Pacific-Basin Finance Journal

1993 - 2025

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

From Elsevier
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Volume 13, issue 5, 2005

Economic growth and equity returns pp. 489-503

Jay Ritter

Dividend change context and signaling efficiency in Japan pp. 504-522

Kimie Harada and Pascal Nguyen

Managerial optimism and corporate investment: Some empirical evidence from Taiwan pp. 523-546

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

Who trades in the stock index futures market when the underlying cash market is not trading? pp. 547-561

Yue-cheong Chan

Bid/ask spreads in the foreign exchange market: An alternative interpretation pp. 562-583

Russell Poskitt

Ranking of finance programs in the Asia-Pacific region: An update pp. 584-600

Kam C. Chan, Carl R. Chen and Peter P. Lung

Volume 13, issue 4, 2005

What drives volatile emerging stock market returns? pp. 367-385

Bong-Soo Lee and Jungwon Suh

Board composition and firm value under concentrated ownership: the Canadian evidence pp. 387-410

John Erickson, Yun Park, Joe Reising and Hyun-Han Shin

Use of derivatives by Australian companies pp. 411-430

Richard Heaney and Henry Winata

Ownership concentration, firm performance, and dividend policy in Hong Kong pp. 431-449

Zhilan Chen, Yan-Leung Cheung, Aris Stouraitis and Anita W.S. Wong

Underwriter reputation and underpricing: Evidence from the Japanese IPO market pp. 451-470

Berna Kirkulak-Uludag and Colin Davis

Intraday volatility in the Taipei FX market pp. 471-487

Yin-Feng Gau

Volume 13, issue 3, 2005

Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange pp. 247-262

Alex Frino, Elvis Jarnecic, David Johnstone and Andrew Lepone

The impact of the Internet on earnings announcements pp. 263-300

Terence Chan, Iain Watson and Marvin Wee

Size really matters: Further evidence on the negative relationship between board size and firm value pp. 301-318

Y.T. Mak and Yuanto Kusnadi

An empirical comparison between operations of stabilization funds and stock repurchases in Korea pp. 319-341

Sung-Chang Jung, Yong-Gyo Lee and John Thornton

Foreign exchange risk management by Swedish and Korean nonfinancial firms: A comparative survey pp. 343-366

Bengt Pramborg

Volume 13, issue 2, 2005

Can event study methods solve the currency exposure puzzle? pp. 119-144

Kathryn Dewenter, Robert C. Higgins and Timothy Simin

The source of abnormal returns from strategic alliance announcements pp. 145-161

Jesse Brooke and Barry Oliver

Does bank relationship matter for a firm's investment and financial constraints? The case of Taiwan pp. 163-184

Chung-Hua Shen and Chien-An Wang

The performance of value and growth portfolios in East Asia before the Asian financial crisis pp. 185-199

David Ding, Jia Leng Chua and Thomas A. Fetherston

Are Taiwanese individual investors reluctant to realize their losses? pp. 201-223

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

Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information pp. 225-245

Juan Yao, Jiti Gao and Lakshman Alles

Volume 13, issue 1, 2005

Determinants of ownership structure: An empirical study of the Korean conglomerates pp. 1-28

Ungki Lim and Chang-Soo Kim

Agency costs and ownership structure in Australia pp. 29-52

Grant Fleming, Richard Heaney and Rochelle McCosker

The financial and operating performance of China's newly listed H-firms pp. 53-80

Guihai Huang and Frank M. Song

A note on price limit performance: The case of illiquid stocks pp. 81-92

Gong-Meng Chen, Kenneth Kim and Oliver Rui

Time-varying beta and the Asian financial crisis: Evidence from Malaysian and Taiwanese firms pp. 93-118

Taufiq Choudhry

Volume 12, issue 5, 2004

Disclosure regulation and the profitability of insider trading: Evidence from New Zealand pp. 479-502

