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 11, issue 5, 2003

An investigation into the role of liquidity in asset pricing: Australian evidence pp. 555-572 Downloads
Howard W. Chan and Robert Faff
How free are free trading options? pp. 573-591 Downloads
Wai-Man Liu and K. R. Sawyer
Interpreting the term structure of interbank rates in Hong Kong pp. 593-609 Downloads
Stefan Gerlach
The spillover effects of US and Japanese public information news in advanced Asia-Pacific stock markets pp. 611-630 Downloads
Suk-Joong Kim

Volume 11, issue 4, 2003

An analysis of the relative performance of Japanese and foreign money management pp. 393-412 Downloads
Stephen Brown, William Goetzmann, Takato Hiraki and Noriyoshi Shiraishi
What kind of multinational deposit-insurance arrangements might best enhance world welfare? pp. 413-428 Downloads
Edward Kane
Behavioral finance pp. 429-437 Downloads
Jay Ritter
Auctions versus book building of Japanese IPOs pp. 439-462 Downloads
Takashi Kaneko and Richard H. Pettway
Costly information, diversification and international mutual fund performance pp. 463-482 Downloads
Stefan Engstrom
Korean bank governance reform after the Asian financial crisis pp. 483-508 Downloads
Heungsik Choe and Bong-Soo Lee
The impact of the Asian financial crisis on foreign exchange market efficiency: The case of East Asian countries pp. 509-525 Downloads
Bang Jeon and Byeongseon Seo
Moneyness and the response of the implied volatilities to price changes: The empirical evidence from HSI options pp. 527-553 Downloads
Kam C. Chan, Louis T. W. Cheng and Peter P. Lung

Volume 11, issue 3, 2003

Note from the Editors pp. v-v Downloads
Kalok Chan and S. Ghon Rhee
Foreword by the Editor pp. vii-viii Downloads
S. Ghon Rhee
Corporate governance and firm value in Japan: Evidence from 1985 to 1998 pp. 239-265 Downloads
Takato Hiraki, Hideaki Inoue, Akitoshi Ito, Fumiaki Kuroki and Hiroyuki Masuda
Managerial ownership and firm valuation: Evidence from Japanese firms pp. 267-283 Downloads
Carl R. Chen, Weiyu Guo and Vivek Mande
How does banking industry consolidation affect bank-firm relationships? Evidence from a large Japanese bank merger pp. 285-304 Downloads
G. Hwan Shin, Donald R. Fraser and James W. Kolari
A review of Japan's bank crisis from the governance perspective pp. 305-325 Downloads
Masaharu Hanazaki and Akiyoshi Horiuchi
Agency problems and performance of Korean companies during the Asian financial crisis: Chaebol vs. non-chaebol firms pp. 327-348 Downloads
Byungmo Kim and Inmoo Lee
Shareholder activism in Korea: An analysis of PSPD's activities pp. 349-363 Downloads
Woon-Youl Choi and Sung Hoon Cho
When does corporate diversification matter to productivity and performance? Evidence from East Asia pp. 365-392 Downloads
Stijn Claessens, Simeon Djankov, Joseph P. H. Fan and Larry Lang

Volume 11, issue 2, 2003

The Asian exposure of U.S. firms: Operational and risk management strategies pp. 121-138 Downloads
Jongmoo Jay Choi and Yong-Cheol Kim
An empirical analysis of the Australian dollar swap spreads pp. 153-173 Downloads
Victor Fang and Ronny Muljono
The cross-sectional and cross-temporal universality of nonlinear serial dependencies: Evidence from world stock indices and the Taiwan Stock Exchange pp. 175-195 Downloads
Peter Ammermann and Douglas M. Patterson
The sharemarket performance of Australian venture capital-backed and non-venture capital-backed IPOs pp. 197-218 Downloads
Ray da Silva Rosa, Gerard Velayuthen and Terry Walter
The interdependence of share markets in the developed economies of East Asia pp. 219-237 Downloads
Su Chan Leong and Bruce Felmingham

Volume 11, issue 1, 2003

Investment patterns and performance of investor groups in Japan pp. 1-22 Downloads
Akiko Kamesaka, John R. Nofsinger and Hidetaka Kawakita
International equity market comovements: Economic fundamentals or contagion? pp. 23-43 Downloads
Robert Connolly and F. Albert Wang
How should liquidity be measured? pp. 45-59 Downloads
Michael Aitken and Carole Comerton-Forde
The value of the variable tenor mortgage feature in Hong Kong pp. 61-80 Downloads
Ying-Foon Chow and Ming Liu
Time variation in the credit spreads on Australian Eurobonds pp. 81-99 Downloads
Jonathan Batten and Warren Hogan
Information transfer and press coverage: The case of the Gawler Craton gold boom pp. 101-120 Downloads
Andrew Ferguson and Adrian Crockett

