Global Finance Journal

1990 - 2025

Current editor(s): Manuchehr Shahrokhi

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Volume 19, issue 3, 2009

Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework pp. 203-218

Ramaprasad Bhar and Biljana Nikolova

The practice of estimating the term structure of discount rates pp. 219-234

Mark C. Freeman

Credit rating impact on CDO evaluation pp. 235-251

Daniel Rösch and Harald Scheule

Flight-to-quality and asymmetric volatility responses in US Treasuries pp. 252-267

Mardi Dungey, Michael McKenzie and Demosthenes Tambakis

Psychological barriers in European stock markets: Where are they? pp. 268-285

Gregor Dorfleitner and Christian Klein

Institutional characteristics and capital structure: A cross-national comparison pp. 286-306

Dimitrios Vasiliou and Nikolaos Daskalakis

Tournament behavior in Australian superannuation funds: A non-parametric analysis pp. 307-322

Terrence Hallahan and Robert Faff

Law, culture and investment performance: A cross-country analysis pp. 323-341

Anchor Y. Lin

Volume 19, issue 2, 2008

Causality between banking and currency fragilities: A dynamic panel model pp. 85-101

Chung-Hua Shen and Chien-Fu Chen

ADRs under momentum and contrarian strategies pp. 102-122

A.M. Parhizgari and D. Nguyen

Hedging with Chinese metal futures pp. 123-138

Donald Lien and Li Yang

Volatility switching and regime interdependence between information technology stocks 1995-2005 pp. 139-156

Zhuo Qiao, Russell Smyth and Wing-Keung Wong

Efficiency of the foreign currency options market pp. 157-170

Ariful Hoque, Felix Chan and Meher Manzur

Impact of financial and multinational operations on manager perceptions of dividends pp. 171-186

H. Kent Baker, Shantanu Dutta and Samir Saadi

The dynamics of volatility transmission and information flow between ADRs and their underlying stocks pp. 187-201

Sunil S. Poshakwale and Katty Pérez Aquino

Volume 19, issue 1, 2008

Relations between portfolio returns and market multiples pp. 1-10

William C. Barbee , Jin-Gil Jeong and Sandip Mukherji

The existence theorem of approximate multibeta representation for multifactor pricing models with unobservable omitted variables: A technical note pp. 11-18

Jau-Lian Jeng

Common nonlinearities in long-horizon stock returns: Evidence from the G-7 stock markets pp. 19-31

Sei-Wan Kim, Andre Mollick and Kiseok Nam

An empirical investigation of operating performance in the new European banking landscape pp. 32-45

Christos Staikouras, Emmanuel Mamatzakis and Anastasia Koutsomanoli-Filippaki

The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries pp. 46-55

Huimin Li, Bang Jeon, Seong-Yeon Cho and Thomas Chiang

Acquisitions from UK firms into emerging markets pp. 56-71

Michael Graham, Emmanuel Martey and Alfred Yawson

Which acquirers gain more, single or multiple? Recent evidence from the USA market pp. 72-84

Ahmad Ismail

Volume 18, issue 3, 2008

Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices pp. 290-302

Janne Äijö

A comparison of international short-term rates under no arbitrage condition pp. 303-318

Mahnaz Mahdavi

The truth about interest rate futures and forwards: Evidence from high frequency data pp. 319-336

Russell Poskitt

An examination of investor reaction to unexpected political and economic events in Turkey pp. 337-350

Seyed Mehdian, Tevfik Nas and Mark J. Perry

The effects of venture capitalist affiliation to underwriters on short- and long-term performance in French IPOs pp. 351-372

Salim Chahine and Igor Filatotchev

Golden parachutes and shark repellents and shareholders' interests: Some new evidence pp. 373-384

Atreya Chakraborty

The Japanese yen futures returns, spot returns, and the risk premium pp. 385-399

Ahmet Can Inci

Investing in European stock markets for high-technology firms pp. 400-415

Christian Pierdzioch and Andrea Schertler

Foreign investment with inflation-linked securities: A natural hedge under Fisher theory? pp. 416-425

Anthony F. Herbst and Joseph S.K. Wu

Volume 18, issue 2, 2007

A future global economy to be built by BRICs pp. 143-156

Hui Fang Cheng, Margarida Gutierrez, Arvind Mahajan, Yochanan Shachmurove and Manuchehr Shahrokhi

The effects of changes in corporate governance and restructurings on operating performance: Evidence from privatizations pp. 157-184

Juliet D'Souza, William Megginson and Robert Nash

Modelling and forecasting temperature based weather derivatives pp. 185-204

J. Svec and M. Stevenson

The valuation of modular projects: A real options approach to the value of splitting pp. 205-227