Ahmad Etebari, Alireza Tourani-Rad and Aaron Gilbert

The real-time predictability of the size and value premium in Japan pp. 503-523

Rob Bauer, Jeroen Derwall and Roderick Molenaar

Diffusion of off-balance-sheet financial innovations: Information complementarity and market competition pp. 525-540

Michael K. Fung and Arnold C. S. Cheng

Profitability of return and volume-based investment strategies in China's stock market pp. 541-564

Changyun Wang and Shengtyng Chin

Fundamental determinants of the Australian price-earnings multiple pp. 565-576

Abul F. M. Shamsuddin and John R. Hillier

Extreme volumes and expected stock returns: Evidence from China's stock market pp. 577-597

Changyun Wang and Nam Sang Cheng

Volume 12, issue 4, 2004

The SEC's review of the registration statement and stock price movements during the seasoned equity issuance process pp. 359-386

James Jinho Chang and Hyun-Han Shin

Investor herding during financial crisis: A clinical study of the Jakarta Stock Exchange pp. 387-418

Michael Bowe and Daniela Domuta

Corporate governance and ownership structure of target companies and the outcome of takeovers pp. 419-444

Darren Henry

A GMM approach for estimation of volatility and regression models when daily prices are subject to price limits pp. 445-461

K. C. John Wei and Raymond Chiang

Are international portfolio adjustments a cause of comovements in stock prices? pp. 463-478

Yoshiro Tsutsui and Kenjiro Hirayama

Volume 12, issue 3, 2004

The explanatory power of R&D for the cross-section of stock returns: Japan 1985-2000 pp. 245-269

Ming Xu and Chu Zhang

Stock price behavior surrounding stock repurchase announcements: Evidence from Japan pp. 271-290

Takashi Hatakeda and Nobuyuki Isagawa

Tax-adjusted market risk premiums in New Zealand: 1931-2002 pp. 291-310

Martin Lally and Alastair Marsden

Information asymmetry and estimation risk: Preliminary evidence from Chinese equity markets pp. 311-331

Swee-Sum Lam and Jing Du

The relationship between exchange rate exposure, currency risk management and performance of international equity funds pp. 333-357

Karen L. Benson and Robert Faff

Volume 12, issue 2, 2004

Empirical comparison of alternative stochastic volatility option pricing models: Evidence from Korean KOSPI 200 index options market pp. 117-142

In Joon Kim and Sol Kim

Momentum returns in Australian equities: The influences of size, risk, liquidity and return computation pp. 143-158

Isabelle Demir, Jay Muthuswamy and Terry Walter

Relative strength strategies in China's stock market: 1994-2000 pp. 159-177

Changyun Wang

The risk-return relations in the Singapore stock market pp. 179-195

Gordon Y. N. Tang and Wai Cheong Shum

Do errors in expectations explain the cross-section of stock returns? pp. 197-217

G. Mujtaba Mian and Terence G. L. Teo

The impact of debt on market reactions to the revaluation of noncurrent assets pp. 219-243

Stephen M. Courtenay and Steven F. Cahan

Volume 12, issue 1, 2004

Determinants of the decision to submit market or limit orders on the ASX pp. 1-18

Peter Verhoeven, Simon Ching and Hock Guan Ng

The impact of tick size on intraday stock price behavior: evidence from the Taiwan Stock Exchange pp. 19-39

Mei-Chu Ke, Ching-Hai Jiang and Yen-Sheng Huang

Some insights into the foreign exchange pricing puzzle: Evidence from a small open economy pp. 41-64

Jianguo Chen, Michael Naylor and Xingshen Lu

Privatization, corporate governance and economic environment: Firm-level evidence from Asia pp. 65-90

Narjess Boubakri, Jean-Claude Cosset and Omrane Guedhami

Safety-first portfolio optimization for US investors in emerging global, Asian and Latin American markets pp. 91-116

Mahfuzul Haque, M. Kabir Hassan and Oscar Varela