Journal of Multinational Financial Management

1997 - 2009

Edited by I. Mathur and G. G. Booth

from Elsevier
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Volume 13, issue 4-5, 2003

Editorial pp. 287-288

Fariborz Moshirian

Globalization and financial market integration pp. 289-302

Fariborz Moshirian

Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia pp. 303-322

Jorge Chan-Lau and Iryna Ivaschenko

Volatility and shocks spillover before and after EMU in European stock markets pp. 323-340

Monica Billio and Loriana Pelizzon

Does world-level volatility matter for the average firm in a global equity market? pp. 341-357

John M. Sequeira and Dong Lan

Are Fama-French and momentum factors really priced? pp. 359-384

Tai, Chu-Sheng

Short-term contrarian investing--is it profitable?... Yes and No pp. 385-404

Darren D. Lee, Howard Chan, Robert William Faff and Petko S. Kalev

Testing for contagion--mean and volatility contagion pp. 405-422

Dirk Baur

Asymmetric option price distribution and bid-ask quotes: consequences for implied volatility smiles pp. 423-441

Lars Norden

Statistical and economic significance of stock return predictability: a mean-variance analysis pp. 443-463

Steven X. Wei and Chu Zhang

Relaxing Glass-Steagall provisions: wealth and risk effects on foreign banks and their domestic corporate customers pp. 465-482

Rajesh P. Narayanan, Nanda K. Rangan and Sridhar Sundaram

An exploratory investigation of the relation between risk tolerance scores and demographic characteristics pp. 483-502

Terrence Hallahan, Robert William Faff and Michael McKenzie

Volume 13, issue 3, 2003

Can the use of foreign currency derivatives explain variations in foreign exchange exposure?: Evidence from Australian companies pp. 193-215

Hoa Nguyen and Robert William Faff

Sudden changes in variance and volatility persistence in foreign exchange markets pp. 217-230

Farooq Malik

Risk premia on foreign exchange: a direct approach pp. 231-250

Mun, Kyung-Chun and George Emir Morgan

Suspicious trading halts pp. 251-263

Cynthia G. McDonald and David Michayluk

On the uniformity of investment banking spreads: the seven percent solution is not unique pp. 265-272

Alexander W. Butler and Pinghsun Huang

From gold to silicon pp. 273-286

Robert B. Durand, Koh, Shern-Wei and Hock Guan Ng

Volume 13, issue 2, 2003

Dividend policy and the organization of capital markets pp. 101-121

Varouj Aivazian, Laurence Booth and Sean Cleary

Foreign-denominated debt and foreign currency derivatives: complements or substitutes in hedging foreign currency risk? pp. 123-139

William B. Elliott, Stephen P. Huffman and Stephen D. Makar

Impact of foreign ownership restrictions on stock return distributions: evidence from an option market pp. 141-159

Jussi Nikkinen

The effect of an asset's market weight on its beta: implications for international markets pp. 161-170

Martin Lally and Steve Swidler

Short-run deviations and optimal hedge ratio: evidence from stock futures pp. 171-192

Taufiq Choudhry

Volume 13, issue 1, 2003

Foreign ownership in the Taiwan stock market--an empirical analysis pp. 19-41

Chihuang H. Lin and Shiu, Cheng-Yi

Momentum in the UK stock market pp. 43-70

Mark T. Hon and Ian Tonks

Estimation of foreign exchange exposure: an emerging market application pp. 71-84

Halil Kiymaz

Economic integration and stock market comovement in the Americas pp. 85-100

Robert Johnson and Luc Soenen

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, Kim, Jang-Chul 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

Wang, Yung-Jang

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 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