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Editor: I. Mathur
Series handle: RePEc:eee:mulfin
ISSN: 1042-444X
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Content
July 2008, Volume 18, Issue 3
April 2008, Volume 18, Issue 2
- 79-93 R&D investments: The effects of different financial environments on firm profitability
by Karjalainen, Pasi
- 94-111 Three countries' debt profiles: Average maturities in Mexico, Brazil, and Russia
by Colliac, Stéphane & Lapteacru, Ion
- 112-130 The Latin American exchange exposure of U.S. multinationals
by Muller, A. & Verschoor, Willem F.C.
- 131-144 Momentum profits in alternative stock market structures
by Chelley-Steeley, Patricia & Siganos, Antonios
- 145-164 Robust global mood influences in equity pricing
by Dowling, Michael & Lucey, Brian M.
- 165-179 Foreign exchange rate exposure and risk premium in international investments: Evidence from American depositary receipts
by Bae, Sung C. & Kwon, Taek Ho & Li, Mingsheng
- 180-196 Underpricing versus gross spread: New evidence on the effect of sold shares at the time of IPOs
by Chahine, Salim
February 2008, Volume 18, Issue 1
- 1-3 International perspectives on executive compensation
by Kabir, Rezaul
- 4-15 Differences in pay between owner and non-owner CEOs: Evidence from Israel
by Cohen, Shmuel & Lauterbach, Beni
- 16-29 Institutional investors and director pay: An empirical study of UK companies
by Dong, Min & Ozkan, Aydin
- 30-44 EC: Board compensation and firm performance: The role of "independent" board members
by Fernandes, Nuno
- 45-60 Is the pay-performance relationship always positive: Evidence from the Netherlands
by Duffhues, Pieter & Kabir, Rezaul
- 61-77 The economic determinants of CEO stock option compensation
by Chourou, Lamia & Abaoub, Ezzeddine & Saadi, Samir
December 2007, Volume 17, Issue 5
- 349-364 Do corporate governance mechanisms influence CEO compensation? An empirical investigation of UK companies
by Ozkan, Neslihan
- 365-383 Cultural distance and valuation of multinational corporations
by Antia, Murad & Lin, J. Barry & Pantzalis, Christos
- 384-400 Stock return exposure to exchange rate risk: A perspective from delayed reactions and hedging effects
by Hsin, Chin-Wen & Shiah-Hou, Shin-Rong & Chang, Feng-Yi
- 401-416 International portfolio diversification: Is there a role for the Middle East and North Africa?
by Lagoarde-Segot, Thomas & Lucey, Brian M.
- 417-431 Currency hedging for multinationals under liquidity constraints
by Meng, Rujing & Wong, Kit Pong
- 432-447 Contrarian and momentum profitability revisited: Evidence from the London Stock Exchange 1964-2005
by Galariotis, Emilios C. & Holmes, Phil & Ma, Xiaodong S.
October 2007, Volume 17, Issue 4
July 2007, Volume 17, Issue 3
- 187-202 The impact of rights issues of convertible debt in Australian markets
by Suchard, Jo-Ann
- 203-213 The exposure of international banks to cross-country interdependencies: An empirical analysis of overdue claims
by Dahl, Drew & Logan, Andrew
- 214-230 Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data
by Galagedera, Don U.A. & Brooks, Robert D.
- 231-243 Noise trading and stock market volatility
by Verma, Rahul & Verma, Priti
- 244-256 Active fund management: Global asset allocation funds
by Larrymore, Norris L. & Rodriguez, Javier
- 257-272 Beta, size, book-to-market equity and returns: A study based on UK data
by Morelli, David
April 2007, Volume 17, Issue 2
- 95-111 The relationship between futures trading activity and exchange rate volatility, revisited
by Bhargava, Vivek & Malhotra, D.K.
