Editorial Board
Institutional impact on the expropriation of private benefits of control in North Africa
A threshold vector autoregression model of exchange rate pass-through in Mexico
Optimally sampled realized range-based volatility estimators
Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets
Dynamic characteristics of the daily yen–dollar exchange rate
On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads
The liquidity cost implications arising from the attraction of regional primary listings: Evidence from West Africa
Analysing banks’ intermediation and operational performance using the Hicks–Moorsteen TFP index: The case of Iran
Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries
Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence
Pricing of the currency risk in the Canadian equity market
Should hedge funds be cautious reporting high returns?
Home country macroeconomic factors on outward cross-border mergers and acquisitions: Evidence from the UK
The prospects of BRIC countries: Testing weak-form market efficiency
Non-linear dynamics in international resource markets: Evidence from regime switching approach
Style and performance of international socially responsible funds in Europe
Explaining dividend gap between R&D and non-R&D Indian companies in the post-reform period
Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty
Introduction to the special issue: What causes credit booms?
Social networks, social interaction and macroeconomic dynamics: How much could Ernst Ising help DSGE?
Algorithmic complexity of financial motions
The forecasting efficiency of the dynamic Nelson Siegel model on credit default swaps
Frontiers in financial dynamics
Determinants of US financial fragility conditions
Complexity and endogenous instability
