Pacific-Basin Finance Journal

1993 - 2025

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

From Elsevier
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Volume 4, issue 4, 1996

A survey of evidence on domestic and international stock exchange listings with implications for markets and managers pp. 347-376

John J. McConnell, Heidi J. Dybevik, David Haushalter and Erik Lie

Short-sales restrictions and volatility The case of the Stock Exchange of Singapore pp. 377-391

Kim Wai Ho

The wealth effects of non-equity alliances The U.S.-Japanese licensing experience pp. 393-408

John C. Beck, Alan B. Larsen and J. Michael Pinegar

Margin requirements and stock market volatility Another look at the case of Taiwan pp. 409-419

Yenshan Hsu

An evaluation of the deposit insurance subsidisation of Australian banks pp. 421-435

Steven A. Dennis and Ah Boon Sim

Volume 4, issue 2-3, 1996

The social costs of some recent derivatives disasters pp. 113-127

Merton Miller

Market reaction to the introduction of a foreign investor tax credit regime in New Zealand pp. 129-152

J. B. Chay and Alastair Marsden

Expected and realised returns for Singaporean IPOs: Initial and long-run analysis pp. 153-180

Philip J. Lee, Stephen L. Taylor and Terry Walter

The impact of universal banking on the risks and returns of Japanese financial institutions pp. 181-195

Beng Chong, Ming-Hua Liu and Yener Altunbas

Risk and return in the Philippine equity market: A multifactor exploration pp. 197-218

Warren Bailey and Y. Peter Chung

Capital controls, market segmentation and stock prices: Evidence from the Chinese stock market pp. 219-239

Xianghai Ma

The effects of removing price limits and introducing auctions upon short-term IPO returns: The case of Japanese IPOs pp. 241-258

Richard H. Pettway and Takashi Kaneko

Political risk and stock price volatility: The case of Hong Kong pp. 259-275

Yue-cheong Chan and K. C. John Wei

Privatizing in stages and the dynamics of ownership structure pp. 277-296

Zsuzsanna Fluck, Kose John and S. Abraham Ravid

Price clustering on the Australian Stock Exchange pp. 297-314

Michael Aitken, Philip Brown, Christine Buckland, H. Y. Izan and Terry Walter

First and second order inefficiency in Australasian currency markets pp. 315-327

Gerard L. Gannon

Volume 4, issue 1, 1996

Regulations, lender identity and bank loan pricing pp. 1-14

Andrew H. Chen, Sumon C. Mazumdar and Mao-wei Hung

The winner's curse and international methods of allocating initial public offerings pp. 15-30

Bhagwan Chowdhry and Ann Sherman

Seasoned equity issues: The Korean experience pp. 31-43

Manjeet S. Dhatt, Yong H. Kim and Sandip Mukherji

Execution costs associated with institutional trades on the Australian Stock Exchange pp. 45-58

Michael Aitken and Alex Frino

A variance ratio test of random walks in exchange rates: Evidence from Pacific Basin economies pp. 77-91

Richard A. Ajayi and David Karemera

Investment restrictions and the pricing of Korean convertible Eurobonds pp. 93-111

Warren Bailey, Y. Peter Chung and Jun-koo Kag

Volume 3, issue 4, 1995

Analysts' earnings forecasts in Japan: Accuracy and sell-side optimism pp. 393-408

Robert M. Conroy and Robert S. Harris

Implementing monetary policy in a deregulated financial system: A study of the Australian official short-term money market pp. 409-428

Jeffrey Carmichael and Ian R. Harper

The aftermarket performance of initial public offerings in Korea pp. 429-448

Jeong-Bon Kim, Itzhak Krinsky and Jason Lee

The role of financial variables in the pricing of Korean initial public offerings pp. 449-464

Jeong-Bon Kim, Itzhak Krinsky and Jason Lee

An empirical test of the BS and CSR valuation models for warrants listed in Thailand pp. 465-483

Kuldeep Shastri and Kulpatra Sirodom

Reducing tick size on the Stock Exchange of Singapore pp. 485-496

Sie Ting Lau and Thomas McInish

Volume 3, issue 2-3, 1995

Do we really need more regulation of financial derivatives? pp. 147-158

Merton Miller

An empirical survey of Indonesian equities 1985-1992 pp. 159-192

Richard Roll

Difficulties of transferring risk-based capital requirements to developing countries pp. 193-216

Edward Kane

Production-based asset pricing in Japan pp. 217-240

Gurdip S. Bakshi, Zhiwu Chen and Atsuyuki Naka

Equity ownership structure, leverage, and productivity: Empirical evidence from Japan pp. 241-255

