Pacific-Basin Finance Journal

1993 - 2025

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

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Volume 53, issue C, 2019

VIX derivatives: Valuation models and empirical evidence pp. 1-21

Chien-Ling Lo, Pai-Ta Shih, Yaw-Huei Wang and Min-Teh Yu

Credit crunch and timing of initial public offerings pp. 22-39

Pengda Fan and Konari Uchida

Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective pp. 40-55

Zied Ftiti and Sinda Hadhri

Family succession and business diversification: Evidence from China pp. 56-81

Tzu-Ching Weng and Hsin-Yi Chi

Asset pricing with an imprecise information set pp. 82-93

Gady Jacoby, Gemma Lee, Alexander Paseka and Yan Wang

Financial distress, short sale constraints, and mispricing pp. 94-111

Dongcheol Kim, Inro Lee and Haejung Na

On the pricing of the persistence of earnings components in China pp. 112-132

Xuan Wu, Gaoliang Tian, Yueting Li and Qing Zhou

Diversification benefits of Shari'ah compliant equity ETFs in emerging markets pp. 133-144

Samar Gad and Panagiotis Andrikopoulos

Speed and trading behavior in an order-driven market pp. 145-164

Seongkyu (Gilbert) Park and Doojin Ryu

Can short selling activity predict the future returns of non-shortable peer firms? pp. 165-185

Ting Hu and Yanzhe Chi

Algorithmic and high frequency trading in Asia-Pacific, now and the future pp. 186-207

Hao Zhou and Petko S. Kalev

The impact of innovation on IPO short-term performance – Evidence from the Chinese markets pp. 208-235

Zhou, Lu (Jolly) and Mehdi Sadeghi

Crouching tigers, hidden dragons: Private equity fund selection in China pp. 236-253

Sarah Azzi and Jo-Ann Suchard

Effects of Shariah-compliant business practices on long-term financial performance pp. 254-267

Scott Pepis and Pieter de Jong

A review of the impact of Ball and Brown (1968) on research in the Asia-Pacific Basin pp. 268-277

Greg Clinch, John D. Lyon and Matt Pinnuck

Open-market block share repurchases probability, frequency and timing pp. 278-296

Ni-Yun Chen and Chi-Chun Liu

Firm value and government commitment to combating climate change pp. 297-307

Henk Berkman, Jonathan Jona and Naomi Soderstrom

How social movements influence crowdfunding success pp. 308-320

Hui-Ching Hsieh, Ying-Che Hsieh and Thi Huyen Chi Vu

Herd behavior and idiosyncratic volatility in a frontier market pp. 321-330

Xuan Vinh Vo and Dang Bao Anh Phan

Convertible bond announcement returns, capital expenditures, and investment opportunities: Evidence from Korea pp. 331-348

Hyeong Joon Kim and Seung Hun Han

SOEs as intermediation: Leakage effect under financial repression pp. 349-361

Zhiyong Yao, Dingwei Gu and Wen Cao

Rollover risk and cost of bank debt: The role of family-control ownership pp. 362-378

Wan-Chien Chiu and Chih-Wei Wang

Individual investors and post-earnings-announcement drift: Evidence from Korea pp. 379-398

Yunsung Eom, Jaehoon Hahn and Wook Sohn

The wealth effects of the announcement of the Australian carbon pricing scheme pp. 399-409

Jianlei Han, Martina K. Linnenluecke, Pan, Zheyao (Terry) and Tom Smith

Ball and Brown (1968) after fifty years pp. 410-431

Ray Ball and Philip Brown

Deferred cash compensation and risk-taking: Evidence from the Chinese banking industry pp. 432-448

Wei Jiang, Yunguo Liu, Gerald J. Lobo and Yue Xu

Female CFOs and accounting fraud: Evidence from China pp. 449-463

Jing Liao, David Smith and Xutang Liu

Idiosyncratic skewness, gambling preference, and cross-section of stock returns: Evidence from China pp. 464-483

Shouyu Yao, Chunfeng Wang, Xin Cui and Zhenming Fang

A survey of Islamic banking and finance literature: Issues, challenges and future directions pp. 484-496

Paresh Kumar Narayan and Dinh Phan

Does Islamic stock sensitivity to oil prices have economic significance? pp. 497-512

Paresh Kumar Narayan, Dinh Phan and Susan Sharma

Volume 52, issue C, 2018

What enables Islamic banks to contribute in global financial reintermediation? pp. 5-25

Bushra Naqvi, S.K.A. Rizvi, Hina Ahmed Uqaili and S.M. Chaudhry

Does financing structure affects bank liquidity risk? pp. 26-39

Aisyah Abdul-Rahman, Ahmad Azam Sulaiman and Noor Latifah Hanim Mohd Said

Asset diversification and bank performance: Evidence from three Asian countries with a dual banking system pp. 40-53

