Multinational Finance Journal

1997 - 2021

Current editor(s): Panayiotis C. Andreou

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Volume 7, issue 3-4, 2003

Is the Source of FDI Important to Emerging Market Economies? Evidence from Japanese and U.S. FDI pp. 107-130

Wi Saeng Kim, Esmeralda Lyn and Edward Zychowicz

Use of Different Trading Environments Around Interim Earnings Announcements on the Helsinki Stock Exchange pp. 131-152

Markku Vieru

The Release of Nelson Mandela: Effect on the Johannesburg Securities Exchange pp. 153-175

Costas M. Stephanou, Gawie S. du Toit and Marius J. Maritz

Comparing Conditional Variance Models: Theory and Empirical Evidence pp. 177-206

Paolo Girardello, Orietta Nicolis and Giovanni Tondini

The Role of Financial Instruments in Integrated Catastrophic Flood Management pp. 207-230

Tatiana Ermolieva, Yuri Ermoliev, Guenther Fischer and Istvan Galambos

Volume 7, issue 1-2, 2003

A Coupling of Extreme-Value Theory and Volatility Updating with Value-at-Risk Estimation in Emerging Markets: A South African Test pp. 3-23

Anthony J. Seymour and Daniel A. Polakow

A Hedging Strategy for New Zealand’s Exporters in Transaction Exposure to Currency Risk pp. 25-54

Kam Fong Chan, Christopher Gan and Patricia A. McGraw

The Performance of Analytical Approximations for the Computation of Asian Quanto-Basket Option Prices pp. 55-82

Jean-Yves Datey, Genevieve Gauthier and Jean-Guy Simonato

An Empirical Study of Portfolio Selection for Optimally Hedged Portfolios pp. 85-106

C. J. Adcock

Volume 6, issue 3-4, 2002

Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias pp. 131-166

Larry R. Gorman and Bjørn Jørgensen

The Dynamics and Stochastics of Currency Betas Based on the Unbiasedness Hypothesis in Foreign Exchange Markets pp. 167-195

Winston T. Lin, Hong-Jen Lin and Yueh H. Chen

The Information Content of Earnings on Stock Prices: The Kuwait Stock Exchange pp. 197-221

Rashid Al-Qenae, Carmen Li and Bob Wearing

The Sensitivity of European Bank Stocks to German Interest Rates Changes pp. 223-249

Simon Stevenson

Volume 6, issue 2, 2002

Multi-Fractality in Foreign Currency Markets pp. 65-98

Marco Corazza and Anastasios Malliaris

A Decomposition of Empirical Distributions with Applications to the Valuation of Derivative Assets pp. 99-130

Mondher Bellalah and Marc Lavielle

Volume 6, issue 1, 2002

The Scrutinized-firm Effect, Portfolio Rebalancing, Stock Return Seasonality, and the Pervasiveness of the January Effect in Canada pp. 1-27

George Athanassakos

Dissemination of Stock Recommendations and Small Investors: Who Benefits? pp. 29-42

Bilgehan Yazici and Yaz Muradoglu

Nonlinear Noise Estimation in International Capital Markets pp. 43-63

Costas Siriopoulos and Alexandros Leontitsis

Volume 5, issue 4, 2001

Equity Risk Factors for a Small Open Economy: A Risk Management Perspective pp. 225-257

Hossein Asgharian and Bjorn Hansson

Financial Integration of Emerging Markets: An Analysis of Latin America Versus South Asia Using Individual Stocks pp. 259-301

Cathy S. Goldberg and Francisco A. Delgado

Volume 5, issue 3, 2001

Emerging Markets: Investing with Political Risk pp. 155-173

Ephraim Clark and Radu Tunaru

Monetary Policy Rules in Practice: Evidence from New Zealand pp. 175-200

Angela Huang, Dimitri Margaritis and David Mayes

An Analysis of the Dynamic Relationships Between the South African Equity Market and Major World Equity Markets pp. 201-224

Asjeet S. Lamba and Isaac Otchere

Volume 5, issue 2, 2001

Shareholder Wealth Effects of Dividend Policy Changes in an Emerging Stock Market: The Case of Cyprus pp. 87-112

Nickolaos Travlos, Lenos Trigeorgis and Nikos Vafeas

Equity Price Dynamics Before and After the Introduction of the Euro: A Note pp. 113-128

Yin-Wong Cheung and Frank Westermann

Impact of Scheduled U.S. Macroeconomic News on Stock Market Uncertainty: A Multinational Perspecive pp. 129-148

