<?xml version="1.0" encoding="ISO-8859-1"?>

<rdf:RDF
 xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
 xmlns="http://purl.org/rss/1.0/"
 xmlns:taxo="http://purl.org/rss/1.0/modules/taxonomy/"
 xmlns:dc="http://purl.org/dc/elements/1.1/"
 xmlns:syn="http://purl.org/rss/1.0/modules/syndication/"
 xmlns:prism="http://purl.org/rss/1.0/modules/prism/"
 xmlns:admin="http://webns.net/mvcb/"
>

<channel rdf:about="http://emf.sagepub.com/">
<title>: Most-Cited Full-Text Articles</title>
<link>http://emf.sagepub.com/</link>
<description>Most-cited rankings are recalculated at the beginning of the month and are based on citations to articles on this journal site from articles in other HighWire-hosted journals.</description>
<prism:coverDisplayDate>2009-11-09</prism:coverDisplayDate>
<items>
 <rdf:Seq>
  <rdf:li rdf:resource="http://emf.sagepub.com/cgi/content/short/7/2/103?rss=1&amp;ssource=mfc" />
  <rdf:li rdf:resource="http://emf.sagepub.com/cgi/content/short/1/1/1?rss=1&amp;ssource=mfc" />
  <rdf:li rdf:resource="http://emf.sagepub.com/cgi/content/short/5/3/283?rss=1&amp;ssource=mfc" />
  <rdf:li rdf:resource="http://emf.sagepub.com/cgi/content/short/5/3/263?rss=1&amp;ssource=mfc" />
  <rdf:li rdf:resource="http://emf.sagepub.com/cgi/content/short/5/3/235?rss=1&amp;ssource=mfc" />
  <rdf:li rdf:resource="http://emf.sagepub.com/cgi/content/short/5/3/217?rss=1&amp;ssource=mfc" />
  <rdf:li rdf:resource="http://emf.sagepub.com/cgi/content/short/5/2/151?rss=1&amp;ssource=mfc" />
  <rdf:li rdf:resource="http://emf.sagepub.com/cgi/content/short/5/1/59?rss=1&amp;ssource=mfc" />
  <rdf:li rdf:resource="http://emf.sagepub.com/cgi/content/short/4/2/151?rss=1&amp;ssource=mfc" />
  <rdf:li rdf:resource="http://emf.sagepub.com/cgi/content/short/3/2/99?rss=1&amp;ssource=mfc" />
 </rdf:Seq>
</items>
</channel>

<item rdf:about="http://emf.sagepub.com/cgi/content/short/7/2/103?rss=1&amp;ssource=mfc">
<title><![CDATA[Imperfect Information and Contagion in Capital Markets: A Test on Emerging Markets Sovereign Bonds]]></title>
<link>http://emf.sagepub.com/cgi/content/short/7/2/103?rss=1&amp;ssource=mfc</link>
<description><![CDATA[Philippe Dupuy<br />Aug  1, 2008; 7:103-140<br />Article]]></description>
<dc:creator>Philippe Dupuy</dc:creator>
<dc:date>2008-08-01</dc:date>
<dc:identifier>10.1177/097265270800700201</dc:identifier>
<dc:title><![CDATA[Imperfect Information and Contagion in Capital Markets: A Test on Emerging Markets Sovereign Bonds]]></dc:title>
<dc:publisher>SAGE Publications</dc:publisher>
</item>

<item rdf:about="http://emf.sagepub.com/cgi/content/short/1/1/1?rss=1&amp;ssource=mfc">
<title><![CDATA[International Stock Market Linkages: Evidence from the Asian Financial Crisis]]></title>
<link>http://emf.sagepub.com/cgi/content/short/1/1/1?rss=1&amp;ssource=mfc</link>
<description><![CDATA[Francis In, Sangbae Kim, Jai Hyung Yoon<br />May  1, 2002; 1:1-29<br />Article]]></description>
<dc:creator>Francis In, Sangbae Kim, Jai Hyung Yoon</dc:creator>
<dc:date>2002-05-01</dc:date>
<dc:identifier>10.1177/097265270200100102</dc:identifier>
<dc:title><![CDATA[International Stock Market Linkages: Evidence from the Asian Financial Crisis]]></dc:title>
<dc:publisher>SAGE Publications</dc:publisher>
</item>

