Journal of Emerging Market Finance

2002 - 2025

From Institute for Financial Management and Research
Bibliographic data for series maintained by SAGE Publications ().

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

Modelling Dependence in Latin American Markets Using Copula Functions pp. 231-270: Canela Miguel-Angel and Pedreira Eduardo
Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market pp. 271-300: Nurjannah, Don Galagedera and Robert Brooks
An Examination of the Effects of Corruption on Financial Market Volatility pp. 301-322: Aimao Zhang

Time Diversification in Developed and Emerging Markets pp. 115-144: Hamish Anderson, Christopher B. Malone and Ben Marshall
Trade-off Theory vs Pecking Order Theory Revisited pp. 145-159: Priyanka Singh and Brajesh Kumar
What Determines the Dividend Payout Ratio for Jordanian Industrial Firms? pp. 161-188: Philip A. Hamill and Wasim Al-Shattarat
Risk Management in Trading and Investment Portfolios pp. 189-229: Mazin A.M. Al Janabi

Financial Performance Evaluation pp. 1-36: Kausik Chaudhuri and Tirthankar Chowdhury
The Return Predictability and Market Efficiency of the KLSE CI Stock Index Futures Market pp. 37-60: J.L. Ford, Wee Ching Pok and S. Poshakwale
Stock Market in Pakistan pp. 61-91: Javed Iqbal
Interest Rate Risk of Stock Prices in Nigeria pp. 93-113: Raphael I. Udegbunam and Hassan E. Oaikhenan

The Nature and Determinants of Investments by Institutional Investors in the Indian Stock Market pp. 253-283: Paramita Mukherjee and Malabika Roy
Monitoring the Systematic and Unsystematic Risk in Dubai General Index pp. 285-310: Tarek Ibrahim Eldomiaty, Sahar Charara and Wael Mostafa
Explaining IPOs Underpricing in the Tunisian Market pp. 311-336: Nader Naifar
Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets pp. 337-389: Francesco Guidi, Rakesh Gupta and Suneel Maheshwari

CDS Pricing and Elections in Emerging Markets pp. 121-173: Christopher Balding
Post-colonial Finance pp. 175-196: S. Maheswaran, G. Balasubramanian and C.A. Yoonus
Price Discovery between Sovereign Credit Default Swaps and Bond Yield Spreads of Emerging Markets pp. 197-225: Nan Li and Alex Huang
Global Market Conditions and Systemic Risk pp. 227-252: Brenda GonzÃ¡lez-Hermosillo and Heiko Hesse

Empirical Modelling of Capital Structure pp. 1-19: Basil Al-Najjar
Financial Development, Internationalisation and Firm Value pp. 21-71: Thomas Oâ€™Connor
The Impact of Stock Index Futures on the Turkish Spot Market pp. 73-91: Ebru Ã‡aÄŸlayan
Monetary Integration in the European Union pp. 93-120: Paulo Ferreira

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

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 SchÃ¤tz
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

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

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

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

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