Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
Editor: I. Mathur
Editor: C. J. Neely
The email address of this editor does not seem to be valid any more. Please ask C. J. Neely to have the entry updated or send us the correct address.
Series handle: RePEc:eee:intfin
ISSN: 1042-4431
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:intfin. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/intfin .
Content
October 2011, Volume 21, Issue 4
July 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
April 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
February 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
December 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.
October 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.
July 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.
April 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
February 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
December 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.
October 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
- 597-615 Asymmetric volatility in the foreign exchange markets
by Wang, Jianxin & Yang, Minxian
- 616-632 Price discovery of subordinated credit spreads for Japanese mega-banks: Evidence from bond and credit default swap markets
by Baba, Naohiko & Inada, Masakazu
- 633-644 Expansion and consolidation of bancassurance in the 21st century
by Chen, Zhian & Li, Donghui & Liao, Li & Moshirian, Fariborz & Szablocs, Csaba
- 645-661 International stock markets interactions and conditional correlations
by Savva, Christos S.
- 662-674 Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off
by Granville, Brigitte & Mallick, Sushanta
- 675-691 An event study analysis of international ventures between banks and insurance firms
by Staikouras, Sotiris K.
- 692-711 The confusing time-series behaviour of real exchange rates: Are asymmetries important?
by McMillan, David G.
- 712-727 Speculative trading and stock returns: A stochastic dominance analysis of the Chinese A-share market
by Fong, Wai Mun
July 2009, Volume 19, Issue 3
- 415-431 The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets
by Kim, Suk-Joong & Nguyen, Do Quoc Tho
- 432-446 Foreign-exchange intervention strategies and market expectations: insights from Japan
by Gnabo, Jean-Yves & Teiletche, Jérôme
- 447-460 Do real interest rates converge? Evidence from the European union
by Arghyrou, Michael G. & Gregoriou, Andros & Kontonikas, Alexandros
- 461-476 Stock market liberalization and international risk sharing
by Iwata, Shigeru & Wu, Shu
- 477-489 Exchange rate regimes and prices: The cases of Italy, Spain and the United Kingdom (1874-1998)
by Gadea, María Dolores & Kaabia, Monia Ben & Sabaté, Marcela
- 490-505 Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility
by Hillebrand, Eric & Schnabl, Gunther & Ulu, Yasemin
- 506-519 Financial market stability--A test
by Baur, Dirk G. & Schulze, Niels
- 520-533 Explaining the equity premium in Hong Kong with C-CAPM: The use of emigration growth as an instrument
by Tam, Henry & Lai, Liona
- 534-549 The UK equity market around the ex-split date
by Kalotychou, Elena & Staikouras, Sotiris K. & Zagonov, Maxim
- 550-564 Liquidity minimization and cross-listing choice: Evidence based on Canadian shares cross-listed on U.S. venues
by Kryzanowski, Lawrence & Lazrak, Skander
April 2009, Volume 19, Issue 2
- 207-221 Further on nonlinearity, persistence, and integration properties of real exchange rates
by Kiliç, Rehim
- 222-239 Emerging markets' spreads and global financial conditions
by Ciarlone, Alessio & Piselli, Paolo & Trebeschi, Giorgio
- 240-257 Banking regulation and the output cost of banking crises
by Angkinand, Apanard P.
- 258-273 Forward interest rate premium and asymmetric adjustment: Evidence from 16 countries
by McMillan, David G.
- 274-288 European bank equity risk: 1995-2006
by Haq, Mamiza & Heaney, Richard
- 289-305 Changes in the international comovement of stock returns and asymmetric macroeconomic shocks
by Kizys, Renatas & Pierdzioch, Christian
- 306-320 Foreign exchange exposure: Evidence from the U.S. insurance industry
by Li, Donghui & Moshirian, Fariborz & Wee, Timothy & Wu, Eliza
- 321-335 Identification of a loan supply function: A cross-country test for the existence of a bank lending channel
by Brissimis, Sophocles N. & Delis, Manthos D.
