Global Finance Journal

1990 - 2025

Current editor(s): Manuchehr Shahrokhi

From Elsevier
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Volume 21, issue 3, 2010

The influence of the underwriting syndicate on the valuation of Spanish initial public offerings pp. 223-238

Susana Alvarez and Rubén Arrondo

Performance of separately managed international equity accounts: How important are country momentum effects? pp. 239-252

John G. Gallo, Larry J. Lockwood and Rahul Bhargava

The short-run price performance of initial public offerings in Hong Kong: New evidence pp. 253-261

Anna P.I. Vong and Duarte Trigueiros

Liquidity and market efficiency: Analysis of NASDAQ firms pp. 262-274

Dennis Y. Chung and Karel Hrazdil

The impact of the dividend tax cut and managerial stock holdings on corporate dividend policy pp. 275-292

Jouahn Nam, Jun Wang and Ge Zhang

Why do healthy firms freeze their defined-benefit pension plans? pp. 293-303

Christina Atanasova and Karel Hrazdil

Price and volatility spillovers between the Greater China Markets and the developed markets of US and Japan pp. 304-317

Ping Wang and Peijie Wang

Volume 21, issue 2, 2010

Evolution of earnings-to-price ratios: International evidence pp. 125-137

Cheol S. Eun and Jinsoo Lee

Structural breaks in the real exchange rate and real interest rate relationship pp. 138-151

Joseph Byrne and Jun Nagayasu

Money and equity returns in the Euro area pp. 152-169

Kari Heimonen

Corporate derivative use and the composition of CEO compensation pp. 170-185

Janikan Supanvanij and Jack Strauss

The impact of monetary policy on oil process parameters and market expectations pp. 186-200

Hossein Askari and Noureddine Krichene

Convergence of total factor productivity among banks: Hong Kong's experience pp. 201-210

Michael K. Fung and Arnold C.S. Cheng

Stock exchange demutualization and performance pp. 211-222

Islam Azzam

Volume 21, issue 1, 2010

A three-factor model investigation of foreign exchange-rate exposure pp. 1-12

Stephen P. Huffman, Stephen D. Makar and Scott B. Beyer

Multinationals and futures hedging: An optimal stopping approach pp. 13-25

Rujing Meng and Kit Pong Wong

NYSE listings and firm borrowing costs: An empirical investigation pp. 26-42

Aron A. Gottesman, Jouahn Nam, John Thornton and Kevin Wynne

Country funds and the role of international equity flows in pricing and in premiums and discounts pp. 43-70

Pei-Jung Tsai

Do benchmark African equity indices exhibit the stylized facts? pp. 71-97

Youwei Li, Philip A. Hamill and Kwaku K. Opong

Cross-listed cross-currency assets and arbitrage with forwards and options pp. 98-110

Dilip K. Ghosh, Dipasri Ghosh and Chandra Shekhar Bhatnagar

Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis pp. 111-124

Thomas Chiang, Jiandong Li and Lin Tan

Volume 20, issue 3, 2009

The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility pp. 209-219

Ronald Ripple and Imad A. Moosa

Single-stock futures: Evidence from the Indian securities market pp. 220-234

Umesh Kumar and Yiuman Tse

The impact of country risk ratings on U.S. firms in large cross-border acquisitions pp. 235-247

Halil Kiymaz

Ex ante performance from ex post models of global equity market correlations pp. 248-259

Douglas R. Kahl and Jerry L. Stevens

Oil price and reserve location--Effects on oil and gas sector returns pp. 260-272

Gavin L. Kretzschmar and Axel Kirchner

Stock index futures hedging in the emerging Malaysian market pp. 273-288

Wee Ching Pok, Sunil S. Poshakwale and J.L. Ford

Dispersion trading: Empirical evidence from U.S. options markets pp. 289-301

Cara Marshall

Volume 20, issue 2, 2009

Price causal relations between China and the world oil markets pp. 107-118

K.C. Chen, Shaoling Chen and Lifan Wu

Empirical study on relationship between persistence-free trading volume and stock return volatility pp. 119-127

Wen Fenghua and Yang Xiaoguang

Forecasting Value-at-Risk using high frequency data: The realized range model pp. 128-136

Xi-Dong Shao, Yu-Jun Lian and Lian-Qian Yin

Range-based multivariate volatility model with double smooth transition in conditional correlation pp. 137-152

Ray Chou and Yijie Cai

Managerial power, compensation gap and firm performance -- Evidence from Chinese public listed companies pp. 153-164

