Multinational Finance Journal

1997 - 2021

Current editor(s): Panayiotis C. Andreou

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International Evidence on the Equity Premium Puzzle and Time Discounting pp. 149-163: Marc Oliver Rieger, Thorsten Hens and Mei Wang
Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications pp. 165-200: Thomas Chiang, Lin Tan, Jiandong Li and Edward Nelling
Mitigation of U.S. Home Bias in the Valuation of Canadian Natural Resource Firms: Choice of Reporting and Transaction Currency pp. 201-241: Wendy Rotenberg
Do Investors See Through Accounting Profitability and Recognize Efficiency? Evidence from Chinese Listed Companies pp. 243-293: Wenjuan Xie
Managerial Optimism, Investment Efficiency, and Firm Valuation pp. 295-340: I-Ju Chen and Shin-Hung Lin
Mitigating the Impact of Managerial Anchoring: The Case for Management by Committee for Major Corporate Financial Decisions pp. 341-369: Prasad Padmanabhan, Wenqing Zhang and Chia-Hsing Huang

Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland pp. 1-47: Anand B. Gulati, James W. Kolari and Johan Knif
Asset Markets Contagion During the Global Financial Crisis pp. 49-76: Dimitris Kenourgios, Dimitrios Dimitriou and Apostolos Christopoulos
Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China pp. 77-106: Xiangnan Meng and Xin Deng
The Underperformance of Young Closed-End Funds in Greece pp. 107-148: Dimitrios Kousenidis and Christos Negakis

Return-based Style Analysis in Australian Funds pp. 155-188: Robert Faff, Annette Nguyen, Bonnie H.I. Ip and Philip Gharghori
Booms and Busts as Exchange Options pp. 189-223: Stephen Matteo Miller
Australian evidence on CEO option grants pp. 225-260: Jean Canil and Bruce Rosser
Working Capital Management and Firm Listing Status pp. 261-301: Seraina Anagnostopoulou

Screening Creditworthiness of SME's: The Case of Small Business Assistance in Turkey pp. 1-20: Selcuk Caner and Mehmet Baha Karan
What are the Causes and Effects of M&As? The UK Evidence pp. 21-47: Jie (Michael) Guo and Dimitris Petmezas
International Cross-Listing and Shareholders’ Wealth pp. 49-86: Olga Dodd and Christodoulos Louca
The International Specialist Strategy: Financial Funding and Deployment pp. 87-103: Briance Mascarenhas
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate pp. 105-136: Guglielmo Maria Caporale and Luis Gil-Alana
Fractal Measures in Market Microstructure Research pp. 137-154: Rossitsa Yalamova

Corporate Finance Practices in Canada: Where Do We Stand? pp. 157-192: Kent Baker, Shantanu Dutta and Samir Saadi
Determinants of Bank Long-term Lending Behavior: Evidence from Russia pp. 193-216: Lucy Chernykh and Alexandra K. Theodossiou
Safer Margins for Option Trading: How Accuracy Promotes Efficiency pp. 217-234: Rafi Eldor, Shmuel Hauser and Uzi Yaari
Associations Between Management Forecast Accuracy and Pricing of IPOs in Athens Stock Exchange pp. 235-272: Dimitrios Gounopoulos
Appraisal of Mutual Equity Fund Performance Using Data Envelopment Analysis pp. 273-296: Panayotis Alexakis and Ioannis Tsolas

Was there Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks? pp. 1-46: Wing-Keung Wong, Howard Thompson and Kweehong Teh
Heterogeneous Basket Options Pricing Using Analytical Approximations pp. 47-85: Georges Dionne, Genevieve Gauthier, Nadia Ouertani and Nabil Tahani
The Role of Realised Volatility in the Athens Stock Exchange pp. 87-124: Dimitrios Thomakos and Michail S. Koubouros
The Predictability of Non-Overlapping Forecasts: Evidence from a New Market pp. 125-156: Manolis Kavussanos and Ilias Visvikis

Supply Chain Coordination and Performance Management with Real Options Based Relationships pp. 153-188: Blake Johnson
Corporate Finance and the (In)efficient Exercise of Real Options pp. 189-217: Bart M. Lambrecht and Grzegorz Pawlina
Continuous-Time Option Games: Review of Models and Extensions pp. 219-254: Marco Antonio Guimaraes Dias and Jose Paulo Teixeira
Asymmetric Information and Irreversible Investments: an Auction Model pp. 255-289: Joril Maeland
Investor Valuation of the Abandonment Option: Empirical Evidence from UK Divestitures 1985-1991 pp. 291-317: Ephraim Clark, Patrick Rousseau and Magid Gadad

From Expected Cash Flows to Real Options pp. 1-27: Thomas E. Copeland
Real Options Analysis and the Assumptions of Corporate Finance: A Non-Technical Review pp. 29-71: Tom Arnold and Richard Shockley
Some Important Issues Involving Real Options: An Overview pp. 73-123: Gordon Sick and Andrea Gamba
Flexibility and Games in Strategic Investment pp. 125-151: Han T.J. Smit and Lenos Trigeorgis

The Effect of Extreme Markets on the Benefits of International Portfolio Diversification pp. 155-188: Daniella Acker and Nigel W. Duck
Modeling Volatility in Foreign Currency Option Pricing pp. 189-208: Ariful Hoque, Felix Chan and Meher Manzur
Benchmark Concentration: Capitalization Weights Versus Equal Weights in the FTSE 100 Index pp. 209-228: Isaac T. Tabner
A Structural form Default Prediction Model for SMEs, Evidence from the Dutch Market pp. 229-264: Frieda Rikkers and Andre E. Thibeault
Short-Sellers and Short Covering pp. 265-292: James Clunie, Peter Moles and Tatiana Pyatigorskaya
Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application pp. 293-321: James McDonald, Richard A. Michelfelder and Panayiotis Theodossiou

An Admissible Macro-Finance Model of the US Treasury Market pp. 1-38: Peter Spencer
European Put-Call Parity and the Early Exercise Premium for American Currency Options pp. 39-54: Geoffrey Poitras, Chris Veld and Yuriy Zabolotnyuk
The Risks in CDO-Squared Structures pp. 55-74: Andrew Adams, Rajiv Bhatt and James Clunie
Merging Activity as a Rational Explanation for the Long-Run Underperformance of IPO pp. 75-102: Patrick Sentis
Towards Decoding Currency Volatilities pp. 103-134: D. Johannes Juttner and Wayne Leung
Taxation, Dividend Payments and Ex-Day Price-Changes pp. 135-154: Sven-Olov Daunfeldt, Carina Selander and Magnus Wikstrom