Global Finance Journal
1990 - 2025
Current editor(s): Manuchehr Shahrokhi From Elsevier Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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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
Volume 7, issue 2, 1996
- International real interest rate parity with error correction models pp. 129-151

- Jong-Cook Byun and Son-Nan Chen
- Exchange rate regimes and international market segmentation: Evidence from pricing effects of international listings pp. 153-168

- Arvind Mahajan and Eugene P. H. Furtado
- Foreign exchange exposure and the pricing of exchange rate risk pp. 169-189

- Ali M. Fatemi, Amir Tavakkol and Stephen P. Dukas
- Stockholder wealth effects of Eurobond financing: A Canadian perspective pp. 191-208

- George Athanassakos and Jacques A. Schnabel
- Foreign direct investment: The factors affecting the location of foreign branch plants in the United States pp. 209-222

- Joseph Friedman, Daniel A Gerlowski and Jonathan Silberman
- Factors affecting cross-border mergers and acquisitions: The Canada-U.S. experience pp. 223-238

- Geraldo M. Vasconcellos and Richard J. Kish
- Measuring fair capital adequacy holdings for banks: The case of Taiwan pp. 239-252

- Min-Teh Yu
- Stock returns and volatility: An empirical investigation of the German and French equity markets pp. 253-263

- Mbodja Mougoue and Ann Marie Whyte
Volume 7, issue 1, 1996
- Synthetic barter: Simulating countertrade solutions with swaps pp. 1-12

- John F. Marshall and Kevin J. Wynne
- The impact of price limits on foreign currency futures' price volatility and market efficiency pp. 13-25

- Chao Chen and Jau-Lian Jeng
- Equity market return volatility: Dynamics and transmission among the G-7 countries pp. 27-52

- Lori L. Leachman and Bill Francis
- Capital market information transfer and integration: The case of securities dualtraded in the U.S. and Canada pp. 53-65

- Yiu Keung Ip and LeRoy D. Brooks
- The convergence of foreign direct investment and restructuring: Evidence from cross-border divestitures pp. 67-87

- Aryeh Blumberg and James E. Owers
- Is the stock dividend ex-day effect due to market microstructure?: Contrary evidence from Korea pp. 89-99

- Manjeet S. Dhatt, Yong H. Kim and Sandip Mukherji
- An analysis of the stock market's response to the Exxon Valdez disaster pp. 101-114

- Anthony F. Herbst, John F. Marshall and John Wingender
- Resolving international agency cost in East/West joint ventures pp. 115-127

- Armand Picou, William R. McDaniel and Sidney Rosenberg
Volume 6, issue 2, 1995
- Macroeconomic derivatives: More viable than first thought! pp. 101-110

- Vipul K. Bansal, John F. Marshall and Robert P. Yuyuenyongwatana
- Determining appropriate international transfer prices: Economic and administrative rationales for using asset-based profit splits under section 482 of the U.S. tax code pp. 111-119

- Rebecca J. Klemm, Douglas W. Dwyer and Thomas L. Brewer
- Testing for the relationship between nominal exchange rates and economic fundamentals pp. 121-134

- Shady Kholdy and Ahmad Sohrabian
- International loans and the risk-return behavior of commercial banks: Some evidence from the capital market pp. 135-153

- Jacky C. So and Richard T. Nyerges
- A new approach to the problem of harmonizing international accounting reports pp. 155-173

- Mohammed S. Bazaz, Ravi Parameswaran and Bijoy Bordoloi
- Shareholder wealth effects of common stock offerings pp. 175-193

- Majed R. Muhtaseb and George C. Philippatos
Volume 6, issue 1, 1995
- Currency futures and the turn-of-month effect pp. 1-7

- Kartono Liano and G. Wayne Kelly
- Foreign exchange options markets inefficiency:The abnormal profits generated by an implied volatility based rule pp. 9-24

- William C. Clyde and James Gislason
- Corporate financial structure under inflation and financial repression: A comparative study of North American and emerging markets firms pp. 25-45

- A. Sinan Cebenoyan, Klaus Fischer and George J. Papaioannou
- Formal strategic planning, informedness and firm performance: An empirical investigation pp. 47-63

- Ginette McManus, Jacques Saint-Pierre and John Domonkos
- The impact of tax changes on trading of american depository receipts pp. 65-77

- Upinder S. Dhillon and Gabriel Ramirez
- Dividend reinvestment plans in australia pp. 79-99

- Keith Chan, Damien W. McColough and Michael Skully
Volume 5, issue 2, 1994
- Characteristics of Japanese finance: A review and introduction pp. 141-167

- Raj Aggarwal
- Determinants of Japanese CEO compensation pp. 169-180

- Rainford M. Knight, Jeff Madura and Anna D. Martin
- Banks in the board room: The American versus Japanese and German experiences pp. 181-204

- W. Carl Kester
- A comparison of the financial characteristics of U.S. and Japanese manufacturing firms pp. 205-218

- Ilhan Meric and Gulser Meric
- Wealth effects from equity sales in Japan: Role of bank monitoring and lender/owner conflict resolution pp. 219-235

- Richard H. Pettway and Takashi Kaneko
- Financial ratios in Japanese and U.S. firms: A comparison of distributional characteristics pp. 237-264

- Richard L. Constand
- P/E multiples: Comparative evidence for Japan and the United States pp. 265-276

- Jack Glen and Richard Herring
- Linkages between the U.S. and Japanese stock markets: A bivariate garch-m analysis pp. 277-287

- Panayiotis Theodossiou and Gregory Koutmos
Volume 5, issue 1, 1994
- On selectivity and market timing ability of U.S.-based international mutual funds: Using refined Jensen's measure pp. 1-15

- Son-Nan Chen and Hoyoon Jang
- Investment banker prestige, competition, and underwriter compensation in U.S. seasoned new equity issues pp. 37-54

- Sung C. Bae and Haim Levy
- Futures-forward price differentials in the T-bill markets: An application of the arbitrage pricing theory pp. 55-63

- Carolyn W. Chang, Jack S. K. Chang and Jean C. H. Loo
- The wealth effects of international acquisitions and the impact of the EEC integration pp. 65-74

- James Wuh Lin, Jeff Madura and Armand Picou
- The Mexican debt moratorium and its effect upon U.S. bank stock values: Empirical tests on major event windows pp. 75-101

- George C. Philippatos and K. G. Viswanathan
- Atlantic and Pacific stock markets--correlation and volatility transmission pp. 103-119

- Hamid Rahman and Kenneth Yung
- Global market place and causality pp. 121-140

- A. M. Parhizgari, K. Dandapani and A. K. Bhattacharya
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