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 2006, Volume 16, Issue 4
July 2006, Volume 16, Issue 3
- 199-214 On the conditional pricing effects of beta, size, and book-to-market equity in the Hong Kong market
by Ho, Ron Yiu-wah & Strange, Roger & Piesse, Jenifer
- 215-230 Bidder behavior in central bank repo auctions: Evidence from the Bundesbank
by Linzert, Tobias & Nautz, Dieter & Breitung, Jorg
- 231-245 Relative performance of bid-ask spread estimators: Futures market evidence
by Anand, Amber & Karagozoglu, Ahmet K.
- 246-269 The impacts of index rebalancing and their implications: Some new evidence from Japan
by Liu, Shinhua
- 270-282 Market timing wealth effects of American Depository Receipts: The cases of emerging and developed market issues
by Schaub, Mark & Highfield, Michael J.
- 283-299 Risk and return implications from investing in emerging European stock markets
by Syriopoulos, Theodore
April 2006, Volume 16, Issue 2
- 87-103 Implied volatility linkages among major European currencies
by Nikkinen, Jussi & Sahlstrom, Petri & Vahamaa, Sami
- 104-122 Performance comparison between exchange-traded funds and closed-end country funds
by Harper, Joel T. & Madura, Jeff & Schnusenberg, Oliver
- 123-142 Does herding behavior exist in Chinese stock markets?
by Demirer, RIza & Kutan, Ali M.
- 143-154 Testing for long-run PPP in a system context: Evidence for the US, Germany and Japan
by Sideris, Dimitrios
- 155-179 The equity premium and market integration: Evidence from international data
by Shackman, Joshua D.
- 180-197 Empirical analysis of GARCH models in value at risk estimation
by So, Mike K.P. & Yu, Philip L.H.
February 2006, Volume 16, Issue 1
- 1-3 Measuring and assessing the effects and extent of international bond market integration
by Lucey, Brian M. & Steeley, James
- 4-22 The performance and diversification benefits of funds of hedge funds
by Denvir, Emily & Hutson, Elaine
- 23-40 Volatility spillovers and dynamic correlation in European bond markets
by Skintzi, Vasiliki D. & Refenes, Apostolos N.
- 41-56 Dynamics of bond market integration between established and accession European Union countries
by Kim, Suk-Joong & Lucey, Brian M. & Wu, Eliza
- 57-70 Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region
by Batten, Jonathan A. & Fetherston, Thomas A. & Hoontrakul, Pongsak
- 71-86 Volatility transmission between stock and bond markets
by Steeley, James M.
December 2005, Volume 15, Issue 5
- 391-406 Long-memory dynamics in a SETAR model - applications to stock markets
by Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne
- 407-424 Intradaily volatility and adjustment
by Theobald, Michael & Yallup, Peter
- 425-436 Cournot model of brokered FX trading
by Ulibarri, Carlos A. & Anselmo, Peter C. & Trabatti, Mauro X.
- 437-453 Corporate bankruptcies and official bail-outs: A cost-benefit analysis
by Kenc, Turalay & Ozkan, Aydin & Ozkan, F. Gulcin
- 455-468 An empirical examination of the benefits of international diversification
by Fletcher, Jonathan & Marshall, Andrew
- 469-480 Arbitrage opportunities in the depositary receipts market: Myth or reality?
by Suarez, E. Dante
October 2005, Volume 15, Issue 4
July 2005, Volume 15, Issue 3
- 189-207 Currency risk in excess equity returns: a multi time-varying beta approach
by Lim, G.C.
- 209-228 Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance
by Bekiros, Stelios D. & Georgoutsos, Dimitris A.
- 229-254 An error correction factor model of term structure slopes in international swap markets
by Abad, Pilar & Novales, Alfonso
- 255-270 Current account, exchange rate dynamics and the predictability: the experience of Malaysia and Singapore
by Baharumshah, Ahmad Zubaidi & Masih, A. Mansur M.
