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Content
April 2010, Volume 18, Issue 2
January 2010, Volume 18, Issue 1
- 1-23 Diversification, rationality and the Asian economic crisis
by Bowman, Robert G. & Chan, Kam Fong & Comer, Matthew R.
- 24-46 Agency costs, ownership structure and corporate governance compliance: A private contracting perspective
by Henry, Darren
- 47-63 Unfunded pension liabilities and stock returns
by Nakajima, Kan & Sasaki, Takafumi
- 64-76 Changes in equity returns and volatility across different Australian industries following the recent terrorist attacks
by Ramiah, Vikash & Cam, Marie-Anne & Calabro, Michael & Maher, David & Ghafouri, Shahab
- 77-89 What comprises IPO initial returns: Evidence from the Chinese market
by Gao, Yan
- 90-115 Liquidity and stock returns in Japan: New evidence
by Chang, Yuk Ying & Faff, Robert & Hwang, Chuan-Yang
- 116-137 The dynamics of individual and institutional trading on the Shanghai Stock Exchange
by Lee, Bong Soo & Li, Wei & Wang, Steven Shuye
November 2009, Volume 17, Issue 5
- 525-526 Foreword by the Guest Editor
by Comerton-Forde, C.
- 527-532 The implications of liquidity and order flows for neoclassical finance
by Subrahmanyam, Avanidhar
- 533-546 Order aggressiveness of institutional and individual investors
by Duong, Huu Nhan & Kalev, Petko S. & Krishnamurti, Chandrasekhar
- 547-564 Intraweek and intraday trade patterns and dynamics
by Kalev, Petko S. & Pham, Linh T.
- 565-579 Momentum profits in the Australian equity market: A matched firm approach
by Bettman, Jenni L. & Maher, Thomas R.B. & Sault, Stephen J.
- 580-593 Default risk and equity returns: Australian evidence
by Gharghori, Philip & Chan, Howard & Faff, Robert
- 594-610 Cash dividends, stock dividends and subsequent earnings growth
by Huang, Chin-Sheng & You, Chun-Fan & Lin, Szu-Hsien
- 611-627 U.S. and Japanese macroeconomic news and stock market volatility in Asia-Pacific
by Vrugt, Evert B.
- 628-650 Do Japanese CEOs matter?
by Ahn, Sanghoon & Bhattacharya, Utpal & Jung, Taehun & Nam, Giseok
September 2009, Volume 17, Issue 4
- 395-412 Regulation and target takeover returns: Is there a link?
by Marshall, Ben R. & Anderson, Hamish D.
- 413-443 Determinants of state equity ownership, and its effect on value/performance: China's privatized firms
by Ng, Alex & Yuce, Ayse & Chen, Eason
- 444-459 Stock index reaction to large price changes: Evidence from major Asian stock indexes
by Mazouz, Khelifa & Joseph, Nathan Lael & Palliere, Clement
- 460-478 The impact of disclosure reform on the NZX's financial information environment
by Huang, Meng & Marsden, Alastair & Poskitt, Russell
- 479-493 Do momentum-based strategies work in emerging currency markets?
by Chong, Terence Tai-Leung & Ip, Hugo Tak-Sang
- 494-505 The conservatism bias in an emerging stock market: Evidence from Taiwan
by Wu, Chen-Hui & Wu, Chin-Shun & Liu, Victor W.
- 506-523 A study on foreign exchange dealers' bid-ask spread quote behavior
by Hua, Mingshu
June 2009, Volume 17, Issue 3
- 295-318 Risk premia in international equity markets revisited
by Brown, Stephen J. & Hiraki, Takato & Arakawa, Kiyoshi & Ohno, Saburo
- 319-337 Information based trade, the PIN variable, and portfolio style differences: Evidence from Tokyo stock exchange firms
by Kubota, Keiichi & Takehara, Hitoshi
- 338-351 Index membership and predictability of stock returns: The case of the Nikkei 225
by Liu, Shinhua
- 352-371 Monetary and exchange rate stability in South and East Asia
by Bauer, Christian & Herz, Bernhard
- 372-393 Tunneling and propping up: An analysis of related party transactions by Chinese listed companies
by Cheung, Yan-Leung & Jing, Lihua & Lu, Tong & Rau, P. Raghavendra & Stouraitis, Aris
April 2009, Volume 17, Issue 2
- 145-162 Impaired bank health and default risk
by Fukuda, Shin-ichi & Kasuya, Munehisa & Akashi, Kentaro
- 163-174 Increased presence of foreign investors and dividend policy of Japanese firms
by Baba, Naohiko
- 175-188 What drives Yen interventions in Tokyo?: Do off-shore foreign exchange markets matter more than Tokyo market?
