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Journal of Emerging Market Finance is a peer-reviewed journal published by SAGE, covering Financial Markets and Investment Strategies, Corporate Finance and Governance, Market Dynamics and Volatility.
| Publisher | SAGE |
|---|---|
| Reference style | Author–year (Harvard) Author–year — (Smith, 2023) in the text Smith, A., Jones, B. and Lee, C. (2023) 'A representative article title', Journal of Emerging Market Finance, 12(3), pp. 45–58.
Formats any DOI in Journal of Emerging Market Finance style. No sign-up. |
| Publishes research in | Financial Markets and Investment Strategies Corporate Finance and Governance Market Dynamics and Volatility Banking stability, regulation, efficiency Monetary Policy and Economic Impact |
| ISSN | 0972-6527 |
| Citation impact (2-yr) | 1.8 |
| h-index | 34 |
| i10-index | 147 |
| Total citations | 4,629 |
| Top institutions publishing here | IFMR Graduate School of Business |
| Journal website | us.sagepub.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Citations each year’s papers have accumulated so far — the most recent years are still building up.
Using a unique dataset for Egyptian firms, we investigate the relationship between board independence, audit quality and earnings management. We test whether firm-level corporate governance provisions matter in an emerging market setting characterised by weak legal enforcement and inadequate external discipline by the market for corporate control. Our results cast doubt on the notion that…
This study examines the influence of macroeconomic variables on stock market equity values in Sri Lanka. We use the Colombo all share price index to represent the stock market and (a) the money supply, (b) the treasury bill rate (as a measure of interest rates), (c) the consumer price index (as a measure of inflation),…
This article investigates the relationship between stock market growth and economic growth, financial liberalisation policies, foreign portfolio investment and country risk in 40 emerging economies between the period 1980–2000. Two Stages Least Squares combined with Fixed Effect technique are employed. The results suggest that economic growth, financial liberalisation policies and foreign portfolio investments were the…
In this article, we analyse foreign bank penetration in Central and Eastern Europe (CEE) and its influence on private sector credit. By combining BIS data and BankScope data into a unique database we make a clear distinction between cross-border credit and credit by foreign bank subsidiaries. We show that the relative importance of foreign bank…
In this article we test the weak form of the efficient market hypothesis for Central and Eastern Europe (CEE) equity markets for the period 1999–2009. To test weak-form efficiency in the markets, this study uses autocorrelation analysis runs test and variance ratio test. We find that stock markets of the CEE do not follow a…
