Journal of International Financial Markets, Institutions and Money

1997 - 2025

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 22, issue 5, 2012

Exchange return co-movements and volatility spillovers before and after the introduction of euro pp. 1091-1109

Nikolaos Antonakakis

Two-way interplays between capital buffers and credit growth: Evidence from French banks pp. 1110-1125

Jerome Coffinet, Virginie Coudert, Adrian Pop and Cyril Pouvelle

What drives delistings of foreign firms from U.S. Exchanges? pp. 1126-1148

Susan Chaplinsky and Latha Ramchand

Selectivity and timing performance of UK investment trusts pp. 1149-1175

Kenbata Bangassa, Chen Su and Nathan L. Joseph

An intertemporal capital asset pricing model with heterogeneous expectations pp. 1176-1187

Dimitrios Koutmos

Profitability of pairs trading strategy in an illiquid market with multiple share classes pp. 1188-1201

John Broussard and Mika Vaihekoski

Foreign exchange volatility and stock returns pp. 1202-1216

Ding Du and Ou Hu

Evolution of a mutual fund market: Empirical analysis of simultaneous growth and decline by fund category in Indonesia pp. 1217-1236

Wista A. Narulita and Jerry Parwada

A multidimensional classification of market anomalies: Evidence from 76 price indices pp. 1237-1257

John R. Doyle and Catherine Huirong Chen

Arbitrage and the Law of One Price in the market for American depository receipts pp. 1258-1276

Hamad Alsayed and Frank McGroarty

Equity financing capacity and stock returns: Evidence from China pp. 1277-1291

Meimanage Fonseka, Lalith P. Samarakoon and Gao-Liang Tian

Which demands affect optimal international portfolio choices? pp. 1292-1306

Jin-Ray Lu, Chih-Ming Chan and Mei-Hui Wen

Integration in European retail banking: Evidence from savings and lending rates to non-financial corporations pp. 1307-1327

Aarti Rughoo and Nicholas Sarantis

Volume 22, issue 4, 2012

Time-varying financial stress linkages: Evidence from the LIBOR-OIS spreads pp. 647-657

Philip Inyeob Ji

The EMU sovereign-debt crisis: Fundamentals, expectations and contagion pp. 658-677

Michael Arghyrou and Alexandros Kontonikas

Are changes in foreign exchange reserves a good proxy for official intervention? pp. 678-695

Sandy Suardi and Yuanchen Chang

Factors determining European bank risk pp. 696-718

Mamiza Haq and Richard Heaney

Impact of news announcements on the foreign exchange implied volatility pp. 719-737

Andrew Marshall, Taleh Musayev, Helena Pinto and Leilei Tang

Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates pp. 738-757

Walid Chkili, Chaker Aloui and Duc Khuong Nguyen

Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam pp. 758-773

Cuong Nguyen and Muhammad Bhatti

The impact of laws, regulations, and culture on cross-border joint ventures pp. 774-795

Dobrina Georgieva, Tomas Jandik and Wayne Y. Lee

A variable impact neural network analysis of dividend policies and share prices of transportation and related companies pp. 796-813

Hussein A. Abdou, John Pointon, Ahmed El-Masry, Moji Olugbode and Roger J. Lister

Political connections and the long-term stock performance of Chinese IPOs pp. 814-833

Jianlei Liu, Konari Uchida and Ruidong Gao

Recent trends in relative performance of global equity markets pp. 834-854

Don Galagedera

Information disclosure and depositor discipline in the Chinese banking sector pp. 855-878

Yuliang Wu and Michael Bowe

Ownership, diversification and cost advantages: Evidence from the Italian leasing industry pp. 879-896

Degl’Innocenti, Marta and Claudia Girardone

Market power, revenue diversification and bank stability: Evidence from selected South Asian countries pp. 897-912

My Nguyen, Michael Skully and Shrimal Perera

Asymmetric information among lending syndicate members and the value of repeat lending pp. 913-935

Blaise Gadanecz, Alper Kara and Philip Molyneux

Migrant remittances, financial sector development and the government ownership of banks: Evidence from a group of non-OECD economies pp. 936-957

Arusha Cooray

Purchasing power parity and structural instability in the US/UK exchange rate pp. 958-972

Michail Karoglou and Bruce Morley

Book-to-market equity, operating risk, and asset correlations: Implications for Basel capital requirement pp. 973-989

Shih-Cheng Lee and Chien-Ting Lin

Revisiting bank profitability: A semi-parametric approach pp. 990-1005

Angelos Kanas, Dimitrios Vasiliou and Nikolaos Eriotis

30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements pp. 1006-1023

Lee Smales

The listing and delisting of German firms on NYSE and NASDAQ: Were there any benefits? pp. 1024-1053

