Pacific-Basin Finance Journal

1993 - 2025

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

From Elsevier
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Volume 17, issue 5, 2009

Foreword by the Guest Editor pp. 525-526

C. Comerton-Forde

The implications of liquidity and order flows for neoclassical finance pp. 527-532

Avanidhar Subrahmanyam

Order aggressiveness of institutional and individual investors pp. 533-546

Huu Nhan Duong, Petko S. Kalev and Chandrasekhar Krishnamurti

Intraweek and intraday trade patterns and dynamics pp. 547-564

Petko S. Kalev and Linh T. Pham

Momentum profits in the Australian equity market: A matched firm approach pp. 565-579

Jenni L. Bettman, Thomas R.B. Maher and Stephen J. Sault

Default risk and equity returns: Australian evidence pp. 580-593

Philip Gharghori, Howard Chan and Robert Faff

Cash dividends, stock dividends and subsequent earnings growth pp. 594-610

Chin-Sheng Huang, Chun-Fan You and Szu-Hsien Lin

U.S. and Japanese macroeconomic news and stock market volatility in Asia-Pacific pp. 611-627

Evert Vrugt

Do Japanese CEOs matter? pp. 628-650

Sanghoon Ahn, Utpal Bhattacharya, Taehun Jung and Giseok Nam

Volume 17, issue 4, 2009

Regulation and target takeover returns: Is there a link? pp. 395-412

Ben Marshall and Hamish Anderson

Determinants of state equity ownership, and its effect on value/performance: China's privatized firms pp. 413-443

Alex Ng, Ayse Yuce and Eason Chen

Stock index reaction to large price changes: Evidence from major Asian stock indexes pp. 444-459

Khelifa Mazouz, Nathan Lael Joseph and Clement Palliere

The impact of disclosure reform on the NZX's financial information environment pp. 460-478

Meng Huang, Alastair Marsden and Russell Poskitt

Do momentum-based strategies work in emerging currency markets? pp. 479-493

Terence Tai Leung Chong and Hugo Tak-Sang Ip

The conservatism bias in an emerging stock market: Evidence from Taiwan pp. 494-505

Chen-Hui Wu, Chin-Shun Wu and Victor W. Liu

A study on foreign exchange dealers' bid-ask spread quote behavior pp. 506-523

Mingshu Hua

Volume 17, issue 3, 2009

Risk premia in international equity markets revisited pp. 295-318

Stephen Brown, Takato Hiraki, Kiyoshi Arakawa and Saburo Ohno

Information based trade, the PIN variable, and portfolio style differences: Evidence from Tokyo stock exchange firms pp. 319-337

Keiichi Kubota and Hitoshi Takehara

Index membership and predictability of stock returns: The case of the Nikkei 225 pp. 338-351

Shinhua Liu

Monetary and exchange rate stability in South and East Asia pp. 352-371

Christian Bauer and Bernhard Herz

Tunneling and propping up: An analysis of related party transactions by Chinese listed companies pp. 372-393

Yan-Leung Cheung, Lihua Jing, Tong Lu, Raghavendra Rau and Aris Stouraitis

Volume 17, issue 2, 2009

Impaired bank health and default risk pp. 145-162

Shin-ichi Fukuda, Munehisa Kasuya and Kentaro Akashi

Increased presence of foreign investors and dividend policy of Japanese firms pp. 163-174

Naohiko Baba

What drives Yen interventions in Tokyo?: Do off-shore foreign exchange markets matter more than Tokyo market? pp. 175-188

Yosuke Hall and Suk-Joong Kim

Informed trading under different market conditions and moneyness: Evidence from TXO options pp. 189-208

Kam C. Chan, Yuanchen Chang and Peter P. Lung

Dividends for tunneling in a regulated economy: The case of China pp. 209-223

Donghua Chen, Ming Jian and Ming Xu

The style and innate structure of the stock markets in China pp. 224-242

Wen Long, Henry M.K. Mok, Yan Hu and Huiwen Wang

Inter-temporal examination of the trading activities of foreign investors in the Korean stock market pp. 243-256

Jaemin Kim, James Landi and Sean Sehyun Yoo

Do active fund managers care about capital gains tax efficiency? pp. 257-270

Kingsley Y.L. Fong, David Gallagher, Sarah S.W. Lau and Peter Swan

Multiple board appointments and firm performance in emerging economies: Evidence from India pp. 271-293

Jayati Sarkar and Subrata Sarkar

Volume 17, issue 1, 2009

Portfolio pumping: An examination of investment manager quarter-end trading and impact on performance pp. 1-27

David Gallagher, Peter Gardner and Peter Swan

Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange pp. 28-40

Woon Wong, Matthew C. Chang and Anthony H. Tu

Can margin traders predict future stock returns in Japan? pp. 41-57

Takehide Hirose, Hideaki Kiyoshi Kato and Marc Bremer

Market imperfections and the information content of implied and realized volatility pp. 58-79

