Review of Pacific Basin Financial Markets and Policies (RPBFMP)

1998 - 2025

Current editor(s): Cheng-few Lee

From World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().

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Volume 08, issue 04, 2005

Expectations and Equilibrium in High-Grade Australian Bond Markets pp. 573-592

Francis In and Jonathan Batten

The General Determinants of Share Returns: An Empirical Investigation on the Dhaka Stock Exchange pp. 593-612

Asma Mobarek and Sabur Mollah

Corporate Governance, Cash Holdings, and Firm Value: Evidence from Japan pp. 613-636

Qi Luo and Toyohiko Hachiya

Response Asymmetries in Asian Stock Markets pp. 637-657

Shuh-Chyi Doong, Sheng-Yung Yang and Thomas C. Chiang

Does Mutual Fund Management in India Correspond to its Investment Objective Classification? pp. 659-685

Luis Ferruz Agudo and Cristina Ortiz Lázaro

Determinants of Treasury-LIBOR Swap Spreads pp. 687-705

D. K. Malhotra, Vivek Bhargava and Mukesh Chaudhry

Korea's Post-Crisis Monetary Policy Reforms pp. 707-731

Donghyun Park and Junggun Oh

Recap of the Ninth Conference on Pacific Basin Finance, Economics, and Accounting pp. 733-745

Cheng Few Lee

Recap of the Tenth Conference on Pacific Basin Finance, Economics, and Accounting pp. 747-765

Cheng Few Lee

Volume 08, issue 03, 2005

An Empirical Study of Optimal Bank Corrective Action for Indonesia Employing the Dynamic Contingent Claims Model pp. 339-376

Maximilian Hall and Ganjar Mustika

On the Maintenance Costs and Exit Costs of the Peg in Hong Kong pp. 377-403

Paul S. L. Yip

Returns and Investor Behavior in Taiwan: Does Overconfidence Explain this Relationship? pp. 405-446

Mei-Chen Lin

The Effect of the Degree of Internationalization on Capital Structure for Listed Multinational Corporations in Taiwan during the Asian Financial Crisis pp. 447-466

Hsien-Chang Kuo and Lie-Huey Wang

An Investigation of Conditional Autocorrelation and Cross-Autocorrelation in Emerging Markets pp. 467-499

Robert Faff, David Hillier and Michael D. McKenzie

Doubly-Binomial Option Pricing with Application to Insurance Derivatives pp. 501-523

Carolyn W. Chang and Jack S. K. Chang

Comparison of Linear and Nonlinear Models for Panel Data Forecasting: Debt Policy in Taiwan pp. 525-541

Hsiao-Tien Pao and Yao-Yu Chih

Convertible Bonds Issuance Terms, Management Forecasts, and Earnings Management: Evidence from Taiwan Market pp. 543-571

Chen-Lung Chin, Tyrone Lin and Chia-Chi Lee

Volume 08, issue 02, 2005

Stock Market Reaction to Mergers and Acquisitions in Anticipation of a Subsequent Related Significant Event: Evidence from the Korean Telecommunications Industry pp. 185-200

Changi Nam, Dong-Hoon Yang, Myeong-Cheol Park, Gil-Hwan Oh and Jong-Hyun Park

The Market Reaction Around Ex-Dates of Stock Splits Before and After Decimalization pp. 201-216

Robin K. Chou, Wan-Chen Lee and Sheng-Syan Chen

Trading Patterns and Performance of Trader Types in Taiwan Futures Market pp. 217-234

Chao-Hsien Lin, Hsinan Hsu and Chwan-Yi Chiang

The Effects of High-Tech Companies' Strategic Alliance Announcements on the Stock Prices of the Relevant Companies: A Comparative Analysis of Indirect Benefits for Taiwan's High-Tech Industry Versus Other Industries 1998–2002 pp. 235-250

Chiung-Ju Liang, Ming-Li Yao and Jung-Chu Lin

The Intra-Industry Effect of Share Repurchase Deregulation: Evidence from Taiwan pp. 251-277

Shao-Chi Chang, Jung-Ho Lai and Chen-Hsiang Yu

Insider Trading Activities Before the Simultaneous Announcements of Earnings and Dividends pp. 279-307

Louis T. W. Cheng, Ricky W. F. Szeto and T. Y. Leung

The Determinants and Implications of Matching Maturities pp. 309-337

Sang-Gyung Jun and Frank C. Jen

Volume 08, issue 01, 2005

Asset Prices Under Prospect Theory and Habit Formation pp. 1-29

Mao-Wei Hung and Jr-Yan Wang

Liquidity, Volatility and Stock Price Adjustment: Evidence from Seasoned Equity Offerings in an Emerging Market pp. 31-51

Chia-Cheng Ho, Chin-Chuan Lee, Chien-Ting Lin and C. Edward Wang

Estimating and Explaining Extreme Comovements in Asia-Pacific Equity Markets pp. 53-79

