Multinational Finance Journal

1997 - 2021

Current editor(s): Panayiotis C. Andreou

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The Separation of Banking from Insurance: Evidence from Europe pp. 157-184: Mohamed Nurullah and Sotiris K. Staikouras
Conditional Risk Premia in International Government Bond Markets pp. 185-204: Joelle Miffre
Estimation of VaR Using Copula and Extreme Value Theory pp. 205-218: Luiz Hotta, E. C. Lucas and H. P Palaro
The Impact of the Announcement of Acquisition of Divested Assets on Buyers’ Wealth - Asset Fit and Disclosure of Funds Used: Evidence from the U.K pp. 219-240: Balasingham Balachandran, Robert Faff, Roger Love and Andrew Menon
Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction pp. 241-277: Raj Aggarwal and Sijing Zong
The Microstructure of the Irish Stock Market pp. 279-311: Patricia Chelley-Steeley and Brian Lucey

Are Forward Exchange Rates Rational Forecasts of Future Spot Rates? An Improved Econometric Analysis for the Major Currencies pp. 1-20: Raj Aggarwal, Winston T. Lin and Sunil K. Mohanty
Firm Investments and Corporate Governance in Asian Emerging Markets pp. 21-44: Tanweer Hasan, Palani-Rajan Kadapakkam and P. C. Kumar
A Liquidity Motivated Algorithm for Discerning Trade Direction pp. 45-66: David Michayluk and Laurie Prather
Value-at-Risk for Greek Stocks pp. 67-104: Timotheos Angelidis and Alexandros Benos
Equity Market Price Interactions Between China and the Other Markets Within the Chinese States Equity Markets pp. 105-126: Gary Tian Gang
Higher-Order Terms in Bivariate Returns to International Stock Market Indices pp. 127-155: Kirt C. Butler and Katsushi Okada

Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework pp. 157-178: Manfred Fruhwirth, Paul Schneider and Markus S. Schwaiger
Asymmetric Return and Volatility Responses to Composite News from Stock Markets pp. 179-210: Thomas C. Chiang, Cathy W. S. Chen and Mike K.P. So
Ownership-Control Discrepancy and Firm Value: Evidence from France pp. 211-252: Sabri Boubaker
Swedish Stock Recommendations: Information Content or Price Pressure? pp. 253-285: Erik R. Lidén
Stationary Component in Stock Prices: A Reappraisal of Empirical Findings pp. 287-322: Haitham Al-Zoubi and Aktham Maghyereh

Factors Determining Mergers of Banks in Malaysia’s Banking Sector Reform pp. 1-31: Rubi Ahmad, Mohamed Ariff and Michael Skully
Are Failure Prediction Models Widely Usable? An Empirical Study Using a Belgian Dataset pp. 33-76: Hubert Ooghe and Sofie Balcaen
Simulating Firm-Specific Corporate Marginal Tax Rates in a Canadian Context pp. 77-96: Amin Mawani
U.K. Stock Market Inefficiencies and the Risk Premium pp. 97-122: Antonis Demos and George Vasillelis
Mispricing Persistence and the Effectiveness of Arbitrage Trading pp. 123-156: Pascal Alphonse

The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates pp. 153-178: T.J. Brailsford, J. H.W. Penm and R.D. Terrell
Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests pp. 179-221: Marios Nerouppos, David Saunders, Costas Xiouros and Stavros Zenios
The Long-Run Stock Performance of Privatization IPOs pp. 223-250: Seung-Doo Choi and Sang-Koo Nam
Closed-End Country Funds and International Diversification pp. 251-276: Andreas Charitou, Andreas Makris and George Nishiotis
The Valuation of Options on Bonds with Default Risk pp. 277-306: Riadh Belhaj

The Determinants of Foreign Currency Hedging by U.K. Non-Financial Firms pp. 1-41: Amrit Judge
Australian On-Market Buy-backs: An Examination of Valuation Issues pp. 43-79: Jason Mitchell, H. Y. Izan and Roslinda Lim
Defining and Dating Bull and Bear Markets: Two Centuries of Evidence pp. 81-116: Liliana Gonzalez, Philip Hoang, John G. Powell Massey and Jing Shi
Does Total Risk Matter? The Case of Emerging Markets pp. 117-151: Eric Girard and Amit Sinha

The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach: Evidence for the FTSE 100 and FTSE Mid250 Contracts pp. 131-160: Darren Butterworth and Phil Holmes
The Impact of Commodity Price Risk on Firm Value - An Empirical Analysis of Corporate Commodity Price Exposures pp. 161-187: Söhnke Bartram
Structural Changes of the Conditional Volatility of the Portuguese Stock Market pp. 189-214: Benilde Maria do Nascimento Oliveira and Manuel Jose da Rocha Armada
The Behavior of Prices, Trades and Spreads for Canadian IPO’s pp. 215-236: Lawrence Kryzanowski, Skander Lazrak and Ian Rakita
Sector Integration and the Benefits of Global Diversification pp. 237-269: Mitchell Ratner and Ricardo P. C. Leal

Technical Efficiency of Large Bank Production in Asia and the Pacific pp. 1-22: Milind Sathye
Managerial Cost Inefficiency and Takeovers of U.S. Thrifts pp. 23-42: Fatma Cebenoyan, A. Sinan Cebenoyan and Elizabeth S. Cooperman
What’s Happened at Divested Bank Offices? An Analysis of Antitrust Divestitures in Bank Mergers in the U.S pp. 43-71: Steven Pilloff
Market Response to Announcements of Mergers of Canadian Financial Institutions pp. 72-98: Sebouh Aintablian and Gordon S. Roberts
Effect of Monetary Policy on Commercial Banks Across Different Business Conditions pp. 99-128: Syed M. Harun, M. Kabir Hassan and Tarek S. Zaher

Macroeconomic Stability, Bank Soundness, and Designing Optimum Regulatory Structures pp. 141-171: George Kaufman
Testing for Multiple Types of Marginal Investor in Ex-Day Pricing pp. 173-209: Jan Bartholdy and Kate Brown
Shareholders Wealth Effects of Joint Venture Strategies pp. 211-225: Gertjan Schut and Ruud van Frederikslust
Public Information Arrival and Emerging Markets Returns and Volatility pp. 227-245: Ali Kutan and Tansu Aksoy
Impact of ADR Listing on the Trading Volume and Volatility in the Domestic Market pp. 247-274: Demissew Diro Ejara and Chinmoy Ghosh

Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index: The KFX Index pp. 3-34: Ken L. Bechmann
Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach pp. 35-72: Ronan Powell
Performance Consequences of Privatizing Egyptian State-Owned Enterprises: The Effect of Post-Privatization Ownership Structure on Firm Performance pp. 73-114: Mohammed Omran
Share Price Reaction to Dividend Announcements: Empirical Evidence on the Signaling Model from the Oslo Stock Exchange pp. 115-139: John Capstaff, Audun Klæboe and Andrew P. Marshall