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Pacific-Basin Finance Journal
1993 - 2011
Edited by K. Chan and S. Ghon Rhee
from Elsevier Series data maintained by Jeroen Loos ().
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Volume 19, issue 5 , 2011
A tool for scrutinizing bank bailouts based on multi-period peer benchmarking pp. 447-469
Necmi K. Avkiran and Mika Goto
Connected transactions and firm value: Evidence from China-affiliated companies pp. 470-490
Adrian C.H. Lei and Frank M. Song
Style analysis and Value-at-Risk of Asia-focused hedge funds pp. 491-510
Haijie Weng and Stefan Trück
How does ownership concentration exacerbate information asymmetry among equity investors? pp. 511-534
Hae-Young Byun , Lee-Seok Hwang and Woo-Jong Lee
Does corporate diversification by business groups create value? Evidence from Korean chaebols pp. 535-553
Sung C. Bae , Taek Ho Kwon and Jang W. Lee
Do corporate governance mechanisms matter for cash holdings and firm value? pp. 554-570
Yuanto Kusnadi
Are stock and real estate markets integrated? An empirical study of six Asian economies pp. 571-585
Tsoyu Calvin Lin and Zong-Han Lin
Exchange rates and FDI strategies of multinational enterprises pp. 586-603
Bong-Soo Lee and Byung S. Min
Volume 19, issue 4 , 2011
Regulatory changes, market integration and spillover effects in the Chinese A, B and Hong Kong equity markets pp. 351-373
Jing Chen , Roger Buckland and Julian Williams
Seize the moment: Opportunism in Australian capital markets pp. 374-389
SzeKee Koh , Robert B. Durand and Iain Watson
Currency hedging failure in international equity investments and an efficient hedging strategy: The perspective of Korean investors pp. 390-403
Sangwon Suh
The cyclical behavior of the risk of value strategy: Evidence from Taiwan pp. 404-419
-Hsiang Huang
An Ohlson valuation framework for valuing corporate governance: The case of Taiwan pp. 420-434
Shih-Cheng Lee , Chien-Ting Lin and Pei-Ting Chang
Difference of opinion and the cross-section of equity returns: Australian evidence pp. 435-446
Philip Gharghori , Quin See and Madhu Veeraraghavan
Volume 19, issue 3 , 2011
Agency cost, top executives' overconfidence, and investment-cash flow sensitivity -- Evidence from listed companies in China pp. 261-277
Wei Huang , Fuxiu Jiang , Zhibiao Liu and Min Zhang
Corporate governance and risk-taking: Evidence from Japanese firms pp. 278-297
Pascal Nguyen
The impact of trading halts on liquidity and price volatility: Evidence from the Australian Stock Exchange pp. 298-307
Alex Frino , Steven Lecce and Reuben Segara
Effects of prior voluntary disclosure on earnings announcements in an environment with low information and regulation pp. 308-329
Eugene Cheng Chee Mun , Stephen M. Courtenay and Asheq R. Rahman
Prospect theory and the effectiveness of price limits pp. 330-349
Mei-Chen Lin and Pin-Huang Chou
Volume 19, issue 2 , 2011
Do liquidity or credit effects explain the behavior of the BKBM-LIBOR differential? pp. 173-193
Russell Poskitt and Bradley Waller
Stealth trading: The case of the Tokyo Stock Exchange pp. 194-207
Asli Ascioglu , Carole Comerton-Forde and Thomas H. McInish
Size effect in January and cultural influences in an emerging stock market: The perspective of behavioral finance pp. 208-229
Tsung-Cheng Chen and Chin-Chen Chien
Corporate name changes: Price reactions and long-run performance pp. 230-244
Hung Wan Kot
Corporate dividend policy in practice: Evidence from an emerging market with a tax-free environment pp. 245-259
Abdelaziz Chazi , Narjess Boubakri and Fernando Zanella
Volume 19, issue 1 , 2011
Stock price volatility and overreaction in a political crisis: The effects of corporate governance and performance pp. 1-20
Hsu-Huei Huang , Min-Lee Chan , -Hsiang Huang and Chih-Hsiang Chang
Optimal dividend policy, debt policy and the level of investment within a multi-period DCF framework pp. 21-40
Martin Lally
The impacts of large trades by trader types on intraday futures prices: Evidence from the Taiwan Futures Exchange pp. 41-70
Robin K. Chou , George H.K. Wang , Yun-Yi Wang and Johan Bjursell
Cross-border venture capital performance: Evidence from China pp. 71-97
Lanfang Wang and Susheng Wang
International diversification with American Depository Receipts (ADRs) pp. 98-114
M. Humayun Kabir , M. Kabir Hassan and Neal Maroney
Asset growth and stock returns: Evidence from Asian financial markets pp. 115-139
Tong Yao , Tong Yu , Ting Zhang and Shaw Chen