- 112-124 Influence of structural changes in transmission of information between stock markets: A European empirical study
by Arago-Manzana, Vicent & Fernandez-Izquierdo, Maria Angeles
- 125-141 Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach
by Lean, Hooi Hooi & Smyth, Russell & Wong, Wing-Keung
- 142-154 Insider ownership and firm value in New Zealand
by Bhabra, Gurmeet Singh
- 155-172 Exchange rates, interventions, and the predictability of stock returns in Japan
by Hartmann, Daniel & Pierdzioch, Christian
- 173-185 Macroeconomic factors and Japan's industry risk
by Nguyen, Pascal
February 2007, Volume 17, Issue 1
- 1-15 Domestic and multinational determinants of foreign bank profits: The case of Greek banks operating abroad
by Kosmidou, Kyriaki & Pasiouras, Fotios & Tsaklanganos, Angelos
- 16-29 The link between performance and changes in the size and stability of a firm's officers and directors
by Heaney, Richard & Naughton, Tony & Truong, Thanh & Davidson, Sinclair & Fry, Tim & McKenzie, Michael
- 30-44 Investor protection and capital structure: International evidence
by Cheng, Shuenn-Ren & Shiu, Cheng-Yi
- 45-60 International evidence on the non-linear impact of leverage on corporate cash holdings
by Guney, Yilmaz & Ozkan, Aydin & Ozkan, Neslihan
- 61-74 Modeling time variation and asymmetry in foreign exchange exposure
by Koutmos, Gregory & Martin, Anna D.
- 75-93 Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan
by Iqbal, Javed & Brooks, Robert
December 2006, Volume 16, Issue 5
October 2006, Volume 16, Issue 4
- 333-362 Are fewer firms paying more dividends?: The international evidence
by Ferris, Stephen P. & Sen, Nilanjan & Yui, Ho Pei
- 363-384 An empirical investigation of the loan concentration risk in Latin America
by Kalotychou, Elena & Staikouras, Sotiris K.
- 385-410 Foreign exchange risk exposure: Survey and suggestions
by Muller, Aline & Verschoor, Willem F.C.
- 411-423 Multiscale hedge ratio between the Australian stock and futures markets: Evidence from wavelet analysis
by In, Francis & Kim, Sangbae
- 424-439 The effects of SFAS 133 on foreign currency exposure of US-based multinational corporations
by Richie, Nivine & Glegg, Charmaine & Gleason, Kimberly C.
- 440-458 International portfolio diversification: A study of linkages among the U.S., European and Japanese equity markets
by Rezayat, Fahimeh & Yavas, Burhan F.
July 2006, Volume 16, Issue 3
- 213-231 Initiation of brokers' recommendations, market predictors and stock returns
by Chan, Howard W.H. & Brown, Rob & Ho, Yew Kee
- 232-248 Market segmentation and price differentials between A shares and H shares in the Chinese stock markets
by Li, Yuming & Yan, Daying & Greco, Joe
- 249-268 Market reaction to "unsweetened" and "sweetened" rights offerings in an emerging European stock market
by Adaoglu, Cahit
- 269-290 Persistence characteristics of Latin American financial markets
by Kyaw, NyoNyo A. & Los, Cornelis A. & Zong, Sijing
- 291-314 Pricing currency options in the presence of time-varying volatility and non-normalities
by Lim, G.C. & Martin, G.M. & Martin, V.L.
- 315-331 Portfolio diversification effects of trading blocs: The case of NAFTA
by Phengpis, Chanwit & Swanson, Peggy E.
April 2006, Volume 16, Issue 2
- 105-121 Emerging market bond returns--An investor perspective
by Juttner, D. Johannes & Chung, David & Leung, Wayne
- 122-141 Industry return predictability, timing and profitability
by Yao, Juan & Alles, Lakshman
- 142-159 Empirical evidence concerning incentives to hedge transaction and translation exposures
by Hagelin, Niclas & Pramborg, Bengt
- 160-183 The practice of investment valuation in emerging markets: Evidence from Argentina
by Pereiro, Luis E.
- 184-198 Call auction algorithm design and market manipulation
by Comerton-Forde, Carole & Rydge, James
- 199-211 The determinants of foreign direct investment: An extreme bounds analysis
by Moosa, Imad A. & Cardak, Buly A.
