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Pacific-Basin Finance Journal

1993 - 2022

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

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

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Volume 19, issue 5, 2011

A tool for scrutinizing bank bailouts based on multi-period peer benchmarking pp. 447-469 Downloads
Necmi K. Avkiran and Mika Goto
Connected transactions and firm value: Evidence from China-affiliated companies pp. 470-490 Downloads
Adrian C.H. Lei and Frank Song
Style analysis and Value-at-Risk of Asia-focused hedge funds pp. 491-510 Downloads
Haijie Weng and Stefan Trück
How does ownership concentration exacerbate information asymmetry among equity investors? pp. 511-534 Downloads
Hae-Young Byun, Lee-Seok Hwang and Woo-Jong Lee
Does corporate diversification by business groups create value? Evidence from Korean chaebols pp. 535-553 Downloads
Sung C. Bae, Taek Ho Kwon and Jang W. Lee
Do corporate governance mechanisms matter for cash holdings and firm value? pp. 554-570 Downloads
Yuanto Kusnadi
Are stock and real estate markets integrated? An empirical study of six Asian economies pp. 571-585 Downloads
Tsoyu Calvin Lin and Zong-Han Lin
Exchange rates and FDI strategies of multinational enterprises pp. 586-603 Downloads
Bong-Soo Lee and Byung S. Min

Volume 19, issue 4, 2011

Regulatory changes, market integration and spillover effects in the Chinese A, B and Hong Kong equity markets pp. 351-373 Downloads
Jing Chen, Roger Buckland and Julian Williams
Seize the moment: Opportunism in Australian capital markets pp. 374-389 Downloads
SzeKee Koh, Robert B. Durand and Iain Watson
Currency hedging failure in international equity investments and an efficient hedging strategy: The perspective of Korean investors pp. 390-403 Downloads
Sangwon Suh
The cyclical behavior of the risk of value strategy: Evidence from Taiwan pp. 404-419 Downloads
I-Hsiang Huang
An Ohlson valuation framework for valuing corporate governance: The case of Taiwan pp. 420-434 Downloads
Shih-Cheng Lee, Chien-Ting Lin and Pei-Ting Chang
Difference of opinion and the cross-section of equity returns: Australian evidence pp. 435-446 Downloads
Philip Gharghori, Quin See and Madhu Veeraraghavan

Volume 19, issue 3, 2011

Agency cost, top executives' overconfidence, and investment-cash flow sensitivity -- Evidence from listed companies in China pp. 261-277 Downloads
Wei Huang, Fuxiu Jiang, Zhibiao Liu and Min Zhang
Corporate governance and risk-taking: Evidence from Japanese firms pp. 278-297 Downloads
Pascal Nguyen
The impact of trading halts on liquidity and price volatility: Evidence from the Australian Stock Exchange pp. 298-307 Downloads
Alex Frino, Steven Lecce and Reuben Segara
Effects of prior voluntary disclosure on earnings announcements in an environment with low information and regulation pp. 308-329 Downloads
Eugene Cheng Chee Mun, Stephen M. Courtenay and Asheq R. Rahman
Prospect theory and the effectiveness of price limits pp. 330-349 Downloads
Mei-Chen Lin and Pin-Huang Chou

Volume 19, issue 2, 2011

Do liquidity or credit effects explain the behavior of the BKBM-LIBOR differential? pp. 173-193 Downloads
Russell Poskitt and Bradley Waller
Stealth trading: The case of the Tokyo Stock Exchange pp. 194-207 Downloads
Asli Ascioglu, Carole Comerton-Forde and Thomas McInish
Size effect in January and cultural influences in an emerging stock market: The perspective of behavioral finance pp. 208-229 Downloads
Tsung-Cheng Chen and Chin-Chen Chien
Corporate name changes: Price reactions and long-run performance pp. 230-244 Downloads
Hung Wan Kot
Corporate dividend policy in practice: Evidence from an emerging market with a tax-free environment pp. 245-259 Downloads
Abdelaziz Chazi, Narjess Boubakri and Fernando Zanella

Volume 19, issue 1, 2011

Stock price volatility and overreaction in a political crisis: The effects of corporate governance and performance pp. 1-20 Downloads
Hsu-Huei Huang, Min-Lee Chan, I-Hsiang Huang and Chih-Hsiang Chang
Optimal dividend policy, debt policy and the level of investment within a multi-period DCF framework pp. 21-40 Downloads
Martin Lally
The impacts of large trades by trader types on intraday futures prices: Evidence from the Taiwan Futures Exchange pp. 41-70 Downloads
Robin K. Chou, George H.K. Wang, Yun-Yi Wang and Johan Bjursell
Cross-border venture capital performance: Evidence from China pp. 71-97 Downloads
Lanfang Wang and Susheng Wang
International diversification with American Depository Receipts (ADRs) pp. 98-114 Downloads
M. Humayun Kabir, M. Kabir Hassan and Neal Maroney
Asset growth and stock returns: Evidence from Asian financial markets pp. 115-139 Downloads
Tong Yao, Tong Yu, Ting Zhang and Shaw Chen
Contrarian investment strategies work better for dually-traded stocks: Evidence from Hong Kong pp. 140-156 Downloads
Vikash Ramiah, Ka Yeung Cheng, Julien Orriols, Tony Naughton and Terrence Hallahan
A long-term assessment of finance research performance among Asia-Pacific academic institutions (1990-2008) pp. 157-171 Downloads
Kam C. Chan, Carl R. Chen and Lee, Tan (Charlene)

