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 30, issue C, 2014

Bonding and the agency risk premium: An analysis of migrations between the AIM and the Official List of the London Stock Exchange pp. 1-20

Kevin Campbell and Isaac T. Tabner

Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects pp. 21-54

Georgios Sermpinis, Charalampos Stasinakis and Christian Dunis

Information content in CDS spreads for equity returns pp. 55-80

Peipei Wang and Ramaprasad Bhar

Role of asymmetric information and moral hazard on IPO underpricing and lockup pp. 81-105

Hafiz Hoque

Order choices under information asymmetry in foreign exchange markets pp. 106-118

Yin-Feng Gau and Zhen-Xing Wu

An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits pp. 119-136

Francesco Guidi and Mehmet Ugur

Private capital flows and economic growth in Africa: The role of domestic financial markets pp. 137-152

Elikplimi Agbloyor, Joshua Abor, Charles Adjasi and Alfred Yawson

Stock return outliers and beta estimation: The case of U.S. pharmaceutical companies pp. 153-171

Alexandra K. Theodossiou and Panayiotis Theodossiou

What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem pp. 172-190

Cathy Yi-Hsuan Chen, I-Doun Kuo and Thomas C. Chiang

On Sharia’a-compliance, positive assortative matching, and return to investment banking pp. 191-195

Suren Basov and Muhammad Bhatti

Intraday periodicity in algorithmic trading pp. 196-204

John Broussard and Andrei Nikiforov

Anonymity and the Information Content of the Limit Order Book pp. 205-219

Huu Nhan Duong and Petko S. Kalev

The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries pp. 220-246

Ming-Jen Chang and Che-Yi Su

Volume 29, issue C, 2014

Macroeconomic impacts of oil prices and underlying financial shocks pp. 1-12

Wang Chen, Shigeyuki Hamori and Takuji Kinkyo

Unbiasedness and risk premiums in the Indian currency futures market pp. 13-32

Satish Kumar and Stefan Trück

Does economic integration stimulate capital mobility? An analysis of four regional economic communities in Africa pp. 33-50

Saten Kumar, Rahul Sen and Sadhana Srivastava

Rationalizing the value premium in emerging markets pp. 51-70

M. Shahid Ebrahim, Sourafel Girma, Mohamed Shah and Jonathan Williams

Institutional trading and attention bias pp. 71-91

Weifeng Hung

New evidence on turn-of-the-month effects pp. 92-108

Susan Sharma and Paresh Narayan

Dependence structure between CEEC-3 and German government securities markets pp. 109-125

Lu Yang and Shigeyuki Hamori

Effects of regulator's announcements, information asymmetry and ownership changes on private equity placements: Evidence from China pp. 126-149

Meimanage Fonseka, Sisira R.N. Colombage and Gao-Liang Tian

Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data pp. 150-169

Numan Ülkü and Yekaterina Karpova

Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand pp. 170-194

Chaiporn Vithessonthi

Impact of off-balance sheet banking on the bank lending channel of monetary transmission: Evidence from South Asia pp. 195-216

Anil Perera, Deborah Ralston and Jayasinghe Wickramanayake

Effectiveness, cause and impact of price limit—Evidence from China's cross-listed stocks pp. 217-241

Huimin Li, Dazhi Zheng and Jun Chen

Momentum profits and conditional time-varying systematic risk pp. 242-255

David Morelli

Bidder country characteristics and informed trading in U.S. targets pp. 256-284

Jeff Madura and Marek Marciniak

Macro risk factors of credit default swap indices in a regime-switching framework pp. 285-308

Kam Fong Chan and Alastair Marsden

Bank earnings forecasts, risk and the crisis pp. 309-335

Mario Anolli, Elena Beccalli and Philip Molyneux

The impact of the global financial crisis on mortgage pricing and credit supply pp. 336-363

