Pacific-Basin Finance Journal

1993 - 2025

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

From Elsevier
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Volume 7, issue 5, 1999

Cross-autocorrelation in Asian stock markets pp. 471-493

Eric C. Chang, Grant R. McQueen and J. Michael Pinegar

Do trading rules impact on market efficiency? A comparison of opening procedures on the Australian and Jakarta Stock Exchanges pp. 495-521

Carole Comerton-Forde

Information and liquidity effects of government approved stock investments pp. 523-538

Kian-Guan Lim, Kie-Ann Wong, Wee-Yong Yeo and Soo-Chen Wong

The intraday patterns of the spread and depth in a market without market makers: The Stock Exchange of Hong Kong pp. 539-556

Hee-Joon Ahn and Yan-Leung Cheung

Why does return volatility differ in Chinese stock markets? pp. 557-586

Dongwei Su and Belton Fleisher

Volume 7, issue 3-4, 1999

Breakdown of accounting controls at Barings and Daiwa: Benefits of using opportunity-cost measures for trading activity pp. 203-228

Edward Kane and Kimberly DeTrask

Bank monitoring and the maturity structure of Japanese corporate debt issues pp. 229-249

Jun Cai, Yan-Leung Cheung and Vidhan Goyal

Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets pp. 251-282

Abul Masih and Rumi Masih

Profits on technical trading rules and time-varying expected returns: evidence from Pacific-Basin equity markets pp. 283-330

Akitoshi Ito

International price level linkages: Evidence from the post-Bretton Woods era pp. 331-349

Cheol S. Eun and Jin-Gil Jeong

Volume and individual security returns on the Tokyo Stock Exchange pp. 351-370

Marc Bremer and Takato Hiraki

An empirical study on the determinants of the capital structure of Thai firms pp. 371-403

Yupana Wiwattanakantang

Volume 7, issue 2, 1999

Emerging market transaction costs: Evidence from Indonesia pp. 103-127

Catherine Bonser-Neal, David Linnan and Robert Neal

Transparency in Chinese stocks: A study of earnings forecasts by professional analysts pp. 129-155

James S. Ang and Yulong Ma

Government share ownership, investment opportunity set and corporate policy choices in China pp. 157-172

Ferdinand Gul

An empirical investigation of underpricing in Chinese IPOs pp. 173-202

Dongwei Su and Belton Fleisher

Volume 7, issue 1, 1999

Alternative mechanisms for corporate governance in Japan: An analysis of independent and bank-affiliated firms pp. 1-22

Jun-Koo Kang and Anil Shivdasani

Performance of various transaction frequencies under call markets: The case of Taiwan pp. 23-39

Larry Lang and Yi-Tsung Lee

Understanding stock market volatility: The case of Korea and Taiwan pp. 41-66

Sheridan Titman and K. C. John Wei

Seasonality in the rates of return on Japanese ADRs pp. 67-81

Keishiro Matsumoto and James P. Hoban

Interest rate risk of Australian financial sector companies in a period of regulatory change pp. 83-101

Robert Faff and P. F. Howard

Volume 6, issue 5, 1998

The performance of Japanese seasoned equity offerings, 1971-1992 pp. 395-425

Jun Cai and Tim Loughran

Privatisation initial public offerings in Malaysia: Initial premium and long-term performance pp. 427-451

Krishna Paudyal, B. Saadouni and R. J. Briston

Underpricing and aftermarket performance of IPOs in Shanghai, China pp. 453-474

Henry M. K. Mok and Y. V. Hui

Short-run overreaction in the New Zealand stock market pp. 475-491

Robert G. Bowman and David Iverson

Volume 6, issue 3-4, 1998

The current Southeast Asia financial crisis1 pp. 225-233

Merton Miller

Lessons of privatization1 pp. 235-249

Edward Kane

Daily serial correlation, trading volume and price limits: Evidence from the Taiwan stock market pp. 251-273

Chung-Hua Shen and Lee-Rong Wang

Book-to-market, firm size, and the turn-of-the-year effect: Evidence from Pacific-Basin emerging markets pp. 275-293

Andy C. W. Chui and K. C. John Wei

Searching for periods of volatility: A study of the behavior of volatility in Thai stocks pp. 295-306

Theodore Bos, David Ding and Thomas A. Fetherston

Asset pricing in segmented capital markets: Preliminary evidence from China-domiciled companies pp. 307-319

Winnie P. H. Poon, Michael Firth and Hung-Gay Fung

Fundamental and nonfundamental components in stock prices of Pacific-Rim countries pp. 321-346

Heetaik Chung and Bong-Soo Lee

The effects of the stock transaction tax on the stock market - Experiences from Asian markets pp. 347-364

Shing-yang Hu

Volume 6, issue 1-2, 1998

The deterioration of bank balance sheets in Japan: Risk-taking and recapitalization pp. 1-26

