Pacific-Basin Finance Journal

1993 - 2021

Current editor(s): K. Chan and S. Ghon Rhee

From Elsevier
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Volume 69, issue C, 2021

Not one but three decisions in sukuk issuance: Understanding the role of ownership and governance

Dawood Ashraf, Muhammad Suhail Rizwan and Saad Azmat

Dividend payout policy of Shariah compliant firms: Evidence from United States

Zaheer Anwer, Shamsher Mohamad, Andrea Paltrinieri and M. Kabir Hassan

A survey of Islamic finance research – Influences and influencers

Abdullah Khan, Syed Aun R. Rizvi, Mohsin Ali and Omair Haroon

The implied volatility smirk in the Chinese equity options market

Tian Yue, Sebastian A. Gehricke, Jin E. Zhang and Zheyao Pan

Green bond issuance and corporate cost of capital

Ran Zhang, Yanru Li and Yingzhu Liu

Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan

Kuan-Hau Chen, Xuan-Qi Su, Li-Feng Lin and Yi-Cheng Shih

Does stock liquidity affect bankruptcy risk? DID analysis from Vietnam

Hai Trinh, Canh Phuc Nguyen, Wei Hao and Udomsak Wongchoti

Does investor attention increase stock market volatility during the COVID-19 pandemic?

Hua Wang, Liao Xu and Susan Sunila Sharma

Economic policy uncertainty and corporate risk-taking: Loss aversion or opportunity expectations

Cheng Zhang, Chunhong Yang and Cheng Liu

Resurrecting the size effect in Japan: Firm size, profitability shocks, and expected stock returns

Muhammad A. Cheema, Mardy Chiah and Angel Zhong

Market timing in private equity placements: Empirical evidence from China

Yong Huang, Konari Uchida, Xuanying Yu and Daolin Zha

Stock market liberalization and institutional herding: Evidence from the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connects

Yuyang Zhao, Cheng Xiang and Wenwu Cai

Prospect theory and stock returns: Evidence from foreign share markets

Junbo Wang, Chunchi Wu and Xiaoling Zhong

Digesting anomalies: A q-factor approach for the Thai market

Ben Charoenwong, Sampan Nettayanun and Kanis Saengchote

Mixed ownership reform and corporate tax avoidance: Evidence of Chinese listed firms

Wei Wang, Hua Wang and Ji Wu

The choice of equity financing: Floating-priced warrants versus SEOs

Zhihua Yao

Long-term impacts of index reconstitutions: Evidence from the CSI 300 additions and deletions

Gang Chu, John W. Goodell, Xiao Li and Yongjie Zhang

Information bias and its spillover effect on return volatility: A study on stock markets in the Asia-Pacific region

Ajaya Kumar Panda, Pradiptarathi Panda, Swagatika Nanda and Atul Parad

Do controlling shareholders expropriate employees? Evidence from workplace fatalities in China

Hang Liu, Jin-hui Luo and Xin Wang

How resilient are the Asia Pacific financial markets against a global pandemic?

Md Lutfur Rahman and Mohammed Abdullah Al Mamun

Volume 68, issue C, 2021

Downside risk, financial conditions and systemic risk in China

Bo Wang and Haoran Li

Political uncertainty and A-H share premium

Xu Cheng, Dongmin Kong and Junbo Wang

Do Japanese firms systematically inflate expected rate of returns from defined benefit pension plans?

Yiyi Qin, Jun Cai and S. Ghon Rhee

Vertical interlock and stock price crash risk

Chang Yang, Xin Chen and Xian Chen

Too-big-to-fail: The value of government guarantee

Georges Tsafack, Yifei Li and Natalia Beliaeva

Pricing catastrophe swaps with default risk and stochastic interest rates

Chien-Ling Lo, Carolyn W. Chang, Jin-Ping Lee and Min-Teh Yu

Saving for the future: Evaluating the sustainability and design of Pension Reserve Funds

Pablo Castañeda, Ruben Castro, Eduardo Fajnzylber, Juan Medina and Félix Villatoro