Volume 10, issue 5, 2002

A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002 pp. 497-516 Downloads
K. Chan, G. Karolyi and S. G. Rhee
The effectiveness of price limits in an emerging market: Evidence from the Korean Stock Exchange pp. 517-530 Downloads
Henk Berkman and John Byong Tek Lee
Are stock dividends (MUSHOs) melons or lemons in Japan? pp. 531-548 Downloads
Hideaki Kiyoshi Kato and Wenyuh Tsay
Are maturity and debt type decisions interrelated? Evidence from Australian firms in international capital markets pp. 549-569 Downloads
Neil Esho, Yung Lam and Ian G. Sharpe
The behavior of Taiwan mutual fund investors--performance and fund flows pp. 583-600 Downloads
Pei-Gi Shu, Yin-Hua Yeh and Takeshi Yamada

Volume 10, issue 4, 2002

Remembering Mert pp. 353-353 Downloads
Richard Roll
Merton Miller: A Tribute pp. 355-357 Downloads
Andrew H. Chen
Learning from a Keynote speaker: Lessons from Merton Miller's PACAP addresses pp. 359-369 Downloads
John J. McConnell
Analysts' dividend forecasts pp. 371-391 Downloads
Philip Brown, Alex Clarke, Janice C. Y. How and Kadir J. P. Lim
Warrants pricing: Stochastic volatility vs. Black-Scholes pp. 393-409 Downloads
Yu Chuan Huang and Shing Chun Chen
Did the Asian financial crisis scare foreign investors out of Japan? pp. 411-442 Downloads
G. Karolyi
Dividend policy, cash flow, and investment in Japan pp. 443-473 Downloads
Hideaki Kiyoshi Kato, Uri Loewenstein and Wenyuh Tsay

Volume 10, issue 3, 2002

Resolving systemic financial crises efficiently pp. 217-226 Downloads
Edward Kane
A new perspective on infrastructure financing in Asia pp. 227-242 Downloads
Andrew H. Chen
Contrarian and momentum strategies in the China stock market: 1993-2000 pp. 243-265 Downloads
Joseph Kang, Ming-Hua Liu and Sophie Xiaoyan Ni
An empirical test of the variance gamma option pricing model pp. 267-285 Downloads
K. Lam, E. Chang and M. C. Lee
Share repurchases under the Commercial Law 212-2 in Japan: Market reaction and actual implementation pp. 287-305 Downloads
Hua Zhang
The influence of cultural factors on price clustering: Evidence from Asia-Pacific stock markets pp. 307-332 Downloads
Philip Brown, Angeline Chua and Jason Mitchell
The impacts of mass delisting: Evidence from Singapore and Malaysia pp. 333-351 Downloads
Qian Sun, Yuen-Kin Tang and Wilson H. S. Tong

Volume 10, issue 2, 2002

Information and the market's perceptions of Japanese bank risk: Regulation, environment, and disclosure pp. 119-139 Downloads
Marc Bremer and Richard H. Pettway
Short sales restrictions, dilution and the pricing of rights issues on the Singapore Stock Exchange pp. 141-162 Downloads
Geoffrey Poitras
Ownership structure pre- and post-IPOs and the operating performance of JASDAQ companies pp. 163-181 Downloads
Kenji Kutsuna, Hideo Okamura and Marc Cowling

Volume 10, issue 1, 2002

The market for callable-convertible bonds: Evidence from Japan pp. 1-27 Downloads
Daniel Greiner, Avner Kalay and Hideaki Kiyoshi Kato
Private placements and rights issues in Singapore pp. 29-54 Downloads
Ruth S. K. Tan, P. L. Chng and Y. H. Tong
The effects of model errors and market imperfections on financial institutions writing derivative warrants: Simulation evidence from Taiwan pp. 55-75 Downloads
Huimin Chung, Chin-Shen Lee and Soushan Wu
The pricing of foreign exchange risk in the Australian equities market pp. 77-95 Downloads
Amalia Di Iorio and Robert Faff
Public disclosure of executive compensation: Do shareholders need to know? pp. 97-117 Downloads
Aleksandar Andjelkovic, Glenn Boyle and Warren McNoe
Page updated 2022-01-16