The International Journal of Business and Finance Research

2007 - 2023

Current editor(s): Terrance Jalbert

From The Institute for Business and Finance Research
Bibliographic data for series maintained by Mercedes Jalbert ( this e-mail address is bad, please contact ).

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 6, issue 4, 2012

Volatility and Compounding Effects on Beta and Returns pp. 1-11

William Trainor

Do Small and Medium Sized Enterprises Match Their Assets and Liabilities? Evidence from Portugal pp. 13-31

Jan Bartholdy, Cesario Mateus and Dennis Olson

Convenience Yields in Bulk Commodities: The Case of Thermal Coal pp. 33-44

Jason West

International Evidence on Market Linkages After the 2008 Stock Market Crash pp. 45-57

Gulser Meric, Christine Lentz, Wayne Smeltz and Ilhan Meric

The Price Response to KIKKEI 225 Stocks Index Adjustments pp. 59-71

Chia-Jung Tu

The Price of Stocks in Latin American Financial Markets: En Empirical Application of the Ohlson Model pp. 73-85

Pedro Martinez, Diego Prior and Josep Rialp

Forecasting Term Structure of HIBOR Swap Rates pp. 87-100

Mei-Mei Kuo, Shih-Wen Tai and Bing-Huei Lin

Cost Efficiency of French Commerical Banks: Domestic Versus Foreign Banks pp. 101-112

Raoudha Bejaoui and Houssam Bouzgarrou

Analysis of Extreme Dependence Between Istanbul Stock Exchange and Oil Returns pp. 113-124

Gozde Unal and Derya Korman

Integration of Key Worldwide Money Market Interest Rates and the Federal Funds Rate: An Empirical Investigation pp. 125-138

Krishna M. Kasibhatla

Volume 6, issue 3, 2012

EXCHANGE RATE EFFECTS ON A SMALL OPEN ECONOMY: EVIDENCE FROM TAIWANESE FIRMS pp. 1-12

Fujen Daniel Hsiao and Lei Han

THE EFFECTS OF EXCHANGE RATE VOLATILITY ON SOUTH AFRICA’S TRADE WITH THE EUROPEAN UNION pp. 13-26

E. M. Ekanayake, Ranjini L. Thaver and Daniel Plante

BUBBLE IN THE INDIAN REAL ESTATE MARKETS: IDENTIFICATION USING REGIME-SWITCHING METHODOLOGY pp. 27-40

Vijay Kumar Vishwakarma and Ohannes George Paskelian

INTERNATIONAL VOLATILITY TRANSMISSION OF REIT RETURNS pp. 41-51

Deqing Diane Li, YingChou Lin and John Jin

CAPITAL STRUCTURE TIMING IN MARKETS WITH DIFFERENT CHARACTERISTICS pp. 53-66

Yoti Lee, Sheng-Chu Su and Wen-Cheng Lin

THE CONSOLIDATION OF THE GLOBAL BREWING INDUSTRY AND WEALTH EFFECTS FROM MERGERS AND ACQUISITIONS pp. 67-87

Ramit Mehta and Dirk Schiereck

WHEN DO COSTA RICA NATIONAL BANKS RESPOND TO RESERVE REQUIREMENT CHANGES? pp. 89-101

Terrance Jalbert, Jonathan Stewart and Mercedes Jalbert

MARKET COMPETITION AND MERGERS IN PROFESSIONAL SERVICE FIRMS pp. 103-122

Yi-Fang Yang, Lee-Wen Yang and Yahn-Shir Chen

AFTERMARKET RISK AND UNDERPRICING OF INITIAL PUBLIC OFFERS IN THE ARABIAN GULF COUNTRIES: AN EMPIRICAL ANALYSIS pp. 123-138

Md Hamid Uddin and Mahendra Raj

Volume 6, issue 2, 2012

DO INVESTORS USE CUSTOMER METRICS TO VALUE HIGH GROWTH SERVICE FIRMS? pp. 1-19

Neeraj J. Gupta and Joseph Golec

IS THE VALUE EFFECT SEASONAL? EVIDENCE FROM GLOBAL EQUITY MARKETS pp. 21-33

Praveen Kumar Das and S. P. Uma Rao

WHY DO INSIDERS SOMETIMES PAY MORE AND SOMETIMES PAY LESS IN PRIVATE PLACEMENTS? pp. 35-52

Ching Yi Yeh and Tai Ma

AN ANALYSIS OF THE DEGREE OF DIVERSIFICATION AND FIRM PERFORMANCE pp. 53-58

Zheng-Feng Guo and Lingyan Cao

IMPACT OF DIVESTITURE ACTIVITIES ON CORPORATE PERFORMANCE: EVIDENCE FROM LISTED FIRMS IN TAIWAN pp. 59-67

Meijui Sun

AN ESTIMATION OF THE IMPACT OF GEAR AND NEPAD ON SOUTH AFRICA'S DISAGGREGATED IMPORT DEMAND FUNCTION WITH NIGERIA pp. 69-79

