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 9, issue 4, 1999

Characteristics of the order flow through an electronic open limit order book pp. 335-357

Philip Brown, Nathanial Thomson and David Walsh

Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? pp. 359-376

Christopher Baum, John Barkoulas and Mustafa Caglayan

Assessing competitive conditions in the Greek banking system pp. 377-391

George Hondroyiannis, Sarantis Lolos and Evangelia Papapetrou

Cointegration analysis of the intensity of the ERM currencies under the European Monetary System pp. 393-405

Kai-Yin Woo

Combining conditional volatility forecasts using neural networks: an application to the EMS exchange rates pp. 407-422

Michael Y. Hu and Christos Tsoukalas

Volume 9, issue 3, 1999

Banks recapitalization policies in Japan and their impact on the market pp. 223-246

Satoshi Daigo, Tatsuya Yonetani and Kouhei Marumo

A multivariate analysis of the determinants of Moody's bank financial strength ratings pp. 267-283

Winnie P. H. Poon, Michael Firth and Hung-Gay Fung

The x-efficiency and allocative efficiency effects of credit union mergers pp. 285-301

Kaylee A. Garden and Deborah E. Ralston

Malmquist indices of productivity change in Australian financial services pp. 303-320

Andrew Worthington

A preliminary look at gains from asset securitization pp. 321-333

Hugh Thomas

Volume 9, issue 2, 1999

Asymmetric information and the bid-ask spread: an empirical comparison between automated order execution and open outcry auction pp. 115-128

Jianxin Wang

Local and global price memory of international stock markets pp. 129-147

Johan Knif and Seppo Pynnonen

The information in the Mexican term structure of interest rates: capital market implications pp. 149-161

Jorge Gonzalez, Roger Spencer and Daniel Walz

Factor price misspecification in bank cost function estimation pp. 163-182

Dean Mountain and Hugh Thomas

A test of purchasing power parity for emerging economies pp. 183-193

Mehdi Salehizadeh and Robert Taylor

Volume 9, issue 1, 1999

Modeling asset market volatility in a small market:: Accounting for non-synchronous trading effects pp. 1-18

Stephen Lange

A monetary policy feedback rule in Korea's fast-growing economy pp. 19-31

Michael Dueker and Gyuhan Kim

The dynamic relationship of volatility, volume, and market depth in currency futures markets pp. 33-59

Hung-Gay Fung and Gary A. Patterson

Causal relations among stock returns and macroeconomic variables in a small, open economy pp. 61-74

Øystein Gjerde and Frode Sættem

Volume 8, issue 3-4, 1998

Introduction to the international market microstructure issue pp. 219-223

Richard Lyons

The liquidity of automated exchanges: new evidence from German Bund futures pp. 225-241

Alex Frino, Thomas McInish and Martin Toner

Price discovery in high and low volatility periods: open outcry versus electronic trading pp. 243-260

Martin Martens

A change in market microstructure: the switch to electronic screen trading on the New Zealand stock exchange pp. 261-276

Michael Blennerhassett and Robert G. Bowman

Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong pp. 277-298

Paul Brockman and Dennis Y. Chung

Two months in the life of several gilt-edged market makers on the London Stock Exchange pp. 299-324

Paolo Vitale

Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares pp. 325-356

Sugato Chakravarty, Asani Sarkar and Lifan Wu

Put-call parity revisited: intradaily tests in the foreign currency options market pp. 357-376

Mazen El-Mekkaoui and Mark Flood

Price clustering and bid-ask spreads in international bond futures pp. 377-391

Owain ap Gwilym, Andrew Clare and Stephen Thomas

Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings pp. 393-412

Stephen R. Foerster and G. Karolyi

Does international trading of stocks decrease pricing errors? Evidence from Japan pp. 413-432

Nobuyoshi Yamori

Volume 8, issue 2, 1998

Information flows and open outcry: evidence of imitation trading pp. 101-116

Mark D. Griffiths, Brian F. Smith, D. Alasdair S. Turnbull and Robert W. White

What determines real exchange rates?: The long and the short of it pp. 117-153

Ronald MacDonald

An empirical examination of linkages between Pacific-Basin stock markets pp. 155-173

