Global Finance Journal

1990 - 2025

Current editor(s): Manuchehr Shahrokhi

From Elsevier
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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