Journal of Emerging Market Finance

2002 - 2022

From Institute for Financial Management and Research
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Volume 9, issue 3, 2010

Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region pp. 257-284

Mohamed Abdelaziz Eissa, Georgios Chortareas and Andrea Cipollini

Hedge Ratios in South African Stock Index Futures pp. 285-304

Stavros Degiannakis and Christos Floros

Herd Behaviour, Illiquidity and Extreme Market States pp. 305-324

Vasileios Kallinterakis, Nomana Munir and Mirjana Radovic-Markovic

Evaluating Stock Index Return Value-at-Risk Estimates in South Africa pp. 325-345

David McMillan and Pako Thupayagale

Corporate Governance, Competition and Firm Performance pp. 347-381

Manoj Pant and Manoranjan Pattanayak

Volume 9, issue 2, 2010

Capital Asset Pricing Models and Performance Measures in the Downside Risk Framework pp. 95-130

Chokri Mamoghli and Sami Daboussi

Macroeconomic Effects on Emerging Market Sector Indices pp. 131-169

Alexander Schätz

US-Thailand Bilateral Safety-first Portfolio Optimisation around the 1997 Asian Financial Crisis pp. 171-197

Mahfuzul Haque and Oscar Varela

The Wealth Effects of Takeover Announcement for Firms in the Financial Services Sector in India pp. 199-227

Madhumita Chakraborty

CAPM in Up and Down Markets pp. 229-255

Jianhua Zhang and Clas Wihlborg

Volume 9, issue 1, 2010

Foreign Investors and Global Integration of Emerging Indian Equity Market pp. 1-24

Sunil S. Poshakwale and Chandra Thapa

Financial Sector Reforms in Indonesia and South Korea in 1980s and Early 1990s pp. 25-49

Alexandr Akimov and Brian Dollery

Default Risk Characteristics of Poll-Based Bond Spreads pp. 51-70

Jayadev M. and Joshy Jacob

Volatility in Indian Stock Markets pp. 71-93

R. Krishnan and Conan Mukherjee

Volume 8, issue 3, 2009

An Analysis between Implied and Realised Volatility in the Greek Derivative Market pp. 251-263

George Filis

Tunisian Dealer Behaviour in FX Market pp. 265-287

Imen Kouki and Mahfuzul Haque

An Operationalisation of Managerial Risk-Taking and its Performance Implications in the Tunisian Context pp. 289-314

Amel Belanes and Rym Hachana

Stock Market Efficiency before and after a Financial Liberalisation Reform pp. 315-340

Michail Karoglou

Volume 8, issue 2, 2009

Modified Estimators of the Expected Shortfall pp. 87-107

Deepak Jadhav, T.V. Ramanathan and U.V. Naik-Nimbalkar

The Dynamics of the Credit Spread and Monetary Policy pp. 109-131

Inwon Jang and David Kim

The Weak-form Efficiency of Chinese Stock Markets pp. 133-163

Kian-Ping Lim, Muzafar Shah Habibullah and Melvin Hinich

Applicability of Contrarian Strategy in the Bombay Stock Exchange pp. 165-189

Stuart Locke and Kartick Gupta

Information Memory and Pricing Efficiency of Futures Contracts pp. 191-250

Kapil Gupta and Balwinder Singh

Volume 8, issue 1, 2009

Calendar Anomalies in the Ghana Stock Exchange pp. 1-23

Imhotep Alagidede and Theodore Panagiotidis

Asymmetric Volatility in Emerging and Mature Markets pp. 25-43

Shamila Jayasuriya, William Shambora and Rosemary Rossiter

International Equity Market Integration pp. 45-66

Saumitra Bhaduri and Ashwin Andrew Samuel

Are Competitive Rating Agencies Efficient? pp. 67-85

Bappaditya Mukhopadhyay

Volume 7, issue 3, 2008

Real Convergence and the EU Accession Countries pp. 215-236

Mark Holmes and Ping Wang

Household Borrowing in Vietnam pp. 237-261

Thi Thu Tra Pham and Robert Lensink

Mispricing, Volume, Volatility and Open Interest pp. 263-292

Vipul

Equity Transfers and Market Reactions pp. 293-308

Lei Gao and Gerhard Kling

Volume 7, issue 2, 2008

Imperfect Information and Contagion in Capital Markets pp. 103-140

Philippe Dupuy

Bond Market Emergence pp. 141-168

Jan Hanousek, Evžen KoÄ Enda and Petr ZemÄ Ã­k

Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies pp. 169-196

Guneratne B Wickremasinghe and Jae Kim

Short Term Equity Returns of Chinese IPOs, 1999 to 2004 pp. 197-214

Larry Li, John Fowler and Tony Naughton

Volume 7, issue 1, 2008

The Effect of the Lebanese Peg to the US Dollar on Market Efficiency and Risk pp. 1-15

Samih Antoine Azar

Market Efficiency in Emerging Stock Market pp. 17-41

Asma Mobarek, Sabur Mollah and Rafiqul Bhuyan

Risk and Return in the Next Frontier pp. 43-80

Eric Girard and Amit Sinha

Franchise Values, Regulatory Monitoring, and Capital Requirements in Optimal Bank Regulation pp. 81-101

Thomas Andersen and Thomas Harr

Volume 6, issue 3, 2007

Are Emerging Stock Markets Sideshows? Some Stylised Facts from an Emerging Economy, India pp. 229-248

Saumitra Bhaduri and Bhargavi Shankar

Earnings Forecasts Disclosed in SEO Prospectuses: Evidence from an Emerging Market pp. 249-267

Georgia Siougle

Well-developed Financial Intermediary Sector Promotes Stock Market Development pp. 269-289

Charles Amo Yartey

Some Tests of the Efficiency of the Emerging Financial Markets pp. 291-302

Sardar M.N. Islam, Sethapong Watanapalachaikul and Colin Clark

Volume 6, issue 2, 2007

Openness and Financial Development pp. 145-165

Siong Hook Law

A Test of the Weak–form of the Efficient Markets Hypothesis for the Saudi Stock Market pp. 167-190

K.A. Al–Abdulqader, G. Hannah and D.M. Power

Price and Open Interest in Greek Stock Index Futures Market pp. 191-202

Christos Floros

Intertemporal Market Risks and the Cross–Section of Greek Average Returns pp. 203-227

Michail Koubouros and Ekaterini Panopoulou

Volume 6, issue 1, 2007

Persistence in Mutual Funds in Latin American Emerging Markets pp. 1-37

Luis Muga, Adriana Rodriguez and Rafael Santamaría

An Empirical Analysis of the Off-Balance Sheet Activities of Indian Banks pp. 39-59

D.M. Nachane and Saibal Ghosh

Banking Regulation around the World pp. 61-122

Tao Li

Bank Runs, Lender of Last Resort, Suspension of Convertibility, and Enabling Laws pp. 123-144

Gurbachan Singh and Girijesh Kumar Tiwari