Sundaram Janakiramanan and Asjeet S. Lamba

A test of the intertemporal CAPM in the Australian equity market pp. 175-188

Robert Faff and Howard Chan

The spillover effects of the trading suspension of the treasury bond futures market in China pp. 205-218

Winnie P. H. Poon, Michael Firth and Hung-Gay Fung

Volume 8, issue 1, 1998

Monetary-based models of the exchange rate: a panel perspective pp. 1-19

Steven Husted and Ronald MacDonald

The impact of exchange rate volatility on Australian trade flows pp. 21-38

Michael D. Mckenzie

Variances and covariances of international stock returns: the international capital asset pricing model revisited pp. 39-57

Latha Ramchand and Raul Susmel

Correlation in currency markets a risk-adjusted perspective pp. 59-82

Elizabeth Sheedy

Asymmetric impact of trade balance news on asset prices pp. 83-100

Raj Aggarwal and David C. Schirm

Volume 7, issue 4, 1997

A multi-country test of the Fisher model for stock returns pp. 289-301

Bruno Solnik and Vincent Solnik

International portfolio diversification: a synthesis and an update pp. 303-327

Hany A. Shawky, Rolf Kuenzel and Azmi D. Mikhail

International business: determinants of interbank activities pp. 329-349

Fariborz Moshirian and Robert Bishop

Causality in volatility and volatility spillover effects between US, Japan and four equity markets in the South China Growth Triangular pp. 351-367

John Wei-Shan Hu, Mei-Yuan Chen, Robert C. W. Fok and Bwo-Nung Huang

Do Japanese banks lead or follow international business? An empirical investigation pp. 369-382

Nobuyoshi Yamori

Volume 7, issue 3, 1997

New equity offerings in Japan: an examination of theory and practice pp. 185-200

Stephen P. Ferris, Gregory Noronha and Thomas McInish

Time series dynamics of short-term interest rates: evidence from Eurocurrency markets pp. 201-220

Thomas Chiang

Do emerging and developed stock markets behave alike? Evidence from six pacific basin stock markets pp. 221-234

Gregory Koutmos

The European exchange rates before and after the establishment of the European Monetary System pp. 235-253

Michael Y. Hu, Christine X. Jiang and Christos Tsoukalas

An examination of the effects of major political change on stock market volatility: the South African experience pp. 255-275

Robert Brooks, Sinclair Davidson and Robert Faff

Integration of international capital markets: further evidence from EMS and non-EMS membership pp. 277-287

Panayotis Alexakis, Nicholas Apergis and Emmanuel Xanthakis

Volume 7, issue 2, 1997

Financial market integration tests: an investigation using US equity markets pp. 93-135

Andy Naranjo and Aris Protopapadakis

Global coskewness and the pricing of Finnish stocks: empirical tests pp. 137-155

Kim Nummelin

Price discovery in the Hong Kong security markets: evidence from cointegration tests pp. 157-169

Ling T. He

The Czech and Slovak Clearing Agreement: a post-mortem pp. 171-184

Gerald Groshek

Volume 7, issue 1, 1997

Inflation differentials and excess returns in the European Monetary System pp. 1-20

Peter Vlaar and Franz Palm

International equity investment with selective hedging strategies pp. 21-42

Cheol S. Eun and Bruce Resnick

Are banks market timers or market makers? Explaining foreign exchange trading profits pp. 43-60

John Ammer and Allan Brunner

Automated trade execution and trading activity: The case of the Vancouver stock exchange pp. 61-72

Stephen P. Ferris, Thomas McInish and Robert A. Wood

The impact of exchange rate volatility on German-US trade flows pp. 73-87

Michael D. McKenzie and Robert Brooks

The directory of Banking and Financial Institutions in Russia 1996: Paris, France, Intercontinental Press, 1996 pp. 89-91

Kimberly C. Gleason and Manohar Singh