- 336-350 RIP and the shift toward a monetary union: Looking for a "euro effect" by a structural break analysis with panel data
by Maveyraud-Tricoire, Samuel & Rous, Philippe
- 351-370 Banking industry volatility and banking crises
by Moshirian, Fariborz & Wu, Qiongbing
- 371-386 External commitment mechanisms, institutions, and FDI in GCC countries
by Mina, Wasseem
- 387-401 The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market
by McGroarty, Frank & ap Gwilym, Owain & Thomas, Stephen
- 402-413 Sectoral analysis of foreign direct investment and growth in the developed countries
by Vu, Tam Bang & Noy, Ilan
February 2009, Volume 19, Issue 1
- 1-15 Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector
by Drake, Leigh & Hall, Maximilian J.B. & Simper, Richard
- 16-32 Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures
by Au Yong, Hue Hwa & Faff, Robert & Chalmers, Keryn
- 33-46 Sudden changes in volatility: The case of five central European stock markets
by Wang, Ping & Moore, Tomoe
- 47-62 Policy coordination and risk premium in foreign exchange markets for major EU currencies
by Phengpis, Chanwit & Nguyen, Vanthuan
- 63-76 Corporate control rights and the long-run equity risk premium
by Salomons, Roelof & Sterken, Elmer
- 77-93 Price discovery in Taiwan's foreign exchange market
by Wan, Jer-Yuh & Kao, Chung-Wei
- 94-111 Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan
by Gnabo, Jean-Yves & Laurent, Sébastien & Lecourt, Christelle
- 112-127 Central bank FOREX interventions assessed using realized moments
by Beine, Michel & Laurent, Sébastien & Palm, Franz C.
- 128-139 Financial structure change and banking income: A Canada-U.S. comparison
by Calmès, Christian & Liu, Ying
- 140-156 On the robustness of international portfolio diversification benefits to regime-switching volatility
by Flavin, Thomas J. & Panopoulou, Ekaterini
- 157-170 Rate of return parity and currency crises in experimental asset markets
by Childs, Jason
- 171-187 Stock prices and demand for money in China: New evidence
by Baharumshah, Ahmad Zubaidi & Mohd, Siti Hamizah & Yol, Marial Awou
- 188-205 Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter?
by Neely, Christopher J.
December 2008, Volume 18, Issue 5
- 399-412 Interest rate futures and forwards: Evidence from the sterling futures and FRA markets
by Poskitt, Russell
- 413-424 Long-run PPP in a system context: No favorable evidence after all for the U.S., Germany, and Japan
by Cushman, David O.
- 425-437 Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
by Qiao, Zhuo & Chiang, Thomas C. & Wong, Wing-Keung
- 438-448 Further evidence on the rationality of interest rate expectations
by Jongen, Ron & Verschoor, Willem F.C.
- 449-465 Volatility forecasting: Intra-day versus inter-day models
by Angelidis, Timotheos & Degiannakis, Stavros
- 466-482 Who benefits more from international diversification?
by Chiou, Wan-Jiun Paul
- 483-497 Cost efficiency of the banking industry in the South Eastern European region
by Staikouras, Christos & Mamatzakis, Emmanuel & Koutsomanoli-Filippaki, Anastasia
- 498-512 A common factor analysis for the US and the German stock markets during overlapping trading hours
by Flad, Michael & Jung, Robert C.
- 513-526 Banks' procyclical behavior: Does provisioning matter?
by Bouvatier, Vincent & Lepetit, Laetitia
- 527-544 Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets
by Lim, Kian-Ping & Brooks, Robert D. & Hinich, Melvin J.
