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Content
June 2020, Volume 20, Issue 2
- 505-513 Organization Capital and Expected Returns in Service and Non‐Service Firms: Evidence from Thailand
by Srisuda Amatachaya & Kanis Saengchote - 515-527 Financial Reforms and Corruption: Which Dimensions Matter?
by Chandan Kumar Jha - 529-536 The Role of Bank Funding Diversity: Evidence from Vietnam
by Xuan Vinh Vo - 537-548 Tax Avoidance, Near‐Future Earnings, and Resource Availability
by Namryoung Lee
March 2020, Volume 20, Issue 1
- 3-43 Does Geographic Proximity Change the Passiveness of Equity Ownership by Bank Trust?
by Kiyoung Chang & Ying Li & Ha‐Chin Yi - 45-75 Factors Associated with Strategic Corporate Decisions in Family Firms: Evidence from Sweden
by Naciye Sekerci - 77-131 Wealth Effects of Seasoned Equity Offerings: A Meta‐Analysis
by Chris Veld & Patrick Verwijmeren & Yuriy Zabolotnyuk - 133-154 Decoupling and Contagion: The Special Case of the Eurozone Sovereign Debt Crisis
by Dirk G. Baur - 155-196 Does Policy Instability Matter for International Equity Markets?
by Swee‐Sum Lam & Huiping Zhang & Weina Zhang - 197-214 Are Bank Mergers Good News for Shareholders? The Effect of Bank Mergers on Shareholder Value in Japan
by Heather Montgomery & Yuki Takahashi - 215-224 Stock Liquidity and Firm Value: Evidence from a Policy Experiment in India
by Mohammad Shameem Jawed & Kiran Kumar Kotha - 225-233 Does Investor Sentiment Predict the Near‐Term Returns of the Chinese Stock Market?
by Muhammad A. Cheema & Yimei Man & Kenneth R. Szulczyk - 235-245 Institutional Ownership and Future Stock Returns: An International Perspective
by Teodor Dyakov & Evert Wipplinger - 247-260 Dispersion in Analysts’ Earnings Forecasts and Market Efficiency
by Tong Suk Kim & Ki‐Deok Kim & Byoung‐Kyu Min - 261-273 Impact of Classified Board on M&A Target Shareholder Value: Nurturing Innovation through Entrenchment
by Chaehyun Kim & Shinwoo Kang & Hyeongsop Shim - 275-291 How Do Ownership Concentration and Family Control Affect R&D Investments? New Evidence from Taiwan
by Irene Wei Kiong Ting & Huai‐Chun Lo & Qian Long Kweh
December 2019, Volume 19, Issue 4
- 707-729 Media Coverage and the Cross‐Section of Stock Returns: The Chinese Evidence
by Liping Zou & Kien Dinh Cao & Yishun Wang - 731-758 Predicting Default More Accurately: To Proxy or Not to Proxy for Default?
by Koresh Galil & Neta Gilat - 759-786 Investor Myopia and CEO Turnover
by Vidhan K. Goyal & Angie Low - 787-819 Saddled with Attention: Overreaction to Bankruptcy Filings
by Tomas Reyes & Nicolas Waissbluth - 821-850 Cross‐Country Variability in Cost of Raising Equity: Evidence from Seasoned Equity Offerings
by Manu Gupta & Puneet Prakash & Nanda K. Rangan - 851-862 US Fiscal Policy and Asset Prices: The Role of Partisan Conflict
by Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar - 863-875 Judicial Independence and Cash Flow: Evidence from a Natural Experiment in China
by Xianhang Qian - 877-891 CEO Duality and Firm Performance: Does Economic Policy Uncertainty Mediate the Relation?
by Kiyoung Chang & Junyoup Lee & Hyeongsop Shim - 893-907 Securitized and Direct Real Estate Factors in the Pricing of US Bank Stocks
by Benoît Carmichael & Alain Coën - 909-918 Fair Microfinance Loan Rates
by Robert Jarrow & Philip Protter - 919-927 An Explicit Mapping of Currency Target Zone Models to Option Prices
by Sandro Claudio Lera & Didier Sornette - 929-944 Nonparametric Kernel Method to Hedge Downside Risk
by Jinbo Huang & Ashley Ding & Yong Li
September 2019, Volume 19, Issue 3
- 483-504 Carry Trade Returns with Support Vector Machines
by Emilio Colombo & Gianfranco Forte & Roberto Rossignoli - 505-540 Can Mutual Fund Investors Distinguish Good from Bad Managers?
