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 (repec@elsevier.com).

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Compensation and performance: the case of Japanese managers and directors pp. 275-304: James S. Ang and Richard L. Constand
Some tests on the long-run dynamics of black and official exchange rates: evidence for four East European countries pp. 317-332: E. Dockery and Karl Taylor
Efficiency of black markets in foreign currencies in Southeast Asia pp. 333-344: Ghulam Sarwar
Comparing the forecasting performance of neural networks and forward exchange rates pp. 345-356: Mona R. El Shazly and Hassan E. El Shazly

International transmission on information in corn futures markets pp. 175-187: G. Geoffrey Booth and Cetin Ciner
Using accounting variables as instrumental risk measures in event studies: evidence from a thinly traded stock market pp. 189-202: Juha-Pekka Kallunki
Some tests of market microstructure hypotheses in the foreign exchange market pp. 203-229: Dionysios Chionis and Ronald MacDonald
The predictability of Asian exchange rates: evidence from Kalman filter and ARCH estimations pp. 231-252: Jianxin Wang and Hoi-In Wong
Risk-free profits with forward contracts in exchange rates and interest rates pp. 253-264: Dilip K. Ghosh
Multinationals FDI and uncertainty: an exposition pp. 265-273: Fathali Firoozi

The effects of the Norwegian banking crisis on Norwegian equities pp. 83-111: Fred R. Kaen and Dag Michalsen
The covariance-factor structure of daily returns in a thinly traded stock market pp. 113-125: J-P. Kallunki and T. Martikainen
The square compass rose: the evidence from Taiwan pp. 127-144: An-Sing Chen
The effect of the US-Canada free trade agreement on the US banking market pp. 145-157: John Harriott, Gay Hatfield and M. Mark Walker
Foreign direct investment in insurance services in the United States pp. 159-173: Fariborz Moshirian

The effects of Bundesbank discount and Lombard rate changes on German bank stocks pp. 1-25: Fred R. Kaen, Heidemarie C. Sherman and Hassan Tehranian
Is economic exposure asymmetric between long-run depreciations and appreciations? Testing using cointegration analysis pp. 27-42: Angelos Kanas
Convertible bond calls by multinational and domestic firms: an agency cost perspective pp. 43-54: Manzur Rahman and Shreesh Deshpande
Export credit risks and the trade credit offer: some Canadian evidence pp. 55-70: Donald G. Ross and Richard H. Pike
Earnings and dividend changes: An international study pp. 71-81: Bruce Seifert