- 545-556 Market timing: A global endeavor
by Rodriguez, Javier
- 557-565 Bank runs, foreign exchange reserves and credibility: When size does not matter
by Miller, Victoria
October 2008, Volume 18, Issue 4
- 305-312 Long memory in the volatility of an emerging equity market: The case of Turkey
by DiSario, Robert & Saraoglu, Hakan & McCarthy, Joseph & Li, Hsi
- 313-325 Market structure and dealers' quoting behavior in the foreign exchange market
by Ding, Liang
- 326-343 Robust outlier detection for Asia-Pacific stock index returns
by Ané, Thierry & Ureche-Rangau, Loredana & Gambet, Jean-Benoît & Bouverot, Julien
- 344-357 Foreign exchange intervention and equilibrium real exchange rates
by Sideris, Dimitrios A.
- 358-373 Testing the forward rate unbiasedness hypothesis during the 1920s
by Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P.
- 374-387 Chinese institutional investors' sentiment
by Kling, Gerhard & Gao, Lei
- 388-397 The stability-concentration relationship in the Brazilian banking system
by Chang, E.J. & Guerra, S.M. & Lima, E.J.A. & Tabak, B.M.
July 2008, Volume 18, Issue 3
- 207-215 Explaining the European exchange rates deviations: Long memory or non-linear adjustment?
by Dufrénot, Gilles & Lardic, Sandrine & Mathieu, Laurent & Mignon, Valérie & Péguin-Feissolle, Anne
- 216-235 Does trading volume really explain stock returns volatility?
by Ané, Thierry & Ureche-Rangau, Loredana
- 236-244 The long swings in the spot exchange rates and the complex unit roots hypothesis
by Al-Zoubi, Haitham A.
- 245-258 Market segmentation and equity valuation: Comparing Canada and the United States
by King, Michael R. & Segal, Dan
- 259-271 Dependence structure between the credit default swap return and the kurtosis of the equity return distribution: Evidence from Japan
by Chen, Yi-Hsuan & Tu, Anthony H. & Wang, Kehluh
- 272-289 Evidence of non-stationary bias in scaling by square root of time: Implications for Value-at-Risk
by Saadi, Samir & Rahman, Abdul
- 290-303 Too-big-to-fail: Bank failure and banking policy in Jamaica
by Daley, J. & Matthews, K. & Whitfield, K.
April 2008, Volume 18, Issue 2
- 107-120 Expiration day effects of Taiwan index futures: The case of the Singapore and Taiwan Futures Exchanges
by Chung, Huimin & Hseu, Mei-Maun
- 121-136 Bank-specific, industry-specific and macroeconomic determinants of bank profitability
by Athanasoglou, Panayiotis P. & Brissimis, Sophocles N. & Delis, Matthaios D.
- 137-146 The purchasing power parity revisited: New evidence for 16 OECD countries from panel unit root tests with structural breaks
by Narayan, Paresh Kumar
- 147-160 Impact of IMF-related news on capital markets: Further evidence from bond spreads in Indonesia and Korea
by Evrensel, Ayse Y. & Kutan, Ali M.
- 161-175 Convergence in the activities of European banks
by Dahl, Drew & Shrieves, Ronald E. & Spivey, Michael F.
- 176-190 Investor demand for IPOs and aftermarket performance: Evidence from the Hong Kong stock market
by Agarwal, Sumit & Liu, Chunlin & Rhee, S. Ghon
- 191-206 Understanding international portfolio diversification and turnover rates
by Amadi, Amir A. & Bergin, Paul R.
February 2008, Volume 18, Issue 1
- 1-15 Asymmetric variance and spillover effects: Regime shifts in the Spanish stock market
by Miralles Marcelo, Jose Luis & Quiros, Jose Luis Miralles & Quiros, Maria del Mar Miralles
- 16-30 Contrarian and momentum returns on Iran's Tehran Stock Exchange
by Foster, Kevin R. & Kharazi, Ali
- 31-45 Comovements in international stock markets
by Morana, Claudio & Beltratti, Andrea
- 46-63 Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression
by Marcucci, Juri & Quagliariello, Mario
- 64-78 Sovereign default risk, the IMF and creditor moral hazard
by Noy, Ilan
- 79-93 Swap curve dynamics across markets: Case of US dollar versus HK dollar
by Huang, Ying & Neftci, Salih N. & Guo, Feng
- 94-105 Efficiency in emerging markets--Evidence from the MENA region
by Lagoarde-Segot, Thomas & Lucey, Brian M.
