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 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

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