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Content
2014, Volume 29, Issue C
- 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
- 291-304 Time-variations in herding behavior: Evidence from a Markov switching SUR model
by Klein, Arne C.
- 305-318 Oil shocks, policy uncertainty and stock market return
by Kang, Wensheng & Ratti, Ronald A.
- 319-332 Financial crises and dynamic linkages among international currencies
by Dimitriou, Dimitrios & Kenourgios, Dimitris
- 333-357 A new perspective of equity market performance
by Galagedera, Don U.A.
- 358-377 The impact of excess reserves beyond precautionary levels on Bank Lending Channels in China
by Nguyen, Vu Hong Thai & Boateng, Agyenim
- 378-393 Risk, capital and efficiency in Chinese banking
by Tan, Yong & Floros, Christos
- 394-412 Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates
by de Truchis, Gilles & Keddad, Benjamin
2013, Volume 25, Issue C
- 1-17 Long-term return reversal: Evidence from international market indices
by Malin, Mirela & Bornholt, Graham
- 18-32 How can a small country affect the European economy? The Greek contagion phenomenon
by Samitas, Aristeidis & Tsakalos, Ioannis
- 33-48 Sectoral equity returns and portfolio diversification opportunities across the GCC region
by Balli, Faruk & Basher, Syed Abul & Jean Louis, Rosmy
- 49-72 The stock market reaction to the public announcement of a supranational list of too-big-to-fail banks during the financial crisis
by Abreu, José Filipe & Gulamhussen, Mohamed Azzim
- 73-87 Bank insolvency risk and time-varying Z-score measures
by Lepetit, Laetitia & Strobel, Frank
- 88-105 Integration versus segmentation in China's stock market: An analysis of time-varying beta risks
by Li, Hong
- 106-118 A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach
by Tsagkanos, Athanasios & Siriopoulos, Costas
- 119-143 When do characteristics-sorted factors mechanically explain returns?
by Murtazashvili, Irina & Vozlyublennaia, Nadia
- 144-162 Competition in banks’ lending business and its interference with ECB monetary policy
by Brämer, Patrick & Gischer, Horst & Richter, Toni & Weiß, Mirko
- 163-180 Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets
by Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Boršič, Darja
- 181-201 Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan
by Kagraoka, Yusho & Moussa, Zakaria
2013, Volume 24, Issue C
- 1-24 The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market
by Kishor, N. Kundan & Marfatia, Hardik A.
- 25-41 The microstructure of covered interest arbitrage in a market with a dominant market maker
by Liu, Hao-Chen & Witte, Mark David
- 42-65 Financialization, crisis and commodity correlation dynamics
by Silvennoinen, Annastiina & Thorp, Susan
- 66-84 Flexible price limits: The case of Tokyo Stock Exchange
by Deb, Saikat Sovan & Kalev, Petko S. & Marisetty, Vijaya B.
- 85-104 The impact of TARP on bank efficiency
by Harris, Oneil & Huerta, Daniel & Ngo, Thanh
- 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
October 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
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