Akiyoshi Horiuchi and Katsutoshi Shimizu

Keiretsu affiliation and share price volatility in Japan pp. 27-43

D. Beason

Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries pp. 61-76

Yin-Wong Cheung and Kon S. Lai

The international transmission of US, Eurodollar and Asian dollar interest rates: Some empirical evidence pp. 77-86

Daniel Wai-Wah Cheung and Bill Wan-Sing Hung

An investigation into the extent of beta instability in the Singapore stock market pp. 87-101

Robert Brooks, Robert Faff and Mohamed Ariff

Risk factors in the Malaysian stock market pp. 103-114

Andrew D. Clare and Richard Priestley

Fractional dynamics in Japanese financial time series pp. 115-124

John Barkoulas and Christopher Baum

Are there rational speculative bubbles in Asian stock markets? pp. 125-151

Kalok Chan, Grant McQueen and Steven Thorley

The determinants of foreign exchange rate exposure: Evidence on Japanese firms1 pp. 153-174

Edward H. Chow and Hung-Ling Chen

Assessing estimation error in a tracking error variance minimisation framework pp. 175-192

David M. Walsh, Kathleen Walsh and John P. Evans

Explanatory factors for trading volume responses to annual earnings announcements: Evidence from the Korean stock market pp. 193-212

Jong-Seo Choi and Chongwoo Choe

The empirical relationship between aggregate consumption and security prices in Australia pp. 213-224

Robert Faff

Volume 5, issue 5, 1997

Signalling models and the valuation of new issues: An examination of IPOs in Singapore pp. 511-526

Michael Firth and Chee Keng Liau-Tan

Testing the conditional CAPM and the effect of intervaling: A note pp. 527-537

Timothy J. Brailsford and Robert Faff

The interaction between order imbalance and stock price pp. 539-557

Philip Brown, David Walsh and Andrea Yuen

Correlations, trades and stock returns of the Pacific-Basin markets pp. 559-577

Nai-fu Chen and Feng Zhang

A test of the Asay model for pricing options on the SPI futures contract pp. 579-594

Christine Brown and S. D. Taylor

Volume 5, issue 4, 1997

The investment and operating performance of Japanese initial public offerings pp. 389-417

Jun Cai and K. C. John Wei

Takeovers in New Zealand: Motives, stockholder returns, and executive share ownership pp. 419-440

Michael Firth

A simple model for pricing imputation tax credits under Australias dividend imputation tax system pp. 465-480

Justin Wood

Investigating productive efficiency and productivity changes of Japanese life insurance companies pp. 481-509

Hirofumi Fukuyama

Volume 5, issue 3, 1997

Australian evidence on the pricing of estimation risk pp. 281-299

Peter M. Clarkson and Amanda Satterly

Ownership structure and corporate performance: Australian evidence pp. 301-323

Allen T. Craswell, Stephen L. Taylor and Richard A. Saywell

The underinvestment hypothesis and off-balance sheet direct credit substitutes pp. 325-344

Ian G. Sharpe and Tayfun Tuzun

Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar pp. 345-356

Y. K. Tse and Albert Tsui

The impact of the return interval on the estimation of systematic risk pp. 357-376

Timothy J. Brailsford and Thomas Josev

Macroeconomic variables and stock prices in a small open economy: The case of Singapore pp. 377-388

Rajen Mookerjee and Qiao Yu

Volume 5, issue 2, 1997

The future of futures pp. 131-142

Merton Miller

Making bank risk shifting more transparent pp. 143-156

Edward Kane

Derivatives and bank regulation pp. 157-165

Andrew H. Chen

Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages pp. 195-213

Kate Phylaktis

Cross-hedging foreign exchange rate risks: The case of deposit money banks in emerging Asian countries pp. 215-230

Kyung-Chun Mun and George E. Morgan

The bid-ask bounce effect and the spread size effect: Evidence from the Taiwan stock market pp. 231-258

S. Ghon Rhee and Chi-Jeng Wang

Volume 5, issue 1, 1997

Editor's note pp. xi-xii

S. Ghon Rhee

Price reaction to order flow 'news' in Australian equities pp. 1-23

David M. Walsh

U.S. protectionist policy and stock prices of U.S. import-competing and Korean and Taiwanese export-oriented firms pp. 25-38

Michael Melvin and Qian Sun

A Gibbs sampling approach to the estimation of linear regression models under daily price limits pp. 39-62

Pin-Huang Chou

An analysis of the stock market performance of new issues in New Zealand pp. 63-85

Michael Firth

Capital structure and dividend policies of Indonesian firms pp. 87-103

James S. Ang, Ali Fatemi and Alireza Tourani-Rad

Earnings forecast errors: Comparative evidence from the Pacific-Basin capital markets pp. 115-129

Arthur Allen, Jang Youn Cho and Kooyul Jung