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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 4, issue 4, 1996

A survey of evidence on domestic and international stock exchange listings with implications for markets and managers pp. 347-376 Downloads
John J. McConnell, Heidi J. Dybevik, David Haushalter and Erik Lie
Short-sales restrictions and volatility The case of the Stock Exchange of Singapore pp. 377-391 Downloads
Kim Wai Ho
The wealth effects of non-equity alliances The U.S.-Japanese licensing experience pp. 393-408 Downloads
John C. Beck, Alan B. Larsen and J. Michael Pinegar
Margin requirements and stock market volatility Another look at the case of Taiwan pp. 409-419 Downloads
Yenshan Hsu
An evaluation of the deposit insurance subsidisation of Australian banks pp. 421-435 Downloads
Steven A. Dennis and Ah Boon Sim

Volume 4, issue 2-3, 1996

The social costs of some recent derivatives disasters pp. 113-127 Downloads
Merton Miller
Market reaction to the introduction of a foreign investor tax credit regime in New Zealand pp. 129-152 Downloads
J. B. Chay and Alastair Marsden
Expected and realised returns for Singaporean IPOs: Initial and long-run analysis pp. 153-180 Downloads
Philip J. Lee, Stephen L. Taylor and Terry Walter
The impact of universal banking on the risks and returns of Japanese financial institutions pp. 181-195 Downloads
Beng Chong, Ming-Hua Liu and Yener Altunbas
Risk and return in the Philippine equity market: A multifactor exploration pp. 197-218 Downloads
Warren Bailey and Y. Peter Chung
Capital controls, market segmentation and stock prices: Evidence from the Chinese stock market pp. 219-239 Downloads
Xianghai Ma
The effects of removing price limits and introducing auctions upon short-term IPO returns: The case of Japanese IPOs pp. 241-258 Downloads
Richard H. Pettway and Takashi Kaneko
Political risk and stock price volatility: The case of Hong Kong pp. 259-275 Downloads
Yue-cheong Chan and K. C. John Wei
Privatizing in stages and the dynamics of ownership structure pp. 277-296 Downloads
Zsuzsanna Fluck, Kose John and S. Abraham Ravid
Price clustering on the Australian Stock Exchange pp. 297-314 Downloads
Michael Aitken, Philip Brown, Christine Buckland, H. Y. Izan and Terry Walter
First and second order inefficiency in Australasian currency markets pp. 315-327 Downloads
Gerard L. Gannon

Volume 4, issue 1, 1996

Regulations, lender identity and bank loan pricing pp. 1-14 Downloads
Andrew H. Chen, Sumon C. Mazumdar and Mao-wei Hung
The winner's curse and international methods of allocating initial public offerings pp. 15-30 Downloads
Bhagwan Chowdhry and Ann Sherman
Seasoned equity issues: The Korean experience pp. 31-43 Downloads
Manjeet S. Dhatt, Yong H. Kim and Sandip Mukherji
Execution costs associated with institutional trades on the Australian Stock Exchange pp. 45-58 Downloads
Michael Aitken and Alex Frino
A variance ratio test of random walks in exchange rates: Evidence from Pacific Basin economies pp. 77-91 Downloads
Richard A. Ajayi and David Karemera
Investment restrictions and the pricing of Korean convertible Eurobonds pp. 93-111 Downloads
Warren Bailey, Y. Peter Chung and Jun-koo Kag

Volume 3, issue 4, 1995

Analysts' earnings forecasts in Japan: Accuracy and sell-side optimism pp. 393-408 Downloads
Robert M. Conroy and Robert S. Harris
Implementing monetary policy in a deregulated financial system: A study of the Australian official short-term money market pp. 409-428 Downloads
Jeffrey Carmichael and Ian R. Harper
The aftermarket performance of initial public offerings in Korea pp. 429-448 Downloads
Jeong-Bon Kim, Itzhak Krinsky and Jason Lee
The role of financial variables in the pricing of Korean initial public offerings pp. 449-464 Downloads
Jeong-Bon Kim, Itzhak Krinsky and Jason Lee
An empirical test of the BS and CSR valuation models for warrants listed in Thailand pp. 465-483 Downloads
Kuldeep Shastri and Kulpatra Sirodom
Reducing tick size on the Stock Exchange of Singapore pp. 485-496 Downloads
Sie Ting Lau and Thomas McInish

