Pub Date : 2016-11-01DOI: 10.1016/J.INTFIN.2016.05.006
Anil Perera, J. Wickramanayake
{"title":"Determinants of commercial bank retail interest rate adjustments: Evidence from a panel data model","authors":"Anil Perera, J. Wickramanayake","doi":"10.1016/J.INTFIN.2016.05.006","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2016.05.006","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"10 1","pages":"1-20"},"PeriodicalIF":0.0,"publicationDate":"2016-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87697866","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2015-07-01DOI: 10.1016/J.INTFIN.2015.02.006
Dimos S. Kambouroudis, D. McMillan
{"title":"Is there an ideal in-sample length for forecasting volatility?","authors":"Dimos S. Kambouroudis, D. McMillan","doi":"10.1016/J.INTFIN.2015.02.006","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2015.02.006","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"30 1","pages":"114-137"},"PeriodicalIF":0.0,"publicationDate":"2015-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83118043","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2015-07-01DOI: 10.1016/J.INTFIN.2015.04.003
M. Douch, Omar Farooq, Mohammed Bouaddi
{"title":"Stock price synchronicity and tails of return distribution","authors":"M. Douch, Omar Farooq, Mohammed Bouaddi","doi":"10.1016/J.INTFIN.2015.04.003","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2015.04.003","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"52 1","pages":"1-11"},"PeriodicalIF":0.0,"publicationDate":"2015-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90116934","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2015-07-01DOI: 10.1016/J.INTFIN.2015.02.004
Dor-Pin Chen, M. Dempsey, P. Lajbcygier
{"title":"Is Fundamental Indexation able to time the market? Evidence from the Dow Jones Industrial Average and the Russell 1000","authors":"Dor-Pin Chen, M. Dempsey, P. Lajbcygier","doi":"10.1016/J.INTFIN.2015.02.004","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2015.02.004","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"158 1","pages":"162-177"},"PeriodicalIF":0.0,"publicationDate":"2015-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73490193","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2015-07-01DOI: 10.1016/J.INTFIN.2015.02.005
Yoshikatsu Shinozawa, Andrew Vivian
{"title":"Determinants of money flows into investment trusts in Japan","authors":"Yoshikatsu Shinozawa, Andrew Vivian","doi":"10.1016/J.INTFIN.2015.02.005","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2015.02.005","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"5 1","pages":"138-161"},"PeriodicalIF":0.0,"publicationDate":"2015-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75789699","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2015-07-01DOI: 10.1016/J.INTFIN.2015.04.005
N. Joseph, N. Lambertides, Christos S. Savva
{"title":"Short-horizon excess returns and exchange rate and interest rate effects","authors":"N. Joseph, N. Lambertides, Christos S. Savva","doi":"10.1016/J.INTFIN.2015.04.005","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2015.04.005","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"4 1","pages":"54-76"},"PeriodicalIF":0.0,"publicationDate":"2015-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82494524","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2015-01-01DOI: 10.1016/J.INTFIN.2014.11.010
D. Phan, S. Sharma, P. Narayan
{"title":"Oil price and stock returns of consumers and producers of crude oil","authors":"D. Phan, S. Sharma, P. Narayan","doi":"10.1016/J.INTFIN.2014.11.010","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2014.11.010","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"34 1","pages":"245-262"},"PeriodicalIF":0.0,"publicationDate":"2015-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87559541","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2015-01-01DOI: 10.1016/J.INTFIN.2014.11.012
Woon Sau Leung, N. Taylor, Kevin P. Evans
{"title":"The Determinants of Bank Risks: Evidence from the Recent Financial Crisis","authors":"Woon Sau Leung, N. Taylor, Kevin P. Evans","doi":"10.1016/J.INTFIN.2014.11.012","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2014.11.012","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"18 1","pages":"277-293"},"PeriodicalIF":0.0,"publicationDate":"2015-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80887564","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2015-01-01DOI: 10.1016/J.INTFIN.2014.11.008
Eva R. Porras, Numan Ülkü
{"title":"Foreigners’ trading and stock returns in Spain","authors":"Eva R. Porras, Numan Ülkü","doi":"10.1016/J.INTFIN.2014.11.008","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2014.11.008","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"25 1","pages":"111-126"},"PeriodicalIF":0.0,"publicationDate":"2015-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75639772","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2015-01-01DOI: 10.1016/J.INTFIN.2014.11.001
L. Smales
{"title":"Asymmetric volatility response to news sentiment in gold futures","authors":"L. Smales","doi":"10.1016/J.INTFIN.2014.11.001","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2014.11.001","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"6 1","pages":"161-172"},"PeriodicalIF":0.0,"publicationDate":"2015-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85266893","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}