Journal of Multinational Financial Management

1997 - 2025

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2000, volume 10, articles 3-4

Financial challenges for the new millennium pp. 229-236

Fariborz Moshirian

An innovative analysis of taxes and corporate hedging pp. 237-255

Latha Shanker

Size effect, book-to-market effect, and survival pp. 257-273

Xiaozu Wang

Executive stock options: volatility, managerial decisions and agency costs pp. 275-295

David Brookfield and Phillip Ormrod

Evaluating the risk of life insurer insolvency: implications from the US for the European Union pp. 297-314

James Carson and Robert Hoyt

Red chips or H shares: which China-backed securities process information the fastest? pp. 315-343

Winnie P. H. Poon and Hung-Gay Fung

A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis pp. 345-365

Hsiao-Ching Sheng and Anthony H. Tu

On the distribution and conditional heteroscedasticity in Taiwan stock prices pp. 367-395

Bing-Huei Lin and Shih-Kuo Yeh

Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns pp. 397-420

Chu-Sheng Tai

Market segmentation and information diffusion in China's stock markets pp. 421-438

Boo Sjoo and Jianhua Zhang

New evidence on the pecking order hypothesis: the case of French convertible bonds pp. 439-459

Radu Burlacu

The early exercise premium in American put option prices pp. 461-479

Malin Engstrom and Lars Norden

Incentives in an international bank pp. 481-493

Mathias Kulpmann

Overnight information and intraday trading behavior: evidence from NYSE cross-listed stocks and their local market information pp. 495-509

Kalok Chan, Mark Chockalingam and Kent W. L. Lai

2000, volume 10, articles 2

The deregulation of capital markets in France pp. 109-132

Benedicte Millet-Reyes

An analysis of asymmetry in foreign currency exposure of the Australian equities market pp. 133-159

Amalia Di Iorio and Robert Faff

The choice of hedging techniques and the characteristics of UK industrial firms pp. 161-184

Nathan Lael Joseph

Foreign exchange risk management in UK, USA and Asia Pacific multinational companies pp. 185-211

Andrew P. Marshall

The initial and aftermarket performance of IPOs in an emerging market: evidence from Istanbul stock exchange pp. 213-227

Halil Kiymaz

2000, volume 10, articles 1

Is the foreign exchange market 'risky'? Some new survey-based results pp. 1-14

Ronald MacDonald

Structural models of exchange rate determination pp. 15-27

Mohammad Najand and Charlotte Bond

Domestic and international practice of deposit insurance: a survey pp. 29-62

Wai Sing Lee and Chuck C. Y. Kwok

Determinants of US investment in real estate abroad pp. 63-72

Fariborz Moshirian and Toan Pham

Foreign exchange and lost opportunity in the US Department of Defense pp. 73-89

Gerald M. Groshek and James C. Felli

1999, volume 9, articles 3-4

WEBS, SPDRs, and country funds: an analysis of international cointegration pp. 217-232

John P. Olienyk, Robert G. Schwebach and J. Kenton Zumwalt

Inflation and returns revisited: a TAR approach pp. 233-245

Michelle Barnes

Stock market automation and the transmission of information between spot and futures markets pp. 247-264

Timothy J. Brailsford, Alex Frino, Allan Hodgson and Andrew West

Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets pp. 265-289

Cornelis Los

Time-varying risk premia in foreign exchange and equity markets: evidence from Asia-Pacific countries pp. 291-316

Chu-Sheng Tai

An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore pp. 317-329

David Ding, Frederick H. deB. Harris, Sie Ting Lau and Thomas McInish

Fitting the term structure of interest rates for Taiwanese government bonds pp. 331-352

Bing-Huei Lin

Financial liberalization and stock market efficiency: an empirical examination of nine emerging market countries pp. 353-371

Hiroyuki Kawakatsu and Matthew R. Morey

Life in the pits: competitive market making and inventory control--further Australian evidence pp. 373-385

Alex Frino, Peter Forrest and Matthew Duffy

An examination of Australian equity trusts for selectivity and market timing performance pp. 387-402

Terrence A. Hallahan and Robert Faff

Some exotic options under symmetric and asymmetric conditional volatility of returns pp. 403-417

David M. Walsh

Barriers to depository uses of derivatives: an empirical analysis pp. 419-440

Arthur M. B. Hogan and David H. Malmquist

Dynamic arbitrage gaps for financial assets: in a nonlinear and chaotic price adjustment process pp. 441-457

Rodolfo Apreda

1999, volume 9, articles 2

Day end returns--stock price manipulation pp. 95-127

Karl Felixson and Anders Pelli

Volatility linkage among currency futures markets during US trading and non-trading periods pp. 129-153

