Global Finance Journal

1990 - 2025

Current editor(s): Manuchehr Shahrokhi

From Elsevier
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Volume 11, issue 1-2, 2000

Pacific Basin stock markets and international capital asset pricing pp. 1-16

Yin-Ching Jan, Peter Shyan-Rong Chou and Mao-Wei Hung

Integration of LIBOR and Treasury bill yields over different monetary regimes pp. 17-30

John M. Clinebell, Douglas R. Kahl and Jerry L. Stevens

The determination and international transmission of stock market volatility pp. 31-52

Colm Kearney

The Contrarian/Overreaction Hypothesis: An analysis of the US and Canadian stock markets pp. 53-72

Johnathan C. Mun, Geraldo M. Vasconcellos and Richard Kish

Market efficiency, the Mexican peso crisis, and the US bank stock returns: An application of the event parameter method pp. 73-86

Osman Kilic, M. Kabir Hassan and David Tufte

Long-run purchasing power parity, prices and exchange rates in transition: The case of six Central and East European countries pp. 87-108

Atanas Christev and Abbas Noorbakhsh

Currency futures, news releases, and uncertainty resolution pp. 109-127

Rohan Christie-David and Mukesh Chaudhry

The interaction and volatility asymmetry of unexpected returns in the greater China stock markets pp. 129-149

Yin-Hua Yeh and Tsun-Siou Lee

Volume 10, issue 2, 1999

The market-adjusted investment performance of ADR IPOs and SEOs pp. 123-145

Joseph H. Callaghan, Robert T. Kleiman and Anandi P. Sahu

The impact of listing Latin American ADRs on the risks and returns of the underlying shares pp. 147-160

Terrence F. Martell, Luis Rodriguez and Gwendolyn P. Webb

Common stochastic trends and volatility in Asian-Pacific equity markets pp. 161-172

Ming-Shiun Pan, Y. Angela Liu and Herbert J. Roth

The determinants of secondary market prices for developing country loans: the impact of country risk pp. 173-186

Harri Ramcharran

Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data pp. 187-200

Thomas Chiang and Shuh-Chyi Doong

Re-examining the small-cap myth: problems in portfolio formation and liquidation pp. 201-221

Mark D. Griffiths, D. Alasdair S. Turnbull and Robert W. White

Overreaction in the Hong Kong stock market pp. 223-230

Alexander Kwok-Wah Fung

Mean reversion and the forecasting of country betas: a note pp. 231-245

Michael Gangemi, Robert Brooks and Robert Faff

Index pp. 247-248

Unknown

Volume 10, issue 1, 1999

Nonlinear dynamics in foreign exchange rates pp. 1-23

Arvind Mahajan and Andrew J. Wagner

Interest parity, fractional differencing, and the strength of attraction: a reexamination of the cost-of-carry futures pricing model pp. 25-34

Jau-Lian Jeng

An empirical examination of the effect of dividend taxation on asset pricing and returns in Germany pp. 35-52

A. Murphy and Christian Schlag

Cross-border transmission of stock price volatility: evidence from the overlapping trading hours pp. 53-70

Jin-Gil Jeong

Cointegration and causality between macroeconomic variables and stock market returns pp. 71-81

Chung S. Kwon and Tai S. Shin

The no-arbitrage condition and financial markets with transaction costs and heterogeneous information: The bid-ask spread pp. 83-91

Kavous Ardalan

Seasonality in returns on the Chinese stock markets: the case of Shanghai and Shenzhen pp. 93-105

Rajen Mookerjee and Qiao Yu

Competitiveness and the convergence of international business practice: North American evidence after NAFTA pp. 107-122

Gary P. Braun and Patrick A. Traichal

Volume 9, issue 2, 1998

International ownership structure and the firm value pp. 149-171

Cheol S. Eun and S. Janakiramanan

The Latin American foreign debt revisited pp. 173-180

Claudio D. Milman

Cointegration, forecasting and international stock prices pp. 181-204

William Crowder and Mark Wohar

Model selection for causal models: The global procedure with AICC and AICU pp. 205-223

Shyan-Yuan Lee and Chih-Ling Tsai

Causal relations among stock returns, inflation: Persistence of international mutual fund performance pp. 225-240

Martina K. Bers

On the relationship between stock returns and exchange rates: Tests of granger causality pp. 241-251

