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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 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 2023-02-08