Pacific-Basin Finance Journal

1993 - 2025

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

From Elsevier
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Volume 33, issue C, 2015

Common deviation and regime-dependent dynamics in the index derivatives markets pp. 1-22

Jaeram Lee, Jangkoo Kang and Doojin Ryu

Risk and return in the Chinese stock market: Does equity return dispersion proxy risk? pp. 23-37

Chun-Da Chen, Riza Demirer and Shrikant P. Jategaonkar

Liquidity and credit risk before and after the global financial crisis: Evidence from the Korean corporate bond market pp. 38-61

Dongheon Shin and Baeho Kim

Bank funding structure and lending under liquidity shocks: Evidence from Korea pp. 62-80

Hosung Jung and Dongcheol Kim

What can we learn about Islamic banks efficiency under the subprime crisis? Evidence from GCC Region pp. 81-92

Amel Belanes, Zied Ftiti and Rym Regaïeg

Usefulness of earnings in credit markets: Korean evidence pp. 93-113

Bok Baik, Young Jun Kim, Jungbae Kim and Su Jeong Lee

Volume 32, issue C, 2015

Cross-sectoral interactions in Islamic equity markets pp. 1-20

Mustafa Yılmaz, Ahmet Sensoy, Kevser Ozturk and Erk Hacihasanoglu

Dynamic factors and asset pricing: International and further U.S. evidence pp. 21-39

He, Zhongzhi (Lawrence), Jie Zhu and Xiaoneng Zhu

Size and price-to-book effects: Evidence from the Chinese stock markets pp. 40-55

Jitka Hilliard and Haoran Zhang

Do foreign short-sellers predict stock returns? Evidence from daily short-selling in Korean stock market pp. 56-75

Shu-Feng Wang and Kuan-Hui Lee

Analyst coverage and corporate social performance: Evidence from China pp. 76-94

Min Zhang, Lijing Tong, Jun Su and Zhipeng Cui

Industry herding and momentum strategies pp. 95-110

Riza Demirer, Donald Lien and Huacheng Zhang

Industry information and the 52-week high effect pp. 111-130

Xin Hong, Bradford Jordan and Mark H. Liu

Information asymmetry and capital structure around the world pp. 131-159

Wenlian Gao and Feifei Zhu

Herding and fundamental factors: The Hong Kong experience pp. 160-188

Keith S.K. Lam and Zhuo Qiao

Volume 31, issue C, 2015

Investor characteristics and the disposition effect pp. 1-12

Alex Frino, Grace Lepone and Danika Wright

Do securitized real estate markets jump? International evidence pp. 13-35

Jie Li, Guangzhong Li and Yinggang Zhou

The informational role of individual investors in stock pricing: Evidence from large individual and small retail investors pp. 36-56

Hung-Ling Chen, Edward H. Chow and Cheng-Yi Shiu

Determinants of a firm's decision to utilize a dividend reinvestment plan and shareholder participation rates: Australian evidence pp. 57-77

Mathew Abraham, Alastair Marsden and Russell Poskitt

Stock market valuation of R&D expenditures—The role of corporate governance pp. 78-93

Konan Chan, Hung-Kun Chen, Li-Hong Hong and Yanzhi Wang

Volume 30, issue C, 2014

Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange pp. 1-16

William Peng He and Andrew Lepone

Risk contributions of trading and non-trading hours: Evidence from Chinese commodity futures markets pp. 17-29

Qingfu Liu and Yunbi An

Investor attention, information diffusion and industry returns pp. 30-43

Qiongbing Wu and Abul Shamsuddin

How profitable is the Indian stock market? pp. 44-61

Paresh Narayan, Huson Ali Ahmed, Susan Sharma and Prabheesh K.P.