Ranjini L. Thaver, E. M. Ekanayake and Daniel R. Plante

INTEREST RATE REFORMS AND FINANCIAL DEEPENING IN NIGERIA pp. 81-90

Tomola Marshal Obamuyi and J. Adeniyi Demehin

PRICING OF PAYMENT DEFERRED VULNERABLE OPTIONS AND ITS APPLICATION TO VULNERABLE RANGE ACCRUAL NOTES pp. 91-100

Po-Cheng Wu, Chih-Wei Lee and Cheng-Kun Kuo

EQUITY AGENCY COSTS AND INTERNATIONALIZATION: THE EFFECT OF REVISED ACCOUNTING STANDARDS IN TAIWAN pp. 101-111

Yi-Chein Chiang and Hsin-Chiu Huang

ASSET GROWTH AND FIRM PERFORMANCE EVIDENCE FROM GREECE pp. 113-124

Anastasia Maggina and Angelos Tsaklanganos

Volume 6, issue 1, 2012

INFORMATION CONTENT OF CHANGES IN PENSION PLAN FUNDING STATUS AND LONG-TERM DEBT pp. 1-14

Karen C. Castro-González

DETERMINANTS OF BANK BOARD STRUCTURE IN GHANA pp. 15-23

Michael Adusei

A COMPARISON OF DELTA HEDGING UNDER TWO PRICE DISTRIBUTION ASSUMPTIONS BY LIKELIHOOD RATIO pp. 25-34

Lingyan Cao and Zheng-Feng Guo

EVIDENCE ON US SAVINGS AND LOAN PROFITABILITY IN TIMES OF CRISIS pp. 35-50

Mine Aysen Doyran

TOURISM DEVELOPMENT AND ECONOMIC GROWTH IN DEVELOPING COUNTRIES pp. 51-63

E. M. Ekanayake and Aubrey E. Long

ARE DOWNSIDE HIGHER ORDER CO-MOMENTS PRICED?: EVIDENCE FROM THE FRENCH MARKET pp. 65-81

Houda Hafsa and Dorra Hmaied

WHY DO BANKS DEFAULT WHEN ASSET QUALITY IS HIGH? pp. 83-96

Lie-Jane Kao, Po-Cheng Wu and Tai-Yuan Chen

ESTIMATION OF PORTFOLIO RETURN AND VALUE AT RISK USING A CLASS OF GAUSSIAN MIXTURE DISTRIBUTIONS pp. 97-107

Kangrong Tan and Meifen Chu

AN ECONOMETRIC ANALYSIS OF JAMAICA’S IMPORT DEMAND FUNCTION WITH THE US AND UK pp. 109-120

Kira Hibbert, Ranjini Thaver and Mark Hutchinson

THE DETERMINANTS OF CASH FOR LATIN AMERICAN FIRMS pp. 121-133

Magdy Noguera and Carlos Trejo-Pech

Volume 5, issue 4, 2011

VALUE PREMIUMS AND THE JANUARY EFFECT: INTERNATIONAL EVIDENCE pp. 1-15

Praveen Kumar Das and S P Uma Rao

AN EXAMINATION OF BOARD AND FIRM PERFORMANCE: EVIDENCE FROM TAIWAN pp. 17-34

Chang-Jui Lin

THE IMPLIED VOLATILITY OF ETF AND INDEX OPTIONS pp. 35-44

Stoyu I. Ivanov, Jeff Whitworth and Yi Zhang

THE DYNAMIC INTERACTION BETWEEN FOREIGN EQUITY FLOWS AND RETURNS: EVIDENCE FROM THE JOHANNESBURG STOCK EXCHANGE pp. 45-56

