Global Finance Journal

1990 - 2025

Current editor(s): Manuchehr Shahrokhi

From Elsevier
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Volume 16, issue 3, 2006

Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior pp. 233-244

Bartosz Gebka, Harald Henke and Martin T. Bohl

Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? pp. 245-263

Giulio Cifarelli and Giovanna Paladino

Regulation: The market for corporate control and corporate governance pp. 264-282

Rajeeva Sinha

Family ownership, dual-class shares, and risk management pp. 283-301

Niclas Hagelin, Martin Holmen and Bengt Pramborg

Corporate cash holdings, foreign direct investment, and corporate governance pp. 302-316

Kiyoung Chang and Abbas Noorbakhsh

An extension of price improvement debate: The case of American Depository Receipts (ADRs) pp. 317-329

Ehsan Nikbakht and Manuchehr Shahrokhi

Short-term market efficiency in the futures markets: TOPIX futures and 10-year JGB futures pp. 330-353

Joel Rentzler, Kishore Tandon and Susana Yu

The Euro deposit market in a global perspective pp. 354-365

Pieter de Jong and Peggy E. Swanson

Volume 16, issue 2, 2005

The impact of government regulation and ownership on the performance of securities companies: Evidences from China pp. 113-124

Shaw K. Chen, Xuanjuan Chen, Bing-Xuan Lin and Rongsa Zhong

Systemic risk in the major Eurobanking markets: Evidence from inter-bank offered rates pp. 125-144

John Simpson and J.P. Evans

ERM effects on currency spot and futures markets pp. 145-163

Ahmet Can Inci

Market quality and price discovery: Introduction of the E-mini energy futures pp. 164-179

Yiuman Tse and Ju Xiang

Announcements of bonus share options: Signalling of the quality of firms pp. 180-190

Balasingham Balachandran, Robert Faff and Len Jong

Long-term stock performance after open-market repurchases in Korea pp. 191-209

Yong-Gyo Lee, Sung-Chang Jung and John Thornton

Multinationals and futures hedging under liquidity constraints pp. 210-220

Donald Lien and Kit Pong Wong

Corporate governance: Toward converging models? pp. 221-232

Esther Jeffers

Volume 16, issue 1, 2005

Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components pp. 1-15

Patricia Chelley-Steeley

Relative importance of industry and country factors in security returns pp. 16-25

Anthony Tessitore and Nilufer Usmen

Country and size effects in financial ratios: A European perspective pp. 26-47

C. Serrano Cinca, C. Mar Molinero and Jose Gallizo

Contagion and impulse response of international stock markets around the 9-11 terrorist attacks pp. 48-68

Kyung-Chun Mun

A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era pp. 69-85

Ahmad Zubaidi Baharumshah, Tze-Haw Chan and Stilianos Fountas

Covered arbitrage with currency options: A theoretical analysis pp. 86-98

Dilip K. Ghosh and Dipasri Ghosh

Biases in FX-forecasts: Evidence from panel data pp. 99-111

David Audretsch and Georg Stadtmann

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