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 21, issue 5, 2011

Post-earnings announcement abnormal return in the Chinese equity market pp. 637-661

Cameron Truong

The effect of financial liberalization on stock-return volatility in GCC markets pp. 662-685

Jorg Bley and Mohsen Saad

Global markets exposure and price efficiency: An empirical analysis of order flow dynamics of NYSE-listed Indian firms pp. 686-706

Kiran Kumar, Varsha Mamidi and Vijaya Marisetty

Markov-switching regimes and the monetary model of exchange rate determination: Evidence from the Central and Eastern European markets pp. 707-723

Manolis N. Syllignakis and Georgios Kouretas

Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets pp. 724-742

Lalith P. Samarakoon

Financial development, technology, growth and performance: Evidence from the accession to the EU pp. 743-759

Andrey Zagorchev, Geraldo Vasconcellos and Youngsoo Bae

The impact of underwriter reputation on initial returns and long-run performance of Chinese IPOs pp. 760-791

Chen Su and Kenbata Bangassa

Relationship between macroeconomic variables and net asset values (NAV) of equity funds: Cointegration evidence and vector error correction model of the Hong Kong Mandatory Provident Funds (MPFs) pp. 792-810

Patrick Kuok-Kun Chu

Interest rate sensitivity of the European stock markets before and after the euro introduction pp. 811-831

Timo Korkeamäki

Is trading on earnings surprises a profitable strategy? Canadian evidence pp. 832-850

Mark Chudek, Cameron Truong and Madhu Veeraraghavan

Distributional asymmetry of loadings on market co-moments pp. 851-866

Kenneth Högholm, Johan Knif, Gregory Koutmos and Seppo Pynnönen

Pippenger's CIP-based solution to the forward-bias puzzle: A rejoinder pp. 867-873

Alan King

Volume 21, issue 4, 2011

Quantitative easing works: Lessons from the unique experience in Japan 2001â2006 pp. 461-495

Eric Girardin and Zakaria Moussa

Is the dollar peg suitable for the largest economies of the Gulf Cooperation Council? pp. 496-512

Jay Squalli

Modeling default probabilities: The case of Brazil pp. 513-534

Benjamin Tabak, André Victor Doherty Luduvice and Daniel Cajueiro

Intertemporal risk-return trade-off in foreign exchange rates pp. 535-549

Charlotte Christiansen

On the relationship between exchange rates and equity returns: A new approach pp. 550-559

Katechos Georgios

Short-term under/overreaction, anticipation or uncertainty avoidance? Evidence from India pp. 560-584

Daniela Maher and Anokhi Parikh

The subprime asset-backed securities market and the equity prices of large complex financial institutions pp. 585-604

Calice Giovanni

The forward-bias puzzle: Still unsolved pp. 605-610

Müller Christian

On the (in)feasibility of covered interest parity as a solution to the forward bias puzzle pp. 611-616

Sanders Chang

Possible solutions to the forward bias paradox pp. 617-622

Baillie Richard T.

A comment on: "The solution to the forward-bias puzzleâ pp. 623-628

King Alan

The solution to the forward-bias puzzle: Reply pp. 629-636

Pippenger John

Volume 21, issue 3, 2011

Determinants of bank profitability before and during the crisis: Evidence from Switzerland pp. 307-327

Andreas Dietrich and Gabrielle Wanzenried

Why do people risk exposure to Ponzi schemes? Econometric evidence from Jamaica pp. 328-346

David Tennant

Long-term return reversals--Value and growth or tax? UK evidence pp. 347-368

Yuliang Wu and Youwei Li

Sovereign CDS and bond pricing dynamics in emerging markets: Does the cheapest-to-deliver option matter? pp. 369-387

John Ammer and Fang Cai

Modeling intraday volatility: A new consideration pp. 388-418

Carlin C.F. Chu and K.P. Lam

Speculative trading, price pressure and overvaluation pp. 419-442

Rong Ding and Peng Cheng

Cross-country effects in herding behaviour: Evidence from four south European markets pp. 443-460

Fotini Economou, Alexandros Kostakis and Nikolaos Philippas

Volume 21, issue 2, 2011

The fast and the furious--Stock returns and CDS of financial institutions under stress pp. 157-175

Patrick Trutwein and Dirk Schiereck

Do technical trading profits remain in the foreign exchange market? Evidence from 14 currencies pp. 176-206

Igor Cialenco and Aris Protopapadakis

Assessing McCallum and Taylor rules in a cross-section of emerging market economies pp. 207-228

Aaron Mehrotra and José Sánchez-Fung

Greek market efficiency and its international integration pp. 229-246

Mehmet Dicle and John Levendis

Equity prices and macroeconomic fundamentals: International evidence pp. 247-276

Nikiforos Laopodis

Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from microstructural analyses pp. 277-295

Peter Andersen and Suk-Joong Kim

The solution to the forward-bias puzzle pp. 296-304

John Pippenger

Corrigendum to "The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads" [J. Int. Financ. Markets Inst. Money 20 (2010) 575-589] pp. 305-305

Philip Inyeob Ji and Francis In

Volume 21, issue 1, 2011

Joint conditionality in testing the beta-return relationship: Evidence based on the UK stock market pp. 1-13

David Morelli

The relationship between the 52-week high of an individual stock and stock market index level: Evidence from Taiwan pp. 14-27

Chiao-Yi Chang

The choice between bookbuilding and fixed-price offering: Evidence from SEOs in Taiwan pp. 28-48

