IDEAS home Printed from https://ideas.repec.org/a/eee/pacfin/v10y2002i5p497-516.html
   My bibliography  Save this article

A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002

Author

Listed:
  • Chan, K.
  • Karolyi, G. A.
  • Rhee, S. G.

Abstract

No abstract is available for this item.

Suggested Citation

  • Chan, K. & Karolyi, G. A. & Rhee, S. G., 2002. "A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002," Pacific-Basin Finance Journal, Elsevier, vol. 10(5), pages 497-516, November.
    • Handle: RePEc:eee:pacfin:v:10:y:2002:i:5:p:497-516
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0927-538X(02)00071-9
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ho, Lan-Chih & Burridge, Peter & Cadle, John & Theobald, Michael, 2000. "Value-at-risk: Applying the extreme value approach to Asian markets in the recent financial turmoil," Pacific-Basin Finance Journal, Elsevier, vol. 8(2), pages 249-275, May.
    2. Wiwattanakantang, Yupana, 2001. "Controlling shareholders and corporate value: Evidence from Thailand," Pacific-Basin Finance Journal, Elsevier, vol. 9(4), pages 323-362, August.
    3. Brown, Philip & Clarke, Alex & How, Janice C. Y. & Lim, Kadir J. P., 2002. "Analysts' dividend forecasts," Pacific-Basin Finance Journal, Elsevier, vol. 10(4), pages 371-391, September.
    4. Cai, Jun & Wei, K. C. John, 1997. "The investment and operating performance of Japanese initial public offerings," Pacific-Basin Finance Journal, Elsevier, vol. 5(4), pages 389-417, September.
    5. Paudyal, K. & Saadouni, B. & Briston, R. J., 1998. "Privatisation initial public offerings in Malaysia: Initial premium and long-term performance," Pacific-Basin Finance Journal, Elsevier, vol. 6(5), pages 427-451, November.
    6. Jelic, Ranko & Saadouni, Brahim & Briston, Richard, 2001. "Performance of Malaysian IPOs: Underwriters reputation and management earnings forecasts," Pacific-Basin Finance Journal, Elsevier, vol. 9(5), pages 457-486, November.
    7. Cheung, Ying-Wong & He, Jia & Ng, Lilian, 1995. "Pacific-Basin stock markets and real activity," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 143-143, May.
    8. Chan, Kam C. & Chen, Carl R. & Steiner, Thomas L., 2001. "Research productivity of the finance profession in the Asia-Pacific region," Pacific-Basin Finance Journal, Elsevier, vol. 9(3), pages 265-280, June.
    9. Di Iorio, Amalia & Faff, Robert, 2002. "The pricing of foreign exchange risk in the Australian equities market," Pacific-Basin Finance Journal, Elsevier, vol. 10(1), pages 77-95, January.
    10. Chong, Beng-Soon & Liu, Ming-Hua & Altunbas, Yener, 1996. "The impact of universal banking on the risks and returns of Japanese financial institutions," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 181-195, July.
    11. Chang, Eric C. & McQueen, Grant R. & Pinegar, J. Michael, 1999. "Cross-autocorrelation in Asian stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 7(5), pages 471-493, December.
    12. Chay, J. B. & Eleswarapu, Venkat R., 2001. "Deregulation and capital market integration: A study of the New Zealand stock market," Pacific-Basin Finance Journal, Elsevier, vol. 9(1), pages 29-46, January.
    13. Su, Dongwei & Fleisher, Belton M., 1999. "Why does return volatility differ in Chinese stock markets?," Pacific-Basin Finance Journal, Elsevier, vol. 7(5), pages 557-586, December.
    14. Kane, Edward J., 1995. "Difficulties of transferring risk-based capital requirements to developing countries," Pacific-Basin Finance Journal, Elsevier, vol. 3(2-3), pages 193-216, July.
    15. Loughran, Tim & Ritter, Jay R. & Rydqvist, Kristian, 1995. "Initial public offerings: International insights," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 139-140, May.
    16. Lam, Swee-Sum & Pak, Hoe-Soon, 1993. "A note on capital market segmentation: new tests and evidence," Pacific-Basin Finance Journal, Elsevier, vol. 1(3), pages 263-276, September.
