Pacific-Basin Finance Journal

1993 - 2025

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

From Elsevier
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Volume 11, issue 5, 2003

An investigation into the role of liquidity in asset pricing: Australian evidence pp. 555-572

Howard W. Chan and Robert Faff

How free are free trading options? pp. 573-591

Wai-Man Liu and K. R. Sawyer

Interpreting the term structure of interbank rates in Hong Kong pp. 593-609

Stefan Gerlach

The spillover effects of US and Japanese public information news in advanced Asia-Pacific stock markets pp. 611-630

Suk-Joong Kim

Volume 11, issue 4, 2003

An analysis of the relative performance of Japanese and foreign money management pp. 393-412

Stephen Brown, William Goetzmann, Takato Hiraki and Noriyoshi Shiraishi

What kind of multinational deposit-insurance arrangements might best enhance world welfare? pp. 413-428

Edward Kane

Behavioral finance pp. 429-437

Jay Ritter

Auctions versus book building of Japanese IPOs pp. 439-462

Takashi Kaneko and Richard H. Pettway

Costly information, diversification and international mutual fund performance pp. 463-482

Stefan Engstrom

Korean bank governance reform after the Asian financial crisis pp. 483-508

Heungsik Choe and Bong-Soo Lee

The impact of the Asian financial crisis on foreign exchange market efficiency: The case of East Asian countries pp. 509-525

Bang Jeon and Byeongseon Seo

Moneyness and the response of the implied volatilities to price changes: The empirical evidence from HSI options pp. 527-553

Kam C. Chan, Louis T. W. Cheng and Peter P. Lung

Volume 11, issue 3, 2003

Note from the Editors pp. v-v

Kalok Chan and S. Ghon Rhee

Foreword by the Editor pp. vii-viii

S. Ghon Rhee

Corporate governance and firm value in Japan: Evidence from 1985 to 1998 pp. 239-265

Takato Hiraki, Hideaki Inoue, Akitoshi Ito, Fumiaki Kuroki and Hiroyuki Masuda

Managerial ownership and firm valuation: Evidence from Japanese firms pp. 267-283

Carl R. Chen, Weiyu Guo and Vivek Mande

How does banking industry consolidation affect bank-firm relationships? Evidence from a large Japanese bank merger pp. 285-304

Hwan Shin, Donald R. Fraser and James W. Kolari

A review of Japan's bank crisis from the governance perspective pp. 305-325

Masaharu Hanazaki and Akiyoshi Horiuchi

Agency problems and performance of Korean companies during the Asian financial crisis: Chaebol vs. non-chaebol firms pp. 327-348

Byungmo Kim and Inmoo Lee

Shareholder activism in Korea: An analysis of PSPD's activities pp. 349-363

Woon-Youl Choi and Sung Hoon Cho

When does corporate diversification matter to productivity and performance? Evidence from East Asia pp. 365-392

Stijn Claessens, Simeon Djankov, Joseph P. H. Fan and Larry Lang

Volume 11, issue 2, 2003

The Asian exposure of U.S. firms: Operational and risk management strategies pp. 121-138

Jongmoo Jay Choi and Yong-Cheol Kim

An empirical analysis of the Australian dollar swap spreads pp. 153-173

Victor Fang and Ronny Muljono

The cross-sectional and cross-temporal universality of nonlinear serial dependencies: Evidence from world stock indices and the Taiwan Stock Exchange pp. 175-195

Peter Ammermann and Douglas M. Patterson

The sharemarket performance of Australian venture capital-backed and non-venture capital-backed IPOs pp. 197-218

Ray da Silva Rosa, Gerard Velayuthen and Terry Walter

The interdependence of share markets in the developed economies of East Asia pp. 219-237

Su Chan Leong and Bruce Felmingham

Volume 11, issue 1, 2003

Investment patterns and performance of investor groups in Japan pp. 1-22

Akiko Kamesaka, John R. Nofsinger and Hidetaka Kawakita

International equity market comovements: Economic fundamentals or contagion? pp. 23-43