Network connectedness and China's systemic financial risk contagion——An analysis based on big data

Xiaoyun Fan, Yedong Wang and Daoping Wang

Reinforcement learning and mortgage partial prepayment behavior

Yongheng Deng, Quanlin Gu and Jia He

Litigation risk and cost of capital: Evidence from China

Jiaqi Qin, Xue Yang, Qing He and Lingxia Sun

Signed momentum in the Chinese stock market

Ya Gao, Bin Guo and Xiong Xiong

The impacts of circuit breakers on China's stock market

Zeguang Li, Keqiang Hou and Chao Zhang

Decision time and investors' portfolio strategies

Jing Zhang, Wei Zhang, Yuelei Li and Mustafa Caglayan

Jumps at ultra-high frequency: Evidence from the Chinese stock market

Chuanhai Zhang, Zhi Liu and Qiang Liu

Predicting the risk of financial distress using corporate governance measures

Zhiyong Li, Jonathan Crook, Galina Andreeva and Ying Tang

The importance of large shocks to return predictability

Juan Diaz, Diogo Duarte, Hamilton Galindo, Alexis Montecinos and Santiago Truffa

A fresh look at the risk-return tradeoff

Cindy S.H. Wang, Yi-Chi Chen and Hsin-Yu Lo

Firm-level perception of uncertainty and innovation activity: Textual evidence from China's A-share market

Zhen Yu, Yao Xiao and Jinpo Li

Does size and book-to-market contain intangible information about managerial incentives? Learning from corporate D&O insurance purchase

Rachel J. Huang, Vivian Jeng, Cheng-Wei Wang and Jack C. Yue

How does labor protection influence corporate risk-taking? Evidence from China

Jiaoliang Jiang and Yulin Chen

Explaining the risk premiums of life settlements

Ko-Lun Kung, Ming-Hua Hsieh, Jin-Lung Peng, Chenghsien Jason Tsai and Jennifer L. Wang

Do economic policy uncertainty and its components predict China's housing returns?

Xiao-Cui Yin, Xin Li, Min-Hui Wang, Meng Qin and Xue-Feng Shao

Uncertainty, venture capital and entrepreneurial enterprise innovation—Evidence from companies listed on China's GEM

Chien-Chi Chu, Yong-Li Li, Shi-Jie Li and Yun Ji

Is inflation persistent? Evidence from a time-varying unit root model

Neluka Devpura, Susan Sunila Sharma, P.K.G. Harischandra and Lasitha R.C. Pathberiya

Quantile relationship between Islamic and non-Islamic equity markets

Md Lutfur Rahman, Axel Hedström, Gazi Salah Uddin and Sang Hoon Kang

Financial stability efficiency of Islamic and conventional banks

Md Safiullah

Can management tone predict IPO performance? – Evidence from mandatory online roadshows in China

Shibo Bian, Dekui Jia, Ruihai Li, Wujun Sun, Zhipeng Yan and Yingfei Zheng

Time-varying asymmetric tail dependence of international equities markets

Chunyang Zhou and Xiao Qin

Do fund managers time implied tail risk? — Evidence from Chinese mutual funds

Zhongxin Ni, Linyu Wang and Weishu Li

The relationship between yield curve components and equity sectorial indices: Evidence from China

Zaghum Umar, Imran Yousaf and David Y. Aharon

Geographic proximity and cross-region merger and acquisitions: Evidence from the opening of high-speed rail in China

Zhi Jin, Yinan Yang and Liguang Zhang

Property rights protection and mergers and acquisitions

Tian Jin Fang, Jianlei Han, Jing He and Jing Shi

The nonlinear effect of foreign ownership on capital structure in Japan: A panel threshold analysis

Rami Zeitun and Mohamed Goaied

Does the q theory of investment work well in China?