Hsuan-Chi Chen, Pei-Gi Shu and Sue-Jane Chiang

Effects of the open policy on the dependence between the Chinese 'A' stock market and other equity markets: An industry sector perspective pp. 49-74

Weiwei Luo, Robert Brooks and Param Silvapulle

Efficiency of Turkish banking: Two-stage network system. Variable returns to scale model pp. 75-91

Hirofumi Fukuyama and Roman Matousek

Financial crises and stock market contagion in a multivariate time-varying asymmetric framework pp. 92-106

Dimitris Kenourgios, Aristeidis Samitas and Nikos Paltalidis

Exchange rate response to macronews: Through the lens of microstructure pp. 107-126

Tanseli Savaser

Italian IPOs: Allocations and claw back clauses pp. 127-143

Dmitri Boreiko and Stefano Lombardo

Cointegration in Central and East European markets in light of EU accession pp. 144-155

Calin-Vlad Demian

Volume 20, issue 5, 2010

Diversification benefits of commodity futures pp. 451-474

C. Sherman Cheung and Peter Miu

The effects of reputation and relationships on lead banks' certification roles pp. 475-489

Viet Do and Tram Vu

The valuation of contingent claims using alternative numerical methods pp. 490-508

Chuang-Chang Chang and Jun-Biao Lin

Efficiency and the trading system: The case of SETSmm pp. 509-518

Patricia Chelley-Steeley and Leonid Skvortsov

An analysis of inflation and stock returns for the UK pp. 519-532

Lifang Li, Paresh Narayan and Xinwei Zheng

The role of trading volume in volatility forecasting pp. 533-555

Van Le and Ralf Zurbruegg

Currency crisis and the forward discount bias: Evidence from emerging economies under breaks pp. 556-574

Shuming Bai and Andre Mollick

The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads pp. 575-589

Philip Inyeob Ji and Francis In

Time-shift asymmetric correlation analysis of global stock markets pp. 590-605

Sergey K. Aityan, Alexey K. Ivanov-Schitz and Sergey S. Izotov

Volume 20, issue 4, 2010

The electronic trading systems and bid-ask spreads in the foreign exchange market pp. 323-345

Liang Ding and Jonas Hiltrop

Performance persistence in hedge funds: Australian evidence pp. 346-362

Viet Do, Robert Faff and Madhu Veeraraghavan

European capital market integration: An empirical study based on a European asset pricing model pp. 363-375

David Morelli

Double signals or single signal? An investigation of insider trading around share repurchases pp. 376-388

Michael Firth, T.Y. Leung and Oliver Rui

Long-run relations among equity indices under different market conditions: Implications on the implementation of statistical arbitrage strategies pp. 389-403

Christos Alexakis

The role of country, regional and global market risks in the dynamics of Latin American yield spreads pp. 404-422

Alena Audzeyeva and Klaus Schenk-Hoppé

International comparison of returns from conventional, industrial and 52-week high momentum strategies pp. 423-435

Kartick Gupta, Stuart Locke and Francis Scrimgeour

Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium pp. 436-450

Axel Grossmann and David G. McMillan

Volume 20, issue 3, 2010

Order aggressiveness and quantity: How are they determined in a limit order market? pp. 213-237

Ingrid Lo and Stephen G. Sapp

Dynamic news effects in high frequency Euro exchange rates pp. 238-258

Kevin P. Evans and Alan E.H. Speight

Efficiency evaluation of the Portuguese pension funds management companies pp. 259-266

Maria Teresa Garcia

Stock liquidity and investment opportunities: New evidence from FTSE 100 index deletions pp. 267-274

Andros Gregoriou and Ngoc Dung Nguyen

Investigating the determinants of banking coexceedances in Europe in the summer of 2008 pp. 275-283

Brian Lucey and Aleksandar Sevic

What determines differences in foreign bank efficiency? Australian evidence pp. 284-309

Jan-Egbert Sturm and Barry Williams

Fundamentals of corporate currency exposure pp. 310-321

Thomas J. O'Brien

Volume 20, issue 2, 2010

Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005 pp. 109-134

Virginie Coudert and Mathieu Gex

Hedging with futures: Efficacy of GARCH correlation models to European electricity markets pp. 135-148

Giovanna Zanotti, Giampaolo Gabbi and Manuela Geranio

Assessing co-ordinated Asian exchange rate regimes: Proposal for a possible move towards a common currency pp. 149-165

Raj Aggarwal and Cal B. Muckley

The long-run relationship between stock prices and goods prices: New evidence from panel cointegration pp. 166-176

Andros Gregoriou and Alexandros Kontonikas

Migration and its contribution to the size and value premiums: Australian evidence pp. 177-196

Philip Gharghori, Yusuf Hamzah and Madhu Veeraraghavan

Management team structure and mutual fund performance pp. 197-211

Iordanis Karagiannidis

Volume 20, issue 1, 2010

Financial firm bankruptcy and systemic risk pp. 1-12

Jean Helwege

An alternative approach to evaluating the agreement between financial markets pp. 13-35

Seung Oh Nam, Hyun Kyung Kim and Byung Chun Kim

Do foreign institutional investors destabilize China's A-share markets? pp. 36-50

Michael Schuppli and Martin T. Bohl

Pricing assets with higher moments: Evidence from the Australian and us stock markets pp. 51-67

Phuong Doan, Chien-Ting Lin and Ralf Zurbruegg

Evaluating the state of competition of the Greek banking industry pp. 68-90

Anthony Rezitis

Exchange rate regimes, capital controls, and currency crises: Does the bipolar view hold? pp. 91-108

Taro Esaka