February 2006, Volume 16, Issue 1
- 1-15 Determinants of returns and volatility of Chinese ADRs at NYSE
by Kutan, Ali M. & Zhou, Haigang
- 16-26 Cross-hedging with futures and options: The effects of disappointment aversion
by Lien, Donald & Wang, Yan
- 27-42 Selectively hedging the Euro
by Simpson, Marc W. & Dania, Akash
- 43-63 New evidence on the announcement effect of convertible and exchangeable bonds
by Ammann, Manuel & Fehr, Martin & Seiz, Ralf
- 64-88 Government ownership and the performance of government-linked companies: The case of Singapore
by Ang, James S. & Ding, David K.
- 89-104 The cash flow-investment relationship: International evidence of limited access to external finance
by Aggarwal, Raj & Zong, Sijing
October 2005, Volume 15, Issue 4-5
- 301-301 Editorial
by Moshirian, Fariborz
- 302-313 Global financial markets integration and Millennium Goals
by Moshirian, Fariborz
- 314-333 The determinants of mortgage yield spread differentials: Securitization
by Liu, Benjamin & Skully, Michael
- 334-353 U.S. cross-listing and China's B-share discount
by Yang, Ting & Lau, Sie Ting
- 354-376 Can mutual funds characteristics explain fees?
by Geranio, Manuela & Zanotti, Giovanna
- 377-393 An empirical analysis of hedge fund performance: The case of Australian hedge funds industry
by Do, Viet & Faff, Robert & Wickramanayake, J.
- 394-413 A primer on the exposure of non-financial corporations to foreign exchange rate risk
by Bartram, Sohnke M. & Dufey, Gunter & Frenkel, Michael R.
- 414-434 Another look at factors explaining quality of financial analysts' forecasts: Evidence from the Asian emerging markets
by Coen, Alain & Desfleurs, Aurelie & L'Her, Jean-Francois & Suret, Jean-Marc
- 435-454 Voluntary disclosure, transparency, and market quality: Evidence from emerging market ADRs
by Krishnamurti, Chandrasekhar & Sevic, Aleksandar & Sevic, Zeljko
- 455-472 Asymmetric currency exposure of US bank stock returns
by Tai, Chu-Sheng
July 2005, Volume 15, Issue 3
- 193-210 Market underreaction and predictability in the cross-section of Japanese stock returns
by Nguyen, Pascal
- 211-233 Determinants of international portfolio investment flows to a small market: Empirical evidence
by Liljeblom, Eva & Loflund, Anders
- 235-255 Momentum and contrarian strategies in international stock markets: Further evidence
by Shen, Qian & Szakmary, Andrew C. & Sharma, Subhash C.
- 257-272 Risk and return in emerging markets: Family matters
by Estrada, Javier & Serra, Ana Paula
- 273-286 The effect of exchange rate fluctuations on multinationals' returns
by Ihrig, Jane & Prior, David
- 287-300 Portfolio allocations and the emerging equity markets of Central Europe
by Gilmore, Claire G. & McManus, Ginette M. & Tezel, Ahmet
April 2005, Volume 15, Issue 2
- 99-115 Trading behavior and investment performance of U.S. investors in global equity markets
by Swanson, Peggy E. & Lin, Anchor Y.
- 117-135 On the static efficiency of secondary bond markets
by Oxelheim, Lars & Rafferty, Michael
- 137-153 Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates
by Lindset, Snorre
- 155-169 Mergers in the bond rating industry: does rating provider matter?
by Purda, Lynnette D.
- 171-191 The international evidence on performance and equity ownership by insiders, blockholders, and institutions
by Seifert, Bruce & Gonenc, Halit & Wright, Jim
February 2005, Volume 15, Issue 1
- 1-13 Trading externalities and new equity issues in emerging markets
by Miles, William R. & Miller, Robert M.
- 15-30 Foreign exchange exposure, risk management, and quarterly earnings announcements
by Hagelin, Niclas & Pramborg, Bengt
- 31-49 The pricing of global versus domestic seasoned equity offers
by Wu, Congsheng
- 51-66 Comparisons of short and long hedge performance: the case of Taiwan
by Demirer, Riza & Lien, Donald & Shaffer, David R.