Wolfgang Bessler, Fred R. Kaen, Philipp Kurmann and Jan Zimmermann

Information efficiency changes following FTSE 100 index revisions pp. 1054-1069

Wael Daya, Khelifa Mazouz and Mark Freeman

Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries? pp. 1070-1089

Rachel Christopher, Suk-Joong Kim and Eliza Wu

Volume 22, issue 3, 2012

The options market response to accounting earnings announcements pp. 423-450

Cameron Truong, Charles Corrado and Yangyang Chen

The relationship between aggregate managed fund flows and share market returns in Australia pp. 451-472

John Watson and Jayasinghe Wickramanayake

International tax arbitrage, currency options and put-call parity conditions pp. 473-486

Frank Strobel

The impact of monetary policy decisions on stock returns: Evidence from Thailand pp. 487-507

Chaiporn Vithessonthi and Yaowaluk Techarongrojwong

Substitution or complementary effects between banking and stock markets: Evidence from financial openness in Taiwan pp. 508-520

Su-Yin Cheng

Do momentum-based trading strategies work in emerging currency markets? pp. 521-537

Reza Tajaddini and Timothy Falcon Crack

Idiosyncratic risk and expected returns in frontier markets: Evidence from GCC pp. 538-554

Jorg Bley and Mohsen Saad

The role of data limitations, seasonality and frequency in asset pricing models pp. 555-574

Irina Murtazashvili and Nadia Vozlyublennaia

An agency theory explanation of SEO underperformance: Evidence from dual-class firms pp. 575-588

Ranadeb Chaudhuri and Hoontaek Seo

The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks pp. 589-608

Sina Badreddine, Emilios C. Galariotis and Phil Holmes

The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach pp. 609-621

I-Chun Tsai

Diversification evidence from international equity markets using extreme values and stochastic copulas pp. 622-646

Muhammad Bhatti and Cuong Nguyen

Volume 22, issue 2, 2012

When bank loans are bad news: Evidence from market reactions to loan announcements under the risk of expropriation pp. 233-252

Weihua Huang, Armin Schwienbacher and Shan Zhao

Zone-quadratic preference, asymmetry and international reserve accretion in India: An empirical investigation pp. 253-263

Naveen Srinivasan and Sudhanshu Kumar

Does uncertainty matter for loan charge-offs? pp. 264-277

Laetitia Lepetit, Frank Strobel and David G. Dickinson

The determinants of sovereign credit spread changes in the Euro-zone pp. 278-304

Luís Oliveira, José Dias Curto and João Pedro Nunes

The efficiency of the buy-write strategy: Evidence from Australia pp. 305-328

Tafadzwa Mugwagwa, Vikash Ramiah, Tony Naughton and Imad Moosa

Multiple equilibria in the dynamics of financial globalization: The role of institutions pp. 329-342

Bjorn Van Campenhout and Danny Cassimon

Modelling the dynamics, structural breaks and the determinants of the real exchange rate of Australia pp. 343-358

Khorshed Chowdhury

Monetary policy and inferential expectations of exchange rates pp. 359-380

Gordon Menzies and Daniel Zizzo

Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market pp. 381-394

Yuki Toyoshima, Go Tamakoshi and Shigeyuki Hamori

Commodity volatility breaks pp. 395-422

Andrew Vivian and Mark Wohar

Volume 22, issue 1, 2012

The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis pp. 1-15

Ping Wang and Tomoe Moore

The impact of capital account liberalization measures pp. 16-34

Chaiporn Vithessonthi and Jittima Tongurai

Bank size, market concentration, and bank earnings volatility in the US pp. 35-54

Jakob de Haan and Tigran Poghosyan

Joint dynamics of foreign exchange and stock markets in emerging Europe pp. 55-86

Numan Ülkü and Ebru Demirci

Financial globalization and stock market risk pp. 87-102

Omar Esqueda, Tibebe A. Assefa and Andre Mollick

Are bank loans important for output growth? pp. 103-119

Ulrike Rondorf

Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009 pp. 120-136

Jan Antell and Mika Vaihekoski

Exchange rate risk in the US stock market pp. 137-150

Ding Du and Ou Hu

A twelve-area model for the equilibrium Chinese Yuan/US dollar nominal exchange rate pp. 151-170

Kefei You and Nicholas Sarantis

Asymmetric benchmarking in bank credit rating pp. 171-193

Chung-Hua Shen, Yu-Li Huang and Iftekhar Hasan

Changing integration of EMU public property markets pp. 194-208

Nafeesa Yunus and Peggy E. Swanson

Forecast rationality and monetary policy frameworks: Evidence from UK interest rate forecasts pp. 209-231

Georgios Chortareas, Boonlert Jitmaneeroj and Andrew Wood