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 37, issue C, 2015

Stock price synchronicity and tails of return distribution pp. 1-11

Mohamed Douch, Omar Farooq and Mohammed Bouaddi

Retail investor attention and stock liquidity pp. 12-26

Rong Ding and Wenxuan Hou

Forecasting growth and stock performance using government and corporate yield curves: Evidence from the European and Asian markets pp. 27-41

Dan Saar and Yossi Yagil

Foreign exchange market pressure and capital controls pp. 42-53

Gilal Muhammad Akram and Joseph Byrne

Short-horizon excess returns and exchange rate and interest rate effects pp. 54-76

Nathan Lael Joseph, Neophytos Lambertides and Christos Savva

Bid-ask spread, information asymmetry and acquisition of oil and gas assets pp. 77-84

Amir H. Sabet and Richard Heaney

Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis pp. 85-98

Viktor Manahov, Robert Hudson and Hafiz Hoque

Market perceptions of US and European policy actions around the subprime crisis pp. 99-113

Theoharry Grammatikos, Thorsten Lehnert and Yoichi Otsubo

Is there an ideal in-sample length for forecasting volatility? pp. 114-137

Dimos S. Kambouroudis and David G. McMillan

Determinants of money flows into investment trusts in Japan pp. 138-161

Yoshikatsu Shinozawa and Andrew Vivian

Is Fundamental Indexation able to time the market? Evidence from the Dow Jones Industrial Average and the Russell 1000 pp. 162-177

Doris Chen, Michael Dempsey and Paul Lajbcygier

Taxes, earnings payout, and payout channel choice pp. 178-203

Philipp Geiler and Luc Renneboog

Volume 36, issue C, 2015

Regional integration, capital mobility and financial intermediation revisited: Application of general to specific method in panel data pp. 1-17

Saten Kumar

Price discovery on Bitcoin exchanges pp. 18-35

Morten Brandvold, Peter Molnár, Kristian Vagstad and Ole Christian Andreas Valstad

The unique risk exposures of Islamic banks’ capital buffers: A dynamic panel data analysis pp. 36-52

Hassan Daher, Abul Masih and Mansor Ibrahim

Linkages and co-movement between international stock market returns: Case of Dow Jones Islamic Dubai Financial Market index pp. 53-70

AbdelKader EL Alaoui, Ginanjar Dewandaru, Saiful Azhar Rosly and Abul Masih

Explaining cross-border bank expansion in East Africa pp. 71-84

Odongo Kodongo, Dinah Natto and Nicholas Biekpe

International capital markets structure, preferences and puzzles: A “US–China World” pp. 85-99

Guglielmo Maria Caporale, Michael Donadelli and Alessia Varani

Trends and convergence in global housing markets pp. 100-112

Nafeesa Yunus

Does sovereign creditworthiness affect bank valuations in emerging markets? pp. 113-129

Gwion Williams, Rasha Alsakka and Owain ap Gwilym

Arbitrage opportunities and feedback trading in emissions and energy markets pp. 130-147

Frankie Chau, Jing-Ming Kuo and Yukun Shi

The Latin American bank capital buffers and business cycle: Are they pro-cyclical? pp. 148-160

Oscar Carvallo, Adnan Kasman and Sine Kontbay-Busun

Volume 35, issue C, 2015

R&D intensity, cross-border strategic alliances, and valuation effects pp. 1-17

Sian Owen and Alfred Yawson

An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration pp. 18-29

Tolga Omay, Asli Yuksel and Aydin Yuksel

Managerial attitudes and takeover outcomes: Evidence from corporate filings pp. 30-44

Shan Yan

Time-varying systematic and idiosyncratic risk exposures of US bank holding companies pp. 45-68

Wolfgang Bessler, Philipp Kurmann and Tom Nohel

Analyst earnings forecast under complex corporate ownership in China pp. 69-84

Wei Huang and Brian Wright

Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR pp. 85-101

Josh Stillwagon

New evidence on the impact of fees on mutual fund performance of two types of funds pp. 102-115

F. Mansor, Muhammad Bhatti and Mohamed Ariff

The performance of diversified emerging market equity funds pp. 116-131

Anup Basu and Jason Huang-Jones

Liquidity shocks and stock bubbles pp. 132-146

Ogonna Nneji

Business cycle variation in positive feedback trading: Evidence from the G-7 economies pp. 147-159

Frankie Chau and Rataporn Deesomsak

Volume 34, issue C, 2015

On the differential impact of monetary policy across states/territories and its determinants in Australia: Evidence and new methodology from a small open economy pp. 1-13

Joaquin Vespignani

Financial portfolio choice: Do business cycle regimes matter? Panel evidence from international household surveys pp. 14-27

Nicholas Apergis

Moral hazard and the financial structure of banks pp. 28-40

Miguel Duran and Ana Lozano-Vivas

The impact of oil price shocks on the stock market return and volatility relationship pp. 41-54

Wensheng Kang, Ronald Ratti and Kyung Hwan Yoon

Do the disposition and house money effects coexist? A reconciliation of two behavioral biases using individual investor-level data pp. 55-68

Darren Duxbury, Robert Hudson, Kevin Keasey, Zhishu Yang and Songyao Yao

Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis pp. 69-79

Chaker Aloui, Shawkat Hammoudeh and Hela Ben Hamida

An analysis of sectoral equity and CDS spreads pp. 80-93

Paresh Narayan

Underwriter competition in accelerated seasoned equity offerings: Evidence from Canada pp. 94-110

Erdal Gunay and Nancy Ursel

Foreigners’ trading and stock returns in Spain pp. 111-126

Eva Porras and Numan Ülkü

Banking crises and financial integration: Insights from networks science pp. 127-146

Julian Caballero

Controlling shareholders’ incentives and executive pay-for-performance sensitivity: Evidence from the split share structure reform in China pp. 147-160

Shenglan Chen, Bingxuan Lin, Rui Lu and Ting Zhang

Asymmetric volatility response to news sentiment in gold futures pp. 161-172

Lee Smales

A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices pp. 173-187

Rania Jammazi, Amine Lahiani and Duc Khuong Nguyen

Accounting quality, information risk and implied volatility around earnings announcements pp. 188-207

Seraina Anagnostopoulou and Andrianos Tsekrekos

Opening and closing price efficiency: Do financial markets need the call auction? pp. 208-227

Gbenga Ibikunle

Herding dynamics in exchange groups: Evidence from Euronext pp. 228-244

Fotini Economou, Konstantinos Gavriilidis, Abhinav Goyal and Vasileios Kallinterakis

Oil price and stock returns of consumers and producers of crude oil pp. 245-262

Dinh Phan, Susan Sharma and Paresh Narayan

Modeling the distribution of extreme returns in the Chinese stock market pp. 263-276

Saiful Izzuan Hussain and Steven Li

The determinants of bank risks: Evidence from the recent financial crisis pp. 277-293

W.S. Leung, Nick Taylor and K.P. Evans

Cross-border banking claims on emerging countries: The Basel III Banking Reforms in a push and pull framework pp. 294-310

Jean-Marc Figuet, Thomas Humblot and Delphine Lahet

Foreign exchange market inefficiency and exchange rate anomalies pp. 311-320

Jing Li and Norman C. Miller

Price linkage between the US and Japanese futures across different time zones: An analysis of the minute-by-minute data pp. 321-336

Erin H. Kao, Tsung-wu Ho and Hung-Gay Fung

Reexamining sports-sentiment hypothesis: Microeconomic evidences from Borsa Istanbul pp. 337-355

Ka Wai Terence Fung, Ender Demir, Chi Keung Lau and Kwok Ho Chan