Managerial Finance


Accounting and Finance

Table Of Contents: Volume 33 Issue 3

Market‐wide and sectoral integration

Antonios Antoniou, Gioia M. Pescetto, Ibrahim Stevens

The paper seeks to investigate conditional correlations and conditional volatility spillovers across international stock markets and industrial sectors from the…

Competition and contestability in Central and Eastern European banking markets

H. Semih Yildirim, George C. Philippatos

This study sets out to examine the evolution of competitive conditions in the banking industries of 14 Central and Eastern European (CEE) transition economies for the…

Market frictions and stock return dynamics

Gregory Koutmos, George C. Philippatos

This paper seeks to test the hypothesis that stock returns in the Athens Stock Exchange (ASE) adjust asymmetrically to past information due to differential adjustment costs.

Volatility driven changes in stock return correlation dynamics

Johan Knif, Seppo Pynnönen

The purpose of the paper is to study the relationship between stock return correlation and volatility.

Volatility and autocorrelation in European futures markets

Epaminontas Katsikas

This paper seeks to investigate the relationship between volatility and autocorrelation in major European stock index futures markets.



Online date, start – end:


Copyright Holder:

Emerald Publishing Limited

Open access:



  • Professor Don Johnson