- 271-284 Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects
by Arago, Vicent & Nieto, Luisa
April 2005, Volume 15, Issue 2
- 91-106 Stock market linkages in emerging markets: implications for international portfolio diversification
by Phylaktis, Kate & Ravazzolo, Fabiola
- 107-124 Cross-market linkages between U.S. and Japanese precious metals futures trading
by Xu, Xiaoqing Eleanor & Fung, Hung-Gay
- 125-140 A note on common methods used to estimate foreign exchange exposure
by Martin, Anna D. & Mauer, Laurence J.
- 141-157 Bank provisioning behaviour and procyclicality
by Bikker, J.A. & Metzemakers, P.A.J.
- 159-171 Endogenous liquidity in emerging markets
by Redding, Lee
- 173-188 Financial markets and economic growth in Greece, 1986-1999
by Hondroyiannis, George & Lolos, Sarantis & Papapetrou, Evangelia
January 2005, Volume 15, Issue 1
- 1-20 Valuation of financial versus non-financial firms: a global perspective
by Foerster, Stephen R. & Sapp, Stephen G.
- 21-38 Real or monetary? The US/UK real exchange rate, 1921-2002
by Kanas, Angelos
- 39-54 International bond market linkages: a structural VAR analysis
by Yang, Jian
- 55-72 Cost efficiency in the Latin American and Caribbean banking systems
by Carvallo, Oscar & Kasman, Adnan
- 73-87 Are emerging equity markets responsive to cross-country macroeconomic movements?: Evidence from Latin America
by Verma, Rahul & Ozuna, Teofilo
- 89-89 Erratum to "Return and risk interactions in Chinese stock markets" [J. Int. Financial Markets Inst. Money 14 (2004) 367-384]
by Wang, Ping & Liu, Aying & Wang, Peijie
December 2004, Volume 14, Issue 5
- 401-418 Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates
by Baillie, Richard T. & Cecen, Aydin A. & Erkal, Cahit & Han, Young-Wook
- 419-438 The market's view on the probability of banking sector failure: cross-country comparisons
by Bystrom, Hans N. E.
- 439-454 External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR
by Tillmann, Peter
- 455-471 Dynamic and asymmetric impacts of macroeconomic fundamentals on an integrated stock market
by Hess, Martin K.
- 473-490 Alternative settlement methods and Australian individual share futures contracts
by Lien, Donald & Yang, Li
- 491-505 Daily volatility behavior in Chinese futures markets
by Chan, Kam C. & Fung, Hung-Gay & Leung, Wai K.
October 2004, Volume 14, Issue 4
- 295-311 Bolsa or NYSE: price discovery for Mexican shares
by von Furstenberg, George M. & Tabora, Carlos B.
- 313-328 Evidence to support the four-factor pricing model from the Canadian stock market
by L'Her, Jean-Francois & Masmoudi, Tarek & Suret, Jean-Marc
- 329-349 League table: a study of the competition to underwrite floating rate debt
by Ang, James S. & Zhang, Shaojun
- 351-365 International financial services: determinants of banks' foreign assets held by non-banks
by Moshirian, Fariborz & Sadeh, Ilan & Zein, Jason
- 367-383 Return and risk interactions in Chinese stock markets
by Wang, Ping & Liu, Aying & Wang, Peijie
- 385-400 Market capitalisation, cross-correlations, the lead/lag structure and microstructure effects in the Indian stock market
by Poshakwale, Sunil & Theobald, Michael
July 2004, Volume 14, Issue 3
- 203-219 Banking competition and macroeconomic conditions: a disaggregate analysis
by Coccorese, Paolo
- 221-233 The future of cash: falling legal use and implications for government policy
by Humphrey, David & Kaloudis, Aris & Owre, Grete
- 235-254 Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world
by Wang, Steven Shuye & Firth, Michael
- 255-266 Who owns the major US subsidiaries of foreign banks?: A note
by Tschoegl, Adrian E.
- 267-280 Do you really want to ask an underwriter how much money you should leave on the table?
by Dimovski, William & Brooks, Robert
- 281-294 Do birds of the same feather flock together?: The case of the Chinese states equity markets
by Hatemi-J, Abdulnasser & Roca, Eduardo D.