by Hall, Yosuke & Kim, Suk-Joong
- 189-208 Informed trading under different market conditions and moneyness: Evidence from TXO options
by Chan, Kam C. & Chang, Yuanchen & Lung, Peter P.
- 209-223 Dividends for tunneling in a regulated economy: The case of China
by Chen, Donghua & Jian, Ming & Xu, Ming
- 224-242 The style and innate structure of the stock markets in China
by Long, Wen & Mok, Henry M.K. & Hu, Yan & Wang, Huiwen
- 243-256 Inter-temporal examination of the trading activities of foreign investors in the Korean stock market
by Kim, Jaemin & Landi, James & Yoo, Sean Sehyun
- 257-270 Do active fund managers care about capital gains tax efficiency?
by Fong, Kingsley Y.L. & Gallagher, David R. & Lau, Sarah S.W. & Swan, Peter L.
- 271-293 Multiple board appointments and firm performance in emerging economies: Evidence from India
by Sarkar, Jayati & Sarkar, Subrata
January 2009, Volume 17, Issue 1
- 1-27 Portfolio pumping: An examination of investment manager quarter-end trading and impact on performance
by Gallagher, David R. & Gardner, Peter & Swan, Peter L.
- 28-40 Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange
by Wong, Woon K. & Chang, Matthew C. & Tu, Anthony H.
- 41-57 Can margin traders predict future stock returns in Japan?
by Hirose, Takehide & Kato, Hideaki Kiyoshi & Bremer, Marc
- 58-79 Market imperfections and the information content of implied and realized volatility
by Wong, Woon K. & Tu, Anthony H.
- 80-99 Commonality in liquidity: Evidence from the Stock Exchange of Thailand
by Pukthuanthong-Le, Kuntara & Visaltanachoti, Nuttawat
- 100-124 Investor biases in Japan: Another pathology of Keiretsu
by Hiraki, Takato & Ito, Akitoshi
- 125-144 Islamic banking: Interest-free or interest-based?
by Chong, Beng Soon & Liu, Ming-Hua
November 2008, Volume 16, Issue 5
- 493-521 Conducting event studies with Asia-Pacific security market data
by Corrado, Charles J. & Truong, Cameron
- 522-538 The effect of price limits on intraday volatility and information asymmetry
by Kim, Yong H. & Yang, J. Jimmy
- 539-554 Warrants in IPOs: Evidence from Hong Kong
by Mazouz, Khelifa & Saadouni, Brahim & Yin, Shuxing
- 555-571 The profitability of asset sales as an explanation of asset divestitures
by Shin, G. Hwan
- 572-590 Intraboard heterogeneity and the role of bank-dispatched directors in Japanese firms: An empirical study
by Saito, Takuji & Odagiri, Hiroyuki
- 591-605 Corporate governance and tunneling: Empirical evidence from China
by Gao, Lei & Kling, Gerhard
- 606-623 Executive pay and firm performance in the Philippines
by Unite, Angelo A. & Sullivan, Michael J. & Brookman, Jeffrey & Majadillas, Mary Anne & Taningco, Angelo
September 2008, Volume 16, Issue 4
- 341-369 The role of investment banks in M&A transactions: Fees and services
by Walter, Terry S. & Yawson, Alfred & Yeung, Charles P.W.