Naiwei Chen, Hsin-Yu Liang and Min-Teh Yu

Islamic banking development and access to credit pp. 54-69

Florian Leon and Laurent Weill

Profitability of technology-investing Islamic and non-Islamic stock markets pp. 70-81

Paresh Narayan

Religion based investing and illusion of Islamic Alpha and Beta pp. 82-106

Bushra Naqvi, S.K.A. Rizvi, Nawazish Mirza and Krishna Reddy

Some preliminary evidence of price discovery in Islamic banks pp. 107-122

Paresh Kumar Narayan, Susan Sharma, Kannan Sivananthan Thuraisamy and Joakim Westerlund

Islamic spot and index futures markets: Where is the price discovery? pp. 123-133

Hande Karabiyik, Paresh Narayan, Dinh Phan and Joakim Westerlund

What is the cost of faith? An empirical investigation of Islamic purification pp. 134-143

Mark C. Hutchinson, Mark Mulcahy and John O'Brien

From interest tax shield to dividend tax shield: A corporate financing policy for equitable and sustainable wealth creation pp. 144-162

Qamar Uz Zaman, M. Kabir Hassan, Waheed Akhter and M.A. Meraj

Equity financing and debt-based financing: Evidence from Islamic microfinance institutions in Indonesia pp. 163-172

Bayu Fianto, Christopher Gan, Baiding Hu and Jamal Roudaki

Volume 51, issue C, 2018

Exploiting the low-risk anomaly using machine learning to enhance the Black–Litterman framework: Evidence from South Korea pp. 1-12

Sujin Pyo and Jaewook Lee

Measuring systemic risk of the banking industry in China: A DCC-MIDAS-t approach pp. 13-31

Qifa Xu, Lu Chen, Cuixia Jiang and Jing Yuan

Time variation of MAX-premium with market volatility: Evidence from Korean stock market pp. 32-46

Yong-Ho Cheon and Kuan-Hui Lee

How does real earnings management affect the value of cash holdings? Comparisons between information and agency perspectives pp. 47-64

Che-Chia Chang, Li-Han Kao and Hsin-Yu Chen

Dynamics between stock market movements and fiscal policy: Empirical evidence from emerging Asian economies pp. 65-74

Duy-Tung Bui, Matthieu Llorca and Thi Mai Hoai Bui

The individual characteristics of board members and internal control weakness: Evidence from China pp. 75-94

Yu Lu and Yue Cao

The effect of anonymity on price efficiency: Evidence from the removal of broker identities pp. 95-107

Huu Nhan Duong, Paul Lajbcygier, Jerry Shuai Lu and Van Hoang Vu

Modeling extreme risks in commodities and commodity currencies pp. 108-120

Fernanda Fuentes, Rodrigo Herrera and Adam Clements

The high-volume return premium and changes in investor recognition pp. 121-136

Narelle Gordon and Qiongbing Wu

What moves benchmark money market rates? Evidence from the BBSW market pp. 137-154

Lorenzo Casavecchia, Geoffrey F. Loudon and Eliza Wu

The relationship between CSR and performance: Evidence in China pp. 155-170

Erin H. Kao, Chih-Chuan Yeh, Li-Hsun Wang and Hung-Gay Fung

Is wine a good choice for investment? pp. 171-183

Elie Bouri, Rangan Gupta, Wing-Keung Wong and Zhenzhen Zhu

How directors trade and learn during takeovers pp. 184-197

Millicent Chang, Jing Yu and William Adamson

Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms pp. 198-219

Ramazan Yildirim, Abul Masih and Obiyathulla Bacha

Government-affiliation, bilateral political relations and cross-border mergers: Evidence from China pp. 220-250

Wenjia Zhang and Nathan Mauck

The determinants and effects of voluntary adoption of a cumulative voting system: Evidence from China pp. 251-266

Rongli Yuan, Chao Liu, Jason Zezhong Xiao and Jian Sun

Tweeting the financial market: Media effect in the era of Big Data pp. 267-290

Peipei Liu, Xinping Xia and Antai Li

Equity market momentum: A synthesis of the literature and suggestions for future work pp. 291-296

Avanidhar Subrahmanyam

Do types of political connection affect firm performance differently? pp. 297-317

Wai-Yan Wong and Chee-Wooi Hooy

How does national culture influence IPO underpricing? pp. 318-341

Lamia Chourou, Samir Saadi and Hui Zhu

Air pollution, stock returns, and trading activities in China pp. 342-365

Qinqin Wu, Ying Hao and Jing Lu

Message traffic restrictions and relative pricing efficiency: Evidence from index futures contracts and exchange-traded funds pp. 366-375

Andrew Lepone, Jun Wen and Jin Young Yang

Compensation structure of family business groups pp. 376-391

Hohyun Kim and Seung Hun Han

Corporate philanthropy and investment efficiency: Empirical evidence from China pp. 392-409

Jun Chen, Wang Dong, Jamie Yixing Tong and Feida Frank Zhang