- 67-84 The contagious effects of the Asian financial crisis: some evidence from ADR and country funds
by Chung, Huimin
- 85-98 Denomination of currency decisions and zero-cost options collars
by Vander Linden, David
2004, Volume 14, Issue 4-5
- 303-303 Editorial
by Moshirian, Fariborz
- 305-314 Elements of global financial stability
by Moshirian, Fariborz
- 315-334 Why do global firms use currency swaps?: Theory and evidence
by Goswami, Gautam & Nam, Jouahn & Shrikhande, Milind M.
- 335-352 The evolution of financial analysts' forecasts on Asian emerging markets
by Coen, Alain & Desfleurs, Aurelie
- 353-368 Contagion: evidence from international banking industry
by Tai, Chu-Sheng
- 369-385 The intra-industry impact of special dividend announcements: contagion versus competition
by Balachandran, Balasingham & Faff, Robert & Nguyen, Tuan Anh
- 387-405 The determinants of capital structure: evidence from the Asia Pacific region
by Deesomsak, Rataporn & Paudyal, Krishna & Pescetto, Gioia
- 407-424 Coping with financial spillovers from the United States: the effect of US corporate scandals on Canadian stock prices
by Ivaschenko, Iryna V.
- 425-442 Prospect theory, analyst forecasts, and stock returns
by Ding, David K. & Charoenwong, Charlie & Seetoh, Raymond
- 443-461 Bank stock volatility, news and asymmetric information in banking: an empirical investigation
by Crouzille, Celine & Lepetit, Laetitia & Tarazi, Amine
- 463-483 The trading dynamics of close-substitute futures markets: evidence of margin policy spillover effects
by Chng, Michael T.
- 485-501 The intraday stock return characteristics surrounding price limit hits
by Lee, Jie-Haun & Chou, Robin K.
July 2004, Volume 14, Issue 3
- 201-215 Scheduled domestic and US macroeconomic news and stock valuation in Europe
by Nikkinen, Jussi & Sahlstrom, Petri
- 217-232 Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets
by Kim, Suk-Joong & McKenzie, Michael D. & Faff, Robert W.
- 233-248 On the stability of long-run relationships between emerging and US stock markets
by Yang, Jian & Kolari, James W. & Sutanto, Peter Wibawa
- 249-260 International investment in insurance services in the US
by Li, Donghui & Moshirian, Fariborz
- 261-281 Foreign exchange rate exposure of US multinational corporations: a firm-specific approach
by Fraser, Steve P. & Pantzalis, Christos
- 283-302 IPO underpricing in China's new stock markets
by Chen, Gongmeng & Firth, Michael & Kim, Jeong-Bon
April 2004, Volume 14, Issue 2
- 97-103 Diversifying internationally: disentangling hedging, valuation and capital cost effects
by Blenman, Lloyd P.
- 105-115 The effectiveness of currency-hedging techniques over multiple return horizons for foreign-denominated debt issuers
by Huffman, Stephen P. & Makar, Stephen D.
- 117-133 Derivatives hedging, geographical diversification, and firm market value
by Pramborg, Bengt
- 135-152 Corporate diversification and performance: evidence on production efficiency
by Baek, H. Young
- 153-169 Internationalization, capital structure, and cost of capital: evidence from French corporations
by Singh, Manohar & Nejadmalayeri, Ali
- 171-186 Valuation effects of domestic and international seasoned equity offerings by Canadian cross-listed firms
by Kryzanowski, Lawrence & Rubalcava, Arturo
- 187-200 The incentive effects of executive stock options: evidence from international acquisitions
by Kim, Dong-Kyoon
February 2004, Volume 14, Issue 1
- 1-18 The ex-dividend day behavior of American depository receipts
by Gorman, Larry R. & Mahajan, Arvind & Weigand, Robert A.
- 19-34 Value versus growth stocks in Singapore
by Yen, Jenn Yaw & Sun, Qian & Yan, Yuxing
- 35-46 The impact of monetary policy candidness on Australian financial markets
by Gasbarro, Dominic & Monroe, Gary S.
