Pacific-Basin Finance Journal

1993 - 2025

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 19, issue 5, 2011

A tool for scrutinizing bank bailouts based on multi-period peer benchmarking pp. 447-469

Necmi K. Avkiran and Mika Goto

Connected transactions and firm value: Evidence from China-affiliated companies pp. 470-490

Adrian C.H. Lei and Frank Song

Style analysis and Value-at-Risk of Asia-focused hedge funds pp. 491-510

Haijie Weng and Stefan Trück

How does ownership concentration exacerbate information asymmetry among equity investors? pp. 511-534

Hae-Young Byun, Lee-Seok Hwang and Woo-Jong Lee

Does corporate diversification by business groups create value? Evidence from Korean chaebols pp. 535-553

Sung C. Bae, Taek Ho Kwon and Jang W. Lee

Do corporate governance mechanisms matter for cash holdings and firm value? pp. 554-570

Yuanto Kusnadi

Are stock and real estate markets integrated? An empirical study of six Asian economies pp. 571-585

Tsoyu Calvin Lin and Zong-Han Lin

Exchange rates and FDI strategies of multinational enterprises pp. 586-603

Bong-Soo Lee and Byung S. Min

Volume 19, issue 4, 2011

Regulatory changes, market integration and spillover effects in the Chinese A, B and Hong Kong equity markets pp. 351-373

Jing Chen, Roger Buckland and Julian Williams

Seize the moment: Opportunism in Australian capital markets pp. 374-389

SzeKee Koh, Robert B. Durand and Iain Watson

Currency hedging failure in international equity investments and an efficient hedging strategy: The perspective of Korean investors pp. 390-403

Sangwon Suh

The cyclical behavior of the risk of value strategy: Evidence from Taiwan pp. 404-419

I-Hsiang Huang

An Ohlson valuation framework for valuing corporate governance: The case of Taiwan pp. 420-434

Shih-Cheng Lee, Chien-Ting Lin and Pei-Ting Chang

Difference of opinion and the cross-section of equity returns: Australian evidence pp. 435-446

Philip Gharghori, Quin See and Madhu Veeraraghavan

Volume 19, issue 3, 2011

Agency cost, top executives' overconfidence, and investment-cash flow sensitivity -- Evidence from listed companies in China pp. 261-277

Wei Huang, Fuxiu Jiang, Zhibiao Liu and Min Zhang

Corporate governance and risk-taking: Evidence from Japanese firms pp. 278-297

Pascal Nguyen

The impact of trading halts on liquidity and price volatility: Evidence from the Australian Stock Exchange pp. 298-307

Alex Frino, Steven Lecce and Reuben Segara

Effects of prior voluntary disclosure on earnings announcements in an environment with low information and regulation pp. 308-329

Eugene Cheng Chee Mun, Stephen M. Courtenay and Asheq R. Rahman

Prospect theory and the effectiveness of price limits pp. 330-349

Mei-Chen Lin and Pin-Huang Chou

Volume 19, issue 2, 2011

Do liquidity or credit effects explain the behavior of the BKBM-LIBOR differential? pp. 173-193

Russell Poskitt and Bradley Waller

Stealth trading: The case of the Tokyo Stock Exchange pp. 194-207

Asli Ascioglu, Carole Comerton-Forde and Thomas McInish

Size effect in January and cultural influences in an emerging stock market: The perspective of behavioral finance pp. 208-229

Tsung-Cheng Chen and Chin-Chen Chien

Corporate name changes: Price reactions and long-run performance pp. 230-244

Hung Wan Kot

Corporate dividend policy in practice: Evidence from an emerging market with a tax-free environment pp. 245-259

Abdelaziz Chazi, Narjess Boubakri and Fernando Zanella

Volume 19, issue 1, 2011

Stock price volatility and overreaction in a political crisis: The effects of corporate governance and performance pp. 1-20

Hsu-Huei Huang, Min-Lee Chan, I-Hsiang Huang and Chih-Hsiang Chang

Optimal dividend policy, debt policy and the level of investment within a multi-period DCF framework pp. 21-40

Martin Lally

The impacts of large trades by trader types on intraday futures prices: Evidence from the Taiwan Futures Exchange pp. 41-70

Robin K. Chou, George H.K. Wang, Yun-Yi Wang and Johan Bjursell

Cross-border venture capital performance: Evidence from China pp. 71-97

Lanfang Wang and Susheng Wang

International diversification with American Depository Receipts (ADRs) pp. 98-114

M. Humayun Kabir, M. Kabir Hassan and Neal Maroney

Asset growth and stock returns: Evidence from Asian financial markets pp. 115-139

Tong Yao, Tong Yu, Ting Zhang and Shaw Chen

Contrarian investment strategies work better for dually-traded stocks: Evidence from Hong Kong pp. 140-156

