Global Finance Journal

1990 - 2025

Current editor(s): Manuchehr Shahrokhi

From Elsevier
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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

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