<item rdf:about="http://emf.sagepub.com/cgi/content/short/5/3/283?rss=1&amp;ssource=mfc">
<title><![CDATA[Artificial Neural Network Models for Forecasting Stock Price Index in the         Bombay Stock Exchange]]></title>
<link>http://emf.sagepub.com/cgi/content/short/5/3/283?rss=1&amp;ssource=mfc</link>
<description><![CDATA[Goutam Dutta, Pankaj Jha, Arnab Kumar Laha, Neeraj Mohan<br />Dec  1, 2006; 5:283-295<br />Article]]></description>
<dc:creator>Goutam Dutta, Pankaj Jha, Arnab Kumar Laha, Neeraj Mohan</dc:creator>
<dc:date>2006-12-01</dc:date>
<dc:identifier>10.1177/097265270600500305</dc:identifier>
<dc:title><![CDATA[Artificial Neural Network Models for Forecasting Stock Price Index in the         Bombay Stock Exchange]]></dc:title>
<dc:publisher>SAGE Publications</dc:publisher>
</item>

<item rdf:about="http://emf.sagepub.com/cgi/content/short/5/3/263?rss=1&amp;ssource=mfc">
<title><![CDATA[A Risk-Sensitive Portfolio Optimisation Problem with Stochastic Interest Rate]]></title>
<link>http://emf.sagepub.com/cgi/content/short/5/3/263?rss=1&amp;ssource=mfc</link>
<description><![CDATA[Mayank Goel, Suresh Kumar K.<br />Dec  1, 2006; 5:263-282<br />Article]]></description>
<dc:creator>Mayank Goel, Suresh Kumar K.</dc:creator>
<dc:date>2006-12-01</dc:date>
<dc:identifier>10.1177/097265270600500304</dc:identifier>
<dc:title><![CDATA[A Risk-Sensitive Portfolio Optimisation Problem with Stochastic Interest Rate]]></dc:title>
<dc:publisher>SAGE Publications</dc:publisher>
</item>

<item rdf:about="http://emf.sagepub.com/cgi/content/short/5/3/235?rss=1&amp;ssource=mfc">
<title><![CDATA[An Empirical Investigation of the Lead-Lag Relations of Returns and         Volatilities among the KOSPI200 Spot, Futures and Options Markets and their Explanations]]></title>
<link>http://emf.sagepub.com/cgi/content/short/5/3/235?rss=1&amp;ssource=mfc</link>
<description><![CDATA[Jangkoo Kang, Chang Joo Lee, Soonhee Lee<br />Dec  1, 2006; 5:235-261<br />Article]]></description>
<dc:creator>Jangkoo Kang, Chang Joo Lee, Soonhee Lee</dc:creator>
<dc:date>2006-12-01</dc:date>
<dc:identifier>10.1177/097265270600500303</dc:identifier>
<dc:title><![CDATA[An Empirical Investigation of the Lead-Lag Relations of Returns and         Volatilities among the KOSPI200 Spot, Futures and Options Markets and their Explanations]]></dc:title>
<dc:publisher>SAGE Publications</dc:publisher>
</item>

<item rdf:about="http://emf.sagepub.com/cgi/content/short/5/3/217?rss=1&amp;ssource=mfc">
<title><![CDATA[The Dynamic Relationship between Main Investors' Net Long Position         and the Trading Volume of KTB Futures Market]]></title>
<link>http://emf.sagepub.com/cgi/content/short/5/3/217?rss=1&amp;ssource=mfc</link>
<description><![CDATA[Hee Seong Kim, Sang-Bum Park<br />Dec  1, 2006; 5:217-233<br />Article]]></description>
<dc:creator>Hee Seong Kim, Sang-Bum Park</dc:creator>
<dc:date>2006-12-01</dc:date>
<dc:identifier>10.1177/097265270600500302</dc:identifier>
<dc:title><![CDATA[The Dynamic Relationship between Main Investors' Net Long Position         and the Trading Volume of KTB Futures Market]]></dc:title>
<dc:publisher>SAGE Publications</dc:publisher>
</item>

