EconPapers    
Economics at your fingertips  
 

Pacific-Basin Finance Journal

1993 - 2021

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 33, issue C, 2015

Common deviation and regime-dependent dynamics in the index derivatives markets pp. 1-22 Downloads
Jaeram Lee, Jangkoo Kang and Doojin Ryu
Risk and return in the Chinese stock market: Does equity return dispersion proxy risk? pp. 23-37 Downloads
Chun-Da Chen, Riza Demirer and Shrikant P. Jategaonkar
Liquidity and credit risk before and after the global financial crisis: Evidence from the Korean corporate bond market pp. 38-61 Downloads
Dongheon Shin and Baeho Kim
Bank funding structure and lending under liquidity shocks: Evidence from Korea pp. 62-80 Downloads
Hosung Jung and Dongcheol Kim
What can we learn about Islamic banks efficiency under the subprime crisis? Evidence from GCC Region pp. 81-92 Downloads
Amel Belanès, Zied Ftiti and Rym Regaïeg
Usefulness of earnings in credit markets: Korean evidence pp. 93-113 Downloads
Bok Baik, Young Jun Kim, Jungbae Kim and Su Jeong Lee

Volume 32, issue C, 2015

Cross-sectoral interactions in Islamic equity markets pp. 1-20 Downloads
Mustafa Yılmaz, Ahmet Sensoy, Kevser Ozturk and Erk Hacihasanoglu
Dynamic factors and asset pricing: International and further U.S. evidence pp. 21-39 Downloads
He, Zhongzhi (Lawrence), Jie Zhu and Xiaoneng Zhu
Size and price-to-book effects: Evidence from the Chinese stock markets pp. 40-55 Downloads
Jitka Hilliard and Haoran Zhang
Do foreign short-sellers predict stock returns? Evidence from daily short-selling in Korean stock market pp. 56-75 Downloads
Shu-Feng Wang and Kuan-Hui Lee
Analyst coverage and corporate social performance: Evidence from China pp. 76-94 Downloads
Min Zhang, Lijing Tong, Jun Su and Zhipeng Cui
Industry herding and momentum strategies pp. 95-110 Downloads
Riza Demirer, Donald Lien and Huacheng Zhang
Industry information and the 52-week high effect pp. 111-130 Downloads
Xin Hong, Bradford Jordan and Mark H. Liu
Information asymmetry and capital structure around the world pp. 131-159 Downloads
Wenlian Gao and Feifei Zhu
Herding and fundamental factors: The Hong Kong experience pp. 160-188 Downloads
Keith S.K. Lam and Zhuo Qiao

Volume 31, issue C, 2015

Investor characteristics and the disposition effect pp. 1-12 Downloads
Alex Frino, Grace Lepone and Danika Wright
Do securitized real estate markets jump? International evidence pp. 13-35 Downloads
Jie Li, Guangzhong Li and Yinggang Zhou
The informational role of individual investors in stock pricing: Evidence from large individual and small retail investors pp. 36-56 Downloads
Hung-Ling Chen, Edward H. Chow and Cheng-Yi Shiu
Determinants of a firm's decision to utilize a dividend reinvestment plan and shareholder participation rates: Australian evidence pp. 57-77 Downloads
Mathew Abraham, Alastair Marsden and Russell Poskitt
Stock market valuation of R&D expenditures—The role of corporate governance pp. 78-93 Downloads
Konan Chan, Hung-Kun Chen, Li-Hong Hong and Yanzhi Wang