Volume 3, issue 2-3, 1995

Do we really need more regulation of financial derivatives? pp. 147-158 Downloads
Merton Miller
An empirical survey of Indonesian equities 1985-1992 pp. 159-192 Downloads
Richard Roll
Difficulties of transferring risk-based capital requirements to developing countries pp. 193-216 Downloads
Edward Kane
Production-based asset pricing in Japan pp. 217-240 Downloads
Gurdip S. Bakshi, Zhiwu Chen and Atsuyuki Naka
Equity ownership structure, leverage, and productivity: Empirical evidence from Japan pp. 241-255 Downloads
George M. Pushner
The profitability of technical trading rules in the Asian stock markets pp. 257-284 Downloads
Hendrik Bessembinder and Kalok Chan
An analysis of the pricing processes of Australian unit trust IPOs pp. 285-301 Downloads
Kieran E. James, Janice C. Y. How and H. Y. Izan
The role of corporate groupings in controlling agency conflicts: The case of keiretsu pp. 319-335 Downloads
Stephen P. Ferris, Raman Kumar and Atulya Sarin
Price volatility of Indonesian stocks pp. 337-355 Downloads
Rosita P. Chang, S. Ghon Rhee and Susatio Soedigno
Trading mechanisms and return volatility: An empirical analysis of the stock exchange of Thailand pp. 357-370 Downloads
Karen A. Shastri, Kuldeep Shastri and Kulpatra Sirodom

Volume 3, issue 1, 1995

Market segmentation and time variation in the price of risk: Evidence on the Korean stock market pp. 1-29 Downloads
Kee-Hong Bae
Pricing externalities in the world financial markets: Theory and policy implications pp. 31-55 Downloads
Cheol S. Eun, Stijn Claessens and Kwang W. Jun
Pre and post-October 1987 stock market linkages between U.S. and Asian markets pp. 57-73 Downloads
Bala Arshanapalli, John Doukas and Larry Lang
Trading-round-the clock: Return, volatility and volume spillovers in the Eurodollar futures markets pp. 75-92 Downloads
Abhay H. Abhyankar
Are preholiday returns in Tokyo really anomalous? If so, why? pp. 93-111 Downloads
Takato Hiraki and Edwin Maberly
Volatility and price change spillover effects across the developed and emerging markets pp. 113-136 Downloads
K. C. John Wei, Yu-Jane Liu, Chau-Chen Yang and Guey-Shiang Chaung
Volume, volatility, liquidity and efficiency of the Singapore stock exchange before and after automation pp. 137-138 Downloads
G. N. Naidu and Michael S. Rozeff
The effects of debt subsidies on corporate investment behavior: The Korean experience pp. 137-137 Downloads
Mansoor Dailami and E. Han Kim
Day-of-the-week mean spillover effects between New York and Tokyo: January 1976 to August 1992: A note pp. 138-139 Downloads
Takato Hiraki, Edwin Maberly and Young S. Park
Japanese stock price reactions to stock dividend distributions pp. 138-138 Downloads
Manjeet S. Dhatt, Yong H. Kim and Sandip Mukherji
Assessing the cost of Taiwan's deposit insurance pp. 139-139 Downloads
Jin-Chuan Duan and Min-Teh Yu
Functional regulation pp. 139-139 Downloads
Merton Miller
Initial public offerings: International insights pp. 139-140 Downloads
Tim Loughran, Jay Ritter and Kristian Rydqvist
Financing decisions and the investment opportunity set: Some evidence from Japan pp. 140-141 Downloads
Hoje Jo, John M. Prinkerton and Atulya Sarin
Risk and return on China's new stock markets: Some preliminary evidence pp. 141-141 Downloads
Warren Bailey
Intraday stock return volatility: The Hong Kong evidence pp. 141-142 Downloads
Yan-Leung Cheung, Richard Yan-Ki Ho, Peter Pope and Paul Draper
The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange pp. 142-142 Downloads
Vidhan Goyal, Chuan-Yang Hwang, Narayanan Jayaraman and Kuldeep Shastri
Australian domestic porfolio diversification and estimation risk: A review of investment strategies pp. 142-143 Downloads
David Allen and Richard Sugianto
Pre-aanouncement share price run-ups and abnormal trading volume in takeover target's shares: A test of the market speculation hypothesis pp. 143-143 Downloads
Paul G. Murray
Pacific-Basin stock markets and real activity pp. 143-143 Downloads
Yin-Wong Cheung, Jia He and Lilian Ng
Valuation of parent guarantees of subsidiary debt: Ownership, risk and leverage implications pp. 144-144 Downloads
Andrew H. Chen, Mao-Wei Hung and Sumon C. Mazumdar
Good news, band news and international spilovers of stock return volatility between Japan and the U.S pp. 144-144 Downloads
Kee-Hong Bae and G. Karolyi
Endogeneity bias in beta estimation: Thailand and Hong Kong pp. 145-145 Downloads
Chi-Keung Woo, Yan-Leung Cheung and Richard Yan-Ki Ho
Asian interest expectations and exchange rate dynamics pp. 145-145 Downloads
Kees G. Koedijk and Willem Verschoor
Beta stability and portfolio formation pp. 145-146 Downloads
Robert Brooks, Robert Faff and John H. H. Lee
Pricing errors at the open and close for foreign stocks traded on the NYSE pp. 146-146 Downloads
Hyuk Choe
Page updated 2023-01-29