by Teodor Dyakov & Marno Verbeek - 541-574 The Changing Role of Financial Stress, Oil Price, and Gold Price in Financial Contagion among US and BRIC Markets
by Baris Kocaarslan & Ugur Soytas & Ramazan Sari & Ecenur Ugurlu - 575-612 Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets
by Bart Frijns & Ivan Indriawan & Alireza Tourani‐Rad & Yiuman Tse - 613-640 Pricing Defaultable Bonds Using a Lévy Jump‐Diffusion Model
by Shu L. Chiang & Ming S. Tsai - 641-651 The American Inventors Protection Act: A Natural Experiment on Innovation Disclosure and the Cost of Debt
by Arvid O. I. Hoffmann & Stefanie Kleimeier & Nagihan Mimiroglu & Joost M. E. Pennings - 653-664 Contemporaneous and Causal Relationship between Returns and Volumes: Evidence from Nifty Futures
by Aravind Sampath & Parth Garg - 665-679 Does Interindustry and Intraindustry Information Help Predict Financial Distress?
by Hsiou‐Wei William Lin & Ruei‐Shian Wu & Huai‐Chun Lo - 681-691 Monday Effect in the RMW and the Short‐Term Reversal Factors
by Fahad Ali & Numan Ülkü - 693-703 Does Institutional Blockholder Short‐Termism Lead to Managerial Myopia? Evidence from Income Smoothing
by Sang Jun Cho & Chune Young Chung & Chang Liu
June 2019, Volume 19, Issue 2
- 247-286 Inventor Chief Executive Officers and Firm Innovation
by Ibrahim Bostan & G. Mujtaba Mian - 287-313 Decentralization and Firm Investments: Evidence from China
by Xiaofei Pan & Yiping Wu & Huihang Wu - 315-346 Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms
by Qing He & Dongxu Li & Liping Lu & Terence Tai Leung Chong - 347-383 Boom‐Baby CEOs, Career Experience, and Risk Taking: A Natural Experiment Using Chinese CEOs’ Growth Paths
by Ying Hao & Shaofei Wang & Robin K. Chou & Kuan‐Cheng Ko - 385-412 Money Following Trust: Evidence from China’s High‐Value Payment System
by Xianhang Qian & Guangli Zhang & Tingqiu Cao - 413-433 Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market
by Chaoqun Ma & Danyan Wen & Gang‐Jin Wang & Yong Jiang - 435-445 Nexus between Institutional Quality and Capital Inflows at Different Stages of Economic Development
by Seyed Alireza Athari & Cahit Adaoglu - 447-458 Dynamic Agency and Investment Theory under Model Uncertainty
by Yingjie Niu & Jinqiang Yang & Zhentao Zou - 459-469 Can Hedge Funds Time the Market?
by Michael W. Brandt & Federico Nucera & Giorgio Valente - 471-480 Dynamic Agency and Large‐Risk Taking
by Rui Li
March 2019, Volume 19, Issue 1
- 3-44 Fama–French in China: Size and Value Factors in Chinese Stock Returns
by Grace Xing Hu & Can Chen & Yuan Shao & Jiang Wang - 45-82 An Exact Test of the Improvement of the Minimum Variance Portfolio
by Paskalis Glabadanidis - 83-103 Capital Regulation, Bailout and Banking Asset Correlation
by Peng Sui & Dandan Zhou - 105-154 Estimating the Cost‐of‐Equity Capital Using Empirical Asset Pricing Models
by Chris Kirby - 155-189 Negativity Bias in Attention Allocation: Retail Investors’ Reaction to Stock Returns
by Tomas Reyes - 191-206 Technical Analysis Profitability Without Data Snooping Bias: Evidence from Chinese Stock Market
by Fuwei Jiang & Guoshi Tong & Guokai Song - 207-222 Do Independent Directors Improve Firm Value? Evidence from the Great Recession
by Nattawut Jenwittayaroje & Pornsit Jiraporn - 223-235 Do Foreign Investors Promote Stock Price Efficiency in Emerging Markets?
