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 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

Volume 09, issue 04, 2006

Post-Takeover Effects on Thai Bidding Firms: Are Takeovers in the Bidder's Interests? pp. 509-531

David Allen and A. Soongswang

Discounted Private Placements in New Zealand: Exploitation or Fair Compensation? pp. 533-548

Hamish Anderson

Measuring Firm-Specific Organizational Capital and its Impact on Value and Productivity: Evidence From Japan pp. 549-574

Pablo Gonzalo Ramirez and Toyohiko Hachiya

Volatility–Volume Relationships Among Types of Traders Considering the Investment Limitation to Foreign Investors pp. 575-596

Ching-Mann Huang, Tsai-Yin Lin, Chih-Hsien Yu and Si-Ying Hoe

The Cross Section of Expected Returns and Amortized Spreads pp. 597-638

Zhongzhi (Lawrence) He and Lawrence Kryzanowski

Price Expectation and the Pricing of Stock Index Futures: Evidence from Developed and Emerging Markets pp. 639-660

Janchung Wang and Hsinan Hsu

The Informative Content of the Net-Buy Information of Institutional Investors in the Taiwan Stock Market: A Revisit Using Conditional Analysis pp. 661-697

Chaoshin Chiao, David C. Cheng and Yunju Shao

Volume 09, issue 03, 2006

News and Asian Emerging Markets pp. 359-384

Tatsuyoshi Miyakoshi

Cost Structure and Efficiency of the Credit Departments of the Farmers' Associations in Taiwan pp. 385-403

Cheng Few Lee, Kehluh Wang and Ya-Hui Peng

An Application of Self-Organizing Maps to Financial Structure Analysis of Keiretsu versus Non-Keiretsu Firms in Japan pp. 405-429

John J. Cheh, Evgeny A. Lapshin and Il-Woon Kim

Debt and Equity Market Reaction to Employment Reports pp. 431-440

Asim Ghosh and Ronnie Clayton

Canadian REITs and Stock Prices: Fractional Cointegration and Long Memory pp. 441-462

Ata Assaf

Beta Estimation and Stability in the US-Listed International Transportation Industry pp. 463-490

Stephen Gong, Michael Firth and Kevin Cullinane

Business Failure Prediction: A Case-Based Reasoning Approach pp. 491-508

Angela Y. N. Yip

Volume 09, issue 02, 2006

Jardine Matheson Group's Delisting from the Stock Exchange of Hong Kong: Evidence on International Market Integration/Segmentation pp. 213-228

Andrew Carverhill and Alex W. H. Chan

Are There Asymmetries in the Relationship Between Exchange Rate Fluctuations and Stock Market Volatility in Pacific Basin Countries? pp. 229-256

Nabil Maghrebi, Mark Holmes and Eric Pentecost

Incorporating the Time-Varying Tail-Fatness into the Historical Simulation Method for Portfolio Value-at-Risk pp. 257-274

Chu-Hsiung Lin, Chang-Cheng Chang Chien and Sunwu Winfred Chen

Effects of Derivatives on Bank Risk pp. 275-295

Dong-Hoon Yang, Inman Song, Junesuh Yi and Young-Hyeon Yoon

Stock Market Linkages Before and After the Asian Financial Crisis: Evidence from Three Greater China Economic Area Stock Markets and the US pp. 297-315

Hwahsin Cheng and John L. Glascock

Financial Distress Prediction in China pp. 317-336

Jianguo Chen, Ben Marshall, Jenny Zhang and Siva Ganesh

Recap of the Thirteenth Conference on Pacific Basin Finance, Economics, and Accounting pp. 337-358

Cheng Few Lee

Volume 09, issue 01, 2006

Who Leads the Australian Interest Rates in the Short and Long Run? An Application of Long Run Structural Modelling pp. 1-24

Abul Masih and Trent Winduss

The Impact of Introduction of QFIIs Trading on the Lead and Volatility Behavior: Evidence for Taiwan Index Futures Market pp. 25-49

Wen-Hsiu Kuo and Shih-Ju Chan

A Model for a Fair Exchange Rate pp. 51-66

Morgan Aries, Gianfranco Giromini and Gunter Meissner

Financial Structure, Corporate Finance and Growth of Taiwan's Manufacturing Firms pp. 67-95

Wan-Chun Liu and Chen-Min Hsu

Fundamental Value Hypothesis and Return Behavior: Evidence from Emerging Equity Markets pp. 97-127

Benjamas Jirasakuldech, Riza Emekter and Peter Went

Transparency — An Empirical Study Using Taiwan Stock Exchange Data pp. 129-147

Chiou-Fa Lin

Recap of the Eleventh Conference on Pacific Basin Finance, Economics, and Accounting pp. 149-179

Cheng Few Lee

Recap of the Twelfth Conference on Pacific Basin Finance, Economics, and Accounting pp. 181-212

Cheng Few Lee