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Journal of Emerging Market Finance

2002 - 2022

From Institute for Financial Management and Research
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Volume 5, issue 3, 2006

Derivatives in Asia-Pacific Markets pp. 207-215 Downloads
Sankarshan Basu and Bappaditya Mukhopadhyay
The Dynamic Relationship between Main Investors' Net Long Position and the Trading Volume of KTB Futures Market pp. 217-233 Downloads
Hee Seong Kim and Sang-Bum Park
An Empirical Investigation of the Lead-Lag Relations of Returns and Volatilities among the KOSPI200 Spot, Futures and Options Markets and their Explanations pp. 235-261 Downloads
Jangkoo Kang, Chang Joo Lee and Soonhee Lee
A Risk-Sensitive Portfolio Optimisation Problem with Stochastic Interest Rate pp. 263-282 Downloads
Mayank Goel and Suresh Kumar K.
Artificial Neural Network Models for Forecasting Stock Price Index in the Bombay Stock Exchange pp. 283-295 Downloads
Goutam Dutta, Pankaj Jha, Arnab Kumar Laha and Neeraj Mohan
Index to Volume 5 (2006) pp. 297-297 Downloads
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Volume 5, issue 2, 2006

Testing for Market Efficiency in Emerging Markets pp. 121-133 Downloads
George Filis
Small Firm Effect, Liquidity and Security Returns pp. 135-149 Downloads
Michael Drew, Alastair Marsden and Madhu Veeraraghavan
Is Inefficiency of Banks in India a Cause for Concern? Evidence from the Post-Reforms Era pp. 151-182 Downloads
Goutam Chatterjee
Regulatory and Institutional Determinants of Credit Risk Taking and a Bank's Default in Emerging Market Economies pp. 183-206 Downloads
Christophe Godlewski

Volume 5, issue 1, 2006

Turn of the Month and Turn of the Month Surrounding Days Effects in Istanbul Stock Exchange pp. 1-13 Downloads
Cemal Berk Oğuzsoy and Sibel Güven
Corporate Governance and Dividends Payout in India pp. 15-58 Downloads
Jayesh Kumar
Regional Integration of Stock Markets in MENA Countries pp. 59-94 Downloads
Aktham Maghyereh
The Three Tenets of Monetary Policy pp. 95-120 Downloads
Samih Antoine Azar

Volume 4, issue 3, 2005

An Empirical Investigation of Share Buybacks in Hong Kong pp. 207-225 Downloads
Michael Firth and Canna S.F. Yeung
Understanding the Growth in Emerging Stock Markets pp. 227-261 Downloads
Kamal A. El-Wassal
Statistical Inadequacy of GARCH Models for Asian Stock Markets pp. 263-279 Downloads
Kian-Ping Lim, Melvin Hinich and Venus Liew
Are Price Limits Always Bad? pp. 281-313 Downloads
Purnendu Nath
Index to Volume 4 (2005) pp. 315-315 Downloads
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Volume 4, issue 2, 2005

Hot or Cold? A Comparison of Different Approaches to the Pricing of Weather Derivatives pp. 101-133 Downloads
Teddy Oetomo and Max Stevenson
The Determinants of Lending Relationships in the Tunisian Context pp. 135-150 Downloads
Abdelwahed Omri, Meryem Bellouma and Mohamed Ali Omri
Index Futures Trading and Spot Price Volatility pp. 151-167 Downloads
Spyros Spyrou
Stochastic Volatility and Option Pricing in the Brazilian Stock Marke pp. 169-206 Downloads
Caio Almeida and Samy Dana

Volume 4, issue 1, 2005

A Dynamic Competition Analysis of Stock Markets pp. 1-25 Downloads
Seong-Tae Hwang, Seong-Joon Lee and Hyung-Sik Oh
Risk Return Trade-offs from Hedging Oil Price Risk in Ecuador pp. 27-41 Downloads
Sudhakar S. Raju
Market Segmentation and Share Price Premium pp. 43-61 Downloads
Kalok Chan and Johnny K.H. Kwok
Term Structure Estimation in Illiquid Government Bond Markets pp. 63-80 Downloads
Goutam Dutta, Sankarshan Basu and Krishnamurthy Vaidyanathan
Size Anomaly on the Taiwan Stock Exchange pp. 81-100 Downloads
Tung Liang Liao

