Journal of Multinational Financial Management

1997 - 2024

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

From Elsevier
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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