Global Finance Journal

1990 - 2025

Current editor(s): Manuchehr Shahrokhi

From Elsevier
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Volume 15, issue 3, 2005

Long-run dynamics of official and black-market exchange rates in Latin America pp. 219-237

Panayiotis F. Diamandis and Anastasios Drakos

The relationship between bid-ask spreads and holding periods: The case of Chinese A and B shares pp. 239-249

Shifei Chung and Peihwang Wei

An analysis of the determinants of sovereign ratings pp. 251-280

Emawtee Bissoondoyal-Bheenick

Technical trading, monetary policy, and exchange rate regimes pp. 281-302

Christian Bauer and Bernhard Herz

New European Union members on their way to adopting the Euro: An analysis of macroeconomic disturbances pp. 303-320

Michael Frenkel and Christiane Nickel

Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach pp. 321-335

Michael Frömmel, Ronald MacDonald and Lukas Menkhoff

Prophets during boom and gloom downunder pp. 337-367

Sarah Azzi and Ron Bird

Capital structure in new technology-based firms: Evidence from the Irish software sector pp. 369-387

Teresa Hogan and Elaine Hutson

Volume 15, issue 2, 2004

Financial market liberalization and stock market efficiency: Evidence from the Athens Stock Exchange pp. 103-123

Nikiforos Laopodis

International transmission of stock exchange volatility: Empirical evidence from the Asian crisis pp. 125-137

Angeles Fernandez-Izquierdo and Juan Angel Lafuente

Acquiring foreign equity assets without currency risk pp. 139-146

Ming-Chieh Wang and David Shyu

Further evidence on the announcement effect of bonus shares in an imputation tax setting pp. 147-170

Balasingham Balachandran, Robert Faff and Sally Tanner

The value of the S&P 500--A macro view of the stock market adjustment process pp. 171-196

Carl Chiarella and Shenhuai Gao

Increasing input information and realistically measuring potential diversification gains from international portfolio investments pp. 197-217

Chanwit Phengpis and Peggy E. Swanson

Volume 15, issue 1, 2004

International transmission of uncertainty implicit in stock index option prices pp. 1-15

Jussi Nikkinen and Petri Sahlstrom

Scale economies in hedging foreign exchange cash flow exposures pp. 17-27

Anna D. Martin and Laurence J. Mauer

Filtering the BEER: A permanent and transitory decomposition pp. 29-56

Peter B. Clark and Ronald MacDonald

Financial markets and the financing choice of firms: Evidence from developing countries pp. 57-70

Sumit Agarwal and Hamid Mohtadi

Determining negotiating ranges for EDI-induced transaction and float cost reductions pp. 71-79

Karl Borden

Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 pp. 81-102

Mardi Dungey, Renee Fry-McKibbin and Vance Martin

Volume 14, issue 3, 2003

The impact of speculative trading on stock return volatility: the evidence from Taiwan pp. 243-270

Chin-Wen Hsin, Wen-Chung Guo, Seng-Su Tseng and Wen-Chih Luo

Determinants of emerging-market bond spreads: Cross-country evidence pp. 271-286

Hong-Ghi Min, Duk-Hee Lee, Changi Nam, Myeong-Cheol Park and Sang-Ho Nam

U.S. multinationals and the home bias puzzle: an empirical analysis pp. 303-318

Mehdi Salehizadeh

Asymmetric information transmission between a transition economy and the U.S. market: evidence from the Warsaw Stock Exchange pp. 319-332

Yiuman Tse, Chunchi Wu and Allan Young

Volume 14, issue 2, 2003

Early unwinding of options-futures arbitrage with bid/ask quotations and transaction prices pp. 121-133

Joseph K. W. Fung and Henry M. K. Mok

Rational speculators and equity volatility as a measure of ex ante risk pp. 135-157

Amir Kia

Wealth creation and managerial pay: MVA and EVA as determinants of executive compensation pp. 159-179

