Review of Pacific Basin Financial Markets and Policies (RPBFMP)

1998 - 2019

Current editor(s): Cheng-few Lee

From World Scientific Publishing Co. Pte. Ltd.
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Volume 22, issue 01, 2019

Should the Advanced Measurement Approach for Operational Risk be Discarded? Evidence from the Chinese Banking Industry pp. 1-15

Xiaoqian Zhu, Jianping Li and Dengsheng Wu

Impact of Chinese Yuan Devaluation on the Dependence Structure: The Archimedean Copula Approach pp. 1-27

Wing-Choong Lai and Kim-Leng Goh

Fundamental and Technical Trading in the Emerging Market of an Oil-Based Economy pp. 1-19

Sulaiman Al-Jassar

Does the Financial Integration in ASEAN+3 Respond to Financial Cooperation Agreement and Influence the Real Sectors? pp. 1-18

Md. Saifur Rahman and Farihana Shahari

Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets pp. 1-18

Willy Alanya and Gabriel Rodríguez

Tests of Alternative Asset Pricing Models Using Individual Security Returns and a New Multivariate F-Test pp. 1-34

Shafiqur Rahman and Matthew J. Schneider

Reinvestigate the Bid–Ask Bounce Effect and Pricing of Idiosyncratic Volatility: The Case of the Australian Market pp. 1-23

Bin Liu, Monica Tan and Marie-Anne Cam

Volume 21, issue 04, 2018

Accounting Standards and Earnings Quality — Evidence from Registered ADRs pp. 1-40

Yaseen S. Alhaj-Yaseen, Kean Wu and Leslie B. Fletcher

The Impact of Global Financial Crisis on IPO Underpricing in Malaysian Stock Market pp. 1-17

Hon-Wei Leow and Wee-Yeap Lau

Alternative Methods to Estimate Implied Variance: Review and Comparison pp. 1-28

Yibing Chen, Cheng-Few Lee, John Lee and Jow-Ran Chang

Financial Statement Analysis: Evidence from Chinese Firms pp. 1-32

Li Li Eng, Xi Tian and T. Robert Yu

Institutional Investors’ Monitoring and Stock Price Crash Risk: Evidence from Politically Connected Firms pp. 1-35

Chwee Ming Tee, Angelina Seow Voon Yee and Aik Lee Chong

Impacts of Introducing Index Futures on Stock Market Volatilities: New Evidences from China pp. 1-23

Yang Gao and Bianxia Sun

Does Convertible Arbitrage Risk Exposure Vary Through Time? pp. 1-25

Liam Gallagher, Mark Hutchinson and John O’Brien

Volume 21, issue 03, 2018

Impact of Oil Price on Australian Stock Market Returns pp. 1-27

Hui Li and Raul Paraco

Do Weak Internal Controls Affect Institutional Ownership Decisions? pp. 1-37

Ching-Lung Chen and Chung-Yu Chen

The Impact of Macroeconomic Factors on Environmental Loss Ratio: Evidence from Taiwanese Insurance Data pp. 1-13

Li-Hua Lai, Ching-Hao Chen and Tung-Cheng Chang

The Relationship between Hedge Fund Performance and Stock Market Sentiment pp. 1-29

Yao Zheng and Eric Osmer

Growth Slowdown Analysis for Indonesia’s Subnational Economies: An Empirical Investigation pp. 1-36

Tan Khee Giap, Sasidaran Gopalan and Nursyahida Ahmad

Informed Repurchases, Information Asymmetry and the Market Response to Open Market Share Repurchases pp. 1-32

Bong Soo Lee and Nathan Mauck

Bank External Financing and Early Adoption of SFAS 133 pp. 1-40

Sophia I-Ling Wang

Volume 21, issue 02, 2018

Liquidity and Profitability: A Co-Integration Study pp. 1-20

Khairul Alom

Long-Term Dependency Structure and Structural Breaks: Evidence from the U.S. Sector Returns and Volatility pp. 1-38

Geoffrey Ngene, Ann Nduati Mungai and Allen K. Lynch

Management of Revenue and Earnings in Korean Firms Influenced by Cognitive Reference Points pp. 1-36

Michael Lacina, B. Brian Lee and Dong Wuk Kim

Volatility Forecast by Volatility Index and Its Use as a Risk Management Tool Under a Value-at-Risk Approach pp. 1-48

Yam Wing Siu

Factors Affecting Export Competitiveness of Singapore’s Manufacturing Sector: A Regression Analysis pp. 1-11

Soon-Beng Chew, Jia Hong Chen, Ming Chou Hung and Teresa Wan Ying Lek

The Effect of Shareholder Rights and Information Asymmetry on Stock-Option-Related Repurchase Activity pp. 1-41

Joanna Golden

Recap of the 25th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management pp. 1-9

Cheng-Few Lee and Khee Giap Tan

Volume 21, issue 01, 2018

Ad Hoc Black and Scholes Procedures with the Time-to-Maturity pp. 1-21

Suk Joon Byun, Sol Kim and Dong Woo Rhee

What Do We Know About New Venture Investment Time Patterns? pp. 1-19

Reinhard Schulte

Does the Information Content of Central Bank Speeches Impact on the Level of Exchange Rate? A Comparative Study of Canadian and Australian Central Bank Communications pp. 1-27

Becksndale Masawi, Sukanto Bhattacharya and Terry Boulter

Income Shifting as an Aspect of Tax Avoidance: Evidence from U.S. Multinational Corporations pp. 1-53

