-226 The valuation of ADR IPOs
by Huo, Weidong & Fu, Chengbo & Huang, Ying & Zheng, Steven Xiaofan
- 227-262 The effect of capital ratios on the risk, efficiency and profitability of banks: Evidence from OECD countries
by Bitar, Mohammad & Pukthuanthong, Kuntara & Walker, Thomas
- 263-286 Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?
by Aristeidis, Samitas & Elias, Kampouris
- 287-306 Does public–private status affect bank risk taking? Worldwide evidence
by Samet, Anis & Boubakri, Narjess & Boubaker, Sabri
- 307-319 Impact of gender and governance on microfinance efficiency
by Bibi, Uzma & Balli, Hatice Ozer & Matthews, Claire D. & Tripe, David W.L.
2018, Volume 52, Issue C
- 1-16 The effects of country and firm-level governance on cash management
by Seifert, Bruce & Gonenc, Halit
- 17-36 Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index
by MacDonald, Ronald & Sogiakas, Vasilios & Tsopanakis, Andreas
- 37-47 Common information in carry trade risk factors
by Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta
- 48-63 Historical high and stock index returns: Application of the regression kink model
by Chang, Shu-Lien & Chien, Cheng-Yi & Lee, Hsiu-Chuan & Lin, Ching
- 64-89 Financial markets and genetic variation
by Cardella, Eric & Kalcheva, Ivalina & Shang, Danjue
- 90-101 Cooperative banks: What do we know about competition and risk preferences?
by Clark, Ephraim & Mare, Davide Salvatore & Radić, Nemanja
- 102-113 Does intraday technical trading have predictive power in precious metal markets?
by Batten, Jonathan A. & Lucey, Brian M. & McGroarty, Frank & Peat, Maurice & Urquhart, Andrew
- 114-133 Distribution specific dependence and causality between industry-level U.S. credit and stock markets
by Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Balcilar, Mehmet & Shahbaz, Muhammad
- 134-151 Market reactions to stock rating and target price changes in analyst reports: Evidence from Japan
by Ishigami, Shohei & Takeda, Fumiko
- 152-172 Is stock return predictability time-varying?
by Devpura, Neluka & Narayan, Paresh Kumar & Sharma, Susan Sunila
- 173-195 Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets
by Ciaian, Pavel & Rajcaniova, Miroslava & Kancs, d'Artis
- 196-210 Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence
by Switzer, Lorne N. & Tu, Qiao & Wang, Jun
- 211-226 A foreign currency effect in the syndicated loan market of emerging economies
by Gong, Di & Jiang, Tao & Wu, Weixing
- 227-239 Governance and financial development: A cross-country analysis
by Li, Jialong & Maung, Min & Wilson, Craig
- 240-261 Environmental risk management and financial performance in the banking industry: A cross-country comparison
by Finger, Maya & Gavious, Ilanit & Manos, Ronny
2017, Volume 51, Issue C
- 1-14 Investor sentiment, idiosyncratic risk, and mispricing of American Depository Receipt
by Wu, Qinqin & Hao, Ying & Lu, Jing
- 15-38 Liquidity and the implied cost of equity capital
by Saad, Mohsen & Samet, Anis
- 39-57 Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation
by Tolikas, Konstantinos & Topaloglou, Nikolas
- 58-74 Islamic bank efficiency compared to conventional banks during the global crisis in the GCC region
by Alqahtani, Faisal & Mayes, David G. & Brown, Kym
- 75-91 Cost of sovereign debt and foreign bias in bond allocations
by Bhatta, Bibek & Marshall, Andrew & Thapa, Chandra
- 92-105 The association between earnings forecast in IPOs prospectuses and earnings management: An empirical analysis
by Buchner, Axel & Mohamed, Abdulkadir & Saadouni, Brahim
- 106-124 Hurting without hitting: The economic cost of political tension
by He, Yinghua & Nielsson, Ulf & Wang, Yonglei
- 125-132 A note on modeling world equity markets with nonsynchronous data
by Resnick, Bruce G. & Shoesmith, Gary L.
- 133-141 Volatility of commodity futures prices and market-implied inflation expectations
by Orlowski, Lucjan T.
