Journal of Multinational Financial Management

1997 - 2025

Current editor(s): I. Mathur and G. G. Booth

From Elsevier
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New international financial architecture pp. 273-284: Fariborz Moshirian
Do Swedes smile? On implied volatility functions pp. 285-304: Malin Engstrom
Systematic risk and idiosyncratic risk: a useful distinction for valuing European options pp. 305-321: Thierry Chauveau and Hayette Gatfaoui
The change in trading activity on volatility and adverse selection component: evidence from ADR splits pp. 323-345: Christine X. Jiang, Jang-Chul Kim and Robert A. Wood
Investment in internet banking as a real option: theory and tests pp. 347-363: Marsha Courchane, David Nickerson and Richard Sullivan
International cross-listings towards more liquid markets: the impact on domestic firms pp. 365-390: Robert Faff, Allan Hodgson and Shahrokh Saudagaran
Analyst forecast revisions and asset allocation in Asia-Pacific markets pp. 391-409: Millicent Chang, Isabel Dallas and Juliana Ng
Exchange rate variability and the riskiness of US multinational firms: evidence from the Asian financial turmoil pp. 411-428: Cherry C. Chen and Raymond W. So
Continuous overreaction, insiders trading activities and momentum strategies pp. 429-449: Jihong Xiang, Jia He and Min Cao

Evidence of a leadership role in the Chilean stock exchanges pp. 191-205: Franco Parisi, Lance Nail and Catherine Soto
Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia pp. 207-222: Sie Ting Lau, Chee Tong Lee and Thomas McInish
The pricing of foreign exchange risk around the Asian financial crisis: evidence from Taiwan's stock market pp. 223-238: Yuanchen Chang
The impact of informed trading on corporate liquidity pp. 239-259: Paul Brockman and Dennis Y. Chung
Time variation and asymmetry in systematic risk: evidence from the Finnish stock exchange pp. 261-271: Gregory Koutmos and Johan Knif

The portfolio behavior of Japanese corporations' stable shareholders pp. 89-106: James S. Ang and Richard Constand
Uncertainty of trading rules in currency markets: an application of non-parametric bootstrapping pp. 107-133: Paolo Pasquariello
Stock market short-termism--an international perspective pp. 135-158: Angela Black and Patricia Fraser
Liquidity management, operating performance, and corporate value: evidence from Japan and Taiwan pp. 159-169: Yung-Jang Wang
Exploration of the role of expectations in foreign exchange risk management pp. 171-189: Vivek Bhargava and Robert Brooks

Alternative foreign exchange management protocols: an application of sensitivity analysis pp. 1-19: Antoine Gautier, Frieda Granot and Maurice Levi
Calculating the probability of failure of the Norwegian banking sector pp. 21-40: Andrew Clare and Richard Priestley
Ownership and performance in Chinese manufacturing industry1 pp. 61-78: Zuobao Wei, Oscar Varela and M. Kabir Hassan
The wealth effects of portfolio rebalancing in emerging equity markets pp. 79-88: Mark R. Eaker and Dwight Grant

Financial systems in the new millennium pp. 315-320: Fariborz Moshirian
Hedging of American equity options: do call and put prices always move in the direction as predicted by the movement in the underlying stock price? pp. 321-340: Lars Norden
Foreign versus domestic banks in Germany and the US: a tale of two markets? pp. 341-361: Claudia Buch and Stefan M. Golder
The impact of a trade on national best bid and offer quotes: a new approach to modeling irregularly spaced data pp. 363-383: Allan A. Zebedee
A stochastic volatility model specification with diagnostics for thinly traded equity markets pp. 385-406: Per Bjarte Solibakke
Price differentials between different classes of stocks: an empirical study on Chinese stock markets pp. 407-426: Clas Bergstrom and Ellen Tang
The approximate option pricing model: performances and dynamic properties pp. 427-443: Gunther Capelle-Blancard, Emmanuel Jurczenko and Bertrand Maillet
Venture capital investment duration in Canada and the United States pp. 445-463: Douglas Cumming and Jeffrey G. MacIntosh
Group reputation and persistent (or permanent) discrimination in credit markets pp. 483-496: Domenico Scalera and Alberto Zazzaro
Home bias and international capital asset pricing model with human capital pp. 497-513: Alain Coen
Scale and scope economies in the European banking systems pp. 515-531: Laura Cavallo and Stefania P. S. Rossi

Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates pp. 241-268: Chuang-Chang Chang
The relationship between nominal interest rates and inflation: international evidence pp. 269-280: G. Geoffrey Booth and Cetin Ciner
(Re)Testing the 'follow the customer' hypothesis in multinational bank expansion pp. 281-293: Jose Paulo Esperanca and Mohamed Azzim Gulamhussen
Black and official exchange rates in Greece: an analysis of their long-run dynamics pp. 295-314: Georgios Kouretas and Leonidas P. Zarangas

Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information pp. 117-137: Suk-Joong Kim and Jeffrey Sheen
The day-of-the-week regularity in the stock markets of China pp. 139-163: Gongmeng Chen, Chuck C. Y. Kwok and Oliver Rui
The effect of market returns, interest rates, and exchange rates on the stock returns of Japanese horizontal keiretsu financial firms pp. 165-182: Timothy W. Koch and Andrew Saporoschenko
Routes to equity market integration -- the interplay between politicians, investors and managers pp. 183-211: Lars Oxelheim
To hedge or not to hedge: the performance of simple strategies for hedging foreign exchange risk pp. 213-223: Matthew R. Morey and Marc W. Simpson
Earnings forecast errors in IPO prospectuses and their associations with initial stock returns pp. 225-240: Gongmeng Chen, Michael Firth and Gopal V. Krishnan

The option on n assets with exchange rate and exercise price risk pp. 1-15: Spiros H. Martzoukos
Diversification strategy and capital structure of multinational corporations pp. 17-37: Imed Eddine Chkir and Jean-Claude Cosset
Economic exposure and debt financing choice pp. 39-58: Gautam Goswami and Milind M. Shrikhande
Technical trading rules in the spot foreign exchange markets of developing countries pp. 59-68: Anna D. Martin
Pre- and post-1987 crash frequency domain analysis among Pacific Rim equity markets pp. 69-87: Kenneth L. Smith
Multinational corporations versus domestic corporations: a comparative study of R&D investment activities pp. 89-104: Sung C. Bae and Seungwook Noh
The effects of stock market rumors on stock prices: evidence from an emerging market pp. 105-115: Halil Kiymaz