Adriana Cordis and Chris Kirby

Level 3 Assets and Credit Risk pp. 1-35

May Xiaoyan Bao and Yixin Liu

A First Look at the Trilemma Vis-à-Vis Quadrilemma Monetary Policy Stance in a Pacific Island Country Context pp. 1-22

Jen Je Su, Lavenia Cocker, Disusu Delana and Parmendra Sharma

Bank Liquidity Risk and Performance pp. 1-40

Yi-Kai Chen, Chung-Hua Shen, Lanfeng Kao and Chuan-Yi Yeh

Volume 20, issue 04, 2017

The Announcement Effect of Cash Dividend Changes on Share Prices: Evidence from Dhaka Stock Exchange pp. 1-19

Naheed Rabbani

Effects of Financial Soundness and Openness on Financial Development pp. 1-14

Sayyed Ziaei

Derivative Practices in Australian and Canadian Industries pp. 1-39

Franziska Wolf, Terry Boulter and Sukanto Bhattacharya

Major Currency ETFs and Their Associated Spot and Futures Rates pp. 1-32

Chaiyuth Padungsaksawasdi and Ali Parhizgari

The Leasing Decisions of Startup Firms pp. 1-30

Carmen Cotei and Joseph Farhat

Unmasking the Relationships Between Exchange Rate Exposure and Its Determinants: A More Complete Picture from Quantile Regressions pp. 1-28

Luke Lin and Chun I Lee

Assessing Development Strategies of Jiangsu and Taiwan: A Geweke Causality Analysis pp. 1-28

Khee Giap Tan, Randong Yuan and Sangiita Wei Cher Yoong

Volume 20, issue 03, 2017

Improving Capital Budgeting Through Probabilistic Approaches pp. 1-21

Oualid Benallou and Rajae Aboulaich

Lead–Lag Relationship Between Returns and Implied Moments: Evidence from KOSPI 200 Intraday Options Data pp. 1-20

Sol Kim and Geul Lee

Impact of Rollover Risk and Corporate Policy on Extreme Risk in the Taiwanese Manufacturing Industry pp. 1-20

Wan-Chien Chiu, Chih-Wei Wang, Wei-Ning Wu and Chuan-Ju Lin

A Window into Thai Mutual Fund Managers’ Perception and Decision-Making Process pp. 1-43

Anchada Charoenrook and Pantisa Pavabutr

Ambiguous Customer Identity Disclosure and the Cost of Equity Capital pp. 1-29

Hsin-Yi Yu and Li-Wen Chen

Bank Structure and Liquidity Shocks: Evidence from Emerging Markets During the 2008 Financial Crisis pp. 1-25

Pu Liu, Yingying Shao and Yiwen Gu

Financial Deepening and Economic Growth in Transition Economies of Southeast Asia: A Geweke Causality Analysis pp. 1-25

Khee Giap Tan, Sasidaran Gopalan and Phuong Anh Nguyen Le

Volume 20, issue 02, 2017

Asymmetric Reinforcement Learning and Conditioned Responses During the 2007–2009 Global Financial Crisis: Evidence from Taiwan pp. 1-44

Chih-Hsiang Chang, Shan-Shan Chen and Song-Lin Hsieh

Impact of Qualitative Characteristics on Market Equilibrium: Simulation with Agent-Based Modeling pp. 1-22

Safae Badraoui, Khalid Bensaid, Ahmed Mouad El Haloui and Rajae Aboulaich

China’s Macroeconomic Fundamentals on Stock Market Volatility: Evidence from Shanghai and Hong Kong pp. 1-57

Andy Wui Wing Cheng and Iris Wing Han Yip

Explaining the On-The-Run Puzzle with Corporate Bonds pp. 1-36

Anthony Jerome Anderson and Michael Stuart Long

Modeling Consumers’ Behavior in New Dual Banking Markets: The Case of Morocco pp. 1-24

Mohamed Wail Aaminou and Rajae Aboulaich

The Effect of FASB Statement No. 123R on Stock Repurchases: An Empirical Examination of Management Incentives pp. 1-31

Steven Hegemann and Iuliana Ismailescu

Market States and Momentum: Evidence from the Dhaka Stock Exchange pp. 1-19

Mostafa Saidur Rahim Khan

Volume 20, issue 01, 2017

Cross-National CSR Web Reporting: A Comparative Analysis of Multinational Corporations in the U.S. and South Korea pp. 1-28

Victor Kane, Altay Dikeç and Jin Yong Park

The Timeliness of Financial Reporting and Fair Values: Evidence from U.S. Banks pp. 1-30

Hua-Wei Huang, Mai Dao and Wen-Chi Sun

On the Performance of the Comonotonicity Approach for Pricing Asian Options in Some Benchmark Models from Equities and Commodities pp. 1-32

Jilong Chen and Christian-Oliver Ewald

Are Derivatives Implicated in the Recent Financial Crisis? Evidence from Banks in Emerging Countries pp. 1-41

Mohamed Rochdi Keffala

Participating Contingent Premium Options pp. 1-14

Aboulaich Rajae and Dchieche Amina

Recap of the 24th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management pp. 1-14

Cheng-Few Lee and Tian-Shyr Dai

Dividends and Subsequent Profitability: An Examination of a Dual Dividend Stock Market pp. 1-35

Chin-Sheng Huang, Chun-Fan You and Hsiao-Fen Hsiao