Journal of Multinational Financial Management
1997 - 2009
Edited by I. Mathur and G. G. Booth from Elsevier Series data maintained by Heidi Boesdal (). Access Statistics for this journal.
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Volume 15, issue 4-5, 2005
- Editorial pp. 301-301

- Fariborz Moshirian
- Global financial markets integration and Millennium Goals pp. 302-313

- Fariborz Moshirian
- The determinants of mortgage yield spread differentials: Securitization pp. 314-333

- Benjamin Liu and Michael Skully
- U.S. cross-listing and China's B-share discount pp. 334-353

- Ting Yang and Sie Ting Lau
- Can mutual funds characteristics explain fees? pp. 354-376

- Manuela Geranio and Giovanna Zanotti
- An empirical analysis of hedge fund performance: The case of Australian hedge funds industry pp. 377-393

- Viet Do, Robert William Faff and J. Wickramanayake
- A primer on the exposure of non-financial corporations to foreign exchange rate risk pp. 394-413

- Söhnke M. Bartram, Gunter Dufey and Michael R. Frenkel
- Another look at factors explaining quality of financial analysts' forecasts: Evidence from the Asian emerging markets pp. 414-434

- Alain Coen, Aurelie Desfleurs, L'Her, Jean-Francois and Suret, Jean-Marc
- Voluntary disclosure, transparency, and market quality: Evidence from emerging market ADRs pp. 435-454

- Chandrasekhar Krishnamurti, Aleksandar Sevic and Zeljko Sevic
- Asymmetric currency exposure of US bank stock returns pp. 455-472

- Tai, Chu-Sheng
Volume 15, issue 3, 2005
- Market underreaction and predictability in the cross-section of Japanese stock returns pp. 193-210

- Pascal Nguyen
- Determinants of international portfolio investment flows to a small market: Empirical evidence pp. 211-233

- Eva Liljeblom and Anders Loflund
- Momentum and contrarian strategies in international stock markets: Further evidence pp. 235-255

- Qian Shen, Andrew C. Szakmary and Subhash C. Sharma
- Risk and return in emerging markets: Family matters pp. 257-272

- Javier Estrada and Ana Paula Serra
- The effect of exchange rate fluctuations on multinationals' returns pp. 273-286

- Jane Ihrig and David Prior
- Portfolio allocations and the emerging equity markets of Central Europe pp. 287-300

- Claire G. Gilmore, Ginette M. McManus and Ahmet Tezel
Volume 15, issue 2, 2005
- Trading behavior and investment performance of U.S. investors in global equity markets pp. 99-115

- Peggy E. Swanson and Anchor Y. Lin
- On the static efficiency of secondary bond markets pp. 117-135

- Lars Oxelheim and Michael Rafferty
- Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates pp. 137-153

- Snorre Lindset
- Mergers in the bond rating industry: does rating provider matter? pp. 155-169

- Lynnette D. Purda
- The international evidence on performance and equity ownership by insiders, blockholders, and institutions pp. 171-191

- Bruce Seifert, Halit Gonenc and Jim Wright
Volume 15, issue 1, 2005
- Trading externalities and new equity issues in emerging markets pp. 1-13

- William R. Miles and Robert M. Miller
- Foreign exchange exposure, risk management, and quarterly earnings announcements pp. 15-30

- Niclas Hagelin and Bengt Pramborg
- The pricing of global versus domestic seasoned equity offers pp. 31-49

- Congsheng Wu
- Comparisons of short and long hedge performance: the case of Taiwan pp. 51-66

- Riza Demirer, Donald Lien and David R. Shaffer
- The contagious effects of the Asian financial crisis: some evidence from ADR and country funds pp. 67-84

- Huimin Chung
- Denomination of currency decisions and zero-cost options collars pp. 85-98

- David Vander Linden
Volume 14, issue 4-5, 2004
- Editorial pp. 303-303

- Fariborz Moshirian
- Elements of global financial stability pp. 305-314

- Fariborz Moshirian
- Why do global firms use currency swaps?: Theory and evidence pp. 315-334

