Global Finance Journal

1990 - 2025

Current editor(s): Manuchehr Shahrokhi

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The microstructure of fear, the Fama–French factors and the global financial crisis of 2007 and 2008 pp. 169-180: Dominic Lim, Robert B. Durand and Joey Wenling Yang
Foreign capital raising by Indian firms: An examination of domestic stock price response pp. 181-202: Alex Meisami, Lalatendu Misra, Jamshid Mehran and Yilun Shi
ISO certification, financial constraints, and firm performance in Latin American and Caribbean countries pp. 203-228: Barkat Ullah, Zuobao Wei and Feixue Xie
Financial advisors, financial crisis, and shareholder wealth in bank mergers pp. 229-245: Kai-Shi Chuang
Volatility transmission between energy-related asset classes pp. 246-259: N. Alper Gormus, Ugur Soytas and J. David Diltz
Importance of skewness in decision making: Evidence from the Indian stock exchange pp. 260-269: Paresh Narayan and Huson Ali Ahmed

Volatility linkage across global equity markets pp. 71-89: Liang Ding, Yirong Huang and Xiaoling Pu
Premiums and discounts in ETFs: An analysis of the arbitrage mechanism in domestic and international funds pp. 90-107: Jitka Hilliard
Australia's home bias and cross border taxation pp. 108-123: Anil Mishra
Dividend policy in Nordic listed firms pp. 124-135: Tor Brunzell, Eva Liljeblom, Anders Löflund and Mika Vaihekoski
The effectiveness of competing regulatory regimes and the switching effects: Evidence from an emerging market pp. 136-147: Hisham Farag
The international syndicated loan market network: An “unholy trinity”? pp. 148-168: Claudia Champagne

Quantitative easing in an open economy—Not a liquidity but a reserve trap pp. 1-16: Anthony F. Herbst, Joseph S.K. Wu and Chi Pui Ho
Global contagion of market sentiment during the US subprime crisis pp. 17-26: Yen-Hsien Lee, Alan L. Tucker, David K. Wang and Hsin-Ting Pao
The reaction of the U.S. and the European Monetary Union to recent global financial crises pp. 27-47: Tadeusz Kowalski and Yochanan Shachmurove
IPO market timing. The evidence of the disposition effect among corporate managers pp. 48-55: Michal Plotnicki and Adam Szyszka
Return and volatility dynamics among four African equity markets: A multivariate VAR-EGARCH analysis pp. 56-69: Saint Kuttu

Analysis of DJIA, S&P 500, S&P 400, NASDAQ 100 and Russell 2000 ETFs and their influence on price discovery pp. 171-187: Stoyu I. Ivanov, Frank J. Jones and Janis K. Zaima
Liquidity creation and bank capital structure in China pp. 188-202: Adrian C.H. Lei and Zhuoyun Song
Private placement, share prices, volume and financial crisis: An emerging market study pp. 203-221: M. Normazia, Taufiq Hassan, Mohamed Ariff and M. Shamsher
Is sovereign risk related to the banking sector? pp. 222-249: R. Erdem Aktug, Nayar, Nandkumar (Nandu) and Geraldo M. Vasconcellos
Excess control, agency costs and the probability of going private in France pp. 250-265: Mohamed Belkhir, Sabri Boubaker and Wael Rouatbi
Nonlinearity in investment grade Credit Default Swap (CDS) Indices of US and Europe: Evidence from BDS and close-returns tests pp. 266-279: Vinodh Madhavan

Sustainable finance: A new paradigm pp. 101-113: Ali M. Fatemi and Iraj J. Fooladi
Nationality and risk attitude: Testing differences and similarities of investors' behavior in selected financial markets pp. 114-118: Yevgenia Apartsin, Yafit Maymon, Yuval Cohen and Gonen Singer
Impact of volatility estimation method on theoretical option values pp. 119-128: Bolesław Borkowski, Monika Krawiec and Yochanan Shachmurove
The impact of citations in International Finance pp. 129-139: Benedicte Millet-Reyes
Does knowledge of finance mitigate the gender difference in financial risk-aversion? pp. 140-152: Ann Marie Hibbert, Edward R. Lawrence and Arun Prakash
An empirical study of bank efficiency in China after WTO accession pp. 153-170: Haiyan Yin, Jiawen Yang and Jamshid Mehran

The relationship between finance and growth in China pp. 1-12: K.C. Chen, Lifan Wu and Jian Wen
Dynamic relationships among equity flows, equity returns and dividends: Behavior of U.S. investors in China and India pp. 13-29: Joseph French and Atsuyuki Naka
The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets pp. 30-43: Shu-Mei Chiang, Hsin-Fu Chen and Chi-Tai Lin
Government intervention and institutional trading strategy: Evidence from a transition country pp. 44-68: Yi Yao, Rong Yang, Zhiyuan Liu and Iftekhar Hasan
An empirical study of multiple direct international listings pp. 69-84: Leyuan You, Brian Lucey and Yan Shu
Price limit bands, asymmetric volatility and stock market anomalies: Evidence from emerging markets pp. 85-97: Hisham Farag

Relationship between risk attitude and economic recovery in optimal growth theory pp. 141-150: Anthony F. Herbst, Joseph S.K. Wu and Chi Pui Ho
Insider trading activity, tenure length, and managerial compensation pp. 151-166: A. Can Inci
Market reaction to the merger announcements of US banks: A non-parametric X-efficiency framework pp. 167-183: Jamal Al-Khasawneh and Naceur Essaddam
Environmental factors affecting Hong Kong banking: A post-Asian financial crisis efficiency analysis pp. 184-201: Maximilian Hall, Karligash Kenjegalieva and Richard Simper
Money supply, interest rate, liquidity and share prices: A test of their linkage pp. 202-220: Mohamed Ariff, Tinfah Chung and Shamsher M.
Value relevance of earnings, book value and dividends in an emerging capital market: Kuwait evidence pp. 221-234: Osama M. Al-Hares, Naser M. AbuGhazaleh and Ayman E. Haddad

The European fiscal reform and the plight of the euro pp. 65-76: Robert Mundell
An investor sentiment barometer — Greek Implied Volatility Index (GRIV) pp. 77-93: Costas Siriopoulos and Athanasios Fassas
Time to equilibrium in exchange rates: G-10 and Eastern European economies pp. 94-107: Catherine S.F. Ho and Mohamed Ariff
The effect of foreign segment location on the geographical diversification discount pp. 108-124: Surendranath R. Jory and Thanh N. Ngo
Institutional investors' holdings surrounding equity rights offerings pp. 125-140: Adri De Ridder, David A. Burnie and Jonas Råsbrant

The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility pp. 1-15: Wen-I Chuang, Hsiang-Hsi Liu and Rauli Susmel
The performance of frequent acquirers: Evidence from emerging markets pp. 16-33: Naseem Al Rahahleh and Peihwang Philip Wei
Integration of 22 emerging stock markets: A three-dimensional analysis pp. 34-47: Michael Graham, Jarno Kiviaho and Jussi Nikkinen
Risk appetite, carry trade and exchange rates pp. 48-63: Ming-Hua Liu, Dimitris Margaritis and Alireza Tourani-Rad