Contrarian investment strategies work better for dually-traded stocks: Evidence from Hong Kong pp. 140-156
Vikash Ramiah , Ka Yeung Cheng , Julien Orriols , Tony Naughton and Terrence Hallahan
A long-term assessment of finance research performance among Asia-Pacific academic institutions (1990-2008) pp. 157-171
Kam C. Chan , Carl R. Chen and Lee, Tan (Charlene)
Volume 18, issue 5 , 2010
Stock splits in a retail dominant order driven market pp. 427-441
Pantisa Pavabutr and Kulpatra Sirodom
Price, volume and spread effects associated with the expiry of lock-in agreements: Evidence from the Hong Kong IPO market pp. 442-459
Marc Goergen , Khelifa Mazouz and Shuxing Yin
Changes in Malaysia: Capital controls, prime ministers and political connections pp. 460-476
Heather Mitchell and Saramma Joseph
Mutual fund herding its impact on stock returns: Evidence from the Taiwan stock market pp. 477-493
Weifeng Hung , Chia-Chi Lu and Cheng F. Lee
Post-restructuring performance in Japan pp. 494-508
Kotaro Inoue , Konari Uchida and Marc Bremer
Market liquidity risk factor and financial market anomalies: Evidence from the Chinese stock market pp. 509-520
Paresh Kumar Narayan and Xinwei Zheng
The Impact of Short-Sales Constraints on Liquidity and the Liquidity-Return Relations pp. 521-535
Wen- Chuang and Hsiu-Chuan Lee
Volume 18, issue 4 , 2010
Asian sovereign debt and country risk pp. 335-350
Anders C. Johansson
Retail minority shareholders and corporate reputation as determinant of dividend policy in Australia pp. 351-368
King Fuei Lee
What should we know about momentum investing? The case of the Australian Security Exchange pp. 369-389
Emilios C. Galariotis
Foreign investors and corporate governance in Korea pp. 390-402
In Joon Kim , Jiyeon Eppler-Kim , Wi Saeng Kim and Suk Joon Byun
On the predictability of Chinese stock returns pp. 403-425
Xuanjuan Chen , Kenneth A. Kim , Tong Yao and Tong Yu
Volume 18, issue 3 , 2010
Cutting the hedge: Exporters' dynamic currency hedging behaviour pp. 241-253
Richard Blaikie Fabling and Arthur Grimes
Predicting Japanese bank stock performance with a composite relative efficiency metric: A new investment tool pp. 254-271
Necmi K. Avkiran and Hiroshi Morita
Asymmetry in return and volatility spillover between equity and bond markets in Australia pp. 272-289
Warren G. Dean , Robert William Faff and Geoffrey F. Loudon
The appropriateness of default investment options in defined contribution plans: Australian evidence pp. 290-305
Anup K. Basu and Michael E. Drew
Financial constraints and stock returns -- Evidence from Australia pp. 306-318
Howard Chan , Xin Chang , Robert William Faff and George Wong
An examination of the impact of India's performance in one-day cricket internationals on the Indian stock market pp. 319-334
Vinod Mishra and Russell Smyth
Volume 18, issue 2 , 2010
Post earnings announcement drift and the roles of drift-enhanced factors in New Zealand pp. 139-157
Cameron Truong
The impact of divergence in voting and cash-flow rights on the use of bank debt pp. 158-174
Beng Soon Chong
Herding and the role of foreign institutions in emerging equity markets pp. 175-185
Charles Chang
A trading strategy based on Callable Bull/Bear Contracts pp. 186-198
Yan-Leung Cheung , Yin-Wong Cheung , Angela W.W. He and Alan T.K. Wan
Noise and efficient variance in the Indonesia Stock Exchange pp. 199-216
Thomas Henker and Zaäfri A. Husodo
The overconfidence of investors in the primary market pp. 217-239
Yenshan Hsu and Cheng-Yi Shiu
Volume 18, issue 1 , 2010
Diversification, rationality and the Asian economic crisis pp. 1-23
Robert G. Bowman , Kam Fong Chan and Matthew R. Comer
Agency costs, ownership structure and corporate governance compliance: A private contracting perspective pp. 24-46
Darren John Henry
Unfunded pension liabilities and stock returns pp. 47-63
Kan Nakajima and Takafumi Sasaki
Changes in equity returns and volatility across different Australian industries following the recent terrorist attacks pp. 64-76
Vikash Ramiah , Marie-Anne Cam , Michael Calabro , David Maher and Shahab Ghafouri
What comprises IPO initial returns: Evidence from the Chinese market pp. 77-89
Yan Gao
Liquidity and stock returns in Japan: New evidence pp. 90-115
Yuk Ying Chang , Robert William Faff and Chuan-Yang Hwang
The dynamics of individual and institutional trading on the Shanghai Stock Exchange pp. 116-137
Bong Soo Lee , Wei Li and Steven Shuye Wang