Journal of Multinational Financial Management

1997 - 2024

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

From Elsevier
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2007, volume 17, articles 5

Do corporate governance mechanisms influence CEO compensation? An empirical investigation of UK companies pp. 349-364

Neslihan Ozkan

Cultural distance and valuation of multinational corporations pp. 365-383

Murad Antia, J. Barry Lin and Christos Pantzalis

Stock return exposure to exchange rate risk: A perspective from delayed reactions and hedging effects pp. 384-400

Chin-Wen Hsin, Shin-Rong Shiah-Hou and Feng-Yi Chang

International portfolio diversification: Is there a role for the Middle East and North Africa? pp. 401-416

Thomas Lagoarde-Segot and Brian Lucey

Currency hedging for multinationals under liquidity constraints pp. 417-431

Rujing Meng and Kit Pong Wong

Contrarian and momentum profitability revisited: Evidence from the London Stock Exchange 1964-2005 pp. 432-447

Emilios C. Galariotis, Phil Holmes and Xiaodong S. Ma

2007, volume 17, articles 4

Measuring and managing integration: What do we know? pp. 273-274

Brian Lucey

Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York pp. 275-289

George Milunovich and Susan Thorp

Dynamic linkages between international bond markets pp. 290-303

Cetin Ciner

The advantages of introducing an exchange rate target within the statutes of the European Central Bank pp. 304-316

Severine Menguy

Conditions necessary for the sustainability of an emerging area: The importance of banking and financial regional criteria pp. 317-335

Céline Gimet

The location determinants of FDI in the GCC countries pp. 336-348

Wasseem Mina

2007, volume 17, articles 3

The impact of rights issues of convertible debt in Australian markets pp. 187-202

Jo-Ann Suchard

The exposure of international banks to cross-country interdependencies: An empirical analysis of overdue claims pp. 203-213

Drew Dahl and Andrew Logan

Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data pp. 214-230

Don Galagedera and Robert Brooks

Noise trading and stock market volatility pp. 231-243

Rahul Verma and Priti Verma

Active fund management: Global asset allocation funds pp. 244-256

Norris L. Larrymore and Javier Rodriguez

Beta, size, book-to-market equity and returns: A study based on UK data pp. 257-272

David Morelli

2007, volume 17, articles 2

The relationship between futures trading activity and exchange rate volatility, revisited pp. 95-111

Vivek Bhargava and D.K. Malhotra

Influence of structural changes in transmission of information between stock markets: A European empirical study pp. 112-124

Vicent Arago-Manzana and Maria Angeles Fernandez-Izquierdo

Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach pp. 125-141

Hooi Hooi Lean, Russell Smyth and Wing-Keung Wong

Insider ownership and firm value in New Zealand pp. 142-154

Gurmeet Singh Bhabra

Exchange rates, interventions, and the predictability of stock returns in Japan pp. 155-172

Daniel Hartmann and Christian Pierdzioch

Macroeconomic factors and Japan's industry risk pp. 173-185

Pascal Nguyen

2007, volume 17, articles 1

Domestic and multinational determinants of foreign bank profits: The case of Greek banks operating abroad pp. 1-15

Kyriaki Kosmidou, Fotios Pasiouras and Angelos Tsaklanganos

The link between performance and changes in the size and stability of a firm's officers and directors pp. 16-29

Richard Heaney, Tony Naughton, Thanh Truong, Sinclair Davidson, Tim Fry and Michael McKenzie

Investor protection and capital structure: International evidence pp. 30-44

Shuenn-Ren Cheng and Cheng-Yi Shiu

International evidence on the non-linear impact of leverage on corporate cash holdings pp. 45-60

Yilmaz Guney, Aydin Ozkan and Neslihan Ozkan

Modeling time variation and asymmetry in foreign exchange exposure pp. 61-74

Gregory Koutmos and Anna D. Martin

Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan pp. 75-93

Javed Iqbal and Robert Brooks

2006, volume 16, articles 5

Foreign direct investment and forward hedging pp. 459-474

Kit Pong Wong

The effects of management compensation on firm hedging: Does SFAS 133 matter? pp. 475-493

Janikan Supanvanij and Jack Strauss

International cross-listings by Australian firms: A stochastic dominance analysis of equity returns pp. 494-508

Kamran Ahmed, Jae Kim and Darren Henry

Common and country-specific components in national stock prices pp. 509-519

Ou Hu

2006, volume 16, articles 4

Are fewer firms paying more dividends?: The international evidence pp. 333-362

Stephen P. Ferris, Nilanjan Sen and Ho Pei Yui

An empirical investigation of the loan concentration risk in Latin America pp. 363-384

Elena Kalotychou and Sotiris K. Staikouras

Foreign exchange risk exposure: Survey and suggestions pp. 385-410

Aline Muller and Willem Verschoor

Multiscale hedge ratio between the Australian stock and futures markets: Evidence from wavelet analysis pp. 411-423

Francis In and Sangbae Kim

The effects of SFAS 133 on foreign currency exposure of US-based multinational corporations pp. 424-439

Nivine Richie, Charmaine Glegg and Kimberly C. Gleason

International portfolio diversification: A study of linkages among the U.S., European and Japanese equity markets pp. 440-458

Fahimeh Rezayat and Burhan F. Yavas

2006, volume 16, articles 3

Initiation of brokers' recommendations, market predictors and stock returns pp. 213-231

Howard W.H. Chan, Rob Brown and Yew Kee Ho

Market segmentation and price differentials between A shares and H shares in the Chinese stock markets pp. 232-248

Yuming Li, Daying Yan and Joe Greco

Market reaction to "unsweetened" and "sweetened" rights offerings in an emerging European stock market pp. 249-268

Cahit Adaoglu

Persistence characteristics of Latin American financial markets pp. 269-290

NyoNyo A. Kyaw, Cornelis Los and Sijing Zong

Pricing currency options in the presence of time-varying volatility and non-normalities pp. 291-314

Guay Lim, G.M. Martin and V.L. Martin

Portfolio diversification effects of trading blocs: The case of NAFTA pp. 315-331

Chanwit Phengpis and Peggy E. Swanson

2006, volume 16, articles 2

Emerging market bond returns--An investor perspective pp. 105-121

D. Johannes Juttner, David Chung and Wayne Leung

Industry return predictability, timing and profitability pp. 122-141

Juan Yao and Lakshman Alles

Empirical evidence concerning incentives to hedge transaction and translation exposures pp. 142-159

Niclas Hagelin and Bengt Pramborg

The practice of investment valuation in emerging markets: Evidence from Argentina pp. 160-183

Luis Pereiro

Call auction algorithm design and market manipulation pp. 184-198

Carole Comerton-Forde and James Rydge

The determinants of foreign direct investment: An extreme bounds analysis pp. 199-211

Imad A. Moosa and Buly Cardak

2006, volume 16, articles 1

Determinants of returns and volatility of Chinese ADRs at NYSE pp. 1-15

Ali Kutan and Haigang Zhou

Cross-hedging with futures and options: The effects of disappointment aversion pp. 16-26

Donald Lien and Yan Wang

Selectively hedging the Euro pp. 27-42

Marc W. Simpson and Akash Dania

New evidence on the announcement effect of convertible and exchangeable bonds pp. 43-63

Manuel Ammann, Martin Fehr and Ralf Seiz

Government ownership and the performance of government-linked companies: The case of Singapore pp. 64-88

James S. Ang and David Ding

The cash flow-investment relationship: International evidence of limited access to external finance pp. 89-104

Raj Aggarwal and Sijing Zong