- 142-154 Where do the advanced countries invest? An investigation of capital flows from advanced countries to emerging economies
by Vo, Xuan Vinh & Nguyen, Dong Phong & Ho, Viet Tien & Nguyen, Trung Thong
- 155-170 Insurance activities, globalization, and economic growth: New methods, new evidence
by Lee, Chi-Chuan & Lee, Chien-Chiang & Chiou, Yan-Yu
- 171-189 Does more complex language in FOMC decisions impact financial markets?
by Smales, L.A. & Apergis, N.
- 190-208 Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices
by Al-Khazali, Osamah & Mirzaei, Ali
- 209-227 Depositor discipline for better or for worse. What enhanced depositors’ confidence on the banking system in the last ten years?
by Chesini, Giusy & Giaretta, Elisa
- 228-247 Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?
by Lyócsa, Štefan & Molnár, Peter & Todorova, Neda
2017, Volume 50, Issue C
- 1-12 The Copula ADCC-GARCH model can help PIIGS to fly
by Miralles-Quirós, José Luis & Miralles-Quirós, María del Mar
- 13-35 Do creditor rights and information sharing affect the performance of foreign banks?
by Kalyvas, Antonios Nikolaos & Mamatzakis, Emmanuel
- 36-51 The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?
by Soon, Siew-Voon & Baharumshah, Ahmad Zubaidi & Mohamad Shariff, Nurul Sima
- 52-68 Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?
by Uribe, Jorge M. & Chuliá, Helena & Guillén, Montserrat
- 69-84 Regulatory policies on Gramm-Leach-Bliley consolidation of commercial banking, shadow banking, and life insurance
by Lin, Jyh-Horng & Li, Xuelian
- 85-97 Fiscal sustainability in EMU countries: A continued fiscal commitment?
by Paniagua, Jordi & Sapena, Juan & Tamarit, Cecilio
- 98-118 Do borrower-lender relationships still matter for small business loans?
by Durguner, Sena
- 119-134 Social norms and market outcomes: The effects of religious beliefs on stock markets
by Al-Awadhi, Abdullah M. & Dempsey, Michael
- 135-155 Do Islamic banks fail more than conventional banks?
by Alandejani, Maha & Kutan, Ali M. & Samargandi, Nahla
- 156-181 Takeovers and (excess) CEO compensation
by Feito-Ruiz, Isabel & Renneboog, Luc
- 182-203 Shanghai-Hong Kong Stock Connect: An analysis of Chinese partial stock market liberalization impact on the local and foreign markets
by Bai, Ye & Chow, Darien Yan Pang
- 204-218 Predicting risk premium under changes in the conditional distribution of stock returns
by Sousa, João & Sousa, Ricardo M.
- 219-234 Pricing and usage: An empirical analysis of lines of credit
by Duran, Miguel A.
2017, Volume 49, Issue C
- 1-14 Psychological price barriers in frontier equities
by Berk, Ales S. & Cummins, Mark & Dowling, Michael & Lucey, Brian M.
- 15-31 Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries
by Hammami, Yacine & Oueslati, Abdelmonem
- 32-47 Assessing the robustness of the relationship between financial reforms and banking crises
by Gluzmann, Pablo & Guzman, Martin
- 48-73 Curbing the growth of stock trading? Order-to-trade ratios and financial transaction taxes
by Capelle-Blancard, Gunther
- 74-87 Excess stock return comovements and the role of investor sentiment
by Frijns, Bart & Verschoor, Willem F.C. & Zwinkels, Remco C.J.
- 88-102 Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets
by Arestis, Philip & Phelps, Peter
- 103-114 Bank capital regulation: Are local or central regulators better?
by Haritchabalet, Carole & Lepetit, Laetitia & Spinassou, Kévin & Strobel, Frank
- 115-128 Contagion of the eurozone debt crisis
by Samarakoon, Lalith P.
- 129-139 Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area
by Antonakakis, Nikolaos & Christou, Christina & Cunado, Juncal & Gupta, Rangan
- 140-153 Index membership vs. loss of voting power: The unification of dual-class shares
by Betzer, André & van den Bongard, Inga & Goergen, Marc
- 154-172 How do creditors respond to disclosure quality? Evidence from corporate dividend payouts
by Byrne, Julie & O'Connor, Thomas
- 173-183 Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates
by Xu, Hai-Chuan & Zhou, Wei-Xing & Sornette, Didier
- 184-199 IPO lockups, long run returns, and growth opportunities
by Haman, Janto & Chalmers, Keryn & Fang, Victor
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