- 370-388 Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange
by Bae, Kee-Hong & Yamada, Takeshi & Ito, Keiichi
- 389-410 Banks as lenders and shareholders: Evidence from Japan
by Gao, Wenlian
- 411-435 The accuracy of analysts' dividend forecasts around the world
by Brown, Philip & How, Janice C.Y. & Verhoeven, Peter
- 436-452 Sudden stops and liability dollarization: Evidence from Asia's financial intermediaries
by Chue, Timothy K. & Cook, David
- 453-475 Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares
by da Veiga, Bernardo & Chan, Felix & McAleer, Michael
- 476-492 Momentum strategies and stock returns: Chinese evidence
by Naughton, Tony & Truong, Cameron & Veeraraghavan, Madhu
June 2008, Volume 16, Issue 3
- 183-203 Behavioral explanations of trading volume and short-horizon price patterns: An investigation of seven Asia-Pacific markets
by Ding, David K. & McInish, Thomas H. & Wongchoti, Udomsak
- 204-223 Stochastic dominance analysis of Asian hedge funds
by Wong, Wing-Keung & Phoon, Kok Fai & Lean, Hooi Hooi
- 224-235 Auctions versus book-built IPOs in Japan: A comparison of aftermarket volatility
by Pettway, Richard H. & Thosar, Satish & Walker, Scott
- 236-251 The impact of corporate governance on corporate performance: Evidence from Japan
by Bauer, Rob & Frijns, Bart & Otten, Rogér & Tourani-Rad, Alireza
- 252-267 Investment returns under right- and left-wing governments in Australasia
by Anderson, Hamish D. & Malone, Christopher B. & Marshall, Ben R.
- 268-297 Debt maturity structure of Chinese companies
by Cai, Kailan & Fairchild, Richard & Guney, Yilmaz
- 298-315 Do Thai stock prices deviate from fundamental values?
by Jirasakuldech, Benjamas & Emekter, Riza & Rao, Ramesh P.
- 316-340 Price reaction to rights issues in the Indian capital market
by Marisetty, Vijaya B. & Marsden, Alastair & Veeraraghavan, Madhu
January 2008, Volume 16, Issue 1-2
- 1-7 Behavioral finance in Asia
by Kim, Kenneth A. & Nofsinger, John R.
- 8-25 The house money effect and local traders on the Sydney Futures Exchange
by Frino, Alex & Grant, Joel & Johnstone, David
- 26-43 Investors' trading behavior and performance: Online versus non-online equity trading in Korea
by Oh, Natalie Y. & Parwada, Jerry T. & Walter, Terry S.
- 44-60 Individual investors and gender similarities in an emerging stock market
by Feng, Lei & Seasholes, Mark S.
- 61-77 Herding behavior in Chinese stock markets: An examination of A and B shares
by Tan, Lin & Chiang, Thomas C. & Mason, Joseph R. & Nelling, Edward
- 78-94 The role of salience in portfolio formation
by da Silva Rosa, Raymond & Durand, Robert B.
- 95-120 Culture and stock price clustering: Evidence from The Peoples' Republic of China
by Brown, Philip & Mitchell, Jason
- 121-159 Hubris amongst Japanese bidders
by Lin, Bing-Xuan & Michayluk, David & Oppenheimer, Henry R. & Reid, Sean F.
- 160-181 Testing pecking order prediction from the viewpoint of managerial optimism: Some empirical evidence from Taiwan
by Lin, Yueh-hsiang & Hu, Shing-yang & Chen, Ming-shen
November 2007, Volume 15, Issue 5
- 409-433 Does insider trading regulation deter private information trading? International evidence
by Durnev, Art A. & Nain, Amrita S.
- 434-451 The impacts of "shock therapy" on large and small clients: Experiences from two large bank failures in Japan
by Fukuda, Shin-ichi & Koibuchi, Satoshi
- 452-480 Asset pricing in China's domestic stock markets: Is there a logic?
by Eun, Cheol S. & Huang, Wei
- 481-493 An empirical investigation of whether Australian capital gains tax reforms influence individual investor behaviour
by Hanlon, Dean & Pinder, Sean
- 494-513 How smart is money? An investigation into investor behaviour in the Australian managed fund industry
by Gharghori, Philip & Mudumba, Shifali & Veeraraghavan, Madhu
September 2007, Volume 15, Issue 4
- 315-328 SMB -- Arousal, disproportionate reactions and the size-premium
by Durand, Robert B. & Juricev, Alex & Smith, Gary W.