Hung-Gay Fung and Gary A. Patterson

Excess long real rate volatility pp. 155-176

H. J. Smoluk

Sources of growth in international insurance services pp. 177-194

Fariborz Moshirian

Exposure to currency risk by US multinational corporations pp. 195-207

Hyun-Han Shin and Luc Soenen

1999, volume 9, articles 1

Financial failure and managers' accounting responses: Finnish evidence pp. 15-26

J. -P. Kallunki and T. Martikainen

Forecast bias and accuracy of exchange rates in emerging markets pp. 27-43

Jeff Madura, A. D. Martin and Marilyn Wiley

Financial managers' perceptions on research needs for the Asian-Pacific region pp. 45-63

Nen-Chen Richard Hwang and C. Janie Chang

A model for credit rationing by international banks pp. 65-77

Thomas B. Sanders

Correlation in price changes and volatility of major Latin American stock markets pp. 79-93

A. Christofi and A. Pericli

1998, volume 8, articles 4

International financial services: multinational financial companies in Australia pp. 365-379

Fariborz Moshirian

Cointegration of term structure premiums across countries pp. 393-412

J. Madura, M. K. Wiley and E. R. Zarruk

Asymmetric volatility spillovers in deutsche mark exchange rates pp. 413-430

Nikiforos Laopodis

Cross-border mergers and acquisitions: the European-US experience pp. 431-450

G. M. Vasconcellos and R. J. Kish

Multinationals FDI and uncertainty: a comment pp. 451-454

M. K. S. Tse and K. P. Wong

Multinationals FDI and uncertainty: a reply pp. 455-456

Fathali Firoozi

1998, volume 8, articles 2-3

The Asia-Pacific financial axis: challenges for further financial integration pp. 103-112

Fariborz Moshirian

Determinants of long-term loans: a theory and empirical evidence in Japan pp. 113-135

Shin-ichi Fukuda, Ji Cong and Akihiro Nakamura

Objectives of hedging and optimal hedge ratios: US vs Japanese investors pp. 137-153

Tulin Sener

Share performance and profit efficiency of banks in an oligopolistic market: evidence from Singapore pp. 155-168

Sing Fat Chu and Guan Hua Lim

Optimal multi-currency investment strategies with exact attribution in three Asian countries pp. 169-198

Cornelis Los

Timing of investments in emerging markets: the case of Malaysia and Singapore pp. 199-210

Octave Jokung N.

A pooled study of the profits and size of foreign banks in Australia pp. 211-231

Barry Williams

Endogenous and exogenous determinants of interest rates pp. 249-263

Allan Hodgson, Michael L. Kremmer and Shane Lee

Estimation of the term structure of interest rates: an international perspective pp. 265-283

Toan M. Pham

Stock futures: the effects of their trading on the underlying stocks in Australia pp. 285-301

Chun I. Lee and Hung Cheong Tong

Convertible notes: the debt versus equity classification problem pp. 303-315

Darren Magennis, Edward Watts and Sue Wright

New Zealand takeover notice provision selection and share price reaction pp. 317-332

Aiden Tapping, Ed Vos, James D'Mello and Joe Cheung

Cointegration between exchange rates: a generalized linear cointegration model pp. 333-352

Yan-Xia Lin, Michael McCrae and Chandra M. Gulati

The pricing of options in a financial market model with transaction costs and uncertain volatility pp. 353-364

Nikolai G. Dokuchaev and Andrey V. Savkin

1998, volume 8, articles 1

The consumption-based capital asset pricing model: International evidence pp. 1-21

Paul Evans and Iftekhar Hasan

Trade in financial services and the determinants of banks' foreign assets pp. 23-38

Fariborz Moshirian and Alex Van der Laan

Did markets react efficiently to the 1994 Mexican peso crisis? Evidence from Mexican ADRS pp. 39-48

Ike Mathur, Kimberly C. Gleason and Manohar Singh

Pricing efficiency on the New Zealand Futures and Options Exchange pp. 49-62

Paul Smith, Paul Gronewoller and Lawrence Rose

New evidence on factors that influence the wealth effects of international joint ventures pp. 63-77

Stephen F. Borde, Ann Marie Whyte, Kenneth J. Wiant and Lorrie L. Hoffman

The impact of interest rate reset period on the bid-offer rates in an interest rate swap contract -- an empirical investigation pp. 79-88

D. K. Malhotra

Interdependence and dynamic linkages between stock markets of Sri Lanka and its trading partners pp. 89-101

Elyas Elyasiani, Priyal Perera and Tribhuvan N. Puri