by Xuan Vinh Vo - 237-244 The Evolution of the Credit‐to‐GDP Ratio: An Empirical Analysis
by Luis Alberiko Gil‐Alana & Tommaso Trani
December 2018, Volume 18, Issue 4
- 523-546 Does High Stock Return Synchronicity Indicate High or Low Price Informativeness? Evidence from a Regulatory Experiment
by Shuo Kan & Stephen Gong - 547-593 The Impact of Firm‐Level Illiquidity on Crash Risk and the Role of Media Independence: International Evidence
by Zhe An & Wenlian Gao & Donghui Li & Feifei Zhu - 595-635 What Drives Interregional Bank Branch Closure? The Case of Japan's Regional Banks in the Post‐Deregulation Period
by Mamoru Nagano & Tatsuo Ushijima - 637-688 The Best of Times, the Worst of Times: Testing which Behavioral Biases Affect Analyst Forecasts
by Yuk Ying Chang & Wei‐Huei Hsu - 689-703 Risk Committees and Implied Cost of Equity Capital
by Ahmed Al‐Hadi & Syed Mujahid Hussain & Khamis Hamed Al‐Yahyaee & Hamdan Saif Al‐Jabri - 705-715 Cross‐Sectional and Time Series Momentum Returns and Market States
by Muhammad A. Cheema & Gilbert V. Nartea & Yimei Man - 717-726 Time‐Varying Investor Herding in Chinese Stock Markets
by Haiqi Li & Ying Liu & Sung Y. Park - 727-741 Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading
by Thorsten Hens & Terje Lensberg & Klaus Reiner Schenk‐Hoppé - 743-751 Costly Long‐Short Strategies Under Short‐Sale Constraints: Chinese Evidence
by Timothy (Jun) Lu & Jinjuan Ren & Yan Zhao
September 2018, Volume 18, Issue 3
- 331-357 Analysts' Strategic Distortion during IPO Waves
by Yan Yu & Jing Chen & Ya Tang & Jianguo Xu - 359-377 Investment and Exit under Uncertainty with Utility from Anticipation
by Jianjun Du & Jinqiang Yang & Zhentao Zou - 379-409 Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day
by Andrew B. Ainsworth & Kingsley Y.L. Fong & David R. Gallagher & Graham Partington - 411-451 Public News Arrival and Cross‐Asset Correlation Breakdown
by Kin‐Yip Ho & Wai‐Man Liu & Jing Yu - 453-461 Political Affiliation and Pay Slice: Do Blue CEOs Accept Less Green?
by Richard Borghesi & Kiyoung Chang - 463-475 Quantitative Easing and Liquidity in the Japanese Government Bond Market
by Kentaro Iwatsubo & Tomoki Taishi - 477-494 Did Firms Manage Earnings more Aggressively during the Financial Crisis?
by Pandej Chintrakarn & Pornsit Jiraporn & Young S. Kim - 495-506 Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test
by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar - 507-519 How do Independent Directors Influence Corporate Risk‐Taking? Evidence from a Quasi‐Natural Experiment
by Pornsit Jiraporn & Sang Mook Lee
June 2018, Volume 18, Issue 2
- 149-167 The Role of Independent Expert Reports in Australian M&A Market
by Giang Duc Nguyen - 169-216 Determinants of Interest Rates on Time Deposits and Savings Accounts: Macro Factors, Bank Risk, and Account Features
by Jacob A. Bikker & Dirk F. Gerritsen - 217-251 Selection Bias and the Underwriter Certification of the Largest Shareholders in Seasoned Equity Offerings
by Chin†Chong Lee & Wai†Ching Poon & Jothee Sinnakkannu - 253-286 Subjective Probability Density Functions from FX Option Prices: Predictive Power and Performance on a Carry Trade Strategy
by André Santos & João Guerra & Tiago Neves - 287-295 Misreporting, Optimal Incentives, and Auditing
by Gino Loyola & Yolanda Portilla - 297-303 Foreign Ownership and Corporate Cash Holdings in Emerging Markets
by Xuan Vinh Vo - 305-316 How is the Taylor Rule Distributed under Endogenous Monetary Regimes?