April 2004, Volume 14, Issue 2
- 105-115 A note on the time-series relationship between market industry concentration and market volatility
by Xing, Xuejing
- 117-134 Structural breaks and their trace in the memory: Inflation rate series in the long-run
by Gadea, Maria Dolores & Sabate, Marcela & Serrano, Jose Maria
- 135-164 Monetary policy implications of comovements among long-term interest rates
by Laopodis, Nikiforos T.
- 165-183 Growth, financial development, societal norms and legal institutions
by Garretsen, Harry & Lensink, Robert & Sterken, Elmer
- 185-201 How important are fundamentals?--Evidence from a structural VAR model for the stock markets in the US, Japan and Europe
by Binswanger, Mathias
February 2004, Volume 14, Issue 1
- 1-24 FOREX risk premia and policy uncertainty: a recursive utility analysis
by Evans, Lynne & Kenc, Turalay
- 25-36 The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan
by Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg
- 37-54 Leverage, insider ownership, and the underpricing of IPOs in China
by Su, Dongwei
- 55-73 International equity flows and developing markets: the asian financial market crisis revisited
by Lin, Anchor Y. & Swanson, Peggy E.
- 75-86 Selectively hedging the US dollar with foreign exchange futures contracts
by Simpson, Marc W.
- 87-98 In search of overshooting and bandwagons in exchange rates
by Pippenger, John
- 99-104 Bandwagon effects and run patterns in exchange rates once more
by Rotheli, Tobias F.
December 2003, Volume 13, Issue 5
- 419-427 Central bank intervention and feedback traders
by Westerhoff, Frank H.
- 429-449 Bank deregulation is better than mergers
by Valverde, S. Carbo & Humphrey, David B. & Fernandez, F. Rodriguez
- 451-479 Analyzing firms' strategic investment decisions in a real options' framework
by Botteron, Pascal & Chesney, Marc & Gibson-Asner, Rajna
- 481-502 Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon
by Nam, Kiseok & Pyun, Chong Soo & Kim, Sei-Wan
- 503-524 Coexistence of disposition investors and momentum traders in stock markets: experimental evidence
by Oehler, Andreas & Heilmann, Klaus & Lager, Volker & Oberlander, Michael
- 525-537 Hysteresis and cyclical adjustment in the stock markets: the macroeconomic effects of technological progress
by Gazioglu, Saziye & McCausland, W. David
October 2003, Volume 13, Issue 4
- 291-311 Can currency risk be a source of risk premium in explaining forward premium puzzle?: Evidence from Asia-Pacific forward exchange markets
by Tai, Chu-Sheng
- 313-323 Target zones, reserve crises, and inverted S-curves
by Cornell, Christopher M.
- 325-353 The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market
by Asgharian, Hossein & Hansson, Bjorn
- 355-381 Taiwan stock market and four-moment asset pricing model
by Chiao, Chaoshin & Hung, Ken & Srivastava, Suresh C.
- 383-399 Spillovers of stock return volatility to Asian equity markets from Japan and the US
by Miyakoshi, Tatsuyoshi
- 401-417 The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International
by Chelley-Steeley, Patricia
July 2003, Volume 13, Issue 3
- 187-209 The Barings crises of 1890 and 1995: causes, courses, consequences and the danger of domino effects
by Kornert, Jan
- 211-236 Risk premia in the term structure of interest rates: a panel data approach
by Bams, Dennis & Wolff, Christian C. P.
- 237-254 Integration and interdependence of stock and foreign exchange markets: an Australian perspective
by Shamsuddin, Abul F. M. & Kim, Jae H.
- 255-269 Exchange rate exposure and valuation effects of cross-border acquisitions
by Akhigbe, Aigbe & Martin, Anna D. & Newman, Melinda
- 271-289 Gold factor exposures in international asset pricing
by Davidson, Sinclair & Faff, Robert & Hillier, David
April 2003, Volume 13, Issue 2
- 85-112 Information arrivals and intraday exchange rate volatility
by Chang, Yuanchen & Taylor, Stephen J.