Volume 18, issue 5, 2010

Stock splits in a retail dominant order driven market pp. 427-441 Downloads
Pantisa Pavabutr and Kulpatra Sirodom
Price, volume and spread effects associated with the expiry of lock-in agreements: Evidence from the Hong Kong IPO market pp. 442-459 Downloads
Marc Goergen, Khelifa Mazouz and Shuxing Yin
Changes in Malaysia: Capital controls, prime ministers and political connections pp. 460-476 Downloads
Heather Mitchell and Saramma Joseph
Mutual fund herding its impact on stock returns: Evidence from the Taiwan stock market pp. 477-493 Downloads
Weifeng Hung, Chia-Chi Lu and Cheng F. Lee
Post-restructuring performance in Japan pp. 494-508 Downloads
Kotaro Inoue, Konari Uchida and Marc Bremer
Market liquidity risk factor and financial market anomalies: Evidence from the Chinese stock market pp. 509-520 Downloads
Paresh Narayan and Xinwei Zheng
The Impact of Short-Sales Constraints on Liquidity and the Liquidity-Return Relations pp. 521-535 Downloads
Wen-I Chuang and Hsiu-Chuan Lee

Volume 18, issue 4, 2010

Asian sovereign debt and country risk pp. 335-350 Downloads
Anders Johansson
Retail minority shareholders and corporate reputation as determinant of dividend policy in Australia pp. 351-368 Downloads
King Fuei Lee
What should we know about momentum investing? The case of the Australian Security Exchange pp. 369-389 Downloads
Emilios C. Galariotis
Foreign investors and corporate governance in Korea pp. 390-402 Downloads
In Joon Kim, Jiyeon Eppler-Kim, Wi Saeng Kim and Suk Joon Byun
On the predictability of Chinese stock returns pp. 403-425 Downloads
Xuanjuan Chen, Kenneth Kim, Tong Yao and Tong Yu

Volume 18, issue 3, 2010

Cutting the hedge: Exporters' dynamic currency hedging behaviour pp. 241-253 Downloads
Richard Fabling and Arthur Grimes
Predicting Japanese bank stock performance with a composite relative efficiency metric: A new investment tool pp. 254-271 Downloads
Necmi K. Avkiran and Hiroshi Morita
Asymmetry in return and volatility spillover between equity and bond markets in Australia pp. 272-289 Downloads
Warren G. Dean, Robert Faff and Geoffrey F. Loudon
The appropriateness of default investment options in defined contribution plans: Australian evidence pp. 290-305 Downloads
Anup Basu and Michael Drew
Financial constraints and stock returns -- Evidence from Australia pp. 306-318 Downloads
Howard Chan, Xin Chang, Robert Faff and George Wong
An examination of the impact of India's performance in one-day cricket internationals on the Indian stock market pp. 319-334 Downloads
Vinod Mishra and Russell Smyth

Volume 18, issue 2, 2010

Post earnings announcement drift and the roles of drift-enhanced factors in New Zealand pp. 139-157 Downloads
Cameron Truong
The impact of divergence in voting and cash-flow rights on the use of bank debt pp. 158-174 Downloads
Beng Chong
Herding and the role of foreign institutions in emerging equity markets pp. 175-185 Downloads
Charles Chang
A trading strategy based on Callable Bull/Bear Contracts pp. 186-198 Downloads
Yan-Leung Cheung, Yin-Wong Cheung, Angela W.W. He and Alan Wan
Noise and efficient variance in the Indonesia Stock Exchange pp. 199-216 Downloads
Thomas Henker and Zaäfri A. Husodo
The overconfidence of investors in the primary market pp. 217-239 Downloads
Yenshan Hsu and Cheng-Yi Shiu

Volume 18, issue 1, 2010

Diversification, rationality and the Asian economic crisis pp. 1-23 Downloads
Robert G. Bowman, Kam Fong Chan and Matthew R. Comer
Agency costs, ownership structure and corporate governance compliance: A private contracting perspective pp. 24-46 Downloads
Darren Henry
Unfunded pension liabilities and stock returns pp. 47-63 Downloads
Kan Nakajima and Takafumi Sasaki
Changes in equity returns and volatility across different Australian industries following the recent terrorist attacks pp. 64-76 Downloads
Vikash Ramiah, Marie-Anne Cam, Michael Calabro, David Maher and Shahab Ghafouri
What comprises IPO initial returns: Evidence from the Chinese market pp. 77-89 Downloads
Yan Gao
Liquidity and stock returns in Japan: New evidence pp. 90-115 Downloads
Yuk Ying Chang, Robert Faff and Chuan-Yang Hwang
The dynamics of individual and institutional trading on the Shanghai Stock Exchange pp. 116-137 Downloads
Bong Soo Lee, Wei Li and Steven Shuye Wang
Page updated 2023-01-29