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 33, issue C, 2014

The dynamics of exchange rate volatility: A panel VAR approach pp. 1-27

Axel Grossmann, Inessa Love and Alexei Orlov

Factor reversal in the euro zone stock returns: Evidence from the crisis period pp. 28-55

Hsin-I Chou, Jing Zhao and Sandy Suardi

Portfolio size, non-trading frequency and portfolio return autocorrelation pp. 56-77

Patricia Chelley-Steeley and James Steeley

Characteristic liquidity, systematic liquidity and expected returns pp. 78-98

Reza Bradrania and Maurice Peat

Corporate bond prices and idiosyncratic risk: Evidence from Australia pp. 99-114

Victor Fang and Chi-Hsiou Hung

Financial crises and the global value premium: Revisiting Fama and French pp. 115-136

Ehab A. Yamani and Peggy E. Swanson

Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission pp. 137-154

Thomas Flavin, Ciara Morley and Ekaterini Panopoulou

Performance persistence in fixed interest funds: With an eye on the post-debt crisis period pp. 155-182

Chris Grose, Apostolos Dasilas and Christos Alexakis

Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets pp. 183-199

Bernard Ben Sita and Wissam Abdallah

Bank efficiency and shareholder value in Asia Pacific pp. 200-222

Fu, Xiaoqing (Maggie), Lin, Yongjia (Rebecca) and Philip Molyneux

Financial linkages between US sector credit default swaps markets pp. 223-243

Mohamed Arouri, Shawkat Hammoudeh, Fredj Jawadi and Duc Khuong Nguyen

Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes pp. 244-258

Angelos Kanas

Trade classification accuracy for the BIST pp. 259-282

Osman Ulas Aktas and Lawrence Kryzanowski

Index revisions, systematic liquidity risk and the cost of equity capital pp. 283-298

Khelifa Mazouz, Wael Daya and Shuxing Yin

New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming pp. 299-316

Viktor Manahov, Robert Hudson and Philip Linsley

Commonality in liquidity: An empirical examination of emerging order-driven equity and derivatives market pp. 317-334

Sudhakar Reddy Syamala, V. Nagi Reddy and Abhinav Goyal

How does terms-of-trade behavior shape international financial integration in primary-commodity exporting economies? pp. 335-353

Almukhtar Al-Abri

Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? pp. 354-366

Walid Chkili, Chaker Aloui and Duc Khuong Nguyen

Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? pp. 367-378

Rangan Gupta, Shawkat Hammoudeh, Mampho P. Modise and Duc Khuong Nguyen

Hedging European government bond portfolios during the recent sovereign debt crisis pp. 379-399

Wolfgang Bessler and Dominik Wolff

Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets pp. 400-416

Don Galagedera

Oil price shocks and stock market returns: New evidence from the United States and China pp. 417-433

David Broadstock and George Filis

Financial liberalisation and international market interdependence: Evidence from China’s stock market in the post-WTO accession period pp. 434-444

Hongbo He, Shou Chen, Shujie Yao and Jinghua Ou

Stock market efficiency and international shipping-market information pp. 445-461

Amir H. Alizadeh and Yaz Muradoglu

Volume 32, issue C, 2014

Franking credits and market reactions: Evidence from the Australian convertible security market pp. 1-19

Jean-Pierre Fenech, Michael Skully and Han Xuguang

CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008–2009 financial crisis pp. 20-37

Giovanni Calice

What are the driving forces of bank competition across different income groups of countries? pp. 38-71

Ali Mirzaei and Tomoe Moore

Sovereign and bank CDS spreads: Two sides of the same coin? pp. 72-85

Davide Avino and John Cotter

Too big to succeed? Banking sector consolidation and efficiency pp. 86-106

Heather Montgomery, Kozo Harimaya and Yuki Takahashi

A cross-country analysis of herd behavior in Europe pp. 107-127

Asma Mobarek, Sabur Mollah and Kevin Keasey

Financial stress spillovers in advanced economies pp. 128-149

George Apostolakis and Athanasios Papadopoulos

Banking crises: Identifying dates and determinants pp. 150-166

Pearpilai Jutasompakorn, Robert Brooks, Christine Brown and Sirimon Treepongkaruna

Capital gains and trading pp. 167-183

Xiaoyan Lei, Yuegang Zhou and Xiaoneng Zhu

Is there heterogeneity in financial integration dynamics? Evidence from country and industry emerging market equity indexes pp. 184-218