Robert Connolly and F. Albert Wang

How should liquidity be measured? pp. 45-59

Michael Aitken and Carole Comerton-Forde

The value of the variable tenor mortgage feature in Hong Kong pp. 61-80

Ying-Foon Chow and Ming Liu

Time variation in the credit spreads on Australian Eurobonds pp. 81-99

Jonathan Batten and Warren Hogan

Information transfer and press coverage: The case of the Gawler Craton gold boom pp. 101-120

Andrew Ferguson and Adrian Crockett

Volume 10, issue 5, 2002

A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002 pp. 497-516

K. Chan, G. Karolyi and S. G. Rhee

The effectiveness of price limits in an emerging market: Evidence from the Korean Stock Exchange pp. 517-530

Henk Berkman and John Byong Tek Lee

Are stock dividends (MUSHOs) melons or lemons in Japan? pp. 531-548

Hideaki Kiyoshi Kato and Wenyuh Tsay

Are maturity and debt type decisions interrelated? Evidence from Australian firms in international capital markets pp. 549-569

Neil Esho, Yung Lam and Ian G. Sharpe

The behavior of Taiwan mutual fund investors--performance and fund flows pp. 583-600

Pei-Gi Shu, Yin-Hua Yeh and Takeshi Yamada

Volume 10, issue 4, 2002

Remembering Mert pp. 353-353

Richard Roll

Merton Miller: A Tribute pp. 355-357

Andrew H. Chen

Learning from a Keynote speaker: Lessons from Merton Miller's PACAP addresses pp. 359-369

John J. McConnell

Analysts' dividend forecasts pp. 371-391

Philip Brown, Alex Clarke, Janice C. Y. How and Kadir J. P. Lim

Warrants pricing: Stochastic volatility vs. Black-Scholes pp. 393-409

Yu Chuan Huang and Shing Chun Chen

Did the Asian financial crisis scare foreign investors out of Japan? pp. 411-442

G. Karolyi

Dividend policy, cash flow, and investment in Japan pp. 443-473

Hideaki Kiyoshi Kato, Uri Loewenstein and Wenyuh Tsay

Volume 10, issue 3, 2002

Resolving systemic financial crises efficiently pp. 217-226

Edward Kane

A new perspective on infrastructure financing in Asia pp. 227-242

Andrew H. Chen

Contrarian and momentum strategies in the China stock market: 1993-2000 pp. 243-265

Joseph Kang, Ming-Hua Liu and Sophie Xiaoyan Ni

An empirical test of the variance gamma option pricing model pp. 267-285

K. Lam, E. Chang and M. C. Lee

Share repurchases under the Commercial Law 212-2 in Japan: Market reaction and actual implementation pp. 287-305

Hua Zhang

The influence of cultural factors on price clustering: Evidence from Asia-Pacific stock markets pp. 307-332

Philip Brown, Angeline Chua and Jason Mitchell

The impacts of mass delisting: Evidence from Singapore and Malaysia pp. 333-351

Qian Sun, Yuen-Kin Tang and Wilson H. S. Tong

Volume 10, issue 2, 2002

Information and the market's perceptions of Japanese bank risk: Regulation, environment, and disclosure pp. 119-139

Marc Bremer and Richard H. Pettway

Short sales restrictions, dilution and the pricing of rights issues on the Singapore Stock Exchange pp. 141-162

Geoffrey Poitras

Ownership structure pre- and post-IPOs and the operating performance of JASDAQ companies pp. 163-181

Kenji Kutsuna, Hideo Okamura and Marc Cowling

Volume 10, issue 1, 2002

The market for callable-convertible bonds: Evidence from Japan pp. 1-27

Daniel Greiner, Avner Kalay and Hideaki Kiyoshi Kato

Private placements and rights issues in Singapore pp. 29-54

Ruth S. K. Tan, P. L. Chng and Y. H. Tong

The effects of model errors and market imperfections on financial institutions writing derivative warrants: Simulation evidence from Taiwan pp. 55-75

Huimin Chung, Chin-Shen Lee and Soushan Wu

The pricing of foreign exchange risk in the Australian equities market pp. 77-95

Amalia Di Iorio and Robert Faff

Public disclosure of executive compensation: Do shareholders need to know? pp. 97-117

Aleksandar Andjelkovic, Glenn Boyle and Warren McNoe