Liquidity Crisis, Financial Integration and Global Financial Stability

The IGF published a few major research works on the themes of liquidity crisis, financial integration and global financial stability. These work are published as special issues of the Journal of Banking and Finance. These papers were presented as part of the Australasian Finance and Banking conferences held in Sydney in December.

Momentum, contrarian, and the January seasonality (2012)
Yao, Y. (University of Melbourne), Journal of Banking and Finance, 36 (10), 2757–2769