- 329-352 Family ownership and performance in Korean conglomerates
by Chang, James Jinho & Shin, Hyun-Han
- 353-367 The political economy of SME financing and Japan's regional bank problems
by Choe, Chongwoo
- 368-387 Voluntary use of independent valuation advice by target firm boards in takeovers
by Bugeja, Martin
- 388-408 The real impact of stock market mispricing -- Evidence from Australia
by Chang, Xin & Tam, Lewis H.K. & Tan, Tek Jun & Wong, George
June 2007, Volume 15, Issue 3
- 213-252 Group control motive as a determinant of ownership structure in business conglomerates: Evidence from Korea's chaebols
by Kim, Woochan & Lim, Youngjae & Sung, Taeyoon
- 253-275 A review of IPO research in Asia: What's next?
by Yong, Othman
- 276-291 IPO price performance and block-trading activities: Evidence from Hong Kong
by Cheung, Yan-Leung & Liu, Yang
- 292-314 Share allocations and performance of KLSE second board IPOs
by How, Janice & Jelic, Ranko & Saadouni, Brahim & Verhoeven, Peter
April 2007, Volume 15, Issue 2
- 105-120 Is China's corporate governance beginning to come of age? The case of CEO turnover
by Fan, Dennis K.K. & Lau, Chung-Ming & Young, Michael
- 121-139 Market conditions and the optimal IPO allocation mechanism in China
by Ma, Shiguang & Faff, Robert
- 140-153 Determining the contributions to price discovery for Chinese cross-listed stocks
by Su, Qian & Chong, Terence Tai-Leung
- 154-172 Long-term performance following mergers of Japanese companies: The effect of diversification and affiliation
by Kruse, Timothy A. & Park, Hun Y. & Park, Kwangwoo & Suzuki, Kazunori
- 173-194 Herding and the information content of trades in the Australian dollar market
by Carpenter, Andrew & Wang, Jianxin
- 195-212 Hedging and choice of currency denomination in international syndicated loan markets
by Esho, Neil & Sharpe, Ian G. & Webster, Kristian H.
January 2007, Volume 15, Issue 1
- 1-17 The impact of rating changes in Australian financial markets
by Creighton, Adam & Gower, Luke & Richards, Anthony J.
- 18-35 Opening and closing behavior following the introduction of call auctions in Singapore
by Comerton-Forde, Carole & Ting Lau, Sie & McInish, Thomas
- 36-55 Executive compensation, firm performance, and Chaebols in Korea: Evidence from new panel data
by Kato, Takao & Kim, Woochan & Lee, Ju Ho
- 56-79 Corporate governance, top executive compensation and firm performance in Japan
by Basu, Sudipta & Hwang, Lee-Seok & Mitsudome, Toshiaki & Weintrop, Joseph
- 80-104 IMF-related announcements and stock market returns: Evidence from financial and non-financial sectors in Indonesia, Korea, and Thailand
by Evrensel, Ayse Y. & Kutan, Ali M.
November 2006, Volume 14, Issue 5
- 427-438 Socially responsible investment in Japanese pensions
by Jin, Henry Hongbo & Mitchell, Olivia S. & Piggott, John
- 439-452 Further analysis of the liquidity and information components of institutional orders: Active versus passive funds
by Frino, Alex & Gallagher, David R. & Oetomo, Teddy N.
- 453-466 Which trades move prices in emerging markets?: Evidence from China's stock market
by Cai, Bill M. & Cai, Charlie X. & Keasey, Kevin
- 467-483 The effects of insider trading on liquidity
by Cheng, Louis & Firth, Michael & Leung, T.Y. & Rui, Oliver
- 484-500 Changing conditions in the Hong Kong new issues market
by Carey, Peter & Steen, Adam
- 501-521 The effect of voluntary disclosure, ownership structure and proprietary cost on the return-future earnings relation
by Luo, Shuqing & Courtenay, Stephen M. & Hossain, Mahmud
- 522-545 Bond underwriting fees and keiretsu affiliation in Japan
by de Jong, Abe & Roosenboom, Peter & Schramade, Willem
September 2006, Volume 14, Issue 4
- 327-348 IPO flipping in Australia: cross-sectional explanations
by Bayley, Luke & Lee, Philip J. & Walter, Terry S.
