Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
Editor: K. Chan
Editor: K. Chan
Series handle: RePEc:eee:pacfin
ISSN: 0927-538X
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
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. See general information about how to correct material in RePEc.
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 .
Content
November 1998, Volume 6, Issue 5
August 1998, Volume 6, Issue 3-4
- 225-233 The current Southeast Asia financial crisis1
by Miller, Merton H.
- 235-249 Lessons of privatization1
by Kane, Edward J.
- 251-273 Daily serial correlation, trading volume and price limits: Evidence from the Taiwan stock market
by Shen, Chung-Hua & Wang, Lee-Rong
- 275-293 Book-to-market, firm size, and the turn-of-the-year effect: Evidence from Pacific-Basin emerging markets
by Chui, Andy C. W. & Wei, K. C. John
- 295-306 Searching for periods of volatility: A study of the behavior of volatility in Thai stocks
by Bos, Theodore & Ding, David & Fetherston, Thomas A.
- 307-319 Asset pricing in segmented capital markets: Preliminary evidence from China-domiciled companies
by Poon, Winnie P. H. & Firth, Michael & Fung, Hung-Gay
- 321-346 Fundamental and nonfundamental components in stock prices of Pacific-Rim countries
by Chung, Heetaik & Lee, Bong-Soo
- 347-364 The effects of the stock transaction tax on the stock market - Experiences from Asian markets
by Hu, Shing-yang
May 1998, Volume 6, Issue 1-2
- 1-26 The deterioration of bank balance sheets in Japan: Risk-taking and recapitalization
by Horiuchi, Akiyoshi & Shimizu, Katsutoshi
- 27-43 Keiretsu affiliation and share price volatility in Japan
by Beason, D.
- 61-76 Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries
by Cheung, Yin-Wong & Lai, Kon S.
- 77-86 The international transmission of US, Eurodollar and Asian dollar interest rates: Some empirical evidence
by Wai-Wah Cheung, Daniel & Wan-Sing Hung, Bill
- 87-101 An investigation into the extent of beta instability in the Singapore stock market
by Brooks, Robert D. & Faff, Robert W. & Ariff, Mohamed
- 103-114 