Pacific-Basin Finance Journal

1993 - 2025

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

From Elsevier
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Volume 46, issue PB, 2017

Dividend drop-off estimates of the value of dividend imputation tax credits pp. 213-226

Damien Cannavan and Stephen Gray

Do mutual funds exploit the accrual anomaly?: Korean evidence pp. 227-242

Young Jun Kim, Joonil Lee, Su Jeong Lee and Hee-Yeon Sunwoo

Google search intensity and its relationship to the returns and liquidity of Japanese startup stocks pp. 243-257

Yuta Adachi, Motoki Masuda and Fumiko Takeda

Sharia compliance status & investor demand for IPOs: Evidence from Saudi Arabia pp. 258-268

Faisal Alqahtani and Zakaria Boulanouar

Catering to behavioral demand for dividends and its potential agency issue pp. 269-291

Xiao Jun, Mingsheng Li and Chen Yugang

Product market competition, type of mergers, and post-merger performance in Taiwan pp. 292-308

Yong-Chin Liu, Hsiang-Ju Chen and Ming-Chang Su

The interaction between security lending market and security trading market pp. 309-322

Tiandu Wang, Chenghu Ma and Qian Sun

The high-volume return premium: Does it exist in the Chinese stock market? pp. 323-336

Peipei Wang, Yuanji Wen and Harminder Singh

Exchange rate dynamics and stock prices in small open economies: Evidence from Asia-Pacific countries pp. 337-354

Sheng-Ping Yang

Volume 46, issue PA, 2017

Partnership financing and bank efficiency pp. 1-13

Norfaizah Othman, Mariani Abdul-Majid and Aisyah Abdul-Rahman

Institutional ownership around stock splits pp. 14-40

Fengyu Li, Mark H. Liu and Shi, Yongdong (Eric)

New evidence on economic policy uncertainty and equity premium pp. 41-56

Xiao-Ming Li

CEOs' early-life experiences and corporate policy: Evidence from China's great famine pp. 57-77

Le Zhang

What lies beneath the implementation of expensing equity-based compensation? pp. 78-93

Hsuan-Chu Lin, Ren-Raw Chen, Ting-Kai Chou and Michael Long

Japanese corporate leverage during the Lost Decades pp. 94-108

Joye Khoo and Robert B. Durand

Momentum, idiosyncratic volatility and market dynamics: Evidence from China pp. 109-123

Muhammad Cheema and Gilbert Nartea

Why do firms adopt stock options and who benefits? A natural experiment in China pp. 124-140

Lin Jiang, Gerhard Kling, Hong Bo and Ciaran Driver

Stock return anomalies and individual investors in the Korean stock market pp. 141-157

Jeewon Jang

Corporate innovation and political connections in Chinese listed firms pp. 158-176

Qingsong Hou, May Hu and Yuan Yuan

Reputation building and the lifecycle model of dividends pp. 177-190

Thomas Flavin and Thomas O'Connor

When are uninformed boards preferable? pp. 191-211

Naoto Isaka

Volume 45, issue C, 2017

Automated liquidity provision pp. 1-13

Austin Gerig and David Michayluk

Pre-trade transparency in over-the-counter bond markets pp. 14-33

Fan Chen and Zhuo Zhong

An empirical analysis of algorithmic trading around earnings announcements pp. 34-51

Alex Frino, Tina Prodromou, George H.K. Wang, Joakim Westerholm and Hui Zheng

Reprint of Director discretion and insider trading profitability pp. 52-67

Sean Foley, Amy Kwan, Thomas McInish and Richard Philip

The information content of special orders pp. 68-81

Huu Nhan Duong, Paul Lajbcygier and Van Hoang Vu

The effect of algorithmic trading on market liquidity: Evidence around earnings announcements on Borsa Italiana pp. 82-90

Alex Frino, Vito Mollica, Eleonora Monaco and Riccardo Palumbo

The impact of latency sensitive trading on high frequency arbitrage opportunities pp. 91-102

Alex Frino, Vito Mollica, Robert I. Webb and Shunquan Zhang

Impact of short selling restrictions on informed momentum trading: Australian evidence pp. 103-115

Yang Gao and Henry Leung

Company responses to exchange queries in real time pp. 116-141

Jozef Drienko, Stephen J. Sault and Anna H. von Reibnitz

Price limits and volatility pp. 142-156

Saikat Sovan Deb, Petko S Kalev and Vijaya B Marisetty

Are excess cash holdings more valuable to firms in times of crisis? Financial constraints and governance matters pp. 157-173