Woon Wong and Anthony H. Tu

Commonality in liquidity: Evidence from the Stock Exchange of Thailand pp. 80-99

Kuntara Pukthuanthong-Le and Nuttawat Visaltanachoti

Investor biases in Japan: Another pathology of Keiretsu pp. 100-124

Takato Hiraki and Akitoshi Ito

Islamic banking: Interest-free or interest-based? pp. 125-144

Beng Chong and Ming-Hua Liu

Volume 16, issue 5, 2008

Conducting event studies with Asia-Pacific security market data pp. 493-521

Charles Corrado and Cameron Truong

The effect of price limits on intraday volatility and information asymmetry pp. 522-538

Yong H. Kim and J. Jimmy Yang

Warrants in IPOs: Evidence from Hong Kong pp. 539-554

Khelifa Mazouz, Brahim Saadouni and Shuxing Yin

The profitability of asset sales as an explanation of asset divestitures pp. 555-571

Hwan Shin

Intraboard heterogeneity and the role of bank-dispatched directors in Japanese firms: An empirical study pp. 572-590

Takuji Saito and Hiroyuki Odagiri

Corporate governance and tunneling: Empirical evidence from China pp. 591-605

Lei Gao and Gerhard Kling

Executive pay and firm performance in the Philippines pp. 606-623

Angelo Unite, Michael J. Sullivan, Jeffrey Brookman, Mary Anne Majadillas and Angelo Taningco

Volume 16, issue 4, 2008

The role of investment banks in M&A transactions: Fees and services pp. 341-369

Terry Walter, Alfred Yawson and Charles P.W. Yeung

Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange pp. 370-388

Kee-Hong Bae, Takeshi Yamada and Keiichi Ito

Banks as lenders and shareholders: Evidence from Japan pp. 389-410

Wenlian Gao

The accuracy of analysts' dividend forecasts around the world pp. 411-435

Philip Brown, Janice C.Y. How and Peter Verhoeven

Sudden stops and liability dollarization: Evidence from Asia's financial intermediaries pp. 436-452

Timothy K. Chue and David Cook

Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares pp. 453-475

Bernardo da Veiga, Felix Chan and Michael McAleer

Momentum strategies and stock returns: Chinese evidence pp. 476-492

Tony Naughton, Cameron Truong and Madhu Veeraraghavan

Volume 16, issue 3, 2008

Behavioral explanations of trading volume and short-horizon price patterns: An investigation of seven Asia-Pacific markets pp. 183-203

David Ding, Thomas McInish and Udomsak Wongchoti

Stochastic dominance analysis of Asian hedge funds pp. 204-223

Wing-Keung Wong, Kok Fai Phoon and Hooi Hooi Lean

Auctions versus book-built IPOs in Japan: A comparison of aftermarket volatility pp. 224-235

Richard H. Pettway, Satish Thosar and Scott Walker

The impact of corporate governance on corporate performance: Evidence from Japan pp. 236-251

Rob Bauer, Bart Frijns, Rogér Otten and Alireza Tourani-Rad

Investment returns under right- and left-wing governments in Australasia pp. 252-267

Hamish Anderson, Christopher B. Malone and Ben Marshall

Debt maturity structure of Chinese companies pp. 268-297

Kailan Cai, Richard Fairchild and Yilmaz Guney

Do Thai stock prices deviate from fundamental values? pp. 298-315

Benjamas Jirasakuldech, Riza Emekter and Ramesh Rao

Price reaction to rights issues in the Indian capital market pp. 316-340

Vijaya B. Marisetty, Alastair Marsden and Madhu Veeraraghavan

Volume 16, issue 1-2, 2008

Behavioral finance in Asia pp. 1-7

Kenneth Kim and John R. Nofsinger

The house money effect and local traders on the Sydney Futures Exchange pp. 8-25

Alex Frino, Joel Grant and David Johnstone

Investors' trading behavior and performance: Online versus non-online equity trading in Korea pp. 26-43

Natalie Y. Oh, Jerry Parwada and Terry Walter

Individual investors and gender similarities in an emerging stock market pp. 44-60

Lei Feng and Mark S. Seasholes

Herding behavior in Chinese stock markets: An examination of A and B shares pp. 61-77

Lin Tan, Thomas Chiang, Joseph R. Mason and Edward Nelling

The role of salience in portfolio formation pp. 78-94

Raymond da Silva Rosa and Robert B. Durand

Culture and stock price clustering: Evidence from The Peoples' Republic of China pp. 95-120

Philip Brown and Jason Mitchell

Hubris amongst Japanese bidders pp. 121-159

Bing-Xuan Lin, David Michayluk, Henry R. Oppenheimer and Sean F. Reid

Testing pecking order prediction from the viewpoint of managerial optimism: Some empirical evidence from Taiwan pp. 160-181

Yueh-hsiang Lin, Shing-yang Hu and Ming-shen Chen