by Xiaochun Liu - 317-327 Revisiting the Profitability of Market Timing with Moving Averages
by Valeriy Zakamulin
March 2018, Volume 18, Issue 1
- 3-33 The Dynamics of Currency, Savings, and Investment Rates
by Mohamed A. Ayadi & Walid Ben Omrane & Skander Lazrak & Jie Yang - 35-58 CEO's Total Wealth Characteristics and Implications on Firm Risk
by Timo Korkeamäki & Eva Liljeblom & Daniel Pasternack - 59-90 Did Investors Herd during the Financial Crisis? Evidence from the US Financial Industry
by M. Humayun Kabir - 91-112 Hedge Fund Styles and their Contagion from the Equity Market
by Hee Soo Lee & Tae Yoon Kim - 113-121 Dividend Policy and Informativeness of Reported Earnings: Evidence from the MENA Region
by Omar Farooq & Nermeen Shehata & Siva Nathan - 123-135 Explaining Anomalies in Australia with a Five†factor Asset Pricing Model
by Thanh D. Huynh - 137-146 Does the Fama and French Five†Factor Model Work Well in Japan?
by Keiichi Kubota & Hitoshi Takehara
December 2017, Volume 17, Issue 4
- 493-523 High†Frequency Positive Feedback Trading and Market Quality: Evidence from China's Stock Market
by Die Wan & Xiaoguang Yang - 525-560 Exchange Traded Funds and Stock Market Volatility
by Liao Xu & Xiangkang Yin - 561-596 Factor Exposures of Foreign Equity Capital in a Domestic Stock Market: Evidence from Korea
by Lingxia Sun & Dong Wook Lee - 597-610 Pitfalls of Downside Performance Measures with Arbitrary Targets
by Benedikt Hoechner & Peter Reichling & Gordon Schulze - 611-616 The Price of Being a Systemically Important Financial Institution (SIFI)
by Michel Dacorogna & Marc Busse - 617-626 Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test
by Haiqi Li & Yu Guo & Sung Y. Park - 627-643 Regional Financial Developments and Research and Development Investment–Cash Flow Sensitivity: Evidence on Chinese Public High†Tech Companies
by Jie Hu & Guo Li & Feifei Zhu - 645-658 Market Risk Disclosures and Board Gender Diversity in Gulf Cooperation Council (GCC) Firms
by Khamis Hamed Al†Yahyaee & Ahmed Khamis Al†Hadi & Syed Mujahid Hussain
September 2017, Volume 17, Issue 3
- 327-352 The Value Added by Trading Based on Valuation Criteria
by Laura Andreu & Lydia Mateos & José Luis Sarto - 353-394 Timing the Market with a Combination of Moving Averages
by Paskalis Glabadanidis - 395-425 Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle
by Michael T. Chng & Victor Fang & Vincent Xiang & Hong Feng Zhang - 427-450 Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors
by Gert Elaut & Michael Frömmel & Alexander Mende - 451-459 “Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty
by Lee A. Smales - 461-471 Environmental, Social, and Governance (ESG) Profiles, Stock Returns, and Financial Policy: Australian Evidence
by Manapon Limkriangkrai & SzeKee Koh & Robert B. Durand - 473-477 The Validity of Investor Sentiment Proxies
by Felix Chan & Robert B. Durand & Joyce Khuu & Lee A. Smales - 479-490 A Multivariate Stochastic Volatility Model Applied to a Panel of S&P500 Stocks in Different Industries
by Serda S. Öztürk & Thanasis Stengos
June 2017, Volume 17, Issue 2
- 171-171 Issue Information
by Weidong Tian - 173-175 Introduction
by Weidong Tian & Weidong Tian - 177-204 Tail Dependence and Systemic Risk in Operational Losses of the US Banking Industry
by Weidong Tian & Azamat Abdymomunov & Ibrahim Ergen - 205-233 Model Uncertainty Effect on Asset Prices
by Weidong Tian & Junya Jiang & Weidong Tian - 235-262 Analyzing Equilibrium in Incomplete Markets with Model Uncertainty
by Weidong Tian & Daisuke Yoshikawa - 263-288 Specification Error, Estimation Risk, and Conditional Portfolio Rules
by Weidong Tian & Murray Carlson & David A. Chapman & Ron Kaniel & Hong Yan - 289-324 Asset Pricing Model Uncertainty: A Tradeoff between Bias and Variance
by Weidong Tian & Qing Zhou
March 2017, Volume 17, Issue 1
- 3-42 The Impact of Financing Constraints and Agency Costs on Corporate R&D Investment: Evidence from China
by Z. Jun Lin & Shengqiang Liu & Fangcheng Sun - 43-76 Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis
by Phong Nguyen & Wei-han Liu - 77-106 The Analysis of 52-Week High Investing Strategy Based on Herding Behavior
by Chiao Yi Chang & Hsiang-Lan Chen & Wen-Hsiu Kuo - 107-133 National Culture and Default on Mortgages
by Reza Tajaddini & Hassan F. Gholipour - 135-146 Does the Type of Family Control Affect the Relationship Between Ownership Structure and Firm Value?
