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

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

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

Jangkoo Kang, Chang Joo Lee and Soonhee Lee

A Risk-Sensitive Portfolio Optimisation Problem with Stochastic Interest Rate pp. 263-282

Mayank Goel and Suresh Kumar K.

Artificial Neural Network Models for Forecasting Stock Price Index in the Bombay Stock Exchange pp. 283-295

Goutam Dutta, Pankaj Jha, Arnab Kumar Laha and Neeraj Mohan

Index to Volume 5 (2006) pp. 297-297

N/a

Volume 5, issue 2, 2006

Testing for Market Efficiency in Emerging Markets pp. 121-133

George Filis

Small Firm Effect, Liquidity and Security Returns pp. 135-149

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

Goutam Chatterjee

Regulatory and Institutional Determinants of Credit Risk Taking and a Bank's Default in Emerging Market Economies pp. 183-206

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

Cemal Berk Oğuzsoy and Sibel Güven

Corporate Governance and Dividends Payout in India pp. 15-58

Jayesh Kumar

Regional Integration of Stock Markets in MENA Countries pp. 59-94

Aktham Maghyereh

The Three Tenets of Monetary Policy pp. 95-120

Samih Antoine Azar

Volume 4, issue 3, 2005

An Empirical Investigation of Share Buybacks in Hong Kong pp. 207-225

Michael Firth and Canna S.F. Yeung

Understanding the Growth in Emerging Stock Markets pp. 227-261

Kamal A. El-Wassal

Statistical Inadequacy of GARCH Models for Asian Stock Markets pp. 263-279

Kian-Ping Lim, Melvin Hinich and Venus Liew

Are Price Limits Always Bad? pp. 281-313

Purnendu Nath

Index to Volume 4 (2005) pp. 315-315

N/a

Volume 4, issue 2, 2005

Hot or Cold? A Comparison of Different Approaches to the Pricing of Weather Derivatives pp. 101-133

Teddy Oetomo and Max Stevenson

The Determinants of Lending Relationships in the Tunisian Context pp. 135-150

Abdelwahed Omri, Meryem Bellouma and Mohamed Ali Omri

Index Futures Trading and Spot Price Volatility pp. 151-167

Spyros Spyrou

Stochastic Volatility and Option Pricing in the Brazilian Stock Marke pp. 169-206

Caio Almeida and Samy Dana

Volume 4, issue 1, 2005

A Dynamic Competition Analysis of Stock Markets pp. 1-25

Seong-Tae Hwang, Seong-Joon Lee and Hyung-Sik Oh

Risk Return Trade-offs from Hedging Oil Price Risk in Ecuador pp. 27-41

Sudhakar S. Raju

Market Segmentation and Share Price Premium pp. 43-61

Kalok Chan and Johnny K.H. Kwok

Term Structure Estimation in Illiquid Government Bond Markets pp. 63-80

Goutam Dutta, Sankarshan Basu and Krishnamurthy Vaidyanathan

Size Anomaly on the Taiwan Stock Exchange pp. 81-100

Tung Liang Liao

Volume 3, issue 3, 2004

Mean-Semivariance Behaviour: An Alternative Behavioural Model pp. 231-248

Javier Estrada

Are Price Limits Priced? Evidence from the Taiwan Stock Exchange pp. 249-267

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

Andy C.N. Kan

Macroeconomic Influence on the Stock Market: Evidence from an Emerging Market in South Asia pp. 285-304

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

Mardi Dungey and Vance Martin

Index to Volume 3 (2004) pp. 331-331

N/a

Volume 3, issue 2, 2004

Foreign Banks and Economic Transition pp. 95-98

Robert Lensink

How Important are Foreign Banks in the Financial Development of European Transition Countries? pp. 99-123

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

R. T.A. de Haas and Iman Lelyveld

Foreign Banks in Croatia: Reasons for Entry, Performance and Impacts pp. 153-174

Evan Kraft

The Efficiency of Foreign and Domestic Banks in Central and Eastern Europe: Evidence on Economies of Scale and Scope pp. 175-205

Christopher Green, Victor Murinde and Ivaylo Nikolov

Foreign Bank Presence, Domestic Bank Performance and Financial Development pp. 207-229

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

Sandrine Lardic and Valérie Mignon

Do Foreign Investors Cause Noise in an Emerging Stock Market? pp. 21-36

Doowoo Nam

Beta Instability of Firms: The Case of the Taiwan Stock Market During Its Financial Development pp. 37-61

Chaoshin Chiao, Ken Hung and Gladson Nwanna

Holy Days Effect on Istanbul Stock Exchange pp. 63-75

Cemal Berk Oğuzsoy and Sibel Güven

The Downside Risk and Equity Evaluation: Emerging Market Evidence pp. 77-93

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

Stephen Smith and Hesuk Chun

Stock Prices, Inflation, and Output: Evidence from the Emerging Markets pp. 287-314

Osamah M. Al-Khazali

Underpricing and Aftermarket Performance of IPO Firms in Mauritius pp. 315-335

Dominic Gasbarro, Sunil Bundoo and J. Kenton Zumwalt

Bank Rating Changes and Bank Stock Returns: Puzzling Evidence from the Emerging Markets pp. 337-363

Anthony Richards and David Deddouche

Volume 2, issue 2, 2003

The Cross-Sectional Determinants of Returns: Evidence from Emerging Markets' Stocks pp. 123-162

Ana Paula Serra

Testing for Time-variation in Beta in India pp. 163-180

Syed Abuzar Moonis and Ajay Shah

The Long-run Performance of Initial Public Offerings in China pp. 181-205

Xia Xinping and Wang Yixia

Globalisation and Transformation: Illusions and Reality pp. 207-252

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

Nuno C. Martins

Cointegration and Market Efficiency pp. 41-56

Richard J. Sweeney

Capital Structure Decisions Under Micro Institutional Settings: The Case of Turkey pp. 57-82

Halit Gonenc

Development Financial Institutions, Financial Constraints and Growth: Evidence from the Indian Corporate Sector pp. 83-121

Laveesh Bhandari, Sudipto Dasgupta and Shubhashis Gangopadhyay