Pacific-Basin Finance Journal

1993 - 2025

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

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

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

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

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

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

Warren Bailey

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

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

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

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

Beta stability and portfolio formation pp. 145-146

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

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

Hyuk Choe