Ali Fatemi, Anand S. Desai and Jeffrey P. Katz

The performance of new equity offerings in Hungary and Poland pp. 181-195

Esmeralda O. Lyn and Edward J. Zychowicz

The persistence of international diversification benefits before and during the Asian crisis pp. 217-242

Thomas O. Meyer and Lawrence Rose

Volume 14, issue 1, 2003

Financial versus operative hedging of currency risk pp. 1-18

Ulrich Hommel

Analytical implementation of the Ho and Lee model for the short interest rate pp. 19-47

Dwight Grant and Gautam Vora

The stock return effect of political risk event on foreign joint ventures: evidence from the Tiananmen Square Incident pp. 49-64

Yulong Ma, Huey-Lian Sun and Alex P. Tang

State equity ownership and firm market performance: evidence from China's newly privatized firms pp. 65-82

Zuobao Wei and Oscar Varela

The forward rate unbiasedness hypothesis reexamined: evidence from a new test pp. 83-93

Natalya Delcoure, John Barkoulas, Christopher Baum and Atreya Chakraborty

Exchange rate sensitivity of Australian international equity funds pp. 95-120

Karen L. Benson and Robert Faff

Volume 13, issue 2, 2002

Export finance skills for the U.S. and Japanese markets: An Australian agribusiness perspective pp. 109-120

Donald G. Ross and Brett J. Wheldon

An analysis of currency crisis in South Korea pp. 121-146

Tribhuvan N. Puri, Chikuang Kuan and Kooros Maskooki

The impact of financial crises on international diversification pp. 147-161

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

The relationship between size, book-to-market equity ratio, earnings-price ratio, and return for the Hong Kong stock market pp. 163-179

Keith S. K. Lam

Corporate multinationalism, organizational learning, and market reaction to international joint ventures: Evidence from Taiwan pp. 181-194

Shao-Chi Chang and Ping-Chang Huang

Forecasting exchange rates: Do banks know better? pp. 195-215

Cheol S. Eun and Sanjiv Sabherwal

International linkage of interest rates: Evidence from the emerging economies of Asia pp. 217-235

Emmanuel Anoruo, Sanjay Ramchander and Harold F. Thiewes

Pricing of American Depositary Receipts under Market Segmentation pp. 237-252

Hsing Fang and Jean C. H. Loo

The sensitivity of Japanese bank stock returns to economic factors: An examination of asset/liability differences and main bank status pp. 253-270

Andrew Saporoschenko

Volume 13, issue 1, 2002

Trafficking in foreign tax credits: A case study of Compaq Computer Corporation pp. 1-15

Alan L. Tucker

A novel approach to the valuation of American options pp. 17-28

Walter Allegretto, Yanping Lin and Hongtao Yang

Corporate risk management: Costs and benefits pp. 29-38

Ali Fatemi and Carl Luft

The scale and patterns of abnormal returns to equity investment in UK electricity distribution pp. 39-62

Roger Buckland and Patricia Fraser

Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period pp. 63-91

A. Mansur M. Masih and Rumi Masih

Volume 12, issue 1, 2001

Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches pp. 1-33

Arie Dekker, Kunal Sen and Martin Young

Chaotic behavior in national stock market indices: New evidence from the close returns test pp. 35-53

Michael D. McKenzie

An empirical investigation of trading volume and return volatility of the Taiwan Stock Market pp. 55-77

Bwo-Nung Huang and Chin-Wei Yang

Time variation paths of international transmission of stock volatility -- US vs. Hong Kong and South Korea pp. 79-93

Ling T. He

Price and volatility spillovers between interest rate and exchange value of the US dollar pp. 95-107

Raymond W. So

US exports and time-varying volatility of real exchange rate pp. 109-119

Abdul-Hamid Sukar and Seid Hassan

International transmission of inflation under alternative exchange rate regimes: Empirical evidence and its implications pp. 121-137

Jin-Gil Jeong and Youngho Lee

An examination of nonlinear dependence in exchange rates, using recent methods from chaos theory pp. 139-151

Claire G. Gilmore