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 11, issue 04, 2008

Exploring the Root-Leaf Relationship between the Manufacturing and Financial Services Industry in Taiwan pp. 493-509

Chin-Chen Chien, Cheng Few Lee and Ya-Yun Cheng

Volatility Persistence of High-Frequency Returns in the Japanese Government Bond Futures Market pp. 511-530

Weihua Shi and Cheng Few Lee

Does Information Content Necessarily Increase with Greater Pre-Trade Transparency? pp. 531-554

Yaling Lin, Tai Ma and Hsiu-Kuei Chen

Agency Theory and Flotation Methods in Seasoned Equity Offerings: The Case in Taiwan pp. 555-567

Kehluh Wang, Yi-Hsuan Chen and Szu-Wei Huang

Perceptions of Non-Accounting Business Majors about the Managerial Accounting Course pp. 569-590

Mahmud Hossain, Cynthia D. Heagy and Santanu Mitra

Impact of Tick-Size Reduction on the Market Liquidity — Evidence from the Emerging Order-Driven Market pp. 591-616

Tzung-Yuan Hsieh, Shaung-Shii Chuang and Ching-Chung Lin

A Study on Stock-Selection and Market-Timing Performance: Evidence from Hong Kong Mandatory Provident Funds (MPF) pp. 617-649

Patrick Kuok-kun Chu and Michael McKenzie

Volume 11, issue 03, 2008

Performance and Investments in China from Industrial Perspectives: Evidence from Taiwan Firms pp. 331-346

Yi-Chein Chiang, Tung Liang Liao and Yu-Ling Liu

What Drives the Cash Dividend Policy of the Poorly Performing Firms in Hong Kong? pp. 347-361

Louis T. W. Cheng, Hung-Gay Fung and T. Y. Leung

Thailand Capital Flight through Trade with the US During Times of Political and Economic Instability pp. 363-387

Pornchai Chunhachinda, Maria E. de Boyrie and Simon J. Pak

An Empirical Study on the Long-Run Determinants of Exchange Rate pp. 389-409

I-Ming Chiu

Investment and Capital Market Imperfections: Some Evidence from a Developing Economy, India pp. 411-428

Saumitra Bhaduri

Valuing IPOs Using Price-Earnings Multiples Disclosed by IPO Firms in an Emerging Capital Market pp. 429-463

Michael Firth, Yue Li and Steven Shuye Wang

Subprime Mortgages, Market Impact, and Safety Nets pp. 465-492

Ronald D. Watson

Volume 11, issue 02, 2008

Measuring the Contribution of Intangibles to Productivity Growth: A Disaggregate Analysis of Japanese Firms pp. 151-186

Pablo Gonzalo Ramirez and Toyohiko Hachiya

Value-at-Risk Efficient Portfolio Selection Using Goal Programming pp. 187-200

Hsin-Hung Chen

Dividend Initiations by High-Tech Firms pp. 201-226

Michael Lacina and Zhaohui Zhang

The Dynamics of Trades and Quote Revisions Across Stock, Futures, and Option Markets pp. 227-254

Jangkoo Kang and Hyoung-Jin Park

Competition and Survival of Stock Exchanges: Lessons from Canada pp. 255-286

Cécile Carpentier, Jean-François L'Her and Jean-Marc Suret

The Impact of Non-Performing Loans on Bank's Operating Efficiency for Taiwan Banking Industry pp. 287-304

Chiung-Ju Liang, Ming-Li Yao, Dar-Yeh Hwang and Wei-Hsiung Wu

Efficient Market Hypothesis (EMH): Past, Present and Future pp. 305-329

Gili Yen and Cheng Few Lee

Volume 11, issue 01, 2008

A Cross-Country Assessment of Bank Risk-Shifting Behavior pp. 1-34

James Barth, Mark Bertus, Jiang Hai and Triphon Phumiwasana

The Timescale Effects of Corporate Governance Measure on Predicting Financial Distress pp. 35-46

Hsin-Hung Chen

Modelling Regulatory Change V's Volume, of Trading Effects in HSIF and HSI Volatility pp. 47-59

Gerard Gannon and Siu Pang Au-Yeung

China's Exchange Traded Fund: Is There a Trading Place Bias? pp. 61-74

Louis T. W. Cheng, Hung-Gay Fung and Yiuman Tse

The Second Financial Reform and the Development of Financial Industry in Taiwan pp. 75-97

Wei-Hsiung Wu

China-Concept Factor and Stock Returns in Taiwan pp. 99-122

Chau-Chen Yang, Cheng Few Lee, Yi-Jung Chen and Ling Hu

Recap of the 15th Conference on Pacific Basin Finance, Economics, Accounting, and Management pp. 123-150

Cheng Few Lee and Cao Hao Thi

Volume 10, issue 04, 2007

Short Sales Constraints and Return Volatility: Evidence from the Chinese A and H Share Markets pp. 469-478

Anthony Yanxiang Gu and Chauchen Yang

Establishing a Pecking Order for Finance Academics: Ranking of US Finance Doctoral Programs pp. 479-490

