Pacific-Basin Finance Journal

1993 - 2025

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

From Elsevier
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Volume 23, issue C, 2013

The role of the audit committee and the informativeness of accounting earnings in East Asia pp. 1-24

Tracie Woidtke and Yin-Hua Yeh

The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks pp. 25-48

Yin Liao

Appointments of outsiders as CEOs, state-owned enterprises, and firm performance: Evidence from China pp. 49-64

Fuxiu Jiang, Jicheng Huang and Kenneth Kim

Investor sentiment and IPO pricing during pre-market and aftermarket periods: Evidence from Hong Kong pp. 65-82

Li Jiang and Gao Li

The venture capital certification role in R&D: Evidence from IPO underpricing in Korea pp. 83-108

Jaemin Cho and Jaeho Lee

Volatility arbitrage around earnings announcements: Evidence from the Korean equity linked warrants market pp. 109-130

Bok Baik, Hyoung-Goo Kang and Young Jun Kim

Volume 22, issue C, 2013

Corporate restructuring, financial deregulation, and firm value: Evidence from Japanese “spin-ins” pp. 1-13

Yoon K. Choi and Seung Hun Han

Death spiral issues in emerging market: A control related perspective pp. 14-36

Woochan Kim, Woojin Kim and Hyungseok Kim

Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market pp. 37-49

Li Gu and Paul McNelis

Tunneling and the decision to go private: Evidence from Hong Kong pp. 50-68

Julan Du, Qing He and San Wing Yuen

Can US economic variables predict the Chinese stock market? pp. 69-87

Jeremy C. Goh, Fuwei Jiang, Jun Tu and Yuchen Wang

Does having a credit rating leave less money on the table when raising capital? A study of credit ratings and seasoned equity offerings in China pp. 88-106

Winnie P.H. Poon, Kam C. Chan and Michael A. Firth

Can we treat empirical regularities as state variables in the ICAPM? Evidence from Australia pp. 107-124

Paul Docherty, Howard Chan and Steve Easton

Volume 21, issue 1, 2013

Corporate governance, violations and market reactions pp. 881-898

Roy Kouwenberg and Visit Phunnarungsi

The price of sin in the Pacific-Basin pp. 899-913

Robert B. Durand, SzeKee Koh and Paul LiJian Tan

State ownership and bank equity in the Asia-Pacific region pp. 914-931

Mahmud Hossain, Pankaj Jain and Santanu Mitra

Investors' information advantage and order choices in an order-driven market pp. 932-951

Shih-Chuan Tsai

An empirical study of credit spreads in an emerging market: The case of Korea pp. 952-966

Keehwan Park, Chang Mo Ahn, Dohyeon Kim and Saekwon Kim

Measuring the effect of postal saving privatization on the Japanese banking industry: Evidence from the 2005 general election pp. 967-983

Michiru Sawada

The price impact of options and futures volume in after-hours stock market trading pp. 984-1007

Chuang-Chang Chang, Pei-Fang Hsieh and Hung-Neng Lai

Commonality in individuals' trading: A systematic path between behavioral bias and expected returns pp. 1008-1023

Joon Chae and Cheol-Won Yang

The relation of trade size and price contribution in a traditional foreign exchange brokered market pp. 1024-1045

James A. Ligon and Hao-Chen Liu

Opportunistic insider trading pp. 1046-1061

Sunti Tirapat and Nuttawat Visaltanachoti

Is transaction price more value relevant compared to accounting information? An investigation of a time-series approach pp. 1062-1078

Keshin Tswei

Political connections, corporate governance and preferential bank loans pp. 1079-1101

Yin-Hua Yeh, Pei-Gi Shu and Shean-Bii Chiu

The house money effect on investment risk taking: Evidence from Taiwan pp. 1102-1115

Yuan-Lin Hsu and Edward H. Chow

Information asymmetry, price discovery, and the Chinese B-share discount puzzle pp. 1116-1135

John Doukas and Liu Wang

CEO gender, executive compensation and firm performance in Chinese‐listed enterprises pp. 1136-1159

Kevin C.K. Lam, Paul B. McGuinness and João paulo Vieito

Is there a reversal in the price discovery process under different market conditions? Evidence from Korean ADRs and their underlying foreign securities pp. 1160-1174

Ming-Chieh Wang

Asset returns and liquidity effects: Evidence from a developed but small market pp. 1175-1190

Nhut H. Nguyen and Ka Hei Lo

Weekly momentum by return interval ranking pp. 1191-1208

Li Pan, Ya Tang and Jianguo Xu

Liquidity commonality among Asian equity markets pp. 1209-1231

Jianxin Wang

Short selling by individual investors: Destabilizing or price discovering? pp. 1232-1248

Chan Shik Jung, Woojin Kim and Dong Wook Lee

Volume 20, issue 3, 2012

Intraday dynamics of volatility and duration: Evidence from Chinese stocks pp. 329-348

Chun Liu and John Maheu

How close a relationship does a capital market have with other such markets? The case of Taiwan from the Asian financial crisis pp. 349-362

Chingnun Lee, Fu Shuen Shie and Chiao Yi Chang

Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China pp. 363-377

Fox Gao, Robert Faff and Farshid Navissi

Pricing and information content of block trades on the Shanghai Stock Exchange pp. 378-397

Longzhen Fan, Bill Hu and Christine Jiang

Multiple founders and firm value pp. 398-415

En-Te Chen, Stephen Gray and John Nowland

The investment value of the value premium pp. 416-437

Tim Brailsford, Clive Gaunt and Michael A. O'Brien

Economic conditions, lending competition, and evaluation effect of credit line announcements on borrowers pp. 438-458

Yong-Chin Liu and Hsiang-Ju Chen

Blockholding and market reactions to equity offerings in China pp. 459-482

William Cheung, Keith S.K. Lam and Lewis Tam

Decoupling the distressed banks and their clients, and coupling the distressed firms and their lending banks pp. 483-505

Chien-An Wang and Chung-Hua Shen

Short-sale constraints: Reductions in costs of capital or overvaluation? Evidence from Hong Kong pp. 506-520

Eric C. Chang, Joseph W. Cheng, J. Michael Pinegar and Yinghui Yu

Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010 pp. 521-541

Richard Burdekin and Pierre Siklos

Volume 20, issue 2, 2012

Bank-based and market-based financial systems: Time-series evidence pp. 173-197

Bong-Soo Lee

Evaluating asset pricing models in the Korean stock market pp. 198-227

Soon-Ho Kim, Dongcheol Kim and Hyun-Soo Shin

Size and performance of Chinese mutual funds: The role of economy of scale and liquidity pp. 228-246

Ke Tang, Wenjun Wang and Rong Xu

Volatility spillovers between the Chinese and world equity markets pp. 247-270

Xiangyi Zhou, Weijin Zhang and Jie Zhang

Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation pp. 271-291

Kwang-il Choe, Pilsun Choi, Kiseok Nam and Farshid Vahid

Unintended regulatory consequences: Evidence from the Korean IPOs pp. 292-309

Kiyoung Chang, Yong-Cheol Kim, Young Kim and John Thornton

How do investors react under uncertainty? pp. 310-327

Ron Bird and Danny Yeung