    17. Ahn, Hee-Joon & Cheung, Yan-Leung, 1999. "The intraday patterns of the spread and depth in a market without market makers: The Stock Exchange of Hong Kong," Pacific-Basin Finance Journal, Elsevier, vol. 7(5), pages 539-556, December.
    18. Hamao, Yasushi & Packer, Frank & Ritter, Jay R., 2000. "Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan," Pacific-Basin Finance Journal, Elsevier, vol. 8(5), pages 529-558, October.
    19. Bailey, Warren & Chung, Y. Peter & Kag, Jun-koo, 1996. "Investment restrictions and the pricing of Korean convertible Eurobonds," Pacific-Basin Finance Journal, Elsevier, vol. 4(1), pages 93-111, May.
    20. Lim, Kian-Guan & Wong, Kie-Ann & Yeo, Wee-Yong & Wong, Soo-Chen, 1999. "Information and liquidity effects of government approved stock investments," Pacific-Basin Finance Journal, Elsevier, vol. 7(5), pages 523-538, December.
    21. Cai, Jun & Loughran, Tim, 1998. "The performance of Japanese seasoned equity offerings, 1971-1992," Pacific-Basin Finance Journal, Elsevier, vol. 6(5), pages 395-425, November.
    22. Sullivan, Michael J. & Unite, Angelo A., 2001. "The influence of group affiliation and the underwriting process on emerging market IPOs: The case of the Philippines," Pacific-Basin Finance Journal, Elsevier, vol. 9(5), pages 487-512, November.
    23. Jo, Hoje & Prinkerton, John M. & Sarin, Atulya, 1995. "Financing decisions and the investment opportunity set: Some evidence from Japan," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 140-141, May.
    24. Qi, Daqing & Wu, Woody & Zhang, Hua, 2000. "Shareholding structure and corporate performance of partially privatized firms: Evidence from listed Chinese companies," Pacific-Basin Finance Journal, Elsevier, vol. 8(5), pages 587-610, October.
    25. Cai, Jun & Cheung, Yan-Leung & Goyal, Vidhan K., 1999. "Bank monitoring and the maturity structure of Japanese corporate debt issues," Pacific-Basin Finance Journal, Elsevier, vol. 7(3-4), pages 229-249, August.
    26. Chowdhry, Bhagwan & Goyal, Amit, 2000. "Understanding the financial crisis in Asia," Pacific-Basin Finance Journal, Elsevier, vol. 8(2), pages 135-152, May.
    27. Hu, Shing-yang, 1998. "The effects of the stock transaction tax on the stock market - Experiences from Asian markets," Pacific-Basin Finance Journal, Elsevier, vol. 6(3-4), pages 347-364, August.
    28. Ma, Xianghai, 1996. "Capital controls, market segmentation and stock prices: Evidence from the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 219-239, July.
    29. Comerton-Forde, Carole, 1999. "Do trading rules impact on market efficiency? A comparison of opening procedures on the Australian and Jakarta Stock Exchanges," Pacific-Basin Finance Journal, Elsevier, vol. 7(5), pages 495-521, December.
    30. Tan, Ruth S. K. & Chng, P. L. & Tong, Y. H., 2002. "Private placements and rights issues in Singapore," Pacific-Basin Finance Journal, Elsevier, vol. 10(1), pages 29-54, January.
    31. Bakshi, Gurdip S. & Chen, Zhiwu & Naka, Atsuyuki, 1995. "Production-based asset pricing in Japan," Pacific-Basin Finance Journal, Elsevier, vol. 3(2-3), pages 217-240, July.
    32. Chan, Yue-cheong & John Wei, K. C., 1996. "Political risk and stock price volatility: The case of Hong Kong," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 259-275, July.
    33. Lee, Philip J. & Taylor, Stephen L. & Walter, Terry S., 1996. "Expected and realised returns for Singaporean IPOs: Initial and long-run analysis," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 153-180, July.
    34. Chandar, Nandini & Patro, Dilip Kumar, 2000. "Why do closed-end country funds trade at enormous premiums during currency crises?," Pacific-Basin Finance Journal, Elsevier, vol. 8(2), pages 217-248, May.
