Review of Pacific Basin Financial Markets and Policies (RPBFMP)

1998 - 2024

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 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

Volume 06, issue 04, 2003

Determinants of Derivative Usage in the Life and General Insurance Industry: The Australian Evidence pp. 405-431

Marc De Ceuster, Liam Flanagan, Allan Hodgson and Mohammad I. Tahir

Before the Enron Collapse: What Corporate CFOs Around the World Said About the Status of Accounting and Disclosure Practices pp. 433-440

James Barth, Susanne Trimbath and Glenn Yago

The Financial and Operational Performances of Privatized Banks: The Philippine Experience pp. 441-472

Pablo F. Mangaran

The Determinants of Derivatives Use: Evidence from Non-Financial Firms in Taiwan pp. 473-500

Pei-Gi Shu and Hsuan-Chi Chen

Cash Breakeven Analysis and Leverage Indices pp. 501-547

Keishiro Matsumoto and James P. Hoban

The Shift of Weekend Effects in Taiwan's Equity Index Return: Index Futures Listings or Other Alternative Explanations pp. 549-572

Anthony H. Tu

Volume 06, issue 03, 2003

The Value Drivers of US Internet Retailers pp. 253-271

Dong-Hoon Yang, Youngsun Kwon, Jae Jeung Rho and Mikyoung Ha

Volatility in World Equity Markets pp. 273-290

Steven J. Cochran, Jean L. Heck and David R. Shaffer

An Application of Threshold Cointegration to Taiwan Stock Index Futures and Spot Markets pp. 291-304

Ching-Chung Lin, Shen-Yuan Chen and Dar-Yeh Hwang

Term Structure Fitting Models and Information Content: An Empirical Examination in Taiwanese Government Bond Market pp. 305-348

Shih-Kuo Yeh and Bing-Huei Lin

The South-East Asia Crisis, Neural Networks and Market Behavior: An Exploratory Study pp. 349-379

Callum Scott

Trade Union Orientation and Macro-Economic Management pp. 381-403

Rosalind Chew and Soon Beng Chew

Volume 06, issue 02, 2003

The Performance of East Asian Economies and Financial Markets since the 1997 Financial Crisis pp. 113-140

Chunchi Wu, Chun-nan Chen and Yan He

On Acculturation in Business Mergers: Empirical Findings from a Commercial Bank's Opinion Survey in Taiwan pp. 141-166

Gili Yen and Nelson N. H. Liao

Do All Securities Class Actions Have the Same Merit? A Stock Market Perspective pp. 167-178

Charmen Loh and R. S. Rathinasamy

Risk under "One Country and Two Systems": Evidence from Class A, B and H Shares of Chinese Listed Companies pp. 179-197

Yimin Zhang and Ronald Zhao

Study on the Non-Random and Chaotic Behavior of Chinese Equities Market pp. 199-222

Patrick K. K. Chu

Competitiveness in Economics pp. 223-251

Tom Campbell

Volume 06, issue 01, 2003

Recent Developments and New Challenges Confronting Central Banking Authorities pp. 1-3

Fa-Chin Liang

Credit Evaluation for Small and Medium-sized Enterprises by the Examination of Firm-specific Financial Ratios and Non-financial Variables: Evidence from Taiwan pp. 5-20

Hsien-Chang Kuo, Lie-Huey Wang, Her-Jiun Sheu and Fa-Kuang Li

Valuation of Covered Warrant Subject to Default Risk pp. 21-44

Shen-Yuan Chen

The Role of Non-Bank Financial Intermediaries in Propagating Korea's Financial Crisis pp. 45-64

William Miles

Monetary Sterilization of Capital Inflows through the Central-Provident-Fund Savings in Singapore pp. 65-86

Ying Wu and Ruifang Wang

Sequential Capital Budgeting as Real Options: The Case of a New DRAM Chipmaker in Taiwan pp. 87-112