- 349-366 Does the method of entry matter? Evidence from Indian ADRs and GDRs
by Kalimipalli, Madhu & Ramchand, Latha
- 367-394 Differential shareholder wealth and volume effects surrounding private equity placements in New Zealand
by Anderson, Hamish D. & Rose, Lawrence C. & Cahan, Steven F.
- 395-409 Addition to the Nikkei 225 Index and Japanese market response: Temporary demand effect of index arbitrageurs
by Okada, Katsuhiko & Isagawa, Nobuyuki & Fujiwara, Kenya
- 410-425 Tests of alternate models for the pricing of Korean Treasury bond futures contracts
by Kang, Jangkoo & Park, Hyoung-Jin
June 2006, Volume 14, Issue 3
- 1-1 Editor's note
by Chan, Kalok & Rhee, S. Ghon
- 231-249 Conditional performance evaluation and the relevance of money flows for Australian international equity funds
by Benson, Karen L. & Faff, Robert W.
- 250-268 Abnormal returns of Japanese acquisition bidders--impact of pro-M&A legislation in the 1990s
by Higgins, Huong N. & Beckman, Judy
- 269-290 The determinants of the hybrid security issuance decision for Australian firms
by Suchard, Jo-Ann & Singh, Manohar
- 291-310 Effects of order flow imbalance on short-horizon contrarian strategies in the Australian equity market
by Lo, Kevin & Coggins, Richard
- 311-326 Choice of foreign listing location: Experience of Chinese firms
by Yang, Ting & Lau, Sie Ting
April 2006, Volume 14, Issue 2
- 119-134 How can we effectively resolve the financial crisis: Empirical evidence on the bank rehabilitation plan of the Japanese government
by Shimizu, Katsutoshi
- 135-154 Idiosyncratic volatility, fundamentals, and institutional herding: Evidence from the Japanese stock market
by Chang, Eric C. & Dong, Sen
- 155-174 The ex-dividend day stock price behavior in the Chinese stock market
by Milonas, Nikolaos T. & Travlos, Nickolaos G. & Xiao, Jason Zezhong & Tan, Cunkai
- 175-192 Revealed stock preferences of individual investors: Evidence from Chinese equity markets
by Ng, Lilian & Wu, Fei
- 193-208 Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market
by Hua, Mingshu & Gau, Yin-Feng
- 209-230 Intra-industry effects of completed and cancelled cross border acquisitions in Australia: A test of the acquisition probability hypothesis
by Otchere, Isaac & Ip, Edwina
January 2006, Volume 14, Issue 1
- 1-32 The current state of Asia-Pacific stock exchanges: A critical review of market design
by Comerton-Forde, Carole & Rydge, James
- 33-48 Ethical investing in Australia: Is there a financial penalty?
by Bauer, Rob & Otten, Roger & Rad, Alireza Tourani
- 49-72 An analysis of the share price and accounting performance of rights offerings in China
by Wang, Junbo & Wei, K.C. John & Pruitt, Stephen W.
- 73-90 Insider trading in Hong Kong: Some stylized facts
by Cheuk, Man-Yin & Fan, Dennis K. & So, Raymond W.
- 91-117 The information content of insider trading around seasoned equity offerings
by Ching, Ken M.L. & Firth, Michael & Rui, Oliver M.
November 2005, Volume 13, Issue 5
- 489-503 Economic growth and equity returns
by Ritter, Jay R.
- 504-522 Dividend change context and signaling efficiency in Japan
by Harada, Kimie & Nguyen, Pascal
- 523-546 Managerial optimism and corporate investment: Some empirical evidence from Taiwan
by Lin, Yueh-hsiang & Hu, Shing-yang & Chen, Ming-shen
- 547-561 Who trades in the stock index futures market when the underlying cash market is not trading?
by Chan, Yue-cheong
- 562-583 Bid/ask spreads in the foreign exchange market: An alternative interpretation
by Poskitt, Russell
- 584-600 Ranking of finance programs in the Asia-Pacific region: An update
by Chan, Kam C. & Chen, Carl R. & Lung, Peter P.