Bing-Xuan Lin and Rui Lu

The impact of the CSRC Regulation No. 12-1996 on the credibility of Chinese IPO earnings forecasts pp. 165-179

Jerry Sun and Guoping Liu

Information-based trade in the Shanghai stock market pp. 180-190

Laurence Copeland, Woon K. Wong and Yong Zeng

Privatization and non-tradable stock reform in China: The case of Valin Steel Tube & Wire Co., Ltd pp. 191-208

Enyang Guo and Arthur J. Keown

Volume 20, issue 1, 2009

Japanese day-of-the-week return patterns: New results pp. 1-12

Wentworth Boynton, Henry R. Oppenheimer and Sean F. Reid

International stock market linkages: Evidence from Latin America pp. 13-30

Panayiotis F. Diamandis

Stock split size, signaling and earnings management: Evidence from the Spanish market pp. 31-47

José Yagüe, J. Carlos Gómez-Sala and Francisco Poveda-Fuentes

One-to-many matching: An alternative trading cost comparison technique pp. 48-66

Jerry W. Liu and Donald H. Wort

The impact of portfolio aggregation on day-of-the-week effect: Evidence from Finland pp. 67-79

Kenneth Högholm and Johan Knif

Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext pp. 80-97

Helena Beltran, Alain Durré and Pierre Giot

Systematic risk changes around convertible debt offerings: A note on recent evidence pp. 98-105

Benjamin Kleidt and Dirk Schiereck

Volume 19, issue 3, 2009

Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework pp. 203-218

Ramaprasad Bhar and Biljana Nikolova

The practice of estimating the term structure of discount rates pp. 219-234

Mark C. Freeman

Credit rating impact on CDO evaluation pp. 235-251

Daniel Rösch and Harald Scheule

Flight-to-quality and asymmetric volatility responses in US Treasuries pp. 252-267

Mardi Dungey, Michael McKenzie and Demosthenes Tambakis

Psychological barriers in European stock markets: Where are they? pp. 268-285

Gregor Dorfleitner and Christian Klein

Institutional characteristics and capital structure: A cross-national comparison pp. 286-306

Dimitrios Vasiliou and Nikolaos Daskalakis

Tournament behavior in Australian superannuation funds: A non-parametric analysis pp. 307-322

Terrence Hallahan and Robert Faff

Law, culture and investment performance: A cross-country analysis pp. 323-341

Anchor Y. Lin

Volume 19, issue 2, 2008

Causality between banking and currency fragilities: A dynamic panel model pp. 85-101

Chung-Hua Shen and Chien-Fu Chen

ADRs under momentum and contrarian strategies pp. 102-122

A.M. Parhizgari and D. Nguyen

Hedging with Chinese metal futures pp. 123-138

Donald Lien and Li Yang

Volatility switching and regime interdependence between information technology stocks 1995-2005 pp. 139-156

Zhuo Qiao, Russell Smyth and Wing-Keung Wong

Efficiency of the foreign currency options market pp. 157-170

Ariful Hoque, Felix Chan and Meher Manzur

Impact of financial and multinational operations on manager perceptions of dividends pp. 171-186

H. Kent Baker, Shantanu Dutta and Samir Saadi

The dynamics of volatility transmission and information flow between ADRs and their underlying stocks pp. 187-201

Sunil S. Poshakwale and Katty Pérez Aquino

Volume 19, issue 1, 2008

Relations between portfolio returns and market multiples pp. 1-10

William C. Barbee , Jin-Gil Jeong and Sandip Mukherji

The existence theorem of approximate multibeta representation for multifactor pricing models with unobservable omitted variables: A technical note pp. 11-18

Jau-Lian Jeng

Common nonlinearities in long-horizon stock returns: Evidence from the G-7 stock markets pp. 19-31

Sei-Wan Kim, Andre Mollick and Kiseok Nam

An empirical investigation of operating performance in the new European banking landscape pp. 32-45

Christos Staikouras, Emmanuel Mamatzakis and Anastasia Koutsomanoli-Filippaki

The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries pp. 46-55

Huimin Li, Bang Jeon, Seong-Yeon Cho and Thomas Chiang

Acquisitions from UK firms into emerging markets pp. 56-71

Michael Graham, Emmanuel Martey and Alfred Yawson

Which acquirers gain more, single or multiple? Recent evidence from the USA market pp. 72-84

Ahmad Ismail