Emerging Markets Review

2000 - 2025

Current editor(s): Jonathan A. Batten

From Elsevier
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Volume 10, issue 4, 2009

The "value" effect and the market for Chinese stocks pp. 227-241

Burton Malkiel and Derek Jun

The tail risk of emerging stock markets pp. 242-256

Xiao-Ming Li and Lawrence Rose

Sector level cost of equity in African financial markets pp. 257-278

Bruce Hearn and Jenifer Piesse

Corporate financial policies and the exchange rate regime: Evidence from Brazil pp. 279-295

José Luiz Rossi

The reversibility of different types of capital flows to emerging markets pp. 296-310

Ozan Sula and Thomas D. Willett

Exchange rate regimes, globalisation, and the cost of capital in emerging markets pp. 311-330

Antonio Diez de los Rios

Macroeconomic shocks and the co-movement of stock returns in Latin America pp. 331-344

Eurilton Araújo

Volume 10, issue 3, 2009

Banking inefficiency in Central and Eastern European countries under a quadratic loss function pp. 167-178

Anastasia Koutsomanoli-Filippaki, Emmanuel Mamatzakis and Christos Staikouras

A down-and-out exchange option model with jumps to evaluate firms' default probabilities in Brazil pp. 179-190

Claudio Henrique da Silveira Barbedo and Eduardo Facó Lemgruber

Finance and poverty: Evidence from fixed effect vector decomposition pp. 191-206

Selim Akhter and Kevin J. Daly

Abnormal trading volume and autoregressive behavior in weekly stock returns in the Saudi stock market pp. 207-225

Abdullah Alsubaie and Mohammad Najand

Volume 10, issue 2, 2009

Correlations in emerging market bonds: The role of local and global factors pp. 67-96

Irina Bunda, A. Javier Hamann and Subir Lall

An empirical analysis on the determinants of CEE government bond spreads pp. 97-121

André Ebner

Dual long memory property in returns and volatility: Evidence from the CEE countries' stock markets pp. 122-139

Adnan Kasman, Saadet Kasman and Erdost Torun

Evidence of interdependence and contagion using a frequency domain framework pp. 140-150

Vincent Bodart and Bertrand Candelon

Heterogeneity of sovereign rating migrations in emerging countries pp. 151-165

Rasha Al-Sakka and Owain ap Gwilym

Volume 10, issue 1, 2009

Firm diversification and equilibrium risk pooling: The Korean financial crisis as a natural experiment pp. 1-22

Robert Masson, Heather Tookes and Taejong Um

What drives stock market development in emerging markets--institutions, remittances, or natural resources? pp. 23-35

Andreas Billmeier and Isabella Massa

Recovering from bond market distress: Good luck and good policy pp. 36-50

Sébastien Wälti and Ghislaine Weder

Markets versus institutions in developing countries: National attributes as determinants pp. 51-66

Raj Aggarwal and John Goodell

Volume 9, issue 4, 2008

The evolution of trading activity in Asian foreign exchange markets pp. 231-246

Yosuke Tsuyuguchi and Philip Wooldridge

Empirical market microstructure: An analysis of the BRL/US$ exchange rate market pp. 247-265

Márcio Laurini, Luiz Gustavo Cassilatti Furlani and Marcelo Savino Portugal

Depositary receipts and firm value: Evidence from Central Europe and Russia pp. 266-279

Elena Smirnova

On the stability of domestic financial market linkages in the presence of time-varying volatility pp. 280-301

Thomas Flavin, Ekaterini Panopoulou and Deren Ünalmış

Automatic stabilizer feature of fixed exchange rate regimes pp. 302-328

Uluc Aysun

Volume 9, issue 3, 2008

China's segmented stock market: An application of the conditional international capital asset pricing model pp. 153-173

Brian J. Jacobsen and Xiaochun Liu

Information content of inter-trade time on the Chinese market pp. 174-193

Tao Chen, Jie Li and Jun Cai

The return to value in Asian stock markets pp. 194-205

Stephen Brown, S. Ghon Rhee and Liang Zhang

Syndicated loans in emerging markets pp. 206-219

Christophe Godlewski and Laurent Weill

Emerging market hedge funds and the yen carry trade pp. 220-229

Jarkko Peltomäki

Volume 9, issue 2, 2008

The returns to value and momentum in Asian Markets pp. 79-88

Stephen Brown, Daphne Yan Du, S. Ghon Rhee and Liang Zhang

Market integration in developed and emerging markets: Evidence from the CAPM pp. 89-103