September 2005, Volume 13, Issue 4
- 367-385 What drives volatile emerging stock market returns?
by Lee, Bong-Soo & Suh, Jungwon
- 387-410 Board composition and firm value under concentrated ownership: the Canadian evidence
by Erickson, John & Park, Yun W. & Reising, Joe & Shin, Hyun-Han
- 411-430 Use of derivatives by Australian companies
by Heaney, Richard & Winata, Henry
- 431-449 Ownership concentration, firm performance, and dividend policy in Hong Kong
by Chen, Zhilan & Cheung, Yan-Leung & Stouraitis, Aris & Wong, Anita W.S.
- 451-470 Underwriter reputation and underpricing: Evidence from the Japanese IPO market
by Kirkulak, Berna & Davis, Colin
- 471-487 Intraday volatility in the Taipei FX market
by Gau, Yin-Feng
June 2005, Volume 13, Issue 3
- 247-262 Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange
by Frino, Alex & Jarnecic, Elvis & Johnstone, David & Lepone, Andrew
- 263-300 The impact of the Internet on earnings announcements
by Chan, Terence & Watson, Iain & Wee, Marvin
- 301-318 Size really matters: Further evidence on the negative relationship between board size and firm value
by Mak, Y.T. & Kusnadi, Yuanto
- 319-341 An empirical comparison between operations of stabilization funds and stock repurchases in Korea
by Jung, Sung-Chang & Lee, Yong-Gyo & Thornton, John Jr.
- 343-366 Foreign exchange risk management by Swedish and Korean nonfinancial firms: A comparative survey
by Pramborg, Bengt
March 2005, Volume 13, Issue 2
- 119-144 Can event study methods solve the currency exposure puzzle?
by Dewenter, Kathryn L. & Higgins, Robert C. & Simin, Timothy T.
- 145-161 The source of abnormal returns from strategic alliance announcements
by Brooke, Jesse & Oliver, Barry
- 163-184 Does bank relationship matter for a firm's investment and financial constraints? The case of Taiwan
by Shen, Chung-Hua & Wang, Chien-An
- 185-199 The performance of value and growth portfolios in East Asia before the Asian financial crisis
by Ding, David K. & Chua, Jia Leng & Fetherston, Thomas A.
- 201-223 Are Taiwanese individual investors reluctant to realize their losses?
by Shu, Pei-Gi & Yeh, Yin-Hua & Chiu, Shean-Bii & Chen, Hsuan-Chi
- 225-245 Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information
by Yao, Juan & Gao, Jiti & Alles, Lakshman
January 2005, Volume 13, Issue 1
- 1-28 Determinants of ownership structure: An empirical study of the Korean conglomerates
by Lim, Ungki & Kim, Chang-Soo
- 29-52 Agency costs and ownership structure in Australia
by Fleming, Grant & Heaney, Richard & McCosker, Rochelle
- 53-80 The financial and operating performance of China's newly listed H-firms
by Huang, Guihai & Song, Frank M.
- 81-92 A note on price limit performance: The case of illiquid stocks
by Chen, Gong-Meng & Kim, Kenneth A. & Rui, Oliver M.
- 93-118 Time-varying beta and the Asian financial crisis: Evidence from Malaysian and Taiwanese firms
by Choudhry, Taufiq
November 2004, Volume 12, Issue 5
- 479-502 Disclosure regulation and the profitability of insider trading: Evidence from New Zealand
by Etebari, Ahmad & Tourani-Rad, Alireza & Gilbert, Aaron
- 503-523 The real-time predictability of the size and value premium in Japan
by Bauer, Rob & Derwall, Jeroen & Molenaar, Roderick
- 525-540 Diffusion of off-balance-sheet financial innovations: Information complementarity and market competition
by Fung, Michael K. & Cheng, Arnold C. S.