Michael Donadelli and Antonio Paradiso

Measuring mutual fund herding – A structural approach pp. 219-239

Stefan Frey, Patrick Herbst and Andreas Walter

Efficiency in Spanish banking: A multistakeholder approach analysis pp. 240-255

Leire San-Jose, Jose Luis Retolaza and Jose Torres Pruñonosa

The accrual anomaly in the U.K. stock market: Implications of growth and accounting distortions pp. 256-277

Leonidas C. Doukakis and Georgios A. Papanastasopoulos

Does business regulation matter for banks in the European Union? pp. 278-324

Antonios Kalyvas and Emmanuel Mamatzakis

African stock market returns and liquidity premia pp. 325-342

Tibebe A. Assefa and Andre Mollick

Exploring the effects of financial and fiscal vulnerabilities on G7 economies: Evidence from SVAR analysis pp. 343-367

Georgios Magkonis and Andreas Tsopanakis

Downside risk, portfolio diversification and the financial crisis in the euro-zone pp. 368-396

Soodabeh Sarafrazi, Shawkat Hammoudeh and Paulo AraújoSantos

A comparative analysis of the dynamic relationship between oil prices and exchange rates pp. 397-414

Ibrahim Turhan, Ahmet Sensoy and Erk Hacihasanoglu

Political uncertainty and financial market uncertainty in an Australian context pp. 415-435

Lee Smales

The forward premium puzzle and the Euro pp. 436-451

Jun Nagayasu

LIBOR deception and central bank forward (mis-)guidance: Evidence from Norway during 2007–2011 pp. 452-472

Alexis Stenfors

Determinants of syndicated lending in European banks and the impact of the financial crisis pp. 473-490

Barry Howcroft, Alper Kara and David Marques-Ibanez

Volume 31, issue C, 2014

The impact of the financial crisis on transatlantic information flows: An intraday analysis pp. 1-13

Thomas Dimpfl and Franziska J. Peter

Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods pp. 14-29

Chi-Hsiou Hung, A.S.M. Azad and Victor Fang

Can international LETFs deliver their promised exposure to foreign markets? pp. 30-74

Hongfei Tang, Xiaoqing Eleanor Xu and Zihui Yang

Hot money effect or foreign exchange exposure? Investigation of the exchange rate exposures of Taiwanese industries pp. 75-96

I-Chun Tsai, Ming-Chu Chiang, Huey-Cherng Tsai and Chia-Ho Liou

Is bank income diversification beneficial? Evidence from an emerging economy pp. 97-126

Céline Meslier, Ruth Tacneng and Amine Tarazi

The political institutional and firm governance determinants of liquidity: Evidence from North Africa and the Arab Spring pp. 127-158

Bruce Hearn

Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises pp. 159-177

Massimiliano Caporin, Juan Jimenez-Martin and Lydia Gonzalez-Serrano

The impact of currency movements on asset value correlations pp. 178-186

Hans Byström

Informed trading, trading strategies and the information content of trading volume: Evidence from the Taiwan index options market pp. 187-215

Wen-liang G. Hsieh and Huei-Ru He

The influence of product age on pricing decisions: An examination of bank deposit interest rate setting pp. 216-230

Robert Anderson, John Ashton and Robert Hudson

Diversification, multimarket contacts and profits in the leasing industry pp. 231-252

Degl’Innocenti, Marta, Claudia Girardone and Giuseppe Torluccio

Joint market power in banking: Evidence from developing countries pp. 253-267

Walid Marrouch and Rima Turk-Ariss

The long-run component of foreign exchange volatility and stock returns pp. 268-284

Ding Du and Ou Hu

Inflation targeting and inflation convergence: International evidence pp. 285-295

Philip Arestis, Georgios Chortareas, Georgios Magkonis and Demetrios Moschos

Competition and the bank lending channel in Eurozone pp. 296-314

Aurélien Leroy

Can the Chinese banking system continue to grow without sacrificing loan quality? pp. 315-330

Jean-Pierre Fenech, Ying Kai Yap and Salwa Shafik

The interactions between China and US stock markets: New perspectives pp. 331-342

George L. Ye

Analysing interest rate mark-ups in the Australian mortgage market pp. 343-361

Abbas Valadkhani

Does central bank transparency affect stock market volatility? pp. 362-377

Stephanos Papadamou, Moise Sidiropoulos and Eleftherios Spyromitros

Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms pp. 378-396

Md Akhtaruzzaman, Abul Shamsuddin and Steve Easton

The effect of internationalisation on modelling credit risk for SMEs: Evidence from UK market pp. 397-413

Jairaj Gupta, Nicholas Wilson, Andros Gregoriou and Jerome Healy

Trading volume, realized volatility and jumps in the Australian stock market pp. 414-430

Hassan Shahzad, Huu Nhan Duong, Petko S. Kalev and Harminder Singh