    35. Masih, Abul M. M. & Masih, Rumi, 1999. "Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 7(3-4), pages 251-282, August.
    36. Kang, Joseph & Liu, Ming-Hua & Ni, Sophie Xiaoyan, 2002. "Contrarian and momentum strategies in the China stock market: 1993-2000," Pacific-Basin Finance Journal, Elsevier, vol. 10(3), pages 243-265, June.
    37. Ito, Akitoshi, 1999. "Profits on technical trading rules and time-varying expected returns: evidence from Pacific-Basin equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 7(3-4), pages 283-330, August.
    38. Kho, Bong-Chan & Stulz, Rene M., 2000. "Banks, the IMF, and the Asian crisis," Pacific-Basin Finance Journal, Elsevier, vol. 8(2), pages 177-216, May.
    39. Su, Dongwei & Fleisher, Belton M., 1999. "An empirical investigation of underpricing in Chinese IPOs," Pacific-Basin Finance Journal, Elsevier, vol. 7(2), pages 173-202, May.
    40. Chen, Andrew H., 2002. "Merton Miller: A Tribute," Pacific-Basin Finance Journal, Elsevier, vol. 10(4), pages 355-357, September.
    41. Marsden, Alastair, 2000. "Shareholder wealth effects of rights issues: Evidence from the New Zealand capital market," Pacific-Basin Finance Journal, Elsevier, vol. 8(3-4), pages 419-442, July.
    42. Chow, Edward H. & Chen, Hung-Ling, 1998. "The determinants of foreign exchange rate exposure: Evidence on Japanese firms1," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 153-174, May.
    43. Karolyi, G. Andrew, 2002. "Did the Asian financial crisis scare foreign investors out of Japan?," Pacific-Basin Finance Journal, Elsevier, vol. 10(4), pages 411-442, September.
    44. Bailey, Warren & Peter Chung, Y., 1996. "Risk and return in the Philippine equity market: A multifactor exploration," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 197-218, July.
    45. Bae, Kee-Hong & Andrew Karolyi, G., 1995. "Good news, band news and international spilovers of stock return volatility between Japan and the U.S," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 144-144, May.
    46. How, Janice C. Y. & Yeo, Julian J. L., 2000. "The pricing of underwriting services in the Australian capital market," Pacific-Basin Finance Journal, Elsevier, vol. 8(3-4), pages 347-373, July.
    47. Kane, Edward J., 2000. "Capital movements, banking insolvency, and silent runs in the Asian financial crisis," Pacific-Basin Finance Journal, Elsevier, vol. 8(2), pages 153-175, May.
    48. Jithendranathan, Thadavillil & Nirmalanandan, T. R. & Tandon, Kishore, 2000. "Barriers to international investing and market segmentation: Evidence from Indian GDR market," Pacific-Basin Finance Journal, Elsevier, vol. 8(3-4), pages 399-417, July.
    49. Brown, Stephen J. & Otsuki, Toshiyuki, 1993. "Risk premia in Pacific-Basin capital markets," Pacific-Basin Finance Journal, Elsevier, vol. 1(3), pages 235-261, September.
    50. Beckman, Judy & Garner, Jacqueline & Marshall, Beverly & Okamura, Hideo, 2001. "The influence of underwriter reputation, keiretsu affiliation, and financial health on the underpricing of Japanese IPOs," Pacific-Basin Finance Journal, Elsevier, vol. 9(5), pages 513-534, November.
    51. Chay, J. B. & Marsden, Alastair, 1996. "Market reaction to the introduction of a foreign investor tax credit regime in New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 129-152, July.
    52. Shen, Chung-Hua & Wang, Lee-Rong, 1998. "Daily serial correlation, trading volume and price limits: Evidence from the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, vol. 6(3-4), pages 251-273, August.
    53. Chen, Nai-fu & Zhang, Feng, 1997. "Correlations, trades and stock returns of the Pacific-Basin markets," Pacific-Basin Finance Journal, Elsevier, vol. 5(5), pages 559-577, December.
    54. Bessembinder, Hendrik & Chan, Kalok, 1995. "The profitability of technical trading rules in the Asian stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 3(2-3), pages 257-284, July.