- 47-66 The aftermarket performance of initial public offerings in Canada
by Kooli, Maher & Suret, Jean-Marc
- 67-79 Dispersion of analysts' forecasts and the profitability of trading strategies around the preannouncement
by Chahine, Salim
- 81-95 International equity funds, performance, and investor flows: Australian evidence
by Gallagher, David R. & Jarnecic, Elvis
December 2003, Volume 13, Issue 4-5
- 287-288 Editorial
by Moshirian, Fariborz
- 289-302 Globalization and financial market integration
by Moshirian, Fariborz
- 303-322 Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia
by Chan-Lau, Jorge A. & Ivaschenko, Iryna
- 323-340 Volatility and shocks spillover before and after EMU in European stock markets
by Billio, Monica & Pelizzon, Loriana
- 341-357 Does world-level volatility matter for the average firm in a global equity market?
by Sequeira, John M. & Lan, Dong
- 359-384 Are Fama-French and momentum factors really priced?
by Tai, Chu-Sheng
- 385-404 Short-term contrarian investing--is it profitable? ... Yes and No
by Lee, Darren D. & Chan, Howard & Faff, Robert W. & Kalev, Petko S.
- 405-422 Testing for contagion--mean and volatility contagion
by Baur, Dirk
- 423-441 Asymmetric option price distribution and bid-ask quotes: consequences for implied volatility smiles
by Norden, Lars
- 443-463 Statistical and economic significance of stock return predictability: a mean-variance analysis
by Wei, Steven X. & Zhang, Chu
- 465-482 Relaxing Glass-Steagall provisions: wealth and risk effects on foreign banks and their domestic corporate customers
by Narayanan, Rajesh P. & Rangan, Nanda K. & Sundaram, Sridhar
- 483-502 An exploratory investigation of the relation between risk tolerance scores and demographic characteristics
by Hallahan, Terrence & Faff, Robert & McKenzie, Michael
July 2003, Volume 13, Issue 3
- 193-215 Can the use of foreign currency derivatives explain variations in foreign exchange exposure?: Evidence from Australian companies
by Nguyen, Hoa & Faff, Robert
- 217-230 Sudden changes in variance and volatility persistence in foreign exchange markets
by Malik, Farooq
- 231-250 Risk premia on foreign exchange: a direct approach
by Mun, Kyung-Chun & Morgan, George Emir
- 251-263 Suspicious trading halts
by McDonald, Cynthia G. & Michayluk, David
- 265-272 On the uniformity of investment banking spreads: the seven percent solution is not unique
by Butler, Alexander W. & Huang, Pinghsun
- 273-286 From gold to silicon
by Durand, Robert B. & Koh, Shern-Wei & Ng, Hock Guan
April 2003, Volume 13, Issue 2
- 101-121 Dividend policy and the organization of capital markets
by Aivazian, Varouj & Booth, Laurence & Cleary, Sean
- 123-139 Foreign-denominated debt and foreign currency derivatives: complements or substitutes in hedging foreign currency risk?
by Elliott, William B. & Huffman, Stephen P. & Makar, Stephen D.
- 141-159 Impact of foreign ownership restrictions on stock return distributions: evidence from an option market
by Nikkinen, Jussi
- 161-170 The effect of an asset's market weight on its beta: implications for international markets
by Lally, Martin & Swidler, Steve
- 171-192 Short-run deviations and optimal hedge ratio: evidence from stock futures
by Choudhry, Taufiq
February 2003, Volume 13, Issue 1
2002, Volume 12, Issue 4-5
- 273-284 New international financial architecture
by Moshirian, Fariborz
- 285-304 Do Swedes smile? On implied volatility functions
by Engstrom, Malin
- 305-321 Systematic risk and idiosyncratic risk: a useful distinction for valuing European options
by Chauveau, Thierry & Gatfaoui, Hayette
- 323-345 The change in trading activity on volatility and adverse selection component: evidence from ADR splits
by Jiang, Christine X. & Kim, Jang-Chul & Wood, Robert A.