Te-Feng Chen, Wing Chun Kwok and George Wong

Corporate environmental responsibility and default risk: Evidence from China

Yi-Cheng Shih, Yao Wang, Rui Zhong and Yi-Ming Ma

Economic policy uncertainty, COVID-19 lockdown, and firm-level volatility: Evidence from China

Jianlei Yang and Chunpeng Yang

Financial literacy, debt, risk tolerance and retirement preparedness: Evidence from New Zealand

Jelita Noviarini, Andrew Coleman, Helen Roberts and Rosalind H. Whiting

Mutual fund herding and return comovement in Chinese equities

Mustafa Onur Caglayan, Yu Hu and Wenjun Xue

Female directors and acquisitions: Australian evidence

Ryley Lucas, Abeyratna Gunasekarage, Syed Shams and Piyadasa Edirisuriya

An inflation-based ICAPM in China

Han Zhang

What factors are associated with stock price jumps in high frequency?

Yongkil Ahn and Shih-Chuan Tsai

Technical expert CEOs and corporate innovation

Hsiu-I Ting, Ming-Chun Wang, J. Jimmy Yang and Kai-Wen Tuan

Media exposure on corporate social irresponsibility and firm performance

Chia-Chen Teng and J. Jimmy Yang

How noise trading affects informational efficiency: Evidence from an order-driven market

Chris H. Zhang and Petko S. Kalev

Political connections and banks' credit smoothing behavior: Incentives and costs

Wenlong Bian, Yang Ji and Peng Wang

Anomalies in the China A-share market

Maarten Jansen, Laurens Swinkels and Weili Zhou

Stock market reactions to the COVID-19 pandemic: The moderating role of corporate big data strategies based on Word2Vec

Fujing Xue, Xiaoyu Li, Ting Zhang and Nan Hu

Do messages on online stock forums spur firm productivity?

Wei Zhang, Pengfei Wang and Yi Li

Economic policy uncertainty and bank stability: Threshold effect of institutional quality and competition

Mohsin Shabir, Ping Jiang, Satar Bakhsh and Zhongxiu Zhao

Lottery preferences and retail short selling

Chia-Fen Tsai, Jung-Hsien Chang and Feng-Tse Tsai

Deriving managerial skills by dissecting holding changes of mutual funds: Evidence from China

Xiao Jun, He Ren and Ping-Wen Sun

The effect of economic policy uncertainty on enterprise total factor productivity based on financial mismatch: Evidence from China

Kaifeng Li, Zhaoxuan Guo and Qi Chen

How do investors in Chinese stock market react to external uncertainty? An event study to the Sino-US disputes

Xin Gu, Weiqiang Zhang and Sang Cheng

Measuring the connectedness of global health sector stock markets

Liping Ye and Jiang-Bo Geng

Predictive ability of similarity-based futures trading strategies

Mi-Hsiu Chiang, Hsin-Yu Chiu and Wei-Yu Kuo

Do CEO's political promotion incentives influence the value of cash holdings: Evidence from state-owned enterprises in China

Xu Lou, Aimin Qian and Chenyu Zhang

The way back home: Trading behaviours of foreign institutional investors in China amid the COVID-19 pandemic

Jinhua Zhang, Rui Mao, Jieyu Wang and Mengying Xing

Does sectoral diversification of loans and financing improve bank returns and risk in dual-banking systems?

Mirzet Šeho, Mansor Ibrahim and Abbas Mirakhor

Staged subsidies and corporate investments: Evidence from Chinese listed firms

Kebin Deng, Zhong Ding, Xiaojie Liao and Yushu Zhu

Monetary policy and its transmission channels: Evidence from China

Huan Li, Jinlan Ni, Yueli Xu and Minghua Zhan

Corporate social responsibility, competition, and firm value

Kartick Gupta and Chandrasekhar Krishnamurti

Trade integration and research and development investment as a proxy for idiosyncratic risk in the cross-section of stock returns

Lucía Galicia-Sanguino, Javier Rojo-Suárez, Ana B. Alonso-Conde and M. Victoria López-Pérez

Economic policy uncertainty, hold-up risk and vertical integration: Evidence from China

Zhen Yu, Yuankun Li and Ziyi Ouyang