Global Finance Journal
1990 - 2025
Current editor(s): Manuchehr Shahrokhi From Elsevier Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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Volume 22, issue 3, 2011
- The Global Financial Crises of 2007–2010 and the future of capitalism pp. 193-210

- Manuchehr Shahrokhi
- The genesis of the 2008 global financial crisis and challenges to the neoclassical paradigm of finance pp. 211-216

- Adam Szyszka
- A historical overview of financial crises in the United States pp. 217-231

- Yochanan Shachmurove
- Banking 3.0—Designing financial regulation systems: The case for simple rules pp. 232-237

- Karim Pakravan
- The financial crisis: What is there to learn? pp. 238-247

- Tadeusz Kowalski and Yochanan Shachmurove
Volume 22, issue 2, 2011
- Emerging market yield spreads: Domestic, external determinants, and volatility spillovers pp. 83-100

- Pierre Siklos
- Mutual fund industry management structure, risk and the impacts to shareholders pp. 101-115

- Lonnie L. Bryant and Hao-Chen Liu
- Investor protection and international equity portfolio investments pp. 116-129

- Sunil S. Poshakwale and Chandra Thapa
- Conditional beta: Evidence from Asian emerging markets pp. 130-153

- Robert B. Durand, Yihui Lan and Andrew Ng
- Market efficiency of floating exchange rate systems: Some evidence from Pacific-Asian countries pp. 154-168

- Osamah M. Al-Khazali, Guillaume Leduc and Chong Soo Pyun
- Asymmetric volatility and trading volume: The G5 evidence pp. 169-181

- Omid Sabbaghi
- Hedging import commodity prices for BRICS nations pp. 182-190

- Ning, Zi “Nancy” and Alan L. Tucker
Volume 22, issue 1, 2011
- Investors' reactions to sharp price changes: Evidence from equity markets of the People's Republic of China pp. 1-18

- Rasoul Rezvanian, Rima Turk Ariss and Seyed M. Mehdian
- Enforcement of the USA Patriot Act's anti-money laundering provisions: Have regulators followed a risk-based approach? pp. 19-31

- Burak Dolar and William Shughart
- Emerging market crises and US equity market returns pp. 32-41

- Dave Berger and H.J. Turtle
- Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries pp. 42-55

- Sunil K. Mohanty, Mohan Nandha, Abdullah Q. Turkistani and Muhammed Y. Alaitani
- Purchasing power parity in LDCs: An empirical investigation pp. 56-71

- Augustine C. Arize
- Business, ethics, and profit: Are they compatible under corporate governance in our global economy? pp. 72-79

- Dipasri Ghosh, Dilip K. Ghosh and Angie Abdel Zaher
- Mohamed A. Ramady, The Saudi Arabian economy: Policies, achievements, and challenges (Second edition), Springer (2010) ISBN 978-1-4419-5986-7 Pp. xxii + 512 pp. 80-81

- Usamah Uthman
Volume 21, issue 3, 2010
- The influence of the underwriting syndicate on the valuation of Spanish initial public offerings pp. 223-238

- Susana Alvarez and Rubén Arrondo
- Performance of separately managed international equity accounts: How important are country momentum effects? pp. 239-252

- John G. Gallo, Larry J. Lockwood and Rahul Bhargava
- The short-run price performance of initial public offerings in Hong Kong: New evidence pp. 253-261

- Anna P.I. Vong and Duarte Trigueiros
- Liquidity and market efficiency: Analysis of NASDAQ firms pp. 262-274

- Dennis Y. Chung and Karel Hrazdil
- The impact of the dividend tax cut and managerial stock holdings on corporate dividend policy pp. 275-292

- Jouahn Nam, Jun Wang and Ge Zhang
- Why do healthy firms freeze their defined-benefit pension plans? pp. 293-303

- Christina Atanasova and Karel Hrazdil
- Price and volatility spillovers between the Greater China Markets and the developed markets of US and Japan pp. 304-317

- Ping Wang and Peijie Wang
Volume 21, issue 2, 2010
- Evolution of earnings-to-price ratios: International evidence pp. 125-137

- Cheol S. Eun and Jinsoo Lee
- Structural breaks in the real exchange rate and real interest rate relationship pp. 138-151

- Joseph Byrne and Jun Nagayasu
- Money and equity returns in the Euro area pp. 152-169

- Kari Heimonen
- Corporate derivative use and the composition of CEO compensation pp. 170-185