Mahendra Chandra

Stock Repurchase in Korea: Market Reactions and Operating Performance pp. 81-112

Youngkyu Park and Kooyul Jung

Client Firms and Bank Mergers: Positive Wealth Effect of Bank Mergers on Distressed Firms pp. 113-130

Kensuke Tetsuya

Valuing Individual Mortgage Servicing Contracts: A Comparison between Adjustable Rate Mortgages and Fixed Rate Mortgages pp. 131-146

Che-Chun Lin and Lan-Chih Ho

Shanghai's Development as an International Financial Center pp. 147-166

James Laurenceson and Kam Ki Tang

International Mutual Fund Performance and Political Risk pp. 167-184

Barrie A. Bailey, Jean L. Heck and Kathryn A. Wilkens

Volume 07, issue 04, 2004

An Empirical Analysis of Australian Superannuation Fund Expenses pp. 451-469

D. K. Malhotra, R. Martin and V. Marisetty

Stock Price and Trading Volume Effects Associated with Changes in the MSCI Free Indices: Evidence from Taiwanese Firms Added to and Deleted from the Indices pp. 471-491

Pei-Gi Shu, Yin-Hua Yeh and Yu-Chen Huang

Pricing Interest Rate Swaps in Malaysia pp. 493-507

Dick Davies, David Hillier, Andrew Marshall and King Fui Cheah

Trading Volume and Cross-Autocorrelations of Stock Returns in Emerging Markets: Evidence from the Taiwan Stock Market pp. 509-524

Wen-Hsiu Kuo, Hsinan Hsu and Chwan-Yi Chiang

KeiretsuAffiliation and Equity Values in Japan pp. 525-545

Edward B. Douthett, Kooyul Jung and YoungKyu Park

The Vertical Disintegration of Taiwan's Semiconductor Industries: Price and Non-Price Factors pp. 547-569

Shiu-Wan Hung, Chyan Yang and Cheng Few Lee

Analysts' Forecasts of Taiwanese Firms' Earnings: Some Empirical Evidence pp. 571-597

Li-Chin Jennifer Ho and Jeffrey Tsay

Volume 07, issue 03, 2004

Is Too-Big-To-Fail Policy Effective for US Banks in an International Currency Crisis? pp. 311-333

Zhaohui Zhang and Khondkar E. Karim

The Announcement Effects of Restricted Open Market Share Repurchases: Experience from Taiwan pp. 335-354

Miawjane Chen, Chao-Liang Chen and Wan-Hsiu Cheng

The Share Price Responses and Determinants of Strategic Alliances in Taiwan's High-Tech Industry: A Quantile Regression Approach pp. 355-378

Ya-Hui Wang and Chien-Tai Wu

Are Shocks Asymmetric to Volatility of Chinese Stock Markets? pp. 379-395

Wei-Chiao Huang and Yuanlei Zhu

Return Autocorrelations on Individual Stocks and Corresponding Futures: Evidence from Australian, Hong Kong, and United Kingdom Markets pp. 397-422

Donald Lien and Li Yang

The Pricing of Instalments Receipts: New Zealand Evidence pp. 423-449

Alastair Marsden and Russell Poskitt

Volume 07, issue 02, 2004

Market-Based Evaluation for Models to Predict Bond Ratings pp. 153-172

Konan Chan and Narasimhan Jegadeesh

The Constant Elasticity of Variance Models: New Evidence from S&P 500 Index Options pp. 173-190

C. F. Lee, Ta-Peng Wu and Ren-Raw Chen

Bid-Ask Bounce and the Intraday Performance of Limit Orders: Evidence from the Taiwan Stock Exchange pp. 191-211

Yu-Li Liang, Ching-Hai Jiang and Yen-Sheng Huang

The Determinants of Returns on China-Concept Stocks Listed in Taiwan Stock Market pp. 213-231

Chau-Chen Yang, Cheng Few Lee, Chung-Jiun Lin and Ya-Ting Chung

Risk Sharing in Mortgage Loan Agreements pp. 233-258

Poh Har Neo and Seow Eng Ong

The Informative Content of the Net-Buy Information of Institutional Investors: Evidence from the Taiwan Stock Market pp. 259-288

Chaoshin Chiao and Ko-I Lin

Autocorrelation and Volume in the Chinese Stock Market pp. 289-309

Nicolaas Groenewold

Volume 07, issue 01, 2004

Preemptive Strategies for the Assessment and Management of Financial System Risk Levels: An Application to Japan with Implications for Emerging Economies pp. 1-42

Theodore M. Barnhill, Panagiotis Papapanagiotou and Marcos Rietti Souto

Cumulative Returns from the Korean IPO Market pp. 43-75

Byung-Ju Kim, Richard J. Kish and Geraldo M. Vasconcellos

Another Look at the Tuesday Effect in Australia pp. 77-89

Chien-Ting Lin and Lee-Kian Lim

The Risk-Relevant Information Content of Changes in the Basel Capital Regulations in Taiwan pp. 91-117

Huang Der-Fen, Chenen Ko and Chi-Chun Liu

Crisis, Contagion, and East Asian Stock Markets pp. 119-151

Tracy Yang and Jamus Lim