by Beatriz Martínez & Ignacio Requejo - 147-154 The Impact of Tax Rebate on Used Car Market: Evidence from Thailand
by Tim Noparumpa & Kanis Saengchote - 155-162 Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets
by Stelios Bekiros & Gazi Salah Uddin - 163-170 Bond Fund Performance During Recessions and Expansions: Empirical Evidence from a Small Market
by Paulo Leite & Manuel Rocha Armada
December 2016, Volume 16, Issue 4
- 499-524 How has the Relevance of Institutional Brokerage Changed?
by Kingsley Y. L. Fong & F. Douglas Foster & David R. Gallagher & Adrian D. Lee - 525-563 Variation in Corporate Governance and Firm Valuation – an International Study
by Steve Z. Fan & Linda Yu - 565-593 Do Top 10 Lists of Daily Stock Returns Attract Investor Attention? Evidence from a Natural Experiment
by Diefeng Peng & Yulei Rao & Mei Wang - 595-638 A Better Model? An Empirical Investigation of the Fama–French Five-factor Model in Australia
by Mardy Chiah & Daniel Chai & Angel Zhong & Song Li - 639-646 Stock Market Liquidity and Firm Value: An Empirical Examination of the Australian Market
by Trang Nguyen & Huu Nhan Duong & Harminder Singh - 647-658 A Simplified Quadrature Approach for Computing Bermudan Option Prices
by Jean-Guy Simonato - 659-675 FX Market Returns and Their Relationship to Investor Fear
by Lee A. Smales & Jardee N. Kininmonth
September 2016, Volume 16, Issue 3
- 325-356 How Does Corporate Governance Affect Loan Collateral? Evidence from Chinese SOEs and Non-SOEs
by Can An & Xiaofei Pan & Gary Tian - 357-391 Brand Firm Performance and Tough Economic Times
by Yuk Ying Chang & Martin Young - 393-420 A Combination Rule for Portfolio Selection with Transaction Costs
by Sangwon Suh - 421-444 The Valuation Model for a Risky Asset When Its Risky Factors Follow Gamma Distributions
by Ming Shann Tsai & Shu Ling Chiang - 445-455 Capital Flight and Bitcoin Regulation
by Lan Ju & Timothy (Jun) Lu & Zhiyong Tu - 457-466 Systematic Risk in Conventional and Islamic Equity Markets
by Ahmet Sensoy - 467-481 Does Bank Diversification Improve Output Growth? Evidence from the Recent Global Crisis
by Ali Mirzaei & Ali M Kutan - 483-495 The Effect of Diversification on Tail Risk: Evidence from US Equity Mutual Fund Portfolios
by Simon Xu & Inchang Hwang & Francis In
June 2016, Volume 16, Issue 2
- 181-201 The Pricing of Catastrophe Equity Put Options with Default Risk
by Xingchun Wang - 203-241 Counter-Credit-Risk Yield Spreads: A Puzzle in China's Corporate Bond Market
by Jian Luo & Xiaoxia Ye & May Hu - 243-264 Why do Firms Purchase Used Assets?
by Mufaddal Baxamusa & Saima Javaid & Khadija Harery - 265-276 Managerial Talent and Corporate Social Responsibility (CSR): How Do Talented Managers View Corporate Social Responsibility?