<item rdf:about="http://emf.sagepub.com/cgi/content/short/5/2/151?rss=1&amp;ssource=mfc">
<title><![CDATA[Is Inefficiency of Banks in India a Cause for Concern? Evidence         from the Post-Reforms Era]]></title>
<link>http://emf.sagepub.com/cgi/content/short/5/2/151?rss=1&amp;ssource=mfc</link>
<description><![CDATA[Goutam Chatterjee<br />Aug  1, 2006; 5:151-182<br />Article]]></description>
<dc:creator>Goutam Chatterjee</dc:creator>
<dc:date>2006-08-01</dc:date>
<dc:identifier>10.1177/097265270600500203</dc:identifier>
<dc:title><![CDATA[Is Inefficiency of Banks in India a Cause for Concern? Evidence         from the Post-Reforms Era]]></dc:title>
<dc:publisher>SAGE Publications</dc:publisher>
</item>

<item rdf:about="http://emf.sagepub.com/cgi/content/short/5/1/59?rss=1&amp;ssource=mfc">
<title><![CDATA[Regional Integration of Stock Markets in MENA Countries]]></title>
<link>http://emf.sagepub.com/cgi/content/short/5/1/59?rss=1&amp;ssource=mfc</link>
<description><![CDATA[Aktham Maghyereh<br />Apr  1, 2006; 5:59-94<br />Article]]></description>
<dc:creator>Aktham Maghyereh</dc:creator>
<dc:date>2006-04-01</dc:date>
<dc:identifier>10.1177/097265270500500103</dc:identifier>
<dc:title><![CDATA[Regional Integration of Stock Markets in MENA Countries]]></dc:title>
<dc:publisher>SAGE Publications</dc:publisher>
</item>

<item rdf:about="http://emf.sagepub.com/cgi/content/short/4/2/151?rss=1&amp;ssource=mfc">
<title><![CDATA[Index Futures Trading and Spot Price Volatility: Evidence from an Emerging Market]]></title>
<link>http://emf.sagepub.com/cgi/content/short/4/2/151?rss=1&amp;ssource=mfc</link>
<description><![CDATA[Spyros I. Spyrou<br />Aug  1, 2005; 4:151-167<br />Article]]></description>
<dc:creator>Spyros I. Spyrou</dc:creator>
<dc:date>2005-08-01</dc:date>
<dc:identifier>10.1177/097265270500400203</dc:identifier>
<dc:title><![CDATA[Index Futures Trading and Spot Price Volatility: Evidence from an Emerging Market]]></dc:title>
<dc:publisher>SAGE Publications</dc:publisher>
</item>

<item rdf:about="http://emf.sagepub.com/cgi/content/short/3/2/99?rss=1&amp;ssource=mfc">
<title><![CDATA[How Important are Foreign Banks in the Financial Development of European         Transition Countries?]]></title>
<link>http://emf.sagepub.com/cgi/content/short/3/2/99?rss=1&amp;ssource=mfc</link>
<description><![CDATA[Ilko Naaborg, Bert Scholtens, Jakob de Haan, Hanneke Bol, Ralph de Haas<br />Aug  1, 2004; 3:99-123<br />Article]]></description>
<dc:creator>Ilko Naaborg, Bert Scholtens, Jakob de Haan, Hanneke Bol, Ralph de Haas</dc:creator>
<dc:date>2004-08-01</dc:date>
<dc:identifier>10.1177/097265270400300202</dc:identifier>
<dc:title><![CDATA[How Important are Foreign Banks in the Financial Development of European         Transition Countries?]]></dc:title>
<dc:publisher>SAGE Publications</dc:publisher>
</item>

</rdf:RDF>