- 113-136 Models of exchange rate expectations: how much heterogeneity?
by Benassy-Quere, Agnes & Larribeau, Sophie & MacDonald, Ronald
- 137-156 Modeling foreign exchange intervention: stock versus stock adjustment
by Pippenger, John
- 157-170 Determinants of short-term debt: a note
by Buch, Claudia M. & Lusinyan, Lusine
- 171-186 Contagion and causality: an empirical investigation of four Asian crisis episodes
by Sander, Harald & Kleimeier, Stefanie
February 2003, Volume 13, Issue 1
- 1-18 Beta and returns revisited: Evidence from the German stock market
by Elsas, Ralf & El-Shaer, Mahmoud & Theissen, Erik
- 19-37 The post-privatization financial performance of former state-owned enterprises
by Comstock, Arthur & Kish, Richard J. & Vasconcellos, Geraldo M.
- 39-55 Stress testing using VaR approach--a case for Asian currencies
by Tan, Kok-Hui & Chan, Inn-Leng
- 57-67 The term structure of deviations from the interest parity
by Drakos, Konstantinos
- 69-84 A performance analysis of Australian international equity trusts
by Benson, Karen L. & Faff, Robert W.
2002, Volume 12, Issue 4-5
- 291-297 Introduction to the special issue
by Tschoegl, Adrian E.
- 299-320 Openness, profit opportunities and foreign banking
by Dopico, Luis G. & Wilcox, James A.
- 321-340 Banks and the emergence of Hong Kong as an international financial center
by Schenk, Catherine R.
- 341-357 Factors influencing the performance of foreign-owned banks in New Zealand
by Minh To, Huong & Tripe, David
- 359-375 The impact of competition on the operations of foreign banks in Australia in the post-deregulation period
by Wright, April
- 377-397 The internationalization of Australian banks
by Merrett, D. T.
- 399-417 A decade of internationalization: the experience of an Australian retail bank
by Fung, Justin G. & Bain, Elisa A. & Onto, John G. & Harper, Ian R.
- 419-440 The stock market reaction to cross-border acquisitions of financial services firms: an analysis of Canadian banks
by Bessler, Wolfgang & Murtagh, James P.
July 2002, Volume 12, Issue 3
- 183-200 On measuring volatility and the GARCH forecasting performance
by Barucci, Emilio & Reno, Roberto
- 201-215 Price discovery and the international flow of information
by Howe, John S. & Ragan, Kent P.
- 216-230 Using simulated currency rainbow options to evaluate covariance matrix forecasts
by Bystrom, Hans N. E.
- 231-252 Corporate focus versus diversification: the role of growth opportunities and cashflow
by Ferris, Stephen P. & Sen, Nilanjan & Lim, Chee Yeow & Yeo, Gillian H. H.
- 253-278 Components of execution costs: evidence of asymmetric information at the Mexican Stock Exchange
by Silva, Ana Cristina & Chavez, Gonzalo
- 279-289 On the linkage of real interest rates between the US and Canada: some additional empirical evidence
by Yamada, Hiroshi
April 2002, Volume 12, Issue 2
February 2002, Volume 12, Issue 1
- 1-17 Structural changes in Australian bank risk
by Dennis, Steven A. & Jeffrey, Andrew
- 19-31 Do time deposits prevent bank runs?
by Niinimaki, Juha-Pekka
- 33-58 Cost and profit efficiency in European banks
by Maudos, Joaquin & Pastor, Jose M. & Perez, Francisco & Quesada, Javier
- 59-80 Risk profiles: how do they change when stock markets collapse?
by Rendu de Lint, Christel
- 81-99 An empirical comparison of quoted and implied bid-ask spreads on futures contracts
by ap Gwilym, Owain & Thomas, Stephen
June 2001, Volume 11, Issue 2
- 115-136 Quote revision and information flow among foreign exchange dealers
by Wang, Jian-Xin
- 137-146 Liquidity and the turn-of-the-month effect: evidence from Finland
by Booth, G. Geoffrey & Kallunki, Juha-Pekka & Martikainen, Teppo
- 147-165 A test of the accuracy of the Lee/Ready trade classification algorithm
by Theissen, Erik
- 167-197 Estimation for factor models of term structure of interest rates with jumps: the case of the Taiwanese government bond market
by Lin, Bing-Huei & Yeh, Shih-Kuo
- 199-214 On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules
by Lee, Chun I. & Pan, Ming-Shiun & Liu, Y. Angela
- 215-222 GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume
by Brooks, Robert D. & Faff, Robert W. & Fry, Tim R. L.
