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 42, issue C, 2016

Bayesian GVAR with k-endogenous dominants & input–output weights: Financial and trade channels in crisis transmission for BRICs pp. 1-26

Mike Tsionas, Konstantinos Konstantakis and Panayotis Michaelides

Systemic risk among European banks: A copula approach pp. 27-42

Jacob Kleinow and Fernando Moreira

Integration of financial markets, financial development and growth: Is Africa different? pp. 43-59

Abdullahi Ahmed

Sovereign wealth funds targets selection: A comparison with pension funds pp. 60-76

Narjess Boubakri, Jean-Claude Cosset and Jocelyn Grira

The probability of informed trading measured with price impact, price reversal, and volatility pp. 77-90

Yoshihiro Kitamura

Does central clearing benefit risky dealers? pp. 91-100

Sergio Mayordomo and Peter Posch

Foreign exchange market interventions under inflation targeting: The case of Guatemala pp. 101-114

Juan Catalán-Herrera

Dodging the steamroller: Fundamentals versus the carry trade pp. 115-131

Laurence Copeland and Wenna Lu

Does Islamic banking increase the liquidity of stocks? An application to the Kingdom of Bahrain pp. 132-138

Andros Gregoriou, Jairaj Gupta and Jerome Healy

Language, news and volatility pp. 139-154

Hans Byström

Switching costs and market power in the banking industry: The case of cooperative banks pp. 155-165

Damien Egarius and Laurent Weill

Volume 41, issue C, 2016

US term structure and international stock market volatility: The role of the expectations factor and the maturity premium pp. 1-15

Matthew C. Li

The role of optimistic news stories in IPO pricing pp. 16-29

Peter Carey, Victor Fang and Hong Feng Zhang

On the time scale behavior of equity-commodity links: Implications for portfolio management pp. 30-46

Stelios Bekiros, Duc Khuong Nguyen, Gazi Uddin and Bo Sjö

Extreme asymmetric volatility: Stress and aggregate asset prices pp. 47-59

Sofiane Aboura and Niklas Wagner

Do banks or VCs spur small firm growth? pp. 60-72

Rebel Cole, Douglas Cumming and Dan Li

Audit quality, investor protection and earnings management during the financial crisis of 2008: An international perspective pp. 73-101

Anthony Persakis and George Emmanuel Iatridis

An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis pp. 102-120

Anurag Banerjee, Chi-Hsiou Hung and Kai Lisa Lo

A GARCH model for testing market efficiency pp. 121-138

Paresh Narayan, Ruipeng Liu and Joakim Westerlund

Payment prioritisation and liquidity risk in collateralised interbank payment systems pp. 139-150

Robert De Caux, Markus Brede and Frank McGroarty

Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis pp. 151-167

Sabur Mollah, Shahiduzzaman Quoreshi and Goran Zafirov

Lending growth during the financial crisis and the sovereign debt crisis: The role of bank ownership type pp. 168-182

Jari-Mikko Meriläinen

Volume 40, issue C, 2016

Intraday volatility interaction between the crude oil and equity markets pp. 1-13

Dinh Phan, Susan Sharma and Paresh Narayan

Explosive bubbles in house prices? Evidence from the OECD countries pp. 14-25

Tom Engsted, Simon J. Hviid and Thomas Pedersen

The wealth effects of oil-related name changes on stock prices: Evidence from the U.S. and Canadian stock markets pp. 26-45

Hsiao-Mei Lin, Fok, Robert (Chi-Wing), Shih-An Yang and Yuanchen Chang

Financial crisis, liquidity and dynamic linkages between large and small stocks: Evidence from the Athens Stock Exchange pp. 46-62

Athanasios Koulakiotis, Vassilios Babalos and Nicholas Papasyriopoulos

Do acquisitions affect IPO long-run performance? Evidence from single vs. multiple acquirers pp. 63-79