by Pattanaporn Chatjuthamard & Pornsit Jiraporn & Shenghui Tong & Manohar Singh - 277-289 The Influences of Major Currencies in Foreign Exchange Markets: A Regression-Based Measure and Its Application
by Soo-Hyun Kim & Kyuseok Lee - 291-306 A Bargaining Model of Friendly and Hostile Takeovers
by Gino Loyola & Yolanda Portilla - 307-319 Statistical Arbitrage with Pairs Trading
by Ahmet Göncü & Erdinç Akyıldırım
March 2016, Volume 16, Issue 1
- 3-40 Contingent Capital, Real Options, and Agency Costs
by Dandan Song & Zhaojun Yang - 41-71 Momentum Strategies and Investor Sentiment in the REIT Market
by Ying Hao & Hsiang-Hui Chu & Kuan-Cheng Ko & Lin Lin - 73-126 Disclosure of Downside Risk and Investors' Use of Qualitative Information: Evidence from the IPO Prospectus's Risk Factor Section
by Rui Ding - 127-159 Information Asymmetry and Quarterly Disclosure Decisions by Firms: Evidence From the Tokyo Stock Exchange
by Keiichi Kubota & Hitoshi Takehara - 161-167 Responsible Personal Finance: The Role of Conscientiousness in Bank and Pension Savings in Chile
by Edgar E. Kausel & Erwin Hansen & Pablo Tapia - 169-178 The Effect of 2008 Crisis on the Volatility Spillovers among Six Major Markets
by Kübra Akca & Serda Selin Ozturk
December 2015, Volume 15, Issue 4
- 457-487 Bidder's Gain: Evidence from Termination Returns
by Tilan Tang - 489-520 Why Do Firms in Customer–Supplier Relationships Hold More Cash?
by Kee-Hong Bae & Jin Wang - 521-553 How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market
by Numan Ülkü & Petar Petrov - 555-597 Price and Earnings Momentum, Transaction Costs, and an Innovative Practitioner Technique
by Reza Tajaddini & Timothy Falcon Crack & Helen Roberts - 599-611 Convertible Debt: Financing Decisions and Voluntary Conversion under Ambiguity
by Elettra Agliardi & Rossella Agliardi & Willem Spanjers - 613-622 Stock Market's Response to Real Output Shocks: Connection Restored but Delayed
by Numan Ülkü & Duminda Kuruppuarachchi
September 2015, Volume 15, Issue 3
- 283-320 The Canadian Hedge Fund Industry: Performance and Market Timing
by Peter Klein & Daryl Purdy & Isaac Schweigert & Alexander Vedrashko - 321-345 The Effectiveness of Capital Regulation on Bank Behavior in China
by Yishu Fu & Shih-Cheng Lee & Lei Xu & Ralf Zurbruegg - 347-386 Predicting Interest Rate Volatility Using Information on the Yield Curve
by Hideyuki Takamizawa - 387-425 Market Timing With Moving Averages
by Paskalis Glabadanidis - 427-455 Managerial Sharing, Mutual Fund Connections, and Performance
by Cathline Augustiani & Lorenzo Casavecchia & Jack Gray
June 2015, Volume 15, Issue 2
- 139-167 Credit Scoring and Loan Default
by Rajdeep Sengupta & Geetesh Bhardwaj - 169-198 Dissipative Competition: Evidence from a Quasi-Natural Experiment
by Yuk Ying Chang & Martin Young - 199-221 The Effectiveness of Regulatory Capital Requirements Prior to the Onset of the Financial Crisis
by José Filipe Abreu & Mohamed Azzim Gulamhussen - 223-255 Call Auction Transparency and Market Liquidity: Evidence from China
by Dionigi Gerace & Qigui Liu & Gary Gang Tian & Willa Zheng - 257-282 Parametric Portfolio Policies in the Surplus Consumption Ratio
by Joachim Inkmann & Zhen Shi
March 2015, Volume 15, Issue 1
- 1-26 The Profitability of Option-Based Contrarian Strategies: An Empirical Analysis
by Tafadzwa Mugwagwa & Vikash Ramiah & Imad Moosa - 27-54 Non-Tradable Share Reform, Liquidity, and Stock Returns in China
by Chi-Hsiou D. Hung & Qiuliang Chen & Victor Fang - 55-88 When Is a Firm's Information Asymmetry Priced? The Role of Institutional Investors
by Hoang Luong Luong & Huong Giang (Lily) Nguyen & Xiangkang Yin - 89-111 The Global Financial Crisis and Its Impact on Australian Bank Risk
by Bernard Bollen & Michael Skully & David Tripe & Xiaoting Wei - 113-138 Sovereign Ratings and Oil-Exporting Countries: The Effect of High Oil Prices on Ratings
by Robert V. Breunig & Tse Chern Chia
December 2014, Volume 14, Issue 4
- 485-521 Portfolio Quality and Mutual Fund Performance
by David R. Gallagher & Peter A. Gardner & Camille H. Schmidt & Terry S. Walter - 523-550 Good News and Bad News about Firm-Level Stock Returns of Internationally Exposed Firms
by Carmelo Giaccotto & Alain Krapl - 551-585 Off-Market Buybacks in Australia: Evidence of Abnormal Trading around Key Dates
by Hue Hwa Au Yong & Christine Brown & Chloe Choy Yeing Ho - 587-612 The Interaction of Post-Acquisition Integration and Acquisition Focus in Relation to Long-Run Performance
by Sorin Daniliuc & Chris Bilson & Greg Shailer - 613-645 How Does the Largest Shareholder Affect Dividends?
