Journal of Emerging Market Finance

2002 - 2025

From Institute for Financial Management and Research
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Volume 20, issue 3, 2021

Antecedents of Stage-wise Investment Preferences of Venture Capital and Private Equity Firms in India: An Empirical Exploration pp. 264-289

Poonam Dugar and Rakesh Basant

Nonlinearity in Global Crude Oil Benchmarks: Disentangling the Effect of Time Aggregation pp. 290-307

George Varghese and Vinodh Madhavan

Central Bank Communications and Professional Forecasts: Evidence From India pp. 308-336

Ashima Goyal and Prashant Parab

Volume 20, issue 2, 2021

Crude Oil Volatility Transmission Across Food Commodity Markets: A Multivariate BEKK-GARCH Approach pp. 131-164

M. Thenmozhi and Shipra Maurya

Exploring the Yield Spread Between Sukuk and Conventional Bonds in Malaysia pp. 165-191

Nurin Haniah Asmuni and Ken Seng Tan

The Interplay Between Sentiment and MAX: Evidence from an Emerging Market pp. 192-217

Nilesh Gupta and Joshy Jacob

Financial Access of Latin America and Caribbean Firms: What Are the Roles of Institutional, Financial, and Economic Development? pp. 227-263

Lan Khanh Chu

Volume 20, issue 1, 2021

Estimation of Macro-financial Linkages for the Indian Economy pp. 7-47

Shesadri Banerjee, Jayanthi K. Anand and Shashanka Bhide

Assessing the Effects of Anti-corruption Law on Entrepreneurial Finance: Evidence from Latin America pp. 48-78

Francesca Battaglia, Marika Carboni, Antonella Francesca Cicchiello and Stefano MonferrÃ

Do Investors Overreact for Property and Financial Service Sectors? pp. 79-123

Zhi Dong and Tien Foo Sing

Volume 19, issue 3, 2020

Intraday Variability and Trading Volume: Evidence from National Stock Exchange pp. 271-295

Aravind Sampath and Arun Kumar Gopalaswamy

The Relative Role of Sovereign CDS and Bond Markets in Efficiently Pricing Emerging Market Sovereign Credit Risk pp. 296-325

Zubair Ali Raja, William J. Procasky and Renee Oyotode-Adebile

The Journal of Emerging Market Finance: A Bibliometric Overview (2002–2019) pp. 326-352

Satish Kumar, Vinodh Madhavan and Riya Sureka

Volume 19, issue 2, 2020

Web-Based Investor Fear Gauge and Stock Market Volatility: An Emerging Market Perspective pp. 127-153

Michael Graham, Jussi Nikkinen and Jarkko Peltomäki

The Independence of Central Banks, Political Institutional Quality and Financial Sector Development in Africa pp. 154-188

Abel Mawuko Agoba, Joshua Abor, Kofi Achampong Osei and Jarjisu Sa-Aadu

Monetary Surprises and Global Financial Flows: A Case Study of Latin America pp. 189-225

Eric Fischer

Predicting Financial Health of Banks for Investor Guidance Using Machine Learning Algorithms pp. 226-261

P. K. Viswanathan, Suresh Srinivasan and N. Hariharan

Volume 19, issue 1, 2020

Has the Global Financial Crisis Changed the Market Response to Credit Ratings? Evidence from an Emerging Market pp. 7-32

Kaveri Krishnan, Sankarshan Basu and Ashok Thampy

Foreign Direct Investment Determinants in Oil Exporting Countries: Revisiting the Role of Natural Resources pp. 33-65

Mohamed Abdelaziz Eissa and Mohammed Elgammal

Sectoral Loan Portfolio Concentration and Bank Stability: Evidence from an Emerging Economy pp. 66-99

Baah Aye Kusi, Lydia Adzobu, Alex Kwame Abasi and Kwadjo Ansah-Adu

Housing Choice as a Function of Risks Confronting Low-income Households pp. 100-118

Anand Sahasranaman, Vishnu Prasad and Aditi Balachander

Volume 18, issue 3, 2019

Information Linkages Among BRICS Countries: Empirical Evidence from Implied Volatility Indices pp. 263-289

Gagan Sharma, Parthajit Kayal and Piyush Pandey

Gauging the Impact of Payment System Innovations on Financial Intermediation: Novel Empirical Evidence from Indonesia pp. 290-338

Alexander Lubis, Constantinos Alexiou and Joseph G. Nellis

Global Financial Crisis: Dynamics of Liquidity Risk in Emerging Asia pp. 339-362

Suraj Kumar and Krishna Prasanna

Volume 18, issue 2_suppl, 2019

The Joint Dynamics of Liquidity and Volatility Across Small- and Large- index Indian Funds pp. S167-S182