- Gautam Goswami, Jouahn Nam and Milind M. Shrikhande
- The evolution of financial analysts' forecasts on Asian emerging markets pp. 335-352

- Alain Coen and Aurelie Desfleurs
- Contagion: evidence from international banking industry pp. 353-368

- Tai, Chu-Sheng
- The intra-industry impact of special dividend announcements: contagion versus competition pp. 369-385

- Balasingham Balachandran, Robert William Faff and Tuan Anh Nguyen
- The determinants of capital structure: evidence from the Asia Pacific region pp. 387-405

- Rataporn Deesomsak, Krishna Paudyal and Gioia Pescetto
- Coping with financial spillovers from the United States: the effect of US corporate scandals on Canadian stock prices pp. 407-424

- Iryna V. Ivaschenko
- Prospect theory, analyst forecasts, and stock returns pp. 425-442

- David K. Ding, Charlie Charoenwong and Raymond Seetoh
- Bank stock volatility, news and asymmetric information in banking: an empirical investigation pp. 443-461

- Celine Crouzille, Laetitia Lepetit and Amine Tarazi
- The trading dynamics of close-substitute futures markets: evidence of margin policy spillover effects pp. 463-483

- Michael T. Chng
- The intraday stock return characteristics surrounding price limit hits pp. 485-501

- Lee, Jie-Haun and Robin K. Chou
Volume 14, issue 3, 2004
- Scheduled domestic and US macroeconomic news and stock valuation in Europe pp. 201-215

- Jussi Nikkinen and Petri Sahlstrom
- Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets pp. 217-232

- Suk-Joong Kim, Michael D. McKenzie and Robert William Faff
- On the stability of long-run relationships between emerging and US stock markets pp. 233-248

- Jian Yang, James W. Kolari and Peter Wibawa Sutanto
- International investment in insurance services in the US pp. 249-260

- Donghui Li and Fariborz Moshirian
- Foreign exchange rate exposure of US multinational corporations: a firm-specific approach pp. 261-281

- Steve P. Fraser and Christos Pantzalis
- IPO underpricing in China's new stock markets pp. 283-302

- Gongmeng Chen, Michael Firth and Kim, Jeong-Bon
Volume 14, issue 2, 2004
- Diversifying internationally: disentangling hedging, valuation and capital cost effects pp. 97-103

- Lloyd P. Blenman
- The effectiveness of currency-hedging techniques over multiple return horizons for foreign-denominated debt issuers pp. 105-115

- Stephen P. Huffman and Stephen D. Makar
- Derivatives hedging, geographical diversification, and firm market value pp. 117-133

- Bengt Pramborg
- Corporate diversification and performance: evidence on production efficiency pp. 135-152

- H. Young Baek
- Internationalization, capital structure, and cost of capital: evidence from French corporations pp. 153-169

- Manohar Singh and Ali Nejadmalayeri
- Valuation effects of domestic and international seasoned equity offerings by Canadian cross-listed firms pp. 171-186

- Lawrence Kryzanowski and Arturo Rubalcava
- The incentive effects of executive stock options: evidence from international acquisitions pp. 187-200

- Kim, Dong-Kyoon
Volume 14, issue 1, 2004
- The ex-dividend day behavior of American depository receipts pp. 1-18

- Larry R. Gorman, Arvind Mahajan and Robert A. Weigand
- Value versus growth stocks in Singapore pp. 19-34

- Jenn Yaw Yen, Qian Sun and Yuxing Yan
- The impact of monetary policy candidness on Australian financial markets pp. 35-46

- Dominic Gasbarro and Gary S. Monroe
- The aftermarket performance of initial public offerings in Canada pp. 47-66

- Maher Kooli and Suret, Jean-Marc
- Dispersion of analysts' forecasts and the profitability of trading strategies around the preannouncement pp. 67-79

- Salim Chahine
- International equity funds, performance, and investor flows: Australian evidence pp. 81-95

- David R. Gallagher and Elvis Jarnecic
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