- 541-564 Profitability of return and volume-based investment strategies in China's stock market
by Wang, Changyun & Chin, Shengtyng
- 565-576 Fundamental determinants of the Australian price-earnings multiple
by Shamsuddin, Abul F. M. & Hillier, John R.
- 577-597 Extreme volumes and expected stock returns: Evidence from China's stock market
by Yun Wang, Chang & Sang Cheng, Nam
September 2004, Volume 12, Issue 4
June 2004, Volume 12, Issue 3
- 245-269 The explanatory power of R&D for the cross-section of stock returns: Japan 1985-2000
by Xu, Ming & Zhang, Chu
- 271-290 Stock price behavior surrounding stock repurchase announcements: Evidence from Japan
by Hatakeda, Takashi & Isagawa, Nobuyuki
- 291-310 Tax-adjusted market risk premiums in New Zealand: 1931-2002
by Lally, Martin & Marsden, Alastair
- 311-331 Information asymmetry and estimation risk: Preliminary evidence from Chinese equity markets
by Lam, Swee-Sum & Du, Jing
- 333-357 The relationship between exchange rate exposure, currency risk management and performance of international equity funds
by Benson, Karen L. & Faff, Robert W.
April 2004, Volume 12, Issue 2
- 117-142 Empirical comparison of alternative stochastic volatility option pricing models: Evidence from Korean KOSPI 200 index options market
by Kim, In Joon & Kim, Sol
- 143-158 Momentum returns in Australian equities: The influences of size, risk, liquidity and return computation
by Demir, Isabelle & Muthuswamy, Jay & Walter, Terry
- 159-177 Relative strength strategies in China's stock market: 1994-2000
by Wang, Changyun
- 179-195 The risk-return relations in the Singapore stock market
by Tang, Gordon Y. N. & Shum, Wai Cheong
- 197-217 Do errors in expectations explain the cross-section of stock returns?
by Mian, G. Mujtaba & Teo, Terence G. L.
- 219-243 The impact of debt on market reactions to the revaluation of noncurrent assets
by Courtenay, Stephen M. & Cahan, Steven F.
January 2004, Volume 12, Issue 1
- 1-18 Determinants of the decision to submit market or limit orders on the ASX
by Verhoeven, Peter & Ching, Simon & Guan Ng, Hock
- 19-39 The impact of tick size on intraday stock price behavior: evidence from the Taiwan Stock Exchange
by Ke, Mei-Chu & Jiang, Ching-Hai & Huang, Yen-Sheng
- 41-64 Some insights into the foreign exchange pricing puzzle: Evidence from a small open economy
by Chen, Jianguo & Naylor, Michael & Lu, Xingshen
- 65-90 Privatization, corporate governance and economic environment: Firm-level evidence from Asia
by Boubakri, Narjess & Cosset, Jean-Claude & Guedhami, Omrane
- 91-116 Safety-first portfolio optimization for US investors in emerging global, Asian and Latin American markets
by Haque, Mahfuzul & Kabir Hassan, M. & Varela, Oscar
November 2003, Volume 11, Issue 5
September 2003, Volume 11, Issue 4
- 393-412 An analysis of the relative performance of Japanese and foreign money management
by Brown, Stephen J. & Goetzmann, William N. & Hiraki, Takato & Shiraishi, Noriyoshi
- 413-428 What kind of multinational deposit-insurance arrangements might best enhance world welfare?
by Kane, Edward J.
- 429-437 Behavioral finance
by Ritter, Jay R.
- 439-462 Auctions versus book building of Japanese IPOs
by Kaneko, Takashi & Pettway, Richard H.
- 463-482 Costly information, diversification and international mutual fund performance
by Engstrom, Stefan
- 483-508 Korean bank governance reform after the Asian financial crisis
by Choe, Heungsik & Lee, Bong-Soo
- 509-525 The impact of the Asian financial crisis on foreign exchange market efficiency: The case of East Asian countries
by Jeon, Bang Nam & Seo, Byeongseon
- 527-553 Moneyness and the response of the implied volatilities to price changes: The empirical evidence from HSI options
by Chan, Kam C. & Cheng, Louis T. W. & Lung, Peter P.
July 2003, Volume 11, Issue 3