December 2007, Volume 17, Issue 5
- 403-419 Global monetary policy shocks in the G5: A SVAR approach
by Sousa, Joao Miguel & Zaghini, Andrea
- 420-436 Characteristics and behavior of newly listed firms: Evidence from the Asia-Pacific region
by Ferris, Stephen P. & Jayaraman, Narayanan & Sabherwal, Sanjiv
- 437-451 Exchange rate fluctuations, financing constraints, hedging, and exports: Evidence from firm level data
by Dekle, Robert & Ryoo, Heajin H.
- 452-464 Are international stock returns predictable?: An examination of linear and non-linear predictability using generalized spectral tests
by McPherson, Matthew Q. & Palardy, Joseph
October 2007, Volume 17, Issue 4
- 307-325 Macroeconomic news and exchange rates
by Pearce, Douglas K. & Solakoglu, M. Nihat
- 326-340 Is there market discipline for New Zealand non-bank financial institutions?
by Hess, Kurt & Feng, Gary
- 341-360 Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan
by Kim, Suk-Joong
- 361-371 ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation?
by Grossmann, Axel & Ozuna, Teofilo & Simpson, Marc W.
- 372-386 Uncertainty and international debt maturity
by Valev, Neven T.
- 387-402 Explaining when developing countries liberalize their financial equity markets
by Kim, Bonghoon & Kenny, Lawrence W.
July 2007, Volume 17, Issue 3
- 213-230 Deconstructing the Nasdaq bubble: A look at contagion across international stock markets
by Hon, Mark T. & Strauss, Jack K. & Yong, Soo-Keong
- 231-245 Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries
by Hammoudeh, Shawkat & Choi, Kyongwook
- 246-260 Are foreign issuers complying with Regulation Fair Disclosure?
by Mathew, Prem G. & Michayluk, David & Kofman, Paul
- 261-276 Fiscal policy events and interest rate swap spreads: Evidence from the EU
by Afonso, Antonio & Strauch, Rolf
- 277-290 Are the China-related stock markets segmented with both world and regional stock markets?
by Wang, Yuenan & Iorio, Amalia Di
- 291-306 Why do central banks intervene secretly?: Preliminary evidence from the BoJ
by Beine, Michel & Bernal, Oscar
April 2007, Volume 17, Issue 2
- 125-139 A re-examination of international inflation convergence over the modern float
by Crowder, William J. & Phengpis, Chanwit
- 140-151 Relations between mutual fund flows and stock market returns in Korea
by Oh, Natalie Y. & Parwada, Jerry T.
- 152-166 Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests
by Narayan, Paresh Kumar & Smyth, Russell
- 167-179 On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis
by Kim, Sangbae & In, Francis
- 180-197 Currency futures-spot basis and risk premium
by Inci, Ahmet Can & Lu, Biao
- 198-211 The innovations of e-mini contracts and futures price volatility components: The empirical investigation of S&P 500 stock index futures
by Tu, Anthony H. & Wang, Ming-Chun
February 2007, Volume 17, Issue 1
December 2006, Volume 16, Issue 5
- 397-410 Home bias among European investors from a Bayesian perspective
by Asgharian, Hossein & Hansson, Bjorn
- 411-424 Dynamic volatility and external security related shocks: The case of the Athens Stock Exchange
by Athanassiou, Emmanuel & Kollias, Christos & Syriopoulos, Theodore
- 425-445 Consolidation, scale economies and technological change in Japanese banking
by Tadesse, Solomon
- 446-467 Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australia's interventions 1986-2003
by Kim, Suk-Joong & Pham, Cyril Minh Dao
- 468-479 An empirical study to identify shift contagion during the Asian crisis
by Marais, E. & Bates, S.
October 2006, Volume 16, Issue 4
Printed from https://ideas.repec.org/s/eee/intfin8.html