Vikash Ramiah, Ka Yeung Cheng, Julien Orriols, Tony Naughton and Terrence Hallahan

A long-term assessment of finance research performance among Asia-Pacific academic institutions (1990-2008) pp. 157-171

Kam C. Chan, Carl R. Chen and Lee, Tan (Charlene)

Volume 18, issue 5, 2010

Stock splits in a retail dominant order driven market pp. 427-441

Pantisa Pavabutr and Kulpatra Sirodom

Price, volume and spread effects associated with the expiry of lock-in agreements: Evidence from the Hong Kong IPO market pp. 442-459

Marc Goergen, Khelifa Mazouz and Shuxing Yin

Changes in Malaysia: Capital controls, prime ministers and political connections pp. 460-476

Heather Mitchell and Saramma Joseph

Mutual fund herding its impact on stock returns: Evidence from the Taiwan stock market pp. 477-493

Weifeng Hung, Chia-Chi Lu and Cheng F. Lee

Post-restructuring performance in Japan pp. 494-508

Kotaro Inoue, Konari Uchida and Marc Bremer

Market liquidity risk factor and financial market anomalies: Evidence from the Chinese stock market pp. 509-520

Paresh Narayan and Xinwei Zheng

The Impact of Short-Sales Constraints on Liquidity and the Liquidity-Return Relations pp. 521-535

Wen-I Chuang and Hsiu-Chuan Lee

Volume 18, issue 4, 2010

Asian sovereign debt and country risk pp. 335-350

Anders Johansson

Retail minority shareholders and corporate reputation as determinant of dividend policy in Australia pp. 351-368

King Fuei Lee

What should we know about momentum investing? The case of the Australian Security Exchange pp. 369-389

Emilios C. Galariotis

Foreign investors and corporate governance in Korea pp. 390-402

In Joon Kim, Jiyeon Eppler-Kim, Wi Saeng Kim and Suk Joon Byun

On the predictability of Chinese stock returns pp. 403-425

Xuanjuan Chen, Kenneth Kim, Tong Yao and Tong Yu

Volume 18, issue 3, 2010

Cutting the hedge: Exporters' dynamic currency hedging behaviour pp. 241-253

Richard Fabling and Arthur Grimes

Predicting Japanese bank stock performance with a composite relative efficiency metric: A new investment tool pp. 254-271

Necmi K. Avkiran and Hiroshi Morita

Asymmetry in return and volatility spillover between equity and bond markets in Australia pp. 272-289

Warren G. Dean, Robert Faff and Geoffrey F. Loudon

The appropriateness of default investment options in defined contribution plans: Australian evidence pp. 290-305

Anup Basu and Michael Drew

Financial constraints and stock returns -- Evidence from Australia pp. 306-318

Howard Chan, Xin Chang, Robert Faff and George Wong

An examination of the impact of India's performance in one-day cricket internationals on the Indian stock market pp. 319-334

Vinod Mishra and Russell Smyth

Volume 18, issue 2, 2010

Post earnings announcement drift and the roles of drift-enhanced factors in New Zealand pp. 139-157

Cameron Truong

The impact of divergence in voting and cash-flow rights on the use of bank debt pp. 158-174

Beng Chong

Herding and the role of foreign institutions in emerging equity markets pp. 175-185

Charles Chang

A trading strategy based on Callable Bull/Bear Contracts pp. 186-198

Yan-Leung Cheung, Yin-Wong Cheung, Angela W.W. He and Alan Wan

Noise and efficient variance in the Indonesia Stock Exchange pp. 199-216

Thomas Henker and Zaäfri A. Husodo

The overconfidence of investors in the primary market pp. 217-239

Yenshan Hsu and Cheng-Yi Shiu

Volume 18, issue 1, 2010

Diversification, rationality and the Asian economic crisis pp. 1-23

Robert G. Bowman, Kam Fong Chan and Matthew R. Comer

Agency costs, ownership structure and corporate governance compliance: A private contracting perspective pp. 24-46

Darren Henry

Unfunded pension liabilities and stock returns pp. 47-63

Kan Nakajima and Takafumi Sasaki

Changes in equity returns and volatility across different Australian industries following the recent terrorist attacks pp. 64-76

Vikash Ramiah, Marie-Anne Cam, Michael Calabro, David Maher and Shahab Ghafouri

What comprises IPO initial returns: Evidence from the Chinese market pp. 77-89

Yan Gao

Liquidity and stock returns in Japan: New evidence pp. 90-115

Yuk Ying Chang, Robert Faff and Chuan-Yang Hwang

The dynamics of individual and institutional trading on the Shanghai Stock Exchange pp. 116-137

Bong Soo Lee, Wei Li and Steven Shuye Wang