George M. Pushner

The profitability of technical trading rules in the Asian stock markets pp. 257-284

Hendrik Bessembinder and Kalok Chan

An analysis of the pricing processes of Australian unit trust IPOs pp. 285-301

Kieran E. James, Janice C. Y. How and H. Y. Izan

The role of corporate groupings in controlling agency conflicts: The case of keiretsu pp. 319-335

Stephen P. Ferris, Raman Kumar and Atulya Sarin

Price volatility of Indonesian stocks pp. 337-355

Rosita P. Chang, S. Ghon Rhee and Susatio Soedigno

Trading mechanisms and return volatility: An empirical analysis of the stock exchange of Thailand pp. 357-370

Karen A. Shastri, Kuldeep Shastri and Kulpatra Sirodom

Volume 3, issue 1, 1995

Market segmentation and time variation in the price of risk: Evidence on the Korean stock market pp. 1-29

Kee-Hong Bae

Pricing externalities in the world financial markets: Theory and policy implications pp. 31-55

Cheol S. Eun, Stijn Claessens and Kwang W. Jun

Pre and post-October 1987 stock market linkages between U.S. and Asian markets pp. 57-73

Bala Arshanapalli, John Doukas and Larry Lang

Trading-round-the clock: Return, volatility and volume spillovers in the Eurodollar futures markets pp. 75-92

Abhay H. Abhyankar

Are preholiday returns in Tokyo really anomalous? If so, why? pp. 93-111

Takato Hiraki and Edwin Maberly

Volatility and price change spillover effects across the developed and emerging markets pp. 113-136

K. C. John Wei, Yu-Jane Liu, Chau-Chen Yang and Guey-Shiang Chaung

Volume, volatility, liquidity and efficiency of the Singapore stock exchange before and after automation pp. 137-138

G. N. Naidu and Michael S. Rozeff

The effects of debt subsidies on corporate investment behavior: The Korean experience pp. 137-137

Mansoor Dailami and E. Han Kim

Day-of-the-week mean spillover effects between New York and Tokyo: January 1976 to August 1992: A note pp. 138-139

Takato Hiraki, Edwin Maberly and Young S. Park

Japanese stock price reactions to stock dividend distributions pp. 138-138

Manjeet S. Dhatt, Yong H. Kim and Sandip Mukherji

Assessing the cost of Taiwan's deposit insurance pp. 139-139

Jin-Chuan Duan and Min-Teh Yu

Functional regulation pp. 139-139

Merton Miller

Initial public offerings: International insights pp. 139-140

Tim Loughran, Jay Ritter and Kristian Rydqvist

Financing decisions and the investment opportunity set: Some evidence from Japan pp. 140-141

Hoje Jo, John M. Prinkerton and Atulya Sarin

Intraday stock return volatility: The Hong Kong evidence pp. 141-142

Yan-Leung Cheung, Richard Yan-Ki Ho, Peter Pope and Paul Draper

Risk and return on China's new stock markets: Some preliminary evidence pp. 141-141

Warren Bailey

Australian domestic porfolio diversification and estimation risk: A review of investment strategies pp. 142-143

David Allen and Richard Sugianto

The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange pp. 142-142

Vidhan Goyal, Chuan-Yang Hwang, Narayanan Jayaraman and Kuldeep Shastri

Pre-aanouncement share price run-ups and abnormal trading volume in takeover target's shares: A test of the market speculation hypothesis pp. 143-143

Paul G. Murray

Pacific-Basin stock markets and real activity pp. 143-143

Yin-Wong Cheung, Jia He and Lilian Ng

Valuation of parent guarantees of subsidiary debt: Ownership, risk and leverage implications pp. 144-144

Andrew H. Chen, Mao-Wei Hung and Sumon C. Mazumdar

Good news, band news and international spilovers of stock return volatility between Japan and the U.S pp. 144-144

Kee-Hong Bae and G. Karolyi

Beta stability and portfolio formation pp. 145-146

Robert Brooks, Robert Faff and John H. H. Lee

Endogeneity bias in beta estimation: Thailand and Hong Kong pp. 145-145

Chi-Keung Woo, Yan-Leung Cheung and Richard Yan-Ki Ho

Asian interest expectations and exchange rate dynamics pp. 145-145

Kees G. Koedijk and Willem Verschoor

Pricing errors at the open and close for foreign stocks traded on the NYSE pp. 146-146

Hyuk Choe