Mispricing of Chinese warrants pp. 62-86

Eric Powers and Gang Xiao

What are the reliably important determinants of capital structure in china? pp. 87-113

Chun Chang, Xin Chen and Guanmin Liao

Government intervention, bank ownership and risk-taking during the Indonesian financial crisis pp. 114-131

Agusman Agusman, Grant S. Cullen, Dominic Gasbarro, Gary S. Monroe and J. Kenton Zumwalt

Currency jumps and crises: Do developed and emerging market currencies jump together? pp. 132-157

Kam Fong Chan, John G. Powell and Sirimon Treepongkaruna

Firm headquarters location, ownership structure, and stock return co-movements pp. 158-172

Donghui Li, Li Liao, Yuanhang Luo and Xueyong Zhang

Momentum returns and information uncertainty: Evidence from China pp. 173-188

Muhammad Cheema and Gilbert Nartea

Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors pp. 189-206

Shawkat Hammoudeh, Walid Mensi, Juan Reboredo and Duc Khuong Nguyen

The differential impact of the bank–firm relationship on IPO underpricing: evidence from China pp. 207-232

Xiangchao Hao, Jing Shi and Jian Yang

Retirement savings investment choices: Sophisticated or naive? pp. 233-250

Paul Gerrans and Ghialy Yap

Information effect of involuntary delisting and informed trading pp. 251-269

Jinwoo Park, Posang Lee and Yun Park

Volume 29, issue C, 2014

The information content of analyst recommendation revisions — Evidence from the Chinese stock market pp. 1-17

George J. Jiang, Liangliang Lu and Dongming Zhu

Directors' and officers' liability insurance and investment efficiency: Evidence from Taiwan pp. 18-34

Kuei-Fu Li and Yi-Ping Liao

Commonality in liquidity, liquidity distribution, and financial crisis: Evidence from country ETFs pp. 35-58

Hsiu-Chuan Lee, Yung-Ching Tseng and Chung-Jen Yang

The demand-side explanation for commonality in liquidity: The role of institutional ownership in the Taiwan Stock Exchange pp. 59-85

Alpha Lowe

Overnight price discovery and the internationalization of a currency: The case of the Korean won pp. 86-95

Jianxin Wang

The role of foreign banks in monetary policy transmission: Evidence from Asia during the crisis of 2008–9 pp. 96-120

Bang Jeon and Ji Wu

Do venture capitalists play a monitoring role in an emerging market? Evidence from the pay–performance relationship of Chinese entrepreneurial firms pp. 121-145

Jerry Cao, Qigui Liu and Gary G. Tian

Stock returns, mutual fund flows and spillover shocks pp. 146-162

Paresh Narayan, Seema Narayan and Prabheesh K.p

Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation pp. 163-181

Hee-Joon Ahn, Jun Cai, Yasushi Hamao and Michael Melvin

A reverse takeover as an exit strategy of venture capital: Korean evidence pp. 182-198

Song, Kyojik “Roy”, Inho Kim and Young K. Chang

Who mimics whom in the equity fund market? Evidence from the Korean equity fund market pp. 199-218

Sei-Wan Kim, Bong-Soo Lee and Young-Min Kim

Controlling ownership and firm performance in Taiwan: The role of external competition and internal governance pp. 219-238

Anlin Chen, Lanfeng Kao and Cheng-Shou Lu

The central bank in market efficiency: The case of Taiwan pp. 239-260

Pei-wen Chen, Han-ching Huang and Yong-chern Su

The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market pp. 261-271

Bronwyn McCredie, Paul Docherty, Steve Easton and Katherine Uylangco

The association between related-party transactions and control–ownership wedge: Evidence from Korea pp. 272-296

Minjung Kang, Ho-Young Lee, Myung-Gun Lee and Jong Chool Park

Liquidity discount in the opaque market: The evidence from Taiwan's Emerging Stock Market pp. 297-309

Chung-Ying Yeh, Shih-Kuo Yeh and Ren-Raw Chen

Volatile market condition and investor clientele effects on mutual fund flow performance relationship pp. 310-334

Xiao Jun, Mingsheng Li and Jing Shi

An empirical examination of the lead–lag relationship between spot and futures markets: Evidence from Thailand pp. 335-358

Amrit Judge and Tipprapa Reancharoen