    55. Kane, Edward J., 1997. "Making bank risk shifting more transparent," Pacific-Basin Finance Journal, Elsevier, vol. 5(2), pages 143-156, June.
    56. Kang, Jun-Koo & Shivdasani, Anil, 1999. "Alternative mechanisms for corporate governance in Japan: An analysis of independent and bank-affiliated firms," Pacific-Basin Finance Journal, Elsevier, vol. 7(1), pages 1-22, February.
    57. Firth, Michael & Liau-Tan, Chee Keng, 1997. "Signalling models and the valuation of new issues: An examination of IPOs in Singapore," Pacific-Basin Finance Journal, Elsevier, vol. 5(5), pages 511-526, December.
    58. Mok, Henry M. K. & Hui, Y. V., 1998. "Underpricing and aftermarket performance of IPOs in Shanghai, China," Pacific-Basin Finance Journal, Elsevier, vol. 6(5), pages 453-474, November.
    59. Huang, Yu Chuan & Chen, Shing Chun, 2002. "Warrants pricing: Stochastic volatility vs. Black-Scholes," Pacific-Basin Finance Journal, Elsevier, vol. 10(4), pages 393-409, September.
    60. Ghon Rhee, S., 1993. "Editor's note," Pacific-Basin Finance Journal, Elsevier, vol. 1(1), pages 1-2, March.
    61. Firth, Michael, 1997. "An analysis of the stock market performance of new issues in New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 5(1), pages 63-85, February.
    62. Chen, Yea-Mow, 1993. "Price limits and stock market volatility in Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 1(2), pages 139-153, May.
    63. Hwang, Chuan-Yang & Jayaraman, Narayanan, 1993. "The post-listing puzzle: evidence from Tokyo Stock Exchange listing," Pacific-Basin Finance Journal, Elsevier, vol. 1(2), pages 111-126, May.
    64. Pushner, George M., 1995. "Equity ownership structure, leverage, and productivity: Empirical evidence from Japan," Pacific-Basin Finance Journal, Elsevier, vol. 3(2-3), pages 241-255, July.
    65. Poon, Winnie P. H. & Firth, Michael & Fung, Hung-Gay, 1998. "Asset pricing in segmented capital markets: Preliminary evidence from China-domiciled companies," Pacific-Basin Finance Journal, Elsevier, vol. 6(3-4), pages 307-319, August.
    66. Bailey, Warren, 1994. "Risk and return on China's new stock markets: Some preliminary evidence," Pacific-Basin Finance Journal, Elsevier, vol. 2(2-3), pages 243-260, May.
    67. Kato, Hideaki Kiyoshi & Loewenstein, Uri & Tsay, Wenyuh, 2002. "Dividend policy, cash flow, and investment in Japan," Pacific-Basin Finance Journal, Elsevier, vol. 10(4), pages 443-473, September.
    68. Bilson, Christopher M. & Brailsford, Timothy J. & Hooper, Vincent J., 2001. "Selecting macroeconomic variables as explanatory factors of emerging stock market returns," Pacific-Basin Finance Journal, Elsevier, vol. 9(4), pages 401-426, August.
    69. Khanthavit, Anya & Sungkaew, Jirat, 1993. "Measuring Thailand's barriers to investment," Pacific-Basin Finance Journal, Elsevier, vol. 1(4), pages 355-367, December.
    70. McConnell, John J., 2002. "Learning from a Keynote speaker: Lessons from Merton Miller's PACAP addresses," Pacific-Basin Finance Journal, Elsevier, vol. 10(4), pages 359-369, September.
    71. Gaunt, Clive, 2000. "Overreaction in the Australian equity market: 1974-1997," Pacific-Basin Finance Journal, Elsevier, vol. 8(3-4), pages 375-398, July.
    72. Pettway, Richard H. & Kaneko, Takashi, 1996. "The effects of removing price limits and introducing auctions upon short-term IPO returns: The case of Japanese IPOs," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 241-258, July.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Yong, Othman, 2007. "A review of IPO research in Asia: What's next?," Pacific-Basin Finance Journal, Elsevier, vol. 15(3), pages 253-275, June.
    2. Friedmann, Ralph & Sanddorf-Kohle, Walter G., 2002. "Volatility clustering and nontrading days in Chinese stock markets," Journal of Economics and Business, Elsevier, vol. 54(2), pages 193-217.
