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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 9, issue 3-4, 1999

WEBS, SPDRs, and country funds: an analysis of international cointegration pp. 217-232

John P. Olienyk, Robert G. Schwebach and J. Kenton Zumwalt

Inflation and returns revisited: a TAR approach pp. 233-245

Michelle L. Barnes

Stock market automation and the transmission of information between spot and futures markets pp. 247-264

Timothy J. Brailsford, Alex Frino, Allan Hodgson and Andrew West

Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets pp. 265-289

Cornelis A. Los

Time-varying risk premia in foreign exchange and equity markets: evidence from Asia-Pacific countries pp. 291-316

Tai, Chu-Sheng

An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore pp. 317-329

David K. Ding, Frederick H. deB. Harris, Sie Ting Lau and Thomas H. McInish

Fitting the term structure of interest rates for Taiwanese government bonds pp. 331-352

Lin, Bing-Huei

Financial liberalization and stock market efficiency: an empirical examination of nine emerging market countries pp. 353-371

Hiroyuki Kawakatsu and Matthew R. Morey

Life in the pits: competitive market making and inventory control--further Australian evidence pp. 373-385

Alex Frino, Peter Forrest and Matthew Duffy

An examination of Australian equity trusts for selectivity and market timing performance pp. 387-402

Terrence A. Hallahan and Robert William Faff

Some exotic options under symmetric and asymmetric conditional volatility of returns pp. 403-417

David M. Walsh

Barriers to depository uses of derivatives: an empirical analysis pp. 419-440

Arthur M. B. Hogan and David H. Malmquist

Dynamic arbitrage gaps for financial assets: in a nonlinear and chaotic price adjustment process pp. 441-457

Rodolfo Apreda

Volume 9, issue 2, 1999

Day end returns--stock price manipulation pp. 95-127

Karl Felixson and Anders Pelli

Volatility linkage among currency futures markets during US trading and non-trading periods pp. 129-153

Fung, Hung-Gay and Gary A. Patterson

Excess long real rate volatility pp. 155-176

H. J. Smoluk

Sources of growth in international insurance services pp. 177-194

Fariborz Moshirian

Exposure to currency risk by US multinational corporations pp. 195-207

Shin, Hyun-Han and Luc Soenen

Volume 9, issue 1, 1999

Financial failure and managers' accounting responses: Finnish evidence pp. 15-26

Kallunki, J. -P. and T. Martikainen

Forecast bias and accuracy of exchange rates in emerging markets pp. 27-43

Jeff Madura, A. D. Martin and Marilyn Wiley

Financial managers' perceptions on research needs for the Asian-Pacific region pp. 45-63

Hwang, Nen-Chen Richard and C. Janie Chang

A model for credit rationing by international banks pp. 65-77

Thomas B. Sanders

Correlation in price changes and volatility of major Latin American stock markets pp. 79-93

A. Christofi and A. Pericli

Volume 8, issue 4, 1998

International financial services: multinational financial companies in Australia pp. 365-379

Fariborz Moshirian

Cointegration of term structure premiums across countries pp. 393-412

J. Madura, M. K. Wiley and E. R. Zarruk

Asymmetric volatility spillovers in deutsche mark exchange rates pp. 413-430

Nikiforos Laopodis

Cross-border mergers and acquisitions: the European-US experience pp. 431-450

G. M. Vasconcellos and R. J. Kish

Multinationals FDI and uncertainty: a comment pp. 451-454

M. K. S. Tse and K. P. Wong

Multinationals FDI and uncertainty: a reply pp. 455-456

Fathali Firoozi

Volume 8, issue 2-3, 1998

The Asia-Pacific financial axis: challenges for further financial integration pp. 103-112

Fariborz Moshirian

Determinants of long-term loans: a theory and empirical evidence in Japan pp. 113-135

Shin-ichi Fukuda, Ji Cong and Akihiro Nakamura

Objectives of hedging and optimal hedge ratios: US vs Japanese investors pp. 137-153

Tulin Sener

Share performance and profit efficiency of banks in an oligopolistic market: evidence from Singapore pp. 155-168

Sing Fat Chu and Guan Hua Lim

Optimal multi-currency investment strategies with exact attribution in three Asian countries pp. 169-198

Cornelis A. Los

Timing of investments in emerging markets: the case of Malaysia and Singapore pp. 199-210

Octave Jokung N.

A pooled study of the profits and size of foreign banks in Australia pp. 211-231

Barry Williams

Endogenous and exogenous determinants of interest rates pp. 249-263

Allan Hodgson, Michael L. Kremmer and Shane Lee

Estimation of the term structure of interest rates: an international perspective pp. 265-283

Toan M. Pham

Stock futures: the effects of their trading on the underlying stocks in Australia pp. 285-301

Chun . Lee and Hung Cheong Tong

Convertible notes: the debt versus equity classification problem pp. 303-315

Darren Magennis, Edward Watts and Sue Wright

New Zealand takeover notice provision selection and share price reaction pp. 317-332

Aiden Tapping, Ed Vos, D'Mello, James and Joe Cheung

Cointegration between exchange rates: a generalized linear cointegration model pp. 333-352

Lin, Yan-Xia, Michael McCrae and Chandra M. Gulati

The pricing of options in a financial market model with transaction costs and uncertain volatility pp. 353-364

Nikolai G. Dokuchaev and Andrey V. Savkin

Volume 8, issue 1, 1998

The consumption-based capital asset pricing model: International evidence pp. 1-21

Paul Evans and Iftekhar Hasan

Trade in financial services and the determinants of banks' foreign assets pp. 23-38

Fariborz Moshirian and Alex Van der Laan

Did markets react efficiently to the 1994 Mexican peso crisis? Evidence from Mexican ADRS pp. 39-48

Ike Mathur, Kimberly C. Gleason and Manohar Singh

Pricing efficiency on the New Zealand Futures and Options Exchange pp. 49-62

Paul Smith, Paul Gronewoller and Lawrence C. Rose

New evidence on factors that influence the wealth effects of international joint ventures pp. 63-77

Stephen F. Borde, Ann Marie Whyte, Kenneth J. Wiant and Lorrie L. Hoffman

The impact of interest rate reset period on the bid-offer rates in an interest rate swap contract -- an empirical investigation pp. 79-88

D. K. Malhotra

Interdependence and dynamic linkages between stock markets of Sri Lanka and its trading partners pp. 89-101

Elyas Elyasiani, Priyal Perera and Tribhuvan N. Puri