Journal of Multinational Financial Management

1997 - 2009

Edited by I. Mathur and G. G. Booth

from Elsevier
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Volume 11, issue 4-5, 2001

Financial systems in the new millennium pp. 315-320

Fariborz Moshirian

Hedging of American equity options: do call and put prices always move in the direction as predicted by the movement in the underlying stock price? pp. 321-340

Lars Norden

Foreign versus domestic banks in Germany and the US: a tale of two markets? pp. 341-361

Claudia M. Buch and Stefan M. Golder

The impact of a trade on national best bid and offer quotes: a new approach to modeling irregularly spaced data pp. 363-383

Allan A. Zebedee

A stochastic volatility model specification with diagnostics for thinly traded equity markets pp. 385-406

Per Bjarte Solibakke

Price differentials between different classes of stocks: an empirical study on Chinese stock markets pp. 407-426

Clas Bergstrom and Ellen Tang

The approximate option pricing model: performances and dynamic properties pp. 427-443

Gunther CAPELLE-BLANCARD, Emmanuel Jurczenko and Bertrand Maillet

Venture capital investment duration in Canada and the United States pp. 445-463

Douglas J. Cumming and Jeffrey G. MacIntosh

Group reputation and persistent (or permanent) discrimination in credit markets pp. 483-496

Domenico Scalera and Alberto Zazzaro

Home bias and international capital asset pricing model with human capital pp. 497-513

Alain Coen

Scale and scope economies in the European banking systems pp. 515-531

Laura Cavallo and Stefania P. S. Rossi

Volume 11, issue 3, 2001

Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates pp. 241-268

Chang, Chuang-Chang

The relationship between nominal interest rates and inflation: international evidence pp. 269-280

G. Geoffrey Booth and Cetin Ciner

(Re)Testing the 'follow the customer' hypothesis in multinational bank expansion pp. 281-293

Jose Paulo Esperanca and Mohamed Azzim Gulamhussen

Black and official exchange rates in Greece: an analysis of their long-run dynamics pp. 295-314

Georgios P. Kouretas and Leonidas P. Zarangas

Volume 11, issue 2, 2001

Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information pp. 117-137

Suk-Joong Kim and Jeffrey Sheen

The day-of-the-week regularity in the stock markets of China pp. 139-163

Gongmeng Chen, Chuck C. Y. Kwok and Oliver Meng Rui

The effect of market returns, interest rates, and exchange rates on the stock returns of Japanese horizontal keiretsu financial firms pp. 165-182

Timothy W. Koch and Andrew Saporoschenko

Routes to equity market integration -- the interplay between politicians, investors and managers pp. 183-211

Lars Oxelheim

To hedge or not to hedge: the performance of simple strategies for hedging foreign exchange risk pp. 213-223

Matthew R. Morey and Marc W. Simpson

Earnings forecast errors in IPO prospectuses and their associations with initial stock returns pp. 225-240

Gongmeng Chen, Michael Firth and Gopal V. Krishnan

Volume 11, issue 1, 2001

The option on n assets with exchange rate and exercise price risk pp. 1-15

Spiros H. Martzoukos

Diversification strategy and capital structure of multinational corporations pp. 17-37

Imed Eddine Chkir and Cosset, Jean-Claude

Economic exposure and debt financing choice pp. 39-58

Gautam Goswami and Milind M. Shrikhande

Technical trading rules in the spot foreign exchange markets of developing countries pp. 59-68

Anna D. Martin

Pre- and post-1987 crash frequency domain analysis among Pacific Rim equity markets pp. 69-87

Kenneth L. Smith

Multinational corporations versus domestic corporations: a comparative study of R&D investment activities pp. 89-104

Sung C. Bae and Seungwook Noh

The effects of stock market rumors on stock prices: evidence from an emerging market pp. 105-115

Halil Kiymaz

Volume 10, issue 3-4, 2000

Financial challenges for the new millennium pp. 229-236

Fariborz Moshirian

An innovative analysis of taxes and corporate hedging pp. 237-255

Latha Shanker

Size effect, book-to-market effect, and survival pp. 257-273

Xiaozu Wang

Executive stock options: volatility, managerial decisions and agency costs pp. 275-295

David Brookfield and Phillip Ormrod

Evaluating the risk of life insurer insolvency: implications from the US for the European Union pp. 297-314

James Carson and Robert Hoyt

Red chips or H shares: which China-backed securities process information the fastest? pp. 315-343

Winnie P. H. Poon and Fung, Hung-Gay

A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis pp. 345-365

Sheng, Hsiao-Ching and Anthony H. Tu

On the distribution and conditional heteroscedasticity in Taiwan stock prices pp. 367-395

Lin, Bing-Huei and Yeh, Shih-Kuo

Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns pp. 397-420

Tai, Chu-Sheng

Market segmentation and information diffusion in China's stock markets pp. 421-438

Boo Sjoo and Jianhua Zhang

New evidence on the pecking order hypothesis: the case of French convertible bonds pp. 439-459

Radu Burlacu

The early exercise premium in American put option prices pp. 461-479

Malin Engstrom and Lars Norden

Incentives in an international bank pp. 481-493

Mathias Kulpmann

Overnight information and intraday trading behavior: evidence from NYSE cross-listed stocks and their local market information pp. 495-509

Kalok Chan, Mark Chockalingam and Kent W. L. Lai

Volume 10, issue 2, 2000

The deregulation of capital markets in France pp. 109-132

Millet-Reyes, Benedicte

An analysis of asymmetry in foreign currency exposure of the Australian equities market pp. 133-159

Amalia Di Iorio and Robert William Faff

The choice of hedging techniques and the characteristics of UK industrial firms pp. 161-184

Nathan Lael Joseph

Foreign exchange risk management in UK, USA and Asia Pacific multinational companies pp. 185-211

Andrew P. Marshall

The initial and aftermarket performance of IPOs in an emerging market: evidence from Istanbul stock exchange pp. 213-227

Halil Kiymaz

Volume 10, issue 1, 2000

Is the foreign exchange market 'risky'? Some new survey-based results pp. 1-14

Ronald MacDonald

Structural models of exchange rate determination pp. 15-27

Mohammad Najand and Charlotte Bond

Domestic and international practice of deposit insurance: a survey pp. 29-62

Wai Sing Lee and Chuck C. Y. Kwok

Determinants of US investment in real estate abroad pp. 63-72

Fariborz Moshirian and Toan Pham

Foreign exchange and lost opportunity in the US Department of Defense pp. 73-89

Gerald M. Groshek and James C. Felli