Journal of Multinational Financial Management

1997 - 2025

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

From Elsevier
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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

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

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

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

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

Editorial pp. 301-301: Fariborz Moshirian
Global financial markets integration and Millennium Goals pp. 302-313: Fariborz Moshirian
The determinants of mortgage yield spread differentials: Securitization pp. 314-333: Benjamin Liu and Michael Skully
U.S. cross-listing and China's B-share discount pp. 334-353: Ting Yang and Sie Ting Lau
Can mutual funds characteristics explain fees? pp. 354-376: Manuela Geranio and Giovanna Zanotti
An empirical analysis of hedge fund performance: The case of Australian hedge funds industry pp. 377-393: Viet Do, Robert Faff and Jayasinghe Wickramanayake
A primer on the exposure of non-financial corporations to foreign exchange rate risk pp. 394-413: Söhnke Bartram, Gunter Dufey and Michael R. Frenkel
Another look at factors explaining quality of financial analysts' forecasts: Evidence from the Asian emerging markets pp. 414-434: Alain Coen, Aurelie Desfleurs, Jean-Francois L'Her and Jean-Marc Suret
Voluntary disclosure, transparency, and market quality: Evidence from emerging market ADRs pp. 435-454: Chandrasekhar Krishnamurti, Aleksandar Sevic and Zeljko Sevic
Asymmetric currency exposure of US bank stock returns pp. 455-472: Chu-Sheng Tai

Market underreaction and predictability in the cross-section of Japanese stock returns pp. 193-210: Pascal Nguyen
Determinants of international portfolio investment flows to a small market: Empirical evidence pp. 211-233: Eva Liljeblom and Anders Loflund
Momentum and contrarian strategies in international stock markets: Further evidence pp. 235-255: Qian Shen, Andrew C. Szakmary and Subhash Sharma
Risk and return in emerging markets: Family matters pp. 257-272: Javier Estrada and Ana Paula Serra
The effect of exchange rate fluctuations on multinationals' returns pp. 273-286: Jane Ihrig and David Prior
Portfolio allocations and the emerging equity markets of Central Europe pp. 287-300: Claire G. Gilmore, Ginette M. McManus and Ahmet Tezel

Trading behavior and investment performance of U.S. investors in global equity markets pp. 99-115: Peggy E. Swanson and Anchor Y. Lin
On the static efficiency of secondary bond markets pp. 117-135: Lars Oxelheim and Michael Rafferty
Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates pp. 137-153: Snorre Lindset
Mergers in the bond rating industry: does rating provider matter? pp. 155-169: Lynnette D. Purda
The international evidence on performance and equity ownership by insiders, blockholders, and institutions pp. 171-191: Bruce Seifert, Halit Gonenc and Jim Wright

Trading externalities and new equity issues in emerging markets pp. 1-13: William R. Miles and Robert M. Miller
Foreign exchange exposure, risk management, and quarterly earnings announcements pp. 15-30: Niclas Hagelin and Bengt Pramborg
The pricing of global versus domestic seasoned equity offers pp. 31-49: Congsheng Wu
Comparisons of short and long hedge performance: the case of Taiwan pp. 51-66: Riza Demirer, Donald Lien and David R. Shaffer
The contagious effects of the Asian financial crisis: some evidence from ADR and country funds pp. 67-84: Huimin Chung
Denomination of currency decisions and zero-cost options collars pp. 85-98: David Vander Linden