Volume 30, issue C, 2014

Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange pp. 1-16 Downloads
William Peng He and Andrew Lepone
Risk contributions of trading and non-trading hours: Evidence from Chinese commodity futures markets pp. 17-29 Downloads
Qingfu Liu and Yunbi An
Investor attention, information diffusion and industry returns pp. 30-43 Downloads
Qiongbing Wu and Abul Shamsuddin
How profitable is the Indian stock market? pp. 44-61 Downloads
Paresh Narayan, Huson Ali Ahmed, Susan Sharma and Prabheesh K.P.
Mispricing of Chinese warrants pp. 62-86 Downloads
Eric Powers and Gang Xiao
What are the reliably important determinants of capital structure in china? pp. 87-113 Downloads
Chun Chang, Xin Chen and Guanmin Liao
Government intervention, bank ownership and risk-taking during the Indonesian financial crisis pp. 114-131 Downloads
Agusman Agusman, Grant S. Cullen, Dominic Gasbarro, Gary S. Monroe and J. Kenton Zumwalt
Currency jumps and crises: Do developed and emerging market currencies jump together? pp. 132-157 Downloads
Kam Fong Chan, John G. Powell and Sirimon Treepongkaruna
Firm headquarters location, ownership structure, and stock return co-movements pp. 158-172 Downloads
Donghui Li, Li Liao, Yuanhang Luo and Xueyong Zhang
Momentum returns and information uncertainty: Evidence from China pp. 173-188 Downloads
Muhammad Cheema and Gilbert Nartea
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors pp. 189-206 Downloads
Shawkat Hammoudeh, Walid Mensi, Juan Reboredo and Duc Khuong Nguyen
The differential impact of the bank–firm relationship on IPO underpricing: evidence from China pp. 207-232 Downloads
Xiangchao Hao, Jing Shi and Jian Yang
Retirement savings investment choices: Sophisticated or naive? pp. 233-250 Downloads
Paul Gerrans and Ghialy Yap
Information effect of involuntary delisting and informed trading pp. 251-269 Downloads
Jinwoo Park, Posang Lee and Yun Park

Volume 29, issue C, 2014

The information content of analyst recommendation revisions — Evidence from the Chinese stock market pp. 1-17 Downloads
George J. Jiang, Liangliang Lu and Dongming Zhu
Directors' and officers' liability insurance and investment efficiency: Evidence from Taiwan pp. 18-34 Downloads
Kuei-Fu Li and Yi-Ping Liao
Commonality in liquidity, liquidity distribution, and financial crisis: Evidence from country ETFs pp. 35-58 Downloads
Hsiu-Chuan Lee, Yung-Ching Tseng and Chung-Jen Yang
The demand-side explanation for commonality in liquidity: The role of institutional ownership in the Taiwan Stock Exchange pp. 59-85 Downloads
Alpha Lowe
Overnight price discovery and the internationalization of a currency: The case of the Korean won pp. 86-95 Downloads
Jianxin Wang
The role of foreign banks in monetary policy transmission: Evidence from Asia during the crisis of 2008–9 pp. 96-120 Downloads
Bang Jeon and Ji Wu
Do venture capitalists play a monitoring role in an emerging market? Evidence from the pay–performance relationship of Chinese entrepreneurial firms pp. 121-145 Downloads
Jerry Cao, Qigui Liu and Gary G. Tian
Stock returns, mutual fund flows and spillover shocks pp. 146-162 Downloads
Paresh Narayan, Seema Narayan and Prabheesh K.p
Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation pp. 163-181 Downloads
Hee-Joon Ahn, Jun Cai, Yasushi Hamao and Michael Melvin
A reverse takeover as an exit strategy of venture capital: Korean evidence pp. 182-198 Downloads
Song, Kyojik “Roy”, Inho Kim and Young K. Chang
Who mimics whom in the equity fund market? Evidence from the Korean equity fund market pp. 199-218 Downloads
Sei-Wan Kim, Bong-Soo Lee and Young-Min Kim
Controlling ownership and firm performance in Taiwan: The role of external competition and internal governance pp. 219-238 Downloads
Anlin Chen, Lanfeng Kao and Cheng-Shou Lu
The central bank in market efficiency: The case of Taiwan pp. 239-260 Downloads
Pei-wen Chen, Han-ching Huang and Yong-chern Su
The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market pp. 261-271 Downloads
Bronwyn McCredie, Paul Docherty, Steve Easton and Katherine Uylangco
The association between related-party transactions and control–ownership wedge: Evidence from Korea pp. 272-296 Downloads
Minjung Kang, Ho-Young Lee, Myung-Gun Lee and Jong Chool Park
Liquidity discount in the opaque market: The evidence from Taiwan's Emerging Stock Market pp. 297-309 Downloads
Chung-Ying Yeh, Shih-Kuo Yeh and Ren-Raw Chen
Volatile market condition and investor clientele effects on mutual fund flow performance relationship pp. 310-334 Downloads
Xiao Jun, Mingsheng Li and Jing Shi
An empirical examination of the lead–lag relationship between spot and futures markets: Evidence from Thailand pp. 335-358 Downloads
Amrit Judge and Tipprapa Reancharoen
Page updated 2022-01-22