    3. Rohit Bansal & Ashu Khanna, 2013. "Vector Auto-regressive Analysis of Determinants of IPO Underpricing: Empirical Evidence from Bombay Stock Exchange," Global Business Review, International Management Institute, vol. 14(4), pages 651-689, December.
    4. Chan, Kam C. & Fung, Hung-Gay & Thapa, Samanta, 2007. "China financial research: A review and synthesis," International Review of Economics & Finance, Elsevier, vol. 16(3), pages 416-428.
    5. Chen, Gongmeng & Firth, Michael & Kim, Jeong-Bon, 2004. "IPO underpricing in China's new stock markets," Journal of Multinational Financial Management, Elsevier, vol. 14(3), pages 283-302, July.
    6. Choe, Kwang-il & Choi, Pilsun & Nam, Kiseok & Vahid, Farshid, 2012. "Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 271-291.
    7. Shikha Bhatia & Balwinder Singh, 2012. "Examining the Performance of IPOs," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 37(3), pages 219-251, August.
    8. Giannopoulos, George & Degiannakis, Stavros & Holt, Andrew & Pongpoonsuksri, Teerapon, 2018. "The Impact of the 2007 Global Financial Crisis on IPO Performance in Asian-Pacific Emerging Markets," MPRA Paper 96269, University Library of Munich, Germany.
    9. Liu, Jianlei & Uchida, Konari & Gao, Ruidong, 2012. "Political connections and the long-term stock performance of Chinese IPOs," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 814-833.
    10. Maher Kooli & Jean-Marc Suret, 2001. "The Underpricing of Initial Public Offerings: Further Canadian Evidence," CIRANO Working Papers 2001s-50, CIRANO.
    11. Harjeet S. Bhabra & Richard H. Pettway, 2003. "IPO Prospectus Information and Subsequent Performance," The Financial Review, Eastern Finance Association, vol. 38(3), pages 369-397, August.
    12. Kian-Ping Lim & Muzafar Shah Habibullah & Melvin J. Hinich, 2009. "The Weak-form Efficiency of Chinese Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 133-163, May.
    13. Moshirian, Fariborz & Ng, David & Wu, Eliza, 2010. "Model specification and IPO performance: New insights from Asia," Research in International Business and Finance, Elsevier, vol. 24(1), pages 62-74, January.
    14. Beckman, Judy & Garner, Jacqueline & Marshall, Beverly & Okamura, Hideo, 2001. "The influence of underwriter reputation, keiretsu affiliation, and financial health on the underpricing of Japanese IPOs," Pacific-Basin Finance Journal, Elsevier, vol. 9(5), pages 513-534, November.
    15. Chowdhry, Bhagwan & Goyal, Amit, 2000. "Understanding the financial crisis in Asia," Pacific-Basin Finance Journal, Elsevier, vol. 8(2), pages 135-152, May.
    16. Fouad Jamaani & Manal Alidarous, 2019. "Review of Theoretical Explanations of IPO Underpricing," Journal of Accounting, Business and Finance Research, Scientific Publishing Institute, vol. 6(1), pages 1-18.
    17. Cheung, Yan-leung & OUYANG, Zhiwei & TAN, Weiqiang, 2009. "How regulatory changes affect IPO underpricing in China," China Economic Review, Elsevier, vol. 20(4), pages 692-702, December.
    18. Groenewold, Nicolaas & Tang, Sam Hak Kan & Wu, Yanrui, 2003. "The efficiency of the Chinese stock market and the role of the banks," Journal of Asian Economics, Elsevier, vol. 14(4), pages 593-609, August.
    19. João Batista Amorim Toniato, 2007. "“Hot Issue” IPO Markets and its Consequences for Issuing Firms and Investors: The UK Market of 2000," Brazilian Business Review, Fucape Business School, vol. 4(1), pages 1-26, January.
    20. Sun, Yue & Uchida, Konari & Matsumoto, Mamoru, 2013. "The dark side of independent venture capitalists: Evidence from Japan," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 279-300.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:pacfin:v:10:y:2002:i:5:p:497-516. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/pacfin .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.