Journal of International Financial Markets, Institutions and Money

1997 - 2008

Edited by I. Mathur and C. J. Neely

from Elsevier
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Central bank intervention and feedback traders pp. 419-427: Frank Westerhoff
Bank deregulation is better than mergers pp. 429-449: Santiago Carbo, David B. Humphrey and Francisco Rodríguez Fernández
Analyzing firms' strategic investment decisions in a real options' framework pp. 451-479: Pascal Botteron, Marc Chesney and Gibson-Asner, Rajna
Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon pp. 481-502: Kiseok Nam, Chong Soo Pyun and Kim, Sei-Wan
Coexistence of disposition investors and momentum traders in stock markets: experimental evidence pp. 503-524: Andreas Oehler, Klaus Heilmann, Volker Lager and Michael Oberlander
Hysteresis and cyclical adjustment in the stock markets: the macroeconomic effects of technological progress pp. 525-537: Saziye Gazioglu and W. David McCausland

Can currency risk be a source of risk premium in explaining forward premium puzzle?: Evidence from Asia-Pacific forward exchange markets pp. 291-311: Tai, Chu-Sheng
Target zones, reserve crises, and inverted S-curves pp. 313-323: Christopher M. Cornell
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market pp. 325-353: Hossein Asgharian and Bjorn Hansson
Taiwan stock market and four-moment asset pricing model pp. 355-381: Chaoshin Chiao, Ken Hung and Suresh C. Srivastava
Spillovers of stock return volatility to Asian equity markets from Japan and the US pp. 383-399: Tatsuyoshi Miyakoshi
The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International pp. 401-417: Patricia L. Chelley-Steeley

The Barings crises of 1890 and 1995: causes, courses, consequences and the danger of domino effects pp. 187-209: Jan Kornert
Risk premia in the term structure of interest rates: a panel data approach pp. 211-236: Dennis Bams and Christian C. P. Wolff
Integration and interdependence of stock and foreign exchange markets: an Australian perspective pp. 237-254: Abul F. M. Shamsuddin and Jae Hoon Kim
Exchange rate exposure and valuation effects of cross-border acquisitions pp. 255-269: Aigbe Akhigbe, Anna D. Martin and Melinda Newman
Gold factor exposures in international asset pricing pp. 271-289: Sinclair Davidson, Robert William Faff and David Hillier

Information arrivals and intraday exchange rate volatility pp. 85-112: Yuanchen Chang and Stephen J. Taylor
Models of exchange rate expectations: how much heterogeneity? pp. 113-136: Agnès Benassy-Quere, Sophie Larribeau and Ronald MacDonald
Modeling foreign exchange intervention: stock versus stock adjustment pp. 137-156: John Pippenger
Determinants of short-term debt: a note pp. 157-170: Claudia M. Buch and Lusine Lusinyan
Contagion and causality: an empirical investigation of four Asian crisis episodes pp. 171-186: Harald Sander and Stefanie Kleimeier

Beta and returns revisited: Evidence from the German stock market pp. 1-18: Ralf Elsas, El-Shaer, Mahmoud and Erik Theissen
The post-privatization financial performance of former state-owned enterprises pp. 19-37: Arthur Comstock, Richard J. Kish and Geraldo M. Vasconcellos
Stress testing using VaR approach--a case for Asian currencies pp. 39-55: Tan, Kok-Hui and Chan, Inn-Leng
The term structure of deviations from the interest parity pp. 57-67: Konstantinos Drakos
A performance analysis of Australian international equity trusts pp. 69-84: Karen L. Benson and Robert William Faff

Introduction to the special issue pp. 291-297: Adrian Tschoegl
Openness, profit opportunities and foreign banking pp. 299-320: Luis G. Dopico and James A. Wilcox
Banks and the emergence of Hong Kong as an international financial center pp. 321-340: Catherine R. Schenk
Factors influencing the performance of foreign-owned banks in New Zealand pp. 341-357: Huong Minh To and David Tripe
The impact of competition on the operations of foreign banks in Australia in the post-deregulation period pp. 359-375: April Wright
The internationalization of Australian banks pp. 377-397: D. T. Merrett
A decade of internationalization: the experience of an Australian retail bank pp. 399-417: Justin G. Fung, Elisa A. Bain, John G. Onto and Ian R. Harper
The stock market reaction to cross-border acquisitions of financial services firms: an analysis of Canadian banks pp. 419-440: Wolfgang Bessler and James P. Murtagh

On measuring volatility and the GARCH forecasting performance pp. 183-200: Emilio Barucci and Roberto Reno
Price discovery and the international flow of information pp. 201-215: John S. Howe and Kent P. Ragan
Using simulated currency rainbow options to evaluate covariance matrix forecasts pp. 216-230: Hans N. E. Bystrom
Corporate focus versus diversification: the role of growth opportunities and cashflow pp. 231-252: Stephen P. Ferris, Nilanjan Sen, Chee Yeow Lim and Gillian H. H. Yeo
Components of execution costs: evidence of asymmetric information at the Mexican Stock Exchange pp. 253-278: Ana Cristina Silva and Gonzalo Chavez
On the linkage of real interest rates between the US and Canada: some additional empirical evidence pp. 279-289: Hiroshi Yamada

The relation between asset returns and inflation at short and long horizons pp. 101-118: Tom Engsted and Carsten Tanggaard
Time-varying forward bias and the expected excess return pp. 119-137: Zhen Zhu
Before and after international cross-listing: an intraday examination of volume and volatility pp. 139-155: Paul Lowengrub and Michael Melvin
Bandwagon effects and run patterns in exchange rates pp. 157-166: Tobias F. Rotheli
Overnight futures trading: now even Australia and US have common trading hours pp. 167-182: Kingsley Fong and Martin Martens

Structural changes in Australian bank risk pp. 1-17: Steven A. Dennis and Andrew Jeffrey
Do time deposits prevent bank runs? pp. 19-31: Niinimaki, Juha-Pekka
Cost and profit efficiency in European banks pp. 33-58: Joaquin Maudos, José M. Pastor, Francisco Perez and Javier Quesada
Risk profiles: how do they change when stock markets collapse? pp. 59-80: Christel Rendu de Lint
An empirical comparison of quoted and implied bid-ask spreads on futures contracts pp. 81-99: Owain ap Gwilym and Stephen Thomas