Kriti Kulshrestha and Saumitra Bhaduri

‘Indian Stock Market Volatility’: A Study of Inter-linkages and Spillover Effects pp. S183-S212

Suparna Nandy (Pal) and Arup Kr. Chattopadhyay

Price and Volatility Linkages Between Indian Stocks and Their European GDRs pp. S213-S237

Vinodh Madhavan and Partha Ray

Does Board Composition Matter to Institutional Investors? pp. S238-S266

Shashank Bansal and M. Thenmozhi

Volume 18, issue 2, 2019

Challenges and Opportunities Brought to the Chinese Economy by Brexit and the New US Administration pp. 145-171

Lucía Morales and Bernadette Andreosso-O’Callaghan

Structural Breaks in Volatility Transmission from Developed Markets to Major Asian Emerging Markets pp. 172-209

Dilip Kumar

A VaR-based Downside Risk Analysis of Indian Equity Mutual Funds in the Pre- and Post-global Financial Crisis Periods pp. 210-236

Soumya Guha Deb

Pecking Order Test at Varying Debt Levels: A Comparative Study of Indian and Chinese Firms pp. 237-261

Vandana Bhama, Pramod Kumar Jain and Surendra Singh Yadav

Volume 18, issue 1_suppl, 2019

Threshold Effect of Bank-specific Determinants of Non-performing Assets: An Application in Indian Banking pp. S1-S34

Samaresh Bardhan, Rajesh Sharma and Vivekananda Mukherjee

Unique Calendar Effects in the Indian Stock Market: Evidence and Explanations pp. S35-S58

Harshita, Shveta Singh and Surendra S. Yadav

Do Country ETFs Influence Foreign Stock Market Index? Evidence from India ETFs pp. S59-S86

S. Narend and M. Thenmozhi

Perspective on Underpricing of IPOs in Emerging Economies pp. S87-S101

L V Ramana

Interlinkages Between USD–INR, EUR–INR, GBP–INR and JPY–INR Exchange Rate Markets and the Impact of RBI Intervention pp. S102-S136

Pami Dua and Ritu Suri

Four-moment CAPM Model: Evidence from the Indian Stock Market pp. S137-S166

Dheeraj Misra, Sushma Vishnani and Ankit Mehrotra

Volume 18, issue 1, 2019

On the Asymmetric Effects of Exchange Rate Changes on the Demand for Money: Evidence from Emerging Economies pp. 1-22

Mohsen Bahmani-Oskooee, Sahar Bahmani, Ali Kutan and Dan Xi

An Empirical Examination of IPO Underpricing Between High-technology and Non-high-technology Firms in Taiwan pp. 23-51

Simon Gao and Tony Chieh-Tse Hou

Bond–Equity Yield Ratio Market Timing in Emerging Markets pp. 52-79

Nebojsa Dimic, Vitaly Orlov and Janne Äijö

How Underlying Dimensions of Political Risk Affect Excess Return in Emerging and Developed Markets pp. 80-105

Ida Q. Nesset, Ingrid Bøgeberg, Frode Kjærland and Lars H. Molden

Do New Brooms Sweep Clean? Evidence that New CEOs Take a ‘Big Bath’ in the Banking Industry pp. 106-144

Chung-Hua Shen and Chien-An Wang

Volume 17, issue 3_suppl, 2018

Diversification in Korean Banking Business: Is Non-interest Income a Financial Saviour? pp. S299-S326

Seungho Baek, Kwan Yong Lee, Jeong Wan Lee and Sunil Mohanty

A Mathematical Demonstration of the Viability of Profit/Loss Sharing as a Debt Alternative in Presence of Market Frictions pp. S327-S343

Franziska Wolf, Munirul Nabin and Sukanto Bhattacharya

The Impact of the Hai Yang Shi You 981 Event on Vietnam’s Stock Markets pp. S344-S375

Thai-Ha Le, Donghyun Park, Cong-Phu-Khanh Tran and Binh Tran-Nam

The Post-issue Market Performance of Initial Public Offerings: Empirical Evidence from the Malaysian Stock Markets pp. S376-S414

Nurwahida Yaakub, Mo Sherif and Roszaini Haniffa

Emergence of Mobile Financial Services in Ghana: Concerns for Use among Informal Sector Women Entrepreneurs pp. S415-S432

Raymond K. Dziwornu, Kingsley K. Anagba and Ampem D. Aniapam

Catering to the Whole Spectrum of Dividends: Evidence from the Taiwan Stock Market pp. S433-S452

Teng Chia-Chen and Victor W. Liu

Volume 17, issue 3, 2018

Volatility Dynamics in the ASEAN– China Free Trade Agreement pp. 287-306

John Francis T. Diaz

Drivers of Bank Solvency, Risk Provisioning and Profitability in the Armenian Banking System pp. 307-332