by Yasuharu Aoki
September 2014, Volume 14, Issue 3
- 319-343 The Causes and Consequences of Accelerated Stock Repurchases
by Ali Akyol & Jin S. Kim & Chander Shekhar - 345-392 Realized Volatility Forecast: Structural Breaks, Long Memory, Asymmetry, and Day-of-the-Week Effect
by Ke Yang & Langnan Chen - 393-429 Corporate Governance and the Cost of Capital: An International Study
by Feifei Zhu - 431-457 Market Discipline and Deposit Guarantee: Evidence from Australian Banks
by Xing Yan & Michael Skully & Katherine Avram & Tram Vu - 459-483 A Quiet Revolution in Corporate Governance: An Examination of Voluntary Best Practice Governance Policies
by Vishaal Baulkaran
June 2014, Volume 14, Issue 2
- 161-202 The Market Timing Power of Moving Averages: Evidence from US REITs and REIT Indexes
by Paskalis Glabadanidis - 203-235 IMF Conditionality and the Intertemporal Allocation of Resources
by Hassan Naqvi - 237-261 Foreign Ownership Restriction and Momentum – Evidence from Emerging Markets
by Yafeng Qin & Min Bai - 263-293 Effects of Foreign Institutional Ownership on Foreign Bank Lending: Some Evidence for Emerging Markets
by Liangliang Jiang & Yi Zhu - 295-318 Frequency and Motives for Stock Dividends in a Unique Environment
by Khamis H. Al-Yahyaee
March 2014, Volume 14, Issue 1
- 1-1 Announcement
by Sheridan Titman - 1-28 What Determines CDS Prices? Evidence from the Estimation of Protection Demand and Supply
by Sheridan Titman & Daisuke Miyakawa & Shuji Watanabe - 29-51 Is No News Good News?: The Streaming News Effect on Investor Behavior Surrounding Analyst Stock Revision Announcement
by Sheridan Titman & Takahiro Azuma & Katsuhiko Okada & Yukinobu Hamuro - 53-73 The Beta Anomaly in the Japanese Equity Market and Investor Behavior
by Sheridan Titman & Seiichiro Iwasawa & Tomonori Uchiyama - 75-103 Long-run Effects of Minimum Trading Unit Reductions on Stock Prices
by Sheridan Titman & Naoto Isaka - 105-139 Another Determinant of Household Leverage: Evidence from Japan's Mortgage Loan Data
by Sheridan Titman & Mamoru Nagano & Dong-Ho Yeom - 141-160 Is Japan Different? Evidence on Momentum and Market Dynamics
by Sheridan Titman & Matthias Hanauer
December 2013, Volume 13, Issue 4
- 407-445 Is Firm-specific Return Variation a Measure of Information Efficiency?
by Kee-Hong Bae & Jin-Mo Kim & Yang Ni - 447-472 Corporate Governance and the CEO Pay–Performance Link: Australian Evidence
by Emma Schultz & Gloria Y. Tian & Garry Twite - 473-501 Long-Run Stock and Operating Performance of Underwriter Warrants: Evidence from Seasoned Equity Offerings
by Sung C. Bae & Kiyoung Chang & Hoje Jo - 503-528 Board Committee Meetings and Firm Financial Performance: An Investigation of Australian Companies
by Mohammad Ziaul Hoque & MD. Rabiul Islam & Mohammad Nurul Azam - 529-558 Aggregate Australian Takeovers: A Review of Markov Regime Switching Models
by Lien Duong
September 2013, Volume 13, Issue 3
- 265-297 Cross-Border Mergers and Differences in Corporate Governance
by Laura T. Starks & Kelsey D. Wei