Joseph French

INTERNAL CORPORATE GOVERNANCE MECHANISMS: EVIDENCE FROM TAIWAN ELECTRONIC COMPANIES pp. 57-74

Chiaju Kuo, Yung-Yu Lai, Shaio Yan Huang and Chung-Jen Fu

THE IMPACT OF SARBANES-OXLEY ON MARKET EFFICIENCY: EVIDENCE FROM MERGERS AND ACQUISITIONS ACTIVITY pp. 75-88

Surya Chelikani and Frank D’Souza

THE IMPACT OF SHORT SALE RESTRICTIONS ON STOCK VOLATILITY: EVIDENCE FROM TAIWAN pp. 89-98

Shih Yung Wei and Jack J. W. Yang

DOES FIRM DIVERSIFICATION REPRESENT A VALUE ADDED FOR STOCKHOLDERS? pp. 99-113

Juan Otero-Serrano

MULTI-FACTOR APPROACH FOR PRICING BASKET CREDIT LINKED NOTES UNDER ISSUER DEFAULT RISK pp. 115-128

Po-Cheng Wu

Volume 5, issue 3, 2011

EVIDENCE ON THE RELATION BETWEEN INVENTORY CHANGES, EARNINGS AND FIRM VALUE pp. 1-14

Nilanjan Basu and Xing Wang

DEPOSITOR SENSITIVITY TO RISK OF ISLAMIC AND CONVENTIONAL BANKS: EVIDENCE FROM INDONESIA pp. 29-44

Erie Febrian and Aldrin Herwany

USING DEPOSIT INTEREST RATES IN SETTING LOAN INTEREST RATES: EVIDENCE FROM TURKEY pp. 45-53

Önder Kaymaz and Özgür Kaymaz

THE IMPACT OF IAS AND BASEL II REGULATIONS ON NET INTEREST MARGIN: EVIDENCE FROM ITALY pp. 55-72

Domenico Piatti

THE IMPACT OF DOLLAR-RAND VOLATILITY ON U.S. EXPORTS TO SOUTH AFRICA pp. 73-85

E. M. Ekanayake and Ranjini Thaver

APPLICATION OF A HIGH-ORDER ASYMPTOTIC EXPANSION SCHEME TO LONG-TERM CURRENCY OPTIONS pp. 87-99

Kohta Takehara, Masashi Toda and Akihiko Takahashi

THE ROLE OF LONG RETURNS IN SECURITY VALUATION: INTERNATIONAL EMPIRICAL EVIDENCE pp. 101-110

Melita Charitou

EXAMINING BOARD COMPOSITION AND FIRM PERFORMANCE pp. 115-27

Hsiang-Tsai Chiang and Mei-Chih Lin

Volume 5, issue 2, 2011

DOES MULTI-DIMENSIONAL OWNERSHIP STRUCTURE MATTER IN FIRM PERFORMANCE? A DYNAMIC FIRM’S LIFE CYCLE PERSPECTIVE pp. 1-19

Chiung-Ju Liang, Ying-Li Lin and Tzu-Tsang Huang

THE LONG-TERM WEALTH EFFECT OF SHARE REPURCHASES EVIDENCE FROM TAIWAN pp. 21-33

Tai-Yuan Chen, Lie-Jane Kao and Hsing-Yu Lin

THE LIQUIDITY EFFECT IN OPTION PRICING: AN EMPIRICAL ANALYSIS pp. 35-43

Shih-Ping Feng

A COMPARISON OF NON-PRICE TERMS OF LENDING FOR SMALL BUSINESS AND FARM LOANS pp. 45-59

Raymond Posey and Alan K. Reichert

LONG-RUN OPERATING PERFORMANCE OF PREFERRED STOCK ISSUERS pp. 61-73

Devrim Yaman

THE CAPITAL ASSET PRICING MODEL’S RISK-FREE RATE pp. 75-83

Sandip Mukherji

EQUITY MARKET TIMING AND SUBSEQUENT DELISTING LIKELIHOOD pp. 85-94

Frank D’Souza, Harold Fletcher and Octavian Ionici

THE VALUATION OF RESET OPTIONS WHEN UNDERLYING ASSETS ARE AUTOCORRELATED pp. 95-114

Yu-Hong Liu, I-Ming Jiang, Shih-Cheng Lee and Yu-Ting Chen

IMPLIED INDEX AND OPTION PRICING ERRORS: EVIDENCE FROM THE TAIWAN OPTION MARKET pp. 115-125

Ching-Ping Wang, Hung-Hsi Huang and Chien-Chia Hung

Volume 5, issue 1, 2011

STOCK REPURCHASE ANNOUNCEMENTS AND STOCK PRICES EVIDENCE FROM TAIWAN pp. 1-12

Lin Li-Hua, Szu-Hsien Lin and Ya-Chiu Angela Liu

DETERMINANTS OF IPO UNDERPRICING: EVIDENCE FROM TUNISIA pp. 13-32

Sarra Ben Slama Zouari, Abdelkader Boudriga and Neila Boulila Taktak

DIVIDEND POLICY AND THE LIFE CYCLE HYPOTHESIS: EVIDENCE FROM TAIWAN pp. 33-52

Ming-Hui Wang, Mei-Chu Ke, Day-Yang Liu and Yen-Sheng Huang

THE IMPACT OF FINANCIAL SECTOR REFORMS ON BANKS PERFORMANCE IN NIGERIA pp. 53-63

Olubayo Thomas Olajide, Taiwo Asaolu and Charles Ayodele Jegede

WHICH COUNTRIES ARE THE TARGETS FOR ANTI-DUMPING FILINGS? pp. 65-76

Sasatra Sudsawasd

THE RELATIONSHIP BETWEEN THE UNITED STATES AND VIETNAM STOCK MARKETS pp. 77-89

Luu Tien Thuan

TERMS OF LENDING FOR SMALL BUSINESS LINES OF CREDIT: THE ROLE OF LOAN GUARANTEES pp. 91-102

Raymond Posey and Alan K. Reichert

ON THE PRICING OF DUAL CLASS STOCKS: EVIDENCE FROM BERKSHIRE HATHAWAY pp. 103-112

Ling T. He and K. Michael Casey

TRANSACTION COST DISCOVERY BY DECOMPOSITION OF THE ERROR TERM: A BOOTSTRAPPING APPROACH pp. 113-121

Ariful Hoque