- 347-363 Investment in internet banking as a real option: theory and tests
by Courchane, Marsha & Nickerson, David & Sullivan, Richard
- 365-390 International cross-listings towards more liquid markets: the impact on domestic firms
by Faff, Robert W. & Hodgson, Allan & Saudagaran, Shahrokh
- 391-409 Analyst forecast revisions and asset allocation in Asia-Pacific markets
by Chang, Millicent & Dallas, Isabel & Ng, Juliana
- 411-428 Exchange rate variability and the riskiness of US multinational firms: evidence from the Asian financial turmoil
by Chen, Cherry C. & So, Raymond W.
- 429-449 Continuous overreaction, insiders trading activities and momentum strategies
by Xiang, Jihong & He, Jia & Cao, Min
July 2002, Volume 12, Issue 3
- 191-205 Evidence of a leadership role in the Chilean stock exchanges
by Parisi, Franco & Nail, Lance & Soto, Catherine
- 207-222 Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia
by Lau, Sie Ting & Lee, Chee Tong & McInish, Thomas H.
- 223-238 The pricing of foreign exchange risk around the Asian financial crisis: evidence from Taiwan's stock market
by Chang, Yuanchen
- 239-259 The impact of informed trading on corporate liquidity
by Brockman, Paul & Chung, Dennis Y.
- 261-271 Time variation and asymmetry in systematic risk: evidence from the Finnish stock exchange
by Koutmos, Gregory & Knif, Johan
April 2002, Volume 12, Issue 2
- 89-106 The portfolio behavior of Japanese corporations' stable shareholders
by Ang, James S. & Constand, Richard
- 107-133 Uncertainty of trading rules in currency markets: an application of non-parametric bootstrapping
by Pasquariello, Paolo
- 135-158 Stock market short-termism--an international perspective
by Black, Angela & Fraser, Patricia
- 159-169 Liquidity management, operating performance, and corporate value: evidence from Japan and Taiwan
by Wang, Yung-Jang
- 171-189 Exploration of the role of expectations in foreign exchange risk management
by Bhargava, Vivek & Brooks, Robert
February 2002, Volume 12, Issue 1
- 1-19 Alternative foreign exchange management protocols: an application of sensitivity analysis
by Gautier, Antoine & Granot, Frieda & Levi, Maurice
- 21-40 Calculating the probability of failure of the Norwegian banking sector
by Clare, Andrew & Priestley, Richard
- 61-78 Ownership and performance in Chinese manufacturing industry1
by Wei, Zuobao & Varela, Oscar & Kabir Hassan, M.
- 79-88 The wealth effects of portfolio rebalancing in emerging equity markets
by Eaker, Mark R. & Grant, Dwight
December 2001, Volume 11, Issue 4-5
- 315-320 Financial systems in the new millennium
by Moshirian, Fariborz
- 321-340 Hedging of American equity options: do call and put prices always move in the direction as predicted by the movement in the underlying stock price?
by Norden, Lars
- 341-361 Foreign versus domestic banks in Germany and the US: a tale of two markets?
by Buch, Claudia M. & Golder, Stefan M.
- 363-383 The impact of a trade on national best bid and offer quotes: a new approach to modeling irregularly spaced data
by Zebedee, Allan A.
- 385-406 A stochastic volatility model specification with diagnostics for thinly traded equity markets
by Solibakke, Per Bjarte
- 407-426 Price differentials between different classes of stocks: an empirical study on Chinese stock markets
by Bergstrom, Clas & Tang, Ellen
- 427-443 The approximate option pricing model: performances and dynamic properties
by Capelle-Blancard, Gunther & Jurczenko, Emmanuel & Maillet, Bertrand
- 445-463 Venture capital investment duration in Canada and the United States
by Cumming, Douglas J. & MacIntosh, Jeffrey G.
- 483-496 Group reputation and persistent (or permanent) discrimination in credit markets
by Scalera, Domenico & Zazzaro, Alberto
- 497-513 Home bias and international capital asset pricing model with human capital
by Coen, Alain
- 515-531 Scale and scope economies in the European banking systems
by Cavallo, Laura & Rossi, Stefania P. S.
July 2001, Volume 11, Issue 3
April 2001, Volume 11, Issue 2
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