Jean L. Heck

Liquidity-Adjusted Benchmark Yield Curves: A Look at Trading Concentration and Information pp. 491-518

William T. Lin and David Sun

Transitory Price Changes in the Chinese Stock Markets pp. 519-540

Zhaohui Zhang, Howard Nemiroff, Jiamin Wang and Khondkar Karim

Earnings Management and the Pricing of Initial Public Offerings pp. 541-559

Kyoko Nagata and Toyohiko Hachiya

Cross-Market Linkages of Taiwan Index Futures Contracts Listed on the Taiwan Futures Exchange and the Singapore Exchange pp. 561-583

Hung-Gay Fung, Qingfeng "Wilson" Liu and Gyoungsin "Daniel" Park

Ownership Restriction, Information Diffusion Speed, and the Performance of Technical Trading Rules in Chinese Domestic and Foreign Shares Markets pp. 585-617

Wei Li and Steven Shuye Wang

Volume 10, issue 03, 2007

Does Idiosyncratic Volatility Matter? New Zealand Evidence pp. 289-308

Michael Drew, Alastair Marsden and Madhu Veeraraghavan

Integrating A- and B-Share Markets in China: The Effects of Regulatory Policy Changes on Market Efficiency pp. 309-328

Changjiang Lu, Kemin Wang, Haiwei Chen and James Chong

Tests of the Functional Form, the Wealth Effect, Currency Substitution, and Capital Mobility for Taiwan's Money Demand Function pp. 329-339

Yu Hsing

The Difference Between Measuring Internal Funds Allocations in Groups and in Diversified Firms pp. 341-347

Marc Jegers, Kooyul Jung and Byungmo Kim

Foreign Exchange Volatility Shifts and Futures Hedging: An ICSS-GARCH Approach pp. 349-388

Iqbal Mansur, Steven J. Cochran and David Shaffer

The Dynamic Relationship between the Investment Behavior and the Morgan Stanley Taiwan Index: Foreign Institutional Investors' Decision Process pp. 389-413

Mei-Ling Chen, Kai-Li Wang, Ya-Ching Sung, Fu-Lai Lin and Wei-Chuan Yang

Intra-Industry Effects of Delayed New Product Introductions pp. 415-443

Sheng-Syan Chen, Tsai-Yen Chung, Kim Wai Ho and Cheng Few Lee

A Simplified Firm Value-Based Risky Discount Bond Pricing Model pp. 445-468

Alan T. Wang and Sheng-Yung Yang

Volume 10, issue 02, 2007

Calendar Spread Trading and the Efficiency of Australian Bank Accepted Bill Futures Market pp. 157-172

John A. Anderson and Steven Li

Agency Costs of Controlling Shareholders' Share Collateral with Taiwan Evidence pp. 173-191

Anlin Chen, Lanfeng Kao and Yi-Kai Chen

Asymmetric Effects on East Asian Financial Integration: Is There "Japanese Dominance"? pp. 193-214

Ying Huang and Feng Guo

Price Discovery across the Stock Index Futures and the ETF Markets: Intra-Day Evidence from the S&P 500, Nasdaq-100 and DJIA Indices pp. 215-236

Mei-Maun Hseu, Huimin Chung and Erh-Yin Sun

Exchange Rate Volatility and the Asian Financial Crisis: Evidence from South Korea and ASEAN-5 pp. 237-264

Ahmad Zubaidi Baharumshah and Chee-Wooi Hooy

The Jump Behavior of Foreign Exchange Market: Analysis of Thai Baht pp. 265-288

Jow-Ran Chang, Mao-Wei Hung, Cheng Few Lee and Hsin-Min Lu

Volume 10, issue 01, 2007

Rational Speculative Bubbles in the Thai Stock Market: Econometric Tests and Implications pp. 1-13

Sethapong Watanapalachaikul and Sardar M. N. Islam

Do Asian Stock Markets Follow a Random Walk? Evidence from LM Unit Root Tests with One and Two Structural Breaks pp. 15-31

Hooi Hooi Lean and Russell Smyth

Does Investors' Sophistication Affect Persistence and Pricing of Discretionary Accruals? pp. 33-50

Lanfeng Kao

Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach pp. 51-61

Aktham Maghyereh, Haitham Al-Zoubi and Haitham Nobanee

Explaining the Risk/Return Mismatch of the MSCI China Index: A Systematic Risk Analysis pp. 63-80

Priscilla Liang

Regime Shifts in the Stock–Bond Relation in Australia pp. 81-99

Garry Hobbes, Frewen Lam and Geoffrey F. Loudon

The Effects of Foreign Bank Entry on the Thai Banking Market: Empirical Analysis from 1990 to 2002 pp. 101-126

Hidenobu Okuda and Suvadee Rungsomboon

Recap of The Joint 14th Annual PBFEA and 2006 Annual Financial Engineering Association of Taiwan Conference pp. 127-155

Cheng Few Lee