Richard A. Ajayi, Joseph Friedman and Seyed M. Mehdian

A global perspective of P/E ratio determinants: The case of ADRs pp. 253-267

Ehsan Nikbakht and Celaleddin Polat

A note on accounting exposure and the value of multinational corporations pp. 269-277

Anna D. Martin, Jeff Madura and Aigbe Akhigbe

Volume 9, issue 1, 1998

Global financial challenges for the new millenium pp. 1-4

Manuchehr Shahrokhi

Combining foreign exchange rate forecasts using neural networks pp. 5-27

Thomas H. Lubecke, Kyung Doo Nam, Robert E. Markland and Chuck C. Y. Kwok

An empirical examination of currency futures options under stochastic interest rates pp. 29-50

Winnie P. H. Poon and Edwin H. Duett

Interest rate swaps and economic exposure pp. 51-70

Gautam Goswami and Milind M. Shrikhande

Causal relations among stock returns, inflation, real activity, and interest rates: Evidence from Japan pp. 71-80

Mohammad Najand and Gregory Noronha

Lender identity and borrower returns: The evidence from foreign bank loans to U.S. corporations pp. 81-94

Steven S. Byers, Donald R. Fraser and Richard L. Shockley

Capital market and political factors affecting Hong Kong: Mergers and acquisitions in the U.S.: 1975-1994 pp. 95-108

Chandra S. Mishra, Daniel L. McConaughy and Alice Clements

Corporate governance and the fragility of banking systems in developing countries: An analysis of a credit market in Ghana pp. 109-125

Jocelyn Evans and Kofi Dadzie

Another look at corporate ownership in Japan pp. 127-147

Richard L. Constand and R. Daniel Pace

Volume 8, issue 2, 1997

Power currency options pp. 167-179

Alan Tucker and Jason Z. Wei

The existence of a numeraire currency in foreign exchange: Evidence from transaction spot rates for Japan, Germany, and the United States pp. 181-197

Anthony F. Herbst, Charles L. Smith and Patrick A. Traichal

Foreign exchange market efficiency: Evidence from the Gulf War period pp. 199-210

Rita Biswas and Hany A. Shawky

An application of four foreign currency forecasting models to the U.S. dollar and Mexican peso pp. 211-220

Jamshid Mehran and Manuchehr Shahrokhi

Black market and official exchange rates, cointegration and purchasing power parity in developing Asian countries pp. 221-238

Cuddalore Sundar, Oscar Varela and Atsuyuki Naka

International convergence of short-term and long-term interest rates: Theory and empirical tests pp. 239-256

Hossein B. Kazemi, Dolly Warotamasikkhadit and V. Anantha Nageswaran

Co-movements of major European community stock markets: A vector autoregression analysis pp. 257-277

Joseph Friedman and Yochanan Shachmurove

A performance evaluation of global equity mutual funds: Evidence from 1988-1995 pp. 279-293

Ravi Shukla and Sandeep Singh

The role of stock dividends in Korea pp. 295-308

Manjeet S. Dhatt, Yong H. Kim and Sandip Mukherji

Political instability and country risk pp. 309-321

Pietra Rivoli and Thomas L. Brewer

Volume 8, issue 1, 1997

Factors affecting returns across stock markets pp. 1-14

Jeff Madura, Alan L. Tucker and Marilyn Wiley

A Bayesian approach to foreign exchange forecasting pp. 15-31

Mahnaz Mahdavi

The international market for corporate control: Evidence from acquisitions of financial firms pp. 33-54

Rita Biswas, Donald R. Fraser and Arvind Mahajan

An examination of the impact of country risk on the international portfolio selection decision pp. 55-70

Murli Rajan and Joseph Friedman

Do cross-border acquisitions of U.S. targets differ from U.S. domestic takeover targets? pp. 71-82

Chao Chen and Robert Su

Estimation of risk on the Brussels Stock Exchange: Methodological issues and empirical results pp. 83-94

Francisca Marie Beer

Periodic market closure and order imbalances pp. 95-111

Yu-Jane Liu

Growth effects of integration among unequal countries pp. 113-128

Michael Frenkel and Thomas Trauth

Performance, capital structure and home country: An analysis of Asian corporations pp. 129-143

V. Sivarama Krishnan and R. Charles Moyer

Capital structure norms among foreign subsidiaries of U.S. multinational enterprises pp. 145-157

Lawrence Peter Shao

Cross currency option pricing pp. 159-166

Lloyd P. Blenman and O. Felix Ayadi