Review of Pacific Basin Financial Markets and Policies (RPBFMP)

1998 - 2025

Current editor(s): Cheng-few Lee

From World Scientific Publishing Co. Pte. Ltd.
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Volume 12, issue 04, 2009

Stock Returns and Volatility: Evidence from Select Emerging Markets pp. 567-592

Ravinder Kumar Arora, Himadri Das and Pramod Kumar Jain

Hedging and Optimal Hedge Ratios for International Index Futures Markets pp. 593-610

Cheng Few Lee, Kehluh Wang and Yan Long Chen

The Valuation of Information Technology Investments by Real Options Analysis pp. 611-628

Kuo-Jung Lee, David S. Shyu and Miao-Ling Dai

An Analysis of China's Stock Market in the First 10 Years pp. 629-653

Siwei Cheng

The Intraday Performance of Contrarian Strategies: Evidence from the Taiwan Stock Exchange pp. 655-674

Kuei-Yuan Wang, Su-Chun Peng and Yen-Sheng Huang

Investment Preference and Strategies of Foreign Institutional Investors Across Different Industries in Taiwan pp. 675-694

Mei-Ling Chen, Fu-Lai Lin, Mei-Chin Hung and Kai-Li Wang

An Empirical Test of a Resources Deployment Portfolio (RDP) Approach to Business Group ROE Decomposition pp. 695-720

David M. Chen and Li-Ling Yang

Volume 12, issue 03, 2009

Signaling through Accounting Accruals vs. Financial Policy: Evidence from Bank Loan Loss Provisions and Dividend Changes pp. 377-402

Dong-Hoon Yang

The Extended Opening Session of the Futures Market and Stock Price Behavior: Evidence from the Taiwan Stock Exchange pp. 403-416

Hsiu-Chuan Lee, Cheng-Yi Chien, Hsiang-Lan Chen and Yen-Sheng Huang

The Impact of Auditors' Opinions, Macroeconomic and Industry Factors on Financial Distress Prediction: An Empirical Investigation pp. 417-454

Bi-Huei Tsai, Cheng Few Lee and Lili Sun

Managerial Responses to Initial Market Reactions on Share Repurchases pp. 455-474

Hung-Kun Chen, Yan-Shing Chen, Chia-Wei Huang and Yanzhi Wang

Cash Holdings, Corporate Governance Structure and Firm Valuation pp. 475-508

Kin-Wai Lee and Cheng-Few Lee

Are Structural VARs with Long-Run Restrictions Useful for Developing Monetary Policy Strategy in Egypt? pp. 509-527

Ahmed Hachicha and Cheng Few Lee

A Bayesian Monte Carlo Markov Chain Method for Loss Models and Risk Measure Assessments pp. 529-543

Ling Hu and Yating Yang

Does Stock Misvaluation Differentiate the Motives for Takeovers? pp. 545-566

Yi-Cheng Shih and Bai-Jia Hsu

Volume 12, issue 02, 2009

Alternative Formulas to Compute Implied Standard Deviation pp. 159-176

James S. Ang, Gwoduan David Jou and Tsong-Yue Lai

Empirical Performance of the Constant Elasticity Variance Option Pricing Model pp. 177-217

Ren-Raw Chen, Cheng-Few Lee and Han-Hsing Lee

Institutional Ownership and Income Smoothing by Japanese Banks through Loan Loss Provisions pp. 219-243

Wikil Kwak, Ho-Young Lee and Vivek Mande

Variation in Stock Return Risks: An International Comparison pp. 245-266

Wan-Jiun Paul Chiou, Alice C. Lee and Cheng-Few Lee

EVA: Does Size Matter? pp. 267-287

Janet Hamilton, Shafiqur Rahman and Alice C. Lee

On the Relationship between Stock Prices and Exchange Rates for India pp. 289-308

Paresh Narayan

The Relationship between European Convertible Bond Issues and Corporate Governance: A Study of Electronics Companies in Taiwan pp. 309-359

Jen-Hung Huang, Hyley Huang and Cheng Few Lee

Recap of 16th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management pp. 361-375

Cheng Few Lee, Tim Robinson and Mark Christensen

Volume 12, issue 01, 2009

Earnings Management by Japanese Bank Managers Using Discretionary Loan Loss Provisions pp. 1-26

Wikil Kwak, Ho-Young Lee and Susan W. Eldridge

Balanced Performance Index and Its Implications: Evidence from Taiwan's Commercial Banks pp. 27-62

Dar-Yeh Hwang, Alice C. Lee, Chi-Chun Liu and Lishu Ouyang

Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market pp. 63-85

Weihua Shi, Larry Eisenberg and Cheng Few Lee

Corporate Asset Sales in Taiwan pp. 87-102

Meijui Sun and K. C. Chen

Analysis of Unsolicited Credit Ratings in Japan: New Evidence from Moody's pp. 103-123

Lisa M. Fairchild, Susan M. V. Flaherty and Yoon S. Shin

Extending the Maturity of a Defaulting Debt — The Longstaff Model Revisited pp. 125-140

Shyan Yuan Lee and Yi Fang Chung

Real Exchange Rate Behavior under Peg: Evidence from the Chinese RMB and Malaysian MYR pp. 141-158

Yongjian E, Anthony Yanxiang Gu and Chau-Chen Yang

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