Salma Ben Amor and Maher Kooli

Inflation announcements and asymmetric exchange rate responses pp. 80-84

Michael Arghyrou and Panayiotis Pourpourides

The impacts of risk and competition on bank profitability in China pp. 85-110

Yong Tan

The quest for banking stability in the euro area: The role of government interventions pp. 111-133

Renatas Kizys, Nikos Paltalidis and Konstantinos Vergos

Competition in the clearing and settlement industry pp. 134-162

Shaofang Li and Matej Marinč

Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market pp. 163-185

Olivier Brossard and Susanna Saroyan

Do gold prices cause production costs? International evidence from country and company data pp. 186-196

O’Connor, Fergal A., Brian Lucey and Dirk G. Baur

Volume 39, issue C, 2015

Testing the mixture of distributions hypothesis on target stocks pp. 1-14

Rachael Carroll and Colm Kearney

Supervisory powers and bank risk taking pp. 15-24

Choudhry Tanveer Shehzad and Jakob de Haan

Contribution of macroeconomic factors to the prediction of small bank failures pp. 25-39

Davide Salvatore Mare

Microstructure order flow: statistical and economic evaluation of nonlinear forecasts pp. 40-52

Mario Cerrato, Hyunsok Kim and Ronald MacDonald

Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns pp. 53-64

Christoph Riedel and Niklas Wagner

Education and the local equity bias around the world pp. 65-88

Udichibarna Bose, Ronald MacDonald and Serafeim Tsoukas

Exchange rate volatility and UK imports from developing countries: The effect of the global financial crisis pp. 89-101

Taufiq Choudhry and Syed Hassan

Value premium and implied equity duration in the Japanese stock market pp. 102-121

Yuichi Fukuta and Akiko Yamane

Creditor moral hazard during the EMU debt crisis pp. 122-135

Theodoros Bratis, Nikiforos Laopodis and Georgios Kouretas

The effect of security and market order flow shocks on co-movement pp. 136-155

Patricia Chelley-Steeley, Neophytos Lambertides and Christos Savva

The intertemporal risk-return relationship: Evidence from international markets pp. 156-180

Thomas C. Chiang, Huimin Li and Dazhi Zheng

Active block investors and corporate governance around the world pp. 181-194

Hugh Kim, Rose C. Liao and Yan Wang

Volume 38, issue C, 2015

Cost of capital, audit and earnings quality under financial crisis: A global empirical investigation pp. 3-24

Anthony Persakis and George Emmanuel Iatridis

A cross-volatility index for hedging the country risk pp. 25-41

Sofiane Aboura and Julien Chevallier

Does stock market liquidity explain real economic activity? New evidence from two large European stock markets pp. 42-64

Nicholas Apergis, Panagiotis Artikis and Dimitris Kyriazis

Industry long-term return reversal pp. 65-78

Graham Bornholt, Omar Gharaibeh and Mirela Malin

Investor attention and FX market volatility pp. 79-96

John Goddard, Arben Kita and Qingwei Wang

Reverse spillover: Evidence during emerging market financial turmoil in 2013–2014 pp. 97-115

Hyunju Kang and Hyunduk Suh

Lead arranger reputation and the structure of loan syndicates pp. 116-126

Sajid M. Chaudhry and Stefanie Kleimeier

How exactly do markets adapt? Evidence from the moving average rule in three developed markets pp. 127-147

Andrew Urquhart, Bartosz Gebka and Robert Hudson

Financial institution credit assessment and implications for portfolio managers pp. 148-166

Lynnette Purda, Fatma Sonmez and Ligang Zhong

Information revelation in the Greek exchange opening call: Daily and intraday evidence pp. 167-184

Panagiotis Anagnostidis, Angelos Kanas and George Papachristou

The scope of international mutual fund outsourcing: Fees, performance and risks pp. 185-199

Douglas Cumming, Armin Schwienbacher and Feng Zhan

Foreign banks and international shock transmission: Does bank ownership still matter? pp. 200-216

Ying Xu and Hai Anh La

Is Exchange Rate Trading Profitable? pp. 217-229

Paresh Narayan, Sagarika Mishra, Seema Narayan and Kannan Thuraisamy