- 223-237 A model for determining mispricing of sovereign risk loans
by Sanders, Thomas B. & Barrett, W. Brian & Palmer, Michael
- 239-240 Erratum to "The effect of interventions on realignment probabilities": [Journal of International Financial Markets, Institutions and Money 10 (2000) 323-347]
by Gabriela Mundaca, B.
March 2001, Volume 11, Issue 1
- 1-28 Global equity styles and industry effects: the pre-eminence of value relative to size
by Kuo, Weiyu & E. Satchell, Stephen
- 29-52 The spot-forward relationship revisited: an ERM perspective
by MacDonald, Ronald & Moore, Michael J.
- 53-63 Foreign bank penetration of newly opened markets in the Nordic countries
by Engwall, Lars & Marquardt, Rolf & Pedersen, Torben & Tschoegl, Adrian E.
- 65-73 Market changes and spread components, implications for international markets
by McInish, Thomas H. & Van Ness, Bonnie F. & Van Ness, Robert A.
- 75-96 Inflation and rates of return on stocks: evidence from high inflation countries
by Choudhry, Taufiq
- 97-113 Diversification gains from American depositary receipts and foreign equities: evidence from Australian stocks
by Alaganar, V. T. & Bhar, Ramaprasad
December 2000, Volume 10, Issue 3-4
- 225-228 Central bank intervention
by Baillie, Richard T.
- 229-247 Foreign reserve and money dynamics with asset portfolio adjustment: international evidence
by Glick, Reuven & Hutchison, Michael M.
- 249-262 Stochastic intramarginal interventions in target zones
by Torres, Jose L.
- 263-274 Bundesbank intervention effects through interest rate policy
by Booth, G. Geoffrey & Kaen, Fred R. & Koutmos, Gregory & Sherman, Heidemarie C.
- 275-286 Time-varying foreign-exchange risk and central bank intervention: estimating profits from intervention and speculation
by Sjoo, Boo & Sweeney, Richard J.
- 287-302 The United States as an informed foreign-exchange speculator
by Humpage, Owen F.
- 303-322 Central bank intervention and exchange rates: the case of Sweden
by Aguilar, Javiera & Nydahl, Stefan
- 323-347 The effect of interventions on realignment probabilities
by Gabriela Mundaca, B.
- 349-362 Central bank interventions and exchange rates: an analysis with high frequency data
by Morana, Claudio & Beltratti, Andrea
- 363-379 Deviations from daily uncovered interest rate parity and the role of intervention
by Baillie, Richard T. & Osterberg, William P.
- 381-405 Central bank intervention and exchange rate volatility -- Australian evidence
by Kim, Suk-Joong & Kortian, Tro & Sheen, Jeffrey
- 407-421 Intervention from an information perspective
by Baillie, Richard T. & Humpage, Owen F. & Osterberg, William P.
June 2000, Volume 10, Issue 2
- 107-130 Intraday and interday volatility in the Japanese stock market
by Andersen, Torben G. & Bollerslev, Tim & Cai, Jun
- 131-150 Cross-sectional variations in the degree of global integration: the case of Russian equities
by Fedorov, Pavel & Sarkissian, Sergei
- 151-161 Limiting differences between forward and futures prices in a Lucas consumption model
by Wiener, Zvi & Benninga, Simon & Protopapadakis, Aris
- 163-180 The fractal structure of exchange rates: measurement and forecasting
by Richards, Gordon R.
- 181-197 Devaluation-risk-related peso problems in stock returns
by Penttinen, Aku
- 199-212 Further evidence on alternative continuous time models of the short-term interest rate
by Episcopos, Athanasios
- 213-223 A structural time series test of the monetary model of exchange rates under the German hyperinflation
by Moosa, Imad A.
January 2000, Volume 10, Issue 1
- 1-8 Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models
by Wolff, Christian C. P.
- 9-30 Analysis of systemic risk in multilateral net settlement systems
by Chakravorti, Sujit
- 31-42 Competition from the limit order book and NYSE spreads
by Phillips Kugele, Lynn & McInish, Thomas H. & Van Ness, Bonnie F. & Van Ness, Robert A.