Yanhao Chang, Karen Benson and Robert Faff

Differences in herding: Individual vs. institutional investors pp. 174-185

Wei Li, Ghon Rhee and Steven Shuye Wang

News sentiment and jumps in energy spot and futures markets pp. 186-210

Svetlana Maslyuk-Escobedo, Kristian Rotaru and Alexander Dokumentov

Investor attention, analyst recommendation revisions, and stock prices pp. 211-223

Venura Welagedara, Saikat Sovan Deb and Harminder Singh

Volume 44, issue C, 2017

On the limit order behaviour of retail and non-retail investors pp. 1-12

Danny Lo

Role of index futures on China's stock markets: Evidence from price discovery and volatility spillover pp. 13-26

Hong Miao, Sanjay Ramchander, Tianyang Wang and Dongxiao Yang

The reactions to on-air stock reports: Prices, volume, and order submission behavior pp. 27-46

Chaoshin Chiao, Tung-Ying Lin and Cheng Few Lee

Covered interest parity deviation and counterparty default risk: U.S. Dollar/Korean Won FX swap market pp. 47-63

Hanbok Choi, Young Ho Eom, Woon Wook Jang and Don H. Kim

Accounting conservatism, bank lending and firm investment: Evidence from a quasi-experiment of China's stimulus package pp. 64-79

Xiaofei Pan

Mutual fund managers' timing abilities pp. 80-96

Li Liao, Xueyong Zhang and Yeqing Zhang

Toward a model-free measure of market efficiency pp. 97-112

Keith R.L. Godfrey

Bubbles in the Australian housing market pp. 113-126

Dirk G. Baur and Richard Heaney

Decoding Chinese stock market returns: Three-state hidden semi-Markov model pp. 127-149

Zhenya Liu and Shixuan Wang

Post-earnings-announcement-drift and 52-week high: Evidence from Korea pp. 150-159

Jihoon Goh and Byoung-Hyun Jeon

Media sentiment and trading strategies of different types of traders pp. 160-172

Daniel Cahill, Marvin Wee and Joey W. Yang

Volume 43, issue C, 2017

Limits-to-arbitrage, investment frictions, and innovation anomalies pp. 1-14

Konan Chan, Yueh-Hsiang Lin and Yanzhi Wang

Stock market listing and corporate policy: Evidence from reforms to Japanese corporate law pp. 15-36

Masanori Orihara

Cross-border scheduled macroeconomic news impacts: Evidence from high-frequency Asia Pacific currencies pp. 37-54

Kam Fong Chan, Mahesh Chhagan and Alastair Marsden

Independent directors, non-controlling directors, and executive pay-for-performance sensitivity: Evidence from Chinese non-state owned enterprises pp. 55-71

Fangzhao Zhou, Yunqi Fan, Yunbi An and Ligang Zhong

The enhanced disclosure of executive compensation in Korea pp. 72-83

So Yeon Kim, Kang Ryun Lee and Hyun-Han Shin

The five-factor asset pricing model tests for the Chinese stock market pp. 84-106

Bin Guo, Wei Zhang, Yongjie Zhang and Han Zhang

Buybacks as an efficient strategy for venture capital in emerging markets pp. 107-123

Lanfang Wang and Susheng Wang

Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods pp. 124-150

Besma Hkiri, Shawkat Hammoudeh, Chaker Aloui and Larisa Yarovaya

The impact of media coverage on investor trading behavior and stock returns pp. 151-172

Chen-Hui Wu and Chan-Jane Lin

National culture and corporate innovation pp. 173-187

Yangyang Chen, Edward J. Podolski and Madhu Veeraraghavan

Research in finance: A review of influential publications and a research agenda pp. 188-199

Martina K. Linnenluecke, Xiaoyan Chen, Xin Ling, Tom Smith and Yushu Zhu

Global investigation of return autocorrelation and its determinants pp. 200-217

Pawan Jain and Wenjun Xue

Financial literacy, financial advisors, and information sources on demand for life insurance pp. 218-237

Chaonan Lin, Yu-Jen Hsiao and Cheng-Yung Yeh

Does corporate governance matter in competitive industries? Evidence from China pp. 238-255

Zhuangxiong Yu, Jie Li and Jian Yang

Investor protection and stock crash risk pp. 256-266

Hongliang Zhang, Mengying Wang and Jie Jiang