Chang-Wen Duan, William T. Lin and Cheng Few Lee

Volume 05, issue 04, 2002

Impacts of Intervention Incorporates with Interest Rate Policy on Taiwan's Economy in E-commerce Environment pp. 453-469

Melody Lo

Strategies to Motivate Brokers Adopting On-line Trading in Hong Kong Financial Market pp. 471-489

Adela S. M. Lau

Online Trading's Impacts on Western Manufacturers' Entry Modes in China pp. 491-507

Lee Li

A Study of Value Factors for Adopting Information Technology in Professional Service Industry — A Demonstrative Case of Accounting Firms in Taiwan pp. 509-519

Shi-Ming Huang, Cheng-Yuan Ku, Yuan-Te Chu and Hsiang-Yuan Hsueh

E-Procurement in Taiwan: Issues and Viewpoints pp. 521-531

P. Pete Chong, Edward T. Chen and Jason C. H. Chen

An Integrated Trading Environment: To Improve Market Transparency and Efficiency pp. 533-549

Adela S. M. Lau

Volume 05, issue 03, 2002

Option Implied Moments: An Application to Nikkei 225 Futures Options pp. 301-320

Kian-Ping Ang, Shafiqur Rahman and Kok-Hui Tan

Return, Volatility and Short-term Capital Inflows: A Test of "Return-Chasing" Hypothesis in Asia-Pacific Equity Markets pp. 321-342

Anthony H. Tu and Shen-Yuan Chen

Earnings Management Surrounding Top Executive Turnover in Japanese Firms pp. 343-371

Miranda Lam Detzler and Susan M. Machuga

A Study of Mispricing and Parity in the Hang Seng Futures and Options Markets pp. 373-394

Kelvin Wai Lung Lai and Andrew Marshall

Further Study on the Performance of Mergers among Credit Associations in Japan pp. 395-416

Yasuo Hoshino and Stephen Turnbull

Long-run Stock Performance of Equity-Issuing Firms: The Case of Private Placements in Singapore pp. 417-438

Sheng-Syan Chen, Kim Wai Ho, Cheng Few Lee and Gillian H. H. Yeo

Volume 05, issue 02, 2002

Risk-Based Deposit Insurance: An Application to Thailand pp. 149-179

Sunti Tirapat

The Quality of Financial Infrastructure and Financial Resilience: Contrasting Taiwan and Thailand pp. 181-194

H. Peter Gray

Use of Deviations of Purchasing Power Parity and Interest Rate Parity to Clarify the 1997 Asian Financial Crisis pp. 195-218

Mao-Wei Hung and Yin-Ching Jan

The Korean IPO Market: Initial Returns pp. 219-253

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

Does Index Futures Dominate Index Spot? Evidence from Taiwan Market pp. 255-275

Ching-Chung Lin, Shen-Yuan Chen, Dar-Yeh Hwang and Chien-Fu Lin

A Comparison of Hedge Effectiveness and Price Discovery between TAIFEX TAIEX Index Futures and SGX MSCI Taiwan Index Futures pp. 277-300

Shen-Yuan Chen, Ching-Chung Lin, Pin-Huang Chou and Dar-Yeh Hwang

Volume 05, issue 01, 2002

In Korea, the Thirst for Funds Drives Change pp. 1-30

Hilton Root, Mark Andrew Abdollahian and Jacek Kugler

Going from Regulation to Supervision: Support for Paradigm Shift from an Efficiency Study of the Merchant Banking Industry In Singapore pp. 31-51

Guan Hua Lim

The U.S. Productivity Figures and Foreign Direct Investment in Japan pp. 53-69

Benjamin Adam Abugri and Gokce Soydemir

Important Factors of Estimated Return and Risk: The Taiwan Evidence pp. 71-92

Kuang-Ping Ku and William T. Lin

On the Effect of Stock Stabilization Fund: A Case of Taiwan pp. 93-109

Yu-Jane Liu and Chih-Hsien Yu

The Application of Cobb-Douglas Production Cost Functions to Construction Firms in Japan and Taiwan pp. 111-128

Cheng-Ping Lin