Journal of Emerging Market Finance

Threshold Effect of Bank-specific Determinants of Non-performing Assets: An Application in Indian Banking

Information Linkages Among BRICS Countries: Empirical Evidence from Implied Volatility Indices

A VaR-based Downside Risk Analysis of Indian Equity Mutual Funds in the Pre- and Post-global Financial Crisis Periods

Do New Brooms Sweep Clean? Evidence that New CEOs Take a ‘Big Bath’ in the Banking Industry

Does Board Composition Matter to Institutional Investors?

Global Financial Crisis: Dynamics of Liquidity Risk in Emerging Asia

Pecking Order Test at Varying Debt Levels: A Comparative Study of Indian and Chinese Firms

Structural Breaks in Volatility Transmission from Developed Markets to Major Asian Emerging Markets

Four-moment CAPM Model: Evidence from the Indian Stock Market

Do Country ETFs Influence Foreign Stock Market Index? Evidence from India ETFs

Interlinkages Between USD–INR, EUR–INR, GBP–INR and JPY–INR Exchange Rate Markets and the Impact of RBI Intervention

Bond–Equity Yield Ratio Market Timing in Emerging Markets

Perspective on Underpricing of IPOs in Emerging Economies

The Joint Dynamics of Liquidity and Volatility Across Small- and Large- index Indian Funds

Challenges and Opportunities Brought to the Chinese Economy by Brexit and the New US Administration

How Underlying Dimensions of Political Risk Affect Excess Return in Emerging and Developed Markets

Gauging the Impact of Payment System Innovations on Financial Intermediation: Novel Empirical Evidence from Indonesia