Weifang Lou and Xiangkang Yin

Volume 28, issue C, 2014

Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries pp. 1-19

Frankie Chau, Rataporn Deesomsak and Jun Wang

Stock price and volume effects associated with changes in the composition of the FTSE Bursa Malaysian KLCI pp. 20-35

Alcino Azevedo, Mohamad Karim, Andros Gregoriou and Mark Rhodes

Persistent exchange-rate movements and stock returns pp. 36-53

Ding Du

Banking efficiency in Brazil pp. 54-65

Carlos Barros and Peter Wanke

Shareholder wealth effects of stock dividends in a unique environment pp. 66-81

Khamis Al-Yahyaee

Bond futures, inflation-indexed bonds, and inflation risk premium pp. 82-99

Angelos Kanas

Bank loans and borrower value during the global financial crisis: Empirical evidence from France pp. 100-130

Christophe Godlewski

Does high frequency trading affect technical analysis and market efficiency? And if so, how? pp. 131-157

Viktor Manahov, Robert Hudson and Bartosz Gebka

Macro-financial linkages in Egypt: A panel analysis of economic shocks and loan portfolio quality pp. 158-181

Inessa Love and Rima Turk Ariss

Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis pp. 182-203

Lihong Wang

Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk pp. 204-212

Khaled Guesmi, Jean-Yves Moisseron and Frédéric Teulon

How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests pp. 213-227

Ahdi Noomen Ajmi, Shawkat Hammoudeh, Duc Khuong Nguyen and Soodabeh Sarafrazi

Volume 27, issue C, 2013

Liquidity measurement in frontier markets pp. 1-12

Ben Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti

Market-oriented banking, financial stability and macro-prudential indicators of leverage pp. 13-34

Christian Calmès and Raymond Théoret

Do firm characteristics matter for the dynamics of idiosyncratic risk? pp. 35-46

Nadia Vozlyublennaia

Beta risk and price synchronicity of bank acquirers’ common stock following merger announcements pp. 47-58

Konstantinos Bozos, Dimitrios Koutmos and Wei Song

The information content of open-market repurchase announcements in Taiwan pp. 59-75

Su-Yin Cheng and Han Hou

Why are stock exchange IPOs so underpriced and yet outperform in the long run? pp. 76-98

Isaac Otchere, George Owusu-Antwi and Sana Mohsni

A momentum threshold model of stock prices and country risk ratings: Evidence from BRICS countries pp. 99-112

Teng Dong Liu, Shawkat Hammoudeh and Mark A. Thompson

The contribution of US bond demand to the US bond yield conundrum of 2004–2007: An empirical investigation pp. 113-136

Thomas Goda, Photis Lysandrou and Chris Stewart

Does idiosyncratic volatility matter in emerging markets? Evidence from China pp. 137-160

Gilbert Nartea, Ji Wu and Zhentao Liu

Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets pp. 161-176

Dionisis Philippas and Costas Siriopoulos

On the predictive role of large futures trades for S&P500 index returns: An analysis of COT data as an informative trading signal pp. 177-201

Haojun Chen and Daniela Maher

An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume pp. 202-223

Thu Phuong Pham and Joakim Westerholm

Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries pp. 224-242

Basel Awartani, Aktham Maghyereh and Mohammad Al Shiab

Deposit insurance and private capital inflows: Further evidence pp. 243-247

Yener Altunbas and John Thornton

Stock and foreign exchange market linkages in emerging economies pp. 248-268

Elena Andreou, Maria Matsi and Andreas Savvides

Monetary policy and the banking sector in Turkey pp. 269-285

Dervis Ahmet Akinci, Roman Matousek, Nemanja Radić and Chris Stewart

Informed options trading prior to takeovers – Does the regulatory environment matter? pp. 286-305

Edward Podolski, Cameron Truong and Madhu Veeraraghavan

Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers pp. 306-317

Ahmad Hassan Ahmad and Ricardo Moran Hernandez