Artur Rodrigues and Manuel J. Rocha Armada

The determinants of international financial integration pp. 228-250

Xuan Vinh Vo and Kevin James Daly

Valuation of derivatives based on single-factor interest rate models pp. 251-269

Ghulam Sorwar, Giovanni Barone-Adesi and Walter Allegretto

US-Swiss term structures and exchange rate dynamics pp. 270-288

Ahmet Can Inci

Volume 18, issue 1, 2007

Price discovery and informational efficiency of international iShares funds pp. 1-15

Yiuman Tse and Valeria Martinez

Optimal currency hedging pp. 16-33

Rui Albuquerque

An anatomy of Bullish Underlying Linked Securities pp. 34-46

K.C. Chen and Lifan Wu

Equity and debt market responses to sovereign credit ratings announcement pp. 47-83

Kuntara Pukthuanthong-Le, Fayez A. Elayan and Lawrence Rose

Serial correlation in the Spanish Stock Market pp. 84-103

Francisco J. DePenya and Luis Gil-Alana

Modeling money demand under the profit-sharing banking scheme: Some evidence on policy invariance and long-run stability pp. 104-123

Amir Kia and Ali F. Darrat

Assymetric information and the pricing of sovereign eurobonds: India 1990-1992 pp. 124-142

Ephraim Clark and Geeta Lakshmi

Volume 17, issue 3, 2007

The cross section of expected stock returns in the Chinese A-share market pp. 335-349

Yuenan Wang and Amalia Di Iorio

How important is participation of different venture capitalists in German IPOs? pp. 350-378

Tereza Tykvova and Uwe Walz

Limit orders and the intraday behavior of market liquidity: Evidence from the Toronto stock exchange pp. 379-396

Minh T. Vo

Valuing coins as the sum of the underlying asset and a perpetual American put option pp. 397-402

Steve Easton

Crisis, contagion and cross-border effects: Evidence from the Latin American closed-end fund market pp. 403-418

Emmanuel Anoruo, Sanjay Ramchander and Harold Thiewes

A modified finite-lived American exchange option methodology applied to real options valuation pp. 419-438

Manuel Rocha Armada, Lawrence Kryzanowski and Paulo Pereira

Informed trading and the consistent enforcement hypothesis: Evidence from bid-ask spreads in France and Britain pp. 439-453

Olivier Maisondieu-Laforge

Volume 17, issue 2, 2006

Services and the long-term profitability in Taiwan's banks pp. 177-191

Yong-Chin Liu and Jung-Hua Hung

Modeling country risk in Latin America: A country beta approach pp. 192-213

Rahul Verma and Gokce Soydemir

Effects of size and international exposure of the US firms on the relationship between stock prices and exchange rates pp. 214-223

Anna V. Vygodina

Oil price risk and emerging stock markets pp. 224-251

Syed A. Basher and Perry Sadorsky

Business-cycle fluctuations and international equity correlations pp. 252-270

Renatas Kizys and Christian Pierdzioch

Is the CRISMA technical trading system profitable? pp. 271-281

Ben Marshall, Jared M. Cahan and Rochester H. Cahan

Domestic or international: Divestitures in Australian multinational corporations pp. 282-293

Sian Owen and Alfred Yawson

Swap pricing: Evidence from the sterling swap market pp. 294-308

Russell Poskitt

Neutrality of market neutral funds pp. 309-333

Daniel Capocci

Erratum to "Systemic risk in the major Eurobanking markets: Evidence from inter-bank offered rates" [Global Finance Journal 16/2 128-166] pp. 334-334

John Simpson and J.P. Evans

Volume 17, issue 1, 2006

Valuing volatility spillovers pp. 1-22

George Milunovich and Susan Thorp

Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU pp. 23-49

Frank McGroarty, Owain ap Gwilym and Stephen Thomas

The informational content of option-implied distributions: Evidence from the Eurex index and interest rate futures options market pp. 50-74

Sascha Wilkens and Klaus Roder

Gulf Cooperation Council (GCC) stock markets: The dawn of a new era pp. 75-91

Jorg Bley and Kim Heng Chen

Global stock market reactions to scheduled U.S. macroeconomic news announcements pp. 92-104

Jussi Nikkinen, Mohammed Omran, Petri Sahlstrom and Janne Aijo

The Chilean ex-dividend day pp. 105-118

Augusto Castillo and Keith Jakob

Is stock price rounded for economic reasons in the Chinese markets? pp. 119-135

Yan He and Chunchi Wu

Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches pp. 136-154

Emawtee Bissoondoyal-Bheenick, Robert Brooks and Angela Y.N. Yip

How Norwegian managers view dividend policy pp. 155-176

H. Kent Baker, Tarun K. Mukherjee and Ohannes George Paskelian