Jussi Nikkinen and Petri Sahlstrom

The Short-Run Performance of IPOs of Privately Owned and Publicly Owned Firms: A Note from Australia pp. 149-154

Adam Steen, Petko Kalev and Keith Turpie

Volume 5, issue 1, 2001

The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns pp. 1-33

Amalia Di Iorio and Robert Faff

The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market pp. 35-58

Tim Brailsford, Jack H.W. Penm and R. Deane Terrell

Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets? pp. 59-86

Wing-Keung Wong, Boon-Kiat Chew and Douglas Sikorsk

Volume 4, issue 3-4, 2000

Special Issue on Asset Price Dynamics and Risk Management pp. 155-157

Yin-Wong Cheung

Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian pp. 159-179

Torben Andersen, Tim Bollerslev, Francis Diebold and Paul Labys

Information, Announcement, and Listing Effects of ADR Programs and German-U.S. Stock Market Integration pp. 181-200

Michael Hertzel, Paul Lowengrub and Michael Melvin

An Integrated Risk Management Method: VaR Approach pp. 201-219

Hailiang Yang

Investor Recognition of Bankrputcy Costs: Evidence from the 1987 Market Crash pp. 221-245

Cheol S. Eun and H. Jonathan Jang

High Frequency Deutsche Mark-US Dollar Returns: FIGARCH Representations and Non Linearities pp. 247-267

Richard T. Baillie, Aydin A. Cecen and Young-Wook Han

Diagnosing Shocks in Stock Market Returns of Greater China pp. 269-288

Lo W.c and W.S. Chan

Volume 4, issue 1-2, 2000

Special Issue on Initial Public Offerings pp. 1-4

George J. Papaioannou and Nickolaos G. Travlos

The Relationship Between Overallotment Options, Underwriting Fees and Price Stabilization For Canadian IPOs pp. 5-34

Richard Chung, Lawrence Kryzanowski and Ian Rakita

Hot and Cold IPO Markets: Identification Using a Regime Switching Model pp. 35-68

Tim Brailsford, Richard Heaney, John Powell and Jing Shi

Privatization versus Private Sector Initial Public Offerings in Poland pp. 69-99

Wolfgang Aussenegg

The Predictability of Management Forecast Error: A Study of Australian IPO Disclosures pp. 101-132

Neil Hartnett and Jennifer Romcke

An Analysis of Factors Affecting Investor Demand for Initial Public Offerings in Singapore pp. 133-153

Li Li Eng and Hwee Shan Aw

Volume 3, issue 4, 1999

Financial Crisis and Changes in Determinants of Risk and Return: An Empirical Investigation of an Emerging Market (ISE) pp. 223-252

Yaz Muradoglu, Hakan Berument and Kivilcim Metin Özcan

Gambling Banks and Firm Financing in Transition Economies pp. 253-282

Ranko Jelic, Richard Briston and Chris Mallin

Volume 3, issue 3, 1999

Technical Analysis in the Foreign Exchange Market: A Cointegration-Based Approach pp. 147-172

Norbert Fiess and Ronald MacDonald

Dynamic and Stochastic Instability and the Unbiased Forward Rate Hypothesis: A Variable Mean Response Approach pp. 173-221

Winston T. Lin

Volume 3, issue 2, 1999

A Multicriteria Discrimination Method for the Prediction of Financial Distress: The Case of Greece pp. 71-101

Michael Doumpos and Constantin Zopounidis

An Investigation of Thai Listed Firms' Financial Distress Using Macro and Micro Variables pp. 103-125

Sunti Tirapat and Aekkachai Nittayagasetwat

Using Financial Information to Differentiate Failed vs. Surviving Finance Companies in Thailand: An Implication for Emerging Economies pp. 127-145

Obeua S. Persons

Volume 3, issue 1, 1999

The Value of Invoice Currency Choice in a Volatile Exchange Rate Environment pp. 1-17

Pekka Ahtiala and Yair E. Orgler

International Transmission of Information: A Study of the Relationship Between the U.S. and Greek Stock Markets pp. 19-40

Nikitas Niarchos, Yiuman Tse, Chunchi Wu and Allan Young

Do Trading Rules Based upon Winners and Losers Work Across Markets? Evidence from the Pacific Basin and U.S. Markets pp. 41-70

Hung-Gay Fung, Wai K. Leung and Gary A. Patterson