Suren Pakhchanyan, Jörg Prokop and Gor Sahakyan

Linkages Between the Foreign Exchange Markets of BRIC Countries—Brazil, Russia, India and China—and the USA pp. 333-353

Ramya Rajajagadeesan Aroul and Peggy E. Swanson

Stochastic Volatility in the Peruvian Stock Market and Exchange Rate Returns: A Bayesian Approximation pp. 354-385

Willy Alanya and Gabriel Rodríguez

Emerging Market Bidder Returns and the Choice of Payment Method in Mergers and Acquisitions: Evidence from India pp. 386-411

Radha M. Ladkani and Ashok Banerjee

Volume 17, issue 2_suppl, 2018

Mutual Fund Performance Using Unconditional Multifactor Models: Evidence from India pp. S157-S184

Pankaj K. Agarwal and H. K. Pradhan

Do Domestic Sentiment and the Spillover of US Investor Sentiment Impact Mexican Stock Market Returns? pp. S185-S212

Daniel Perez-Liston, Daniel Huerta-Sanchez and Juan Gutierrez

High-frequency Characterisation of Indian Banking Stocks pp. S213-S238

Mohammad Abu Sayeed, Mardi Dungey and Wenying Yao

The Impact of Market-wide Volatility on Time-varying Risk: Evidence from Qatar Stock Exchange pp. S239-S258

Hisham Al Refai and Gazi Hassan

Testing Conditional Asset Pricing in Pakistan: The Role of Value-at-risk and Illiquidity Factors pp. S259-S281

Sara Azher and Javed Iqbal

Does Ownership Structure Influence Bank Performance?: Evidence from an Emerging Economy pp. S282-S297

Brijesh K Mishra and L. V. Ramana

Volume 17, issue 2, 2018

Statistical Arbitrage Strategies under Different Market Conditions: The Case of the Greek Banking Sector pp. 159-185

Emmanouil Mavrakis and Christos Alexakis

An Investigation into the Benefits of Investing in Chinese Multinational Companies pp. 186-209

Jenny Berrill and Shengkai Sun

Causality between Cash Flow and Earnings: Evidence from Tehran (Iran) Stock Exchange pp. 210-228

Ahmad Nasseri, Mohammad Sayyadi, Hassan Yazdifar, Rasol Eskandari and Mohammad Albahloul

The Extent to Which Professional Advice Can Reduce the Disposition Effect: An Emerging Market Study pp. 229-249

James Bashall, Gizelle D. Willows and Darron West

Does State Ownership of Banks Matter? pp. 250-285

Denis Davydov

Volume 17, issue 1_suppl, 2018

The Choice of Exit: Influence of Private Equity Investors and Buyout Entry pp. S1-S26

Rohan Chinchwadkar and Rama Seth

Impact of Macroeconomic Factors on Cash Holdings?: A Dynamic Panel Model pp. S27-S53

Lalita Anand, M. Thenmozhi, Nikhil Varaiya and Saumitra Bhadhuri

Institutional Ownership and Dividend Payout in Emerging Markets: Evidence from India pp. S54-S82

Chacko Jacob and Jijo Lukose P.J.

Basel I to Basel III: Impact of Credit Risk and Interest Rate Risk of Banks in India pp. S83-S111

Noor Ulain Rizvi, Smita Kashiramka and Shveta Singh

Speed of Price Adjustment towards Market Efficiency: Evidence from Emerging Countries pp. S112-S135

Parthajit Kayal and S. Maheswaran

Equity Risk Premium in India: Comparative Estimates from Historical Returns, Dividend and Earnings Models pp. S136-S156

Manju Tripathi, Smita Kashiramka and P. K. Jain

Volume 17, issue 1, 2018

An Investigation of the Weak Form of the Efficient Markets Hypothesis for the Kuwait Stock Exchange pp. 1-28

Hesham I. Almujamed, Suzanne G. M. Fifield and David M. Power

Political Instability and Herding Behaviour: Evidence from Egypt’s Stock Market pp. 29-59

Charilaos Mertzanis and Noha Allam

Effect of Central Bank Intervention in Estimating Exchange Rate Exposure: Evidence from an Emerging Market pp. 60-95

Ekta Sikarwar and Ganesh Kumar Nidugala

Markov Switching International Capital Asset Pricing Model, an Emerging Market Case: Mexico pp. 96-129

Humberto Valencia-Herrera and Francisco López-Herrera

Fund Manager Performance in Emerging Market: Factor Specialisation and Financial Crisis Impact pp. 130-158

Giuseppe Galloppo and Mauro Aliano