Journal of Multinational Financial Management

1997 - 2012

Edited by I. Mathur and G. G. Booth

from Elsevier
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Volume 12, issue 4-5, 2002

New international financial architecture pp. 273-284

Fariborz Moshirian

Do Swedes smile? On implied volatility functions pp. 285-304

Malin Engstrom

Systematic risk and idiosyncratic risk: a useful distinction for valuing European options pp. 305-321

Thierry Chauveau and Hayette Gatfaoui

The change in trading activity on volatility and adverse selection component: evidence from ADR splits pp. 323-345

Christine X. Jiang, Jang-Chul Kim and Robert A. Wood

Investment in internet banking as a real option: theory and tests pp. 347-363

Marsha J. Courchane, David Nickerson and Richard J. Sullivan

International cross-listings towards more liquid markets: the impact on domestic firms pp. 365-390

Robert William Faff, Allan Hodgson and Shahrokh Saudagaran

Analyst forecast revisions and asset allocation in Asia-Pacific markets pp. 391-409

Millicent Chang, Isabel Dallas and Juliana Ng

Exchange rate variability and the riskiness of US multinational firms: evidence from the Asian financial turmoil pp. 411-428

Cherry C. Chen and Raymond W. So

Continuous overreaction, insiders trading activities and momentum strategies pp. 429-449

Jihong Xiang, Jia He and Min Cao

Volume 12, issue 3, 2002

Evidence of a leadership role in the Chilean stock exchanges pp. 191-205

Franco Parisi, Lance Aaron Nail and Catherine Soto

Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia pp. 207-222

Sie Ting Lau, Chee Tong Lee and Thomas H. McInish

The pricing of foreign exchange risk around the Asian financial crisis: evidence from Taiwan's stock market pp. 223-238

Yuanchen Chang

The impact of informed trading on corporate liquidity pp. 239-259

Paul Brockman and Dennis Y. Chung

Time variation and asymmetry in systematic risk: evidence from the Finnish stock exchange pp. 261-271

Gregory Koutmos and Johan Knif

Volume 12, issue 2, 2002

The portfolio behavior of Japanese corporations' stable shareholders pp. 89-106

James S. Ang and Richard Constand

Uncertainty of trading rules in currency markets: an application of non-parametric bootstrapping pp. 107-133

Paolo Pasquariello

Stock market short-termism--an international perspective pp. 135-158

Angela J. Black and Patricia Fraser

Liquidity management, operating performance, and corporate value: evidence from Japan and Taiwan pp. 159-169

Yung-Jang Wang

Exploration of the role of expectations in foreign exchange risk management pp. 171-189

Vivek Bhargava and Robert Brooks

Volume 12, issue 1, 2002

Alternative foreign exchange management protocols: an application of sensitivity analysis pp. 1-19

Antoine Gautier, Frieda Granot and Maurice David Levi

Calculating the probability of failure of the Norwegian banking sector pp. 21-40

Andrew Clare and Richard Priestley

Ownership and performance in Chinese manufacturing industry1 pp. 61-78

Zuobao Wei, Oscar Varela and M. Kabir Hassan

The wealth effects of portfolio rebalancing in emerging equity markets pp. 79-88

Mark R. Eaker and Dwight Grant

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

Chuang-Chang 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 Jean-Claude Cosset

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