- Janikan Supanvanij and Jack Strauss
- The impact of monetary policy on oil process parameters and market expectations pp. 186-200

- Hossein Askari and Noureddine Krichene
- Convergence of total factor productivity among banks: Hong Kong's experience pp. 201-210

- Michael K. Fung and Arnold C.S. Cheng
- Stock exchange demutualization and performance pp. 211-222

- Islam Azzam
Volume 21, issue 1, 2010
- A three-factor model investigation of foreign exchange-rate exposure pp. 1-12

- Stephen P. Huffman, Stephen D. Makar and Scott B. Beyer
- Multinationals and futures hedging: An optimal stopping approach pp. 13-25

- Rujing Meng and Kit Pong Wong
- NYSE listings and firm borrowing costs: An empirical investigation pp. 26-42

- Aron A. Gottesman, Jouahn Nam, John Thornton and Kevin Wynne
- Country funds and the role of international equity flows in pricing and in premiums and discounts pp. 43-70

- Pei-Jung Tsai
- Do benchmark African equity indices exhibit the stylized facts? pp. 71-97

- Youwei Li, Philip A. Hamill and Kwaku K. Opong
- Cross-listed cross-currency assets and arbitrage with forwards and options pp. 98-110

- Dilip K. Ghosh, Dipasri Ghosh and Chandra Shekhar Bhatnagar
- Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis pp. 111-124

- Thomas Chiang, Jiandong Li and Lin Tan
Volume 20, issue 3, 2009
- The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility pp. 209-219

- Ronald Ripple and Imad A. Moosa
- Single-stock futures: Evidence from the Indian securities market pp. 220-234

- Umesh Kumar and Yiuman Tse
- The impact of country risk ratings on U.S. firms in large cross-border acquisitions pp. 235-247

- Halil Kiymaz
- Ex ante performance from ex post models of global equity market correlations pp. 248-259

- Douglas R. Kahl and Jerry L. Stevens
- Oil price and reserve location--Effects on oil and gas sector returns pp. 260-272

- Gavin L. Kretzschmar and Axel Kirchner
- Stock index futures hedging in the emerging Malaysian market pp. 273-288

- Wee Ching Pok, Sunil S. Poshakwale and J.L. Ford
- Dispersion trading: Empirical evidence from U.S. options markets pp. 289-301

- Cara Marshall
Volume 20, issue 2, 2009
- Price causal relations between China and the world oil markets pp. 107-118

- K.C. Chen, Shaoling Chen and Lifan Wu
- Empirical study on relationship between persistence-free trading volume and stock return volatility pp. 119-127

- Wen Fenghua and Yang Xiaoguang
- Forecasting Value-at-Risk using high frequency data: The realized range model pp. 128-136

- Xi-Dong Shao, Yu-Jun Lian and Lian-Qian Yin
- Range-based multivariate volatility model with double smooth transition in conditional correlation pp. 137-152

- Ray Chou and Yijie Cai
- Managerial power, compensation gap and firm performance -- Evidence from Chinese public listed companies pp. 153-164

- Bing-Xuan Lin and Rui Lu
- The impact of the CSRC Regulation No. 12-1996 on the credibility of Chinese IPO earnings forecasts pp. 165-179

- Jerry Sun and Guoping Liu
- Information-based trade in the Shanghai stock market pp. 180-190

- Laurence Copeland, Woon K. Wong and Yong Zeng
- Privatization and non-tradable stock reform in China: The case of Valin Steel Tube & Wire Co., Ltd pp. 191-208

- Enyang Guo and Arthur J. Keown
Volume 20, issue 1, 2009
- Japanese day-of-the-week return patterns: New results pp. 1-12

- Wentworth Boynton, Henry R. Oppenheimer and Sean F. Reid
- International stock market linkages: Evidence from Latin America pp. 13-30

- Panayiotis F. Diamandis
- Stock split size, signaling and earnings management: Evidence from the Spanish market pp. 31-47

- José Yagüe, J. Carlos Gómez-Sala and Francisco Poveda-Fuentes
- One-to-many matching: An alternative trading cost comparison technique pp. 48-66

- Jerry W. Liu and Donald H. Wort
- The impact of portfolio aggregation on day-of-the-week effect: Evidence from Finland pp. 67-79

- Kenneth Högholm and Johan Knif
- Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext pp. 80-97

- Helena Beltran, Alain Durré and Pierre Giot
- Systematic risk changes around convertible debt offerings: A note on recent evidence pp. 98-105

- Benjamin Kleidt and Dirk Schiereck
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