- 43-67 Return behavior and pricing of American depositary receipts
by Kumar Patro, Dilip
- 69-82 Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM
by Ma, Yue & Kanas, Angelos
- 83-106 An examination of causality and predictability between Australian domestic and offshore interest rates
by Tan Hock Ann, Albert & Alles, Lakshman
November 1999, Volume 9, Issue 4
- 335-357 Characteristics of the order flow through an electronic open limit order book
by Brown, Philip & Thomson, Nathanial & Walsh, David
- 359-376 Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?
by Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa
- 377-391 Assessing competitive conditions in the Greek banking system
by Hondroyiannis, George & Lolos, Sarantis & Papapetrou, Evangelia
- 393-405 Cointegration analysis of the intensity of the ERM currencies under the European Monetary System
by Woo, Kai-Yin
- 407-422 Combining conditional volatility forecasts using neural networks: an application to the EMS exchange rates
by Hu, Michael Y. & Tsoukalas, Christos
August 1999, Volume 9, Issue 3
- 223-246 Banks recapitalization policies in Japan and their impact on the market
by Daigo, Satoshi & Yonetani, Tatsuya & Marumo, Kouhei
- 267-283 A multivariate analysis of the determinants of Moody's bank financial strength ratings
by Poon, Winnie P. H. & Firth, Michael & Fung, Hung-Gay
- 285-301 The x-efficiency and allocative efficiency effects of credit union mergers
by Garden, Kaylee A. & Ralston, Deborah E.
- 303-320 Malmquist indices of productivity change in Australian financial services
by Worthington, Andrew C.
- 321-333 A preliminary look at gains from asset securitization
by Thomas, Hugh
April 1999, Volume 9, Issue 2
- 115-128 Asymmetric information and the bid-ask spread: an empirical comparison between automated order execution and open outcry auction
by Wang, Jianxin
- 129-147 Local and global price memory of international stock markets
by Knif, Johan & Pynnonen, Seppo
- 149-161 The information in the Mexican term structure of interest rates: capital market implications
by Gonzalez, Jorge & Spencer, Roger & Walz, Daniel
- 163-182 Factor price misspecification in bank cost function estimation
by Mountain, Dean C. & Thomas, Hugh
- 183-193 A test of purchasing power parity for emerging economies
by Salehizadeh, Mehdi & Taylor, Robert
January 1999, Volume 9, Issue 1
- 1-18 Modeling asset market volatility in a small market:: Accounting for non-synchronous trading effects
by Lange, Stephen
- 19-31 A monetary policy feedback rule in Korea's fast-growing economy
by Dueker, Michael & Kim, Gyuhan
- 33-59 The dynamic relationship of volatility, volume, and market depth in currency futures markets
by Fung, Hung-Gay & Patterson, Gary A.
- 61-74 Causal relations among stock returns and macroeconomic variables in a small, open economy
by Gjerde, Oystein & Saettem, Frode
December 1998, Volume 8, Issue 3-4
- 219-223 Introduction to the international market microstructure issue
by Lyons, Richard K.
- 225-241 The liquidity of automated exchanges: new evidence from German Bund futures
by Frino, Alex & McInish, Thomas H. & Toner, Martin
- 243-260 Price discovery in high and low volatility periods: open outcry versus electronic trading
by Martens, Martin
- 261-276 A change in market microstructure: the switch to electronic screen trading on the New Zealand stock exchange
by Blennerhassett, Michael & Bowman, Robert G.
- 277-298 Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong
by Brockman, Paul & Chung, Dennis Y.
- 299-324 Two months in the life of several gilt-edged market makers on the London Stock Exchange
by Vitale, Paolo
- 325-356 Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares
by Chakravarty, Sugato & Sarkar, Asani & Wu, Lifan
- 357-376 Put-call parity revisited: intradaily tests in the foreign currency options market
by El-Mekkaoui, Mazen & Flood, Mark D.
- 377-391 Price clustering and bid-ask spreads in international bond futures
by ap Gwilym, Owain & Clare, Andrew & Thomas, Stephen
Printed from https://ideas.repec.org/s/eee/intfin9.html