Volume 3, issue 3, 2004

Mean-Semivariance Behaviour: An Alternative Behavioural Model pp. 231-248 Downloads
Javier Estrada
Are Price Limits Priced? Evidence from the Taiwan Stock Exchange pp. 249-267 Downloads
Tony Naughton and Madhu Veeraraghavan
Resiliency Ability of the Underlying Spot Market after the Introduction of Index Futures Contracts: Evidence from Hong Kong pp. 269-283 Downloads
Andy C.N. Kan
Macroeconomic Influence on the Stock Market: Evidence from an Emerging Market in South Asia pp. 285-304 Downloads
Abeyratna Gunasekarage, Anirut Pisedtasalasai and David M. Power
A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis pp. 305-330 Downloads
Mardi Dungey and Vance Martin
Index to Volume 3 (2004) pp. 331-331 Downloads
N/a

Volume 3, issue 2, 2004

Foreign Banks and Economic Transition pp. 95-98 Downloads
Robert Lensink
How Important are Foreign Banks in the Financial Development of European Transition Countries? pp. 99-123 Downloads
Ilko Naaborg, Bert Scholtens, Jakob de Haan, Hanneke Bol and Ralph de Haas
Foreign Bank Penetration and Private Sector Credit in Central and Eastern Europe pp. 125-151 Downloads
R. T.A. de Haas and Iman Lelyveld
Foreign Banks in Croatia: Reasons for Entry, Performance and Impacts pp. 153-174 Downloads
Evan Kraft
The Efficiency of Foreign and Domestic Banks in Central and Eastern Europe: Evidence on Economies of Scale and Scope pp. 175-205 Downloads
Christopher Green, Victor Murinde and Ivaylo Nikolov
Foreign Bank Presence, Domestic Bank Performance and Financial Development pp. 207-229 Downloads
Niels Hermes and Robert Lensink

Volume 3, issue 1, 2004

Term Premium and Long-range Dependence in Volatility: A FIGARCH-M Estimation on Some Asian Countries pp. 1-19 Downloads
Sandrine Lardic and Valérie Mignon
Do Foreign Investors Cause Noise in an Emerging Stock Market? pp. 21-36 Downloads
Doowoo Nam
Beta Instability of Firms: The Case of the Taiwan Stock Market During Its Financial Development pp. 37-61 Downloads
Chaoshin Chiao, Ken Hung and Gladson Nwanna
Holy Days Effect on Istanbul Stock Exchange pp. 63-75 Downloads
Cemal Berk Oğuzsoy and Sibel Güven
The Downside Risk and Equity Evaluation: Emerging Market Evidence pp. 77-93 Downloads
Jianguo Chen and Dar-Hsin Chen

Volume 2, issue 3, 2003

New Issues in Emerging Markets: Determinants, Effects, and Stock Market Performance of IPOs in Korea pp. 253-285 Downloads
Stephen Smith and Hesuk Chun
Stock Prices, Inflation, and Output: Evidence from the Emerging Markets pp. 287-314 Downloads
Osamah M. Al-Khazali
Underpricing and Aftermarket Performance of IPO Firms in Mauritius pp. 315-335 Downloads
Dominic Gasbarro, Sunil Bundoo and J. Kenton Zumwalt
Bank Rating Changes and Bank Stock Returns: Puzzling Evidence from the Emerging Markets pp. 337-363 Downloads
Anthony Richards and David Deddouche

Volume 2, issue 2, 2003

The Cross-Sectional Determinants of Returns: Evidence from Emerging Markets' Stocks pp. 123-162 Downloads
Ana Paula Serra
Testing for Time-variation in Beta in India pp. 163-180 Downloads
Syed Abuzar Moonis and Ajay Shah
The Long-run Performance of Initial Public Offerings in China pp. 181-205 Downloads
Xia Xinping and Wang Yixia
Globalisation and Transformation: Illusions and Reality pp. 207-252 Downloads
Grzegorz W. Kolodko

Volume 2, issue 1, 2003

Asymmetry of Information in Emerging Markets: Should a Firm Issue its Securities Locally or Abroad? pp. 1-40 Downloads
Nuno C. Martins
Cointegration and Market Efficiency pp. 41-56 Downloads
Richard J. Sweeney
Capital Structure Decisions Under Micro Institutional Settings: The Case of Turkey pp. 57-82 Downloads
Halit Gonenc
Development Financial Institutions, Financial Constraints and Growth: Evidence from the Indian Corporate Sector pp. 83-121 Downloads
Laveesh Bhandari, Sudipto Dasgupta and Shubhashis Gangopadhyay
Page updated 2023-01-26