Robert F. Bruner, Wei Li, Mark Kritzman, Simon Myrgren and Sébastien Page

Markov switching GARCH models of currency turmoil in Southeast Asia pp. 104-128

Celso Brunetti, Chiara Scotti, Roberto Mariano and Augustine H.H. Tan

Portfolio concentration and closed-end fund discounts: Evidence from the China market pp. 129-143

Kalok Chan, Hung Wan Kot and Desmond Li

The international lender of last resort and selective bail-out pp. 144-152

Cécile Bastidon, Philippe Gilles and Nicolas Huchet

Volume 9, issue 1, 2008

IPO underpricing in China: New evidence from the primary and secondary markets pp. 1-16

Eddy Chang, Chao Chen, Jing Chi and Martin Young

Sovereign credit ratings, capital flows and financial sector development in emerging markets pp. 17-39

Suk-Joong Kim and Eliza Wu

Pricing of global and local sources of risk in Russian stock market pp. 40-56

Kashif Saleem and Mika Vaihekoski

Panel analysis of the monetary approach to exchange rates: Evidence from ten new EU members and Turkey pp. 57-69

Idil Uz Akdogan and Natalya Ketenci

Pricing IMF liquidity provision: The value of the IMF liquidity commitment pp. 70-77

Marco Rossi

Volume 8, issue 4, 2007

International cross-listing and stock pricing efficiency: An empirical study pp. 251-263

Shinhua Liu

Market integration and contagion: Evidence from Asian emerging stock and foreign exchange markets pp. 264-283

Chu-Sheng Tai

Real exchange rates, dollarization and industrial employment in Latin America pp. 284-298

Arturo Galindo, Alejandro Izquierdo and Jose Manuel Montero

Public debt and social expenditure: Friends or foes? pp. 299-310

Eduardo Lora and Mauricio Olivera

Interdependence of international equity variances: Evidence from East Asian markets pp. 311-327

I-Yuan Chuang, Jin-Ray Lu and Keshin Tswei

Say you fix, enjoy and relax. The deleterious effect of peg announcements on fiscal discipline in emerging markets pp. 328-338

Enrique Alberola, Luis Molina and Daniel Navia

Volume 8, issue 3, 2007

What do bond holdings reveal about international funds' preferences? pp. 167-180

Yingbin Xiao

Law, finance, and emerging market returns pp. 181-193

Bonnie Buchanan and Philip C. English

Clustering in emerging equity markets pp. 194-205

Beatriz V.M. Mendes, Ricardo P.C. Leal and Andre Carvalhal-da-Silva

Banks, stock markets, and China's `great leap forward' pp. 206-217

Peter Rousseau and Sheng Xiao

Trade and exposure of Eastern European multinationals pp. 218-229

Aline Muller and Willem Verschoor

Portfolio selection with skewness in emerging market industries pp. 230-250

Miguel Angel Canela and Eduardo Pedreira Collazo

Volume 8, issue 2, 2007

Foreign banking in developing countries; origin matters pp. 81-105

Neeltje Van Horen

Capital flows to central and Eastern Europe pp. 106-123

Philip Lane and Gian Maria Milesi-Ferretti

Power arch modelling of the volatility of emerging equity markets pp. 124-133

Robert Brooks

The effects of privatization on the performance of newly privatized firms in emerging markets pp. 134-146

Ike Mathur and Wanrapee Banchuenvijit

Including emerging markets in international momentum investment strategies pp. 147-166

Andy Naranjo and Burt Porter

Volume 8, issue 1, 2007

Farewell from the founding editor: A brief history of the EMR (So Far) pp. 2-3

Javier Estrada

An alternative perspective on the relationship between downside beta and CAPM beta pp. 4-19

Don Galagedera

The impact of macroeconomic announcements on emerging market bonds pp. 20-37

Jochen Andritzky, Geoffrey J. Bannister and Natalia Tamirisa

Institutional enforcement, labor-market rigidities, and economic performance pp. 38-49

Cesar Calderon, Alberto Chong and Gianmarco León-Ciliotta

Credibility of CIS exchange rate policies -- A technical trader's view pp. 50-66

Christian Bauer and Bernhard Herz

Real estate and real options -- A case study pp. 67-79

Katia Rocha, Luciana Salles, Francisco Augusto Alcaraz Garcia, Jose A. Sardinha and Jose P. Teixeira