Journal of International Financial Markets, Institutions and Money

1997 - 2025

Current editor(s): I. Mathur and C. J. Neely

From Elsevier
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Volume 51, issue C, 2017

Investor sentiment, idiosyncratic risk, and mispricing of American Depository Receipt pp. 1-14

Qinqin Wu, Ying Hao and Jing Lu

Liquidity and the implied cost of equity capital pp. 15-38

Mohsen Saad and Anis Samet

Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation pp. 39-57

Konstantinos Tolikas and Nikolas Topaloglou

Islamic bank efficiency compared to conventional banks during the global crisis in the GCC region pp. 58-74

Faisal Alqahtani, David Mayes and Kym Brown

Cost of sovereign debt and foreign bias in bond allocations pp. 75-91

Bibek Bhatta, Andrew Marshall and Chandra Thapa

The association between earnings forecast in IPOs prospectuses and earnings management: An empirical analysis pp. 92-105

Axel Buchner, Abdulkadir Mohamed and Brahim Saadouni

Hurting without hitting: The economic cost of political tension pp. 106-124

YingHua He, Ulf Nielsson and Yonglei Wang

A note on modeling world equity markets with nonsynchronous data pp. 125-132

Bruce Resnick and Gary L. Shoesmith

Volatility of commodity futures prices and market-implied inflation expectations pp. 133-141

Lucjan Orlowski

Where do the advanced countries invest? An investigation of capital flows from advanced countries to emerging economies pp. 142-154

Xuan Vinh Vo, Dong Phong Nguyen, Viet Tien Ho and Trung Thong Nguyen

Insurance activities, globalization, and economic growth: New methods, new evidence pp. 155-170

Chi-Chuan Lee, Chien-Chiang Lee and Yan-Yu Chiou

Does more complex language in FOMC decisions impact financial markets? pp. 171-189

Lee Smales and Nicholas Apergis

Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices pp. 190-208

Osamah Al-Khazali and Ali Mirzaei

Depositor discipline for better or for worse. What enhanced depositors’ confidence on the banking system in the last ten years? pp. 209-227

Giusy Chesini and Elisa Giaretta

Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? pp. 228-247

Štefan Lyócsa, Peter Molnár and Neda Todorova

Volume 50, issue C, 2017

The Copula ADCC-GARCH model can help PIIGS to fly pp. 1-12

José Luis Miralles-Quirós and María del Mar Miralles-Quirós

Do creditor rights and information sharing affect the performance of foreign banks? pp. 13-35

Antonios Kalyvas and Emmanuel Mamatzakis

The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle? pp. 36-51

Siew-Voon Soon, Ahmad Zubaidi Baharumshah and Nurul Sima Mohamad Shariff

Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? pp. 52-68

Jorge Uribe, Helena Chuliá and Montserrat Guillén

Regulatory policies on Gramm-Leach-Bliley consolidation of commercial banking, shadow banking, and life insurance pp. 69-84

Jyh-Horng Lin and Xuelian Li

Fiscal sustainability in EMU countries: A continued fiscal commitment? pp. 85-97

Jordi Paniagua, Juan Sapena and Cecilio Tamarit

Do borrower-lender relationships still matter for small business loans? pp. 98-118

Sena Durguner

Social norms and market outcomes: The effects of religious beliefs on stock markets pp. 119-134

Abdullah M. Al-Awadhi and Michael Dempsey

Do Islamic banks fail more than conventional banks? pp. 135-155

Maha Alandejani, Ali Kutan and Nahla Samargandi

Takeovers and (excess) CEO compensation pp. 156-181

Isabel Feito-Ruiz and Luc Renneboog

Shanghai-Hong Kong Stock Connect: An analysis of Chinese partial stock market liberalization impact on the local and foreign markets pp. 182-203

Ye Bai and Darien Yan Pang Chow

Predicting risk premium under changes in the conditional distribution of stock returns pp. 204-218

João Sousa and Ricardo Sousa

Pricing and usage: An empirical analysis of lines of credit pp. 219-234

Miguel Duran

Volume 49, issue C, 2017

Psychological price barriers in frontier equities pp. 1-14

Ales S. Berk, Mark Cummins, Michael Dowling and Brian Lucey

Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries pp. 15-31

Yacine Hammami and Abdelmonem Oueslati

Assessing the robustness of the relationship between financial reforms and banking crises pp. 32-47

Pablo Gluzmann and Martin Guzman

Curbing the growth of stock trading? Order-to-trade ratios and financial transaction taxes pp. 48-73

Gunther Capelle-Blancard

Excess stock return comovements and the role of investor sentiment pp. 74-87

Bart Frijns, Willem Verschoor and Remco Zwinkels

Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets pp. 88-102

Philip Arestis and Peter Phelps

Bank capital regulation: Are local or central regulators better? pp. 103-114

Carole Haritchabalet, Laetitia Lepetit, Kévin Spinassou and Frank Strobel

Contagion of the eurozone debt crisis pp. 115-128

Lalith P. Samarakoon

Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area pp. 129-139

Nikolaos Antonakakis, Christina Christou, Juncal Cuñado and Rangan Gupta

Index membership vs. loss of voting power: The unification of dual-class shares pp. 140-153

André Betzer, Inga van den Bongard and Marc Goergen

How do creditors respond to disclosure quality? Evidence from corporate dividend payouts pp. 154-172

Julie Byrne and Thomas O'Connor

Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates pp. 173-183

Hai-Chuan Xu, Wei-Xing Zhou and Didier Sornette

IPO lockups, long run returns, and growth opportunities pp. 184-199

Janto Haman, Keryn Chalmers and Victor Fang

Volume 48, issue C, 2017

Family ties and access to finance in an Islamic environment pp. 1-24

Charilaos Mertzanis

The equity-like behaviour of sovereign bonds pp. 25-46

Alfonso Dufour, Andrei Stancu and Simone Varotto

Anti-misconduct policies, corporate governance and capital market responses: International evidence pp. 47-60

Changhong Li, Jialong Li, Mingzhi Liu, Yuan Wang and Zhenyu Wu

Mean-variance versus naïve diversification: The role of mispricing pp. 61-81

Cheng Yan and Huazhu Zhang

On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning pp. 82-98

Gilles de Truchis, Dell’Eva, Cyril and Benjamin Keddad

Tax avoidance in response to a decline in the funding status of defined benefit pension plans pp. 99-116

Neeru Chaudhry, Hue Hwa Au Yong and Chris Veld

Identifying and measuring the contagion channels at work in the European financial crises pp. 117-134

Massimo Guidolin and Manuela Pedio

Do country-level financial structures explain bank-level CDS spreads? pp. 135-145

Nadia Benbouzid, Sushanta Mallick and Ricardo Sousa

Bank-sovereign contagion in the Eurozone: A panel VAR Approach pp. 146-159

Dimitris Georgoutsos and George Moratis

Can investors gain from investing in certain sectors? pp. 160-177

Paresh Kumar Narayan, Huson Ali Ahmed and Seema Narayan

Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach pp. 178-191

Helena Chuliá, Rangan Gupta, Jorge Uribe and Mark Wohar

Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts? pp. 192-205

Frederik Kunze, Christoph Wegener, Kilian Bizer and Markus Spiwoks

Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis pp. 206-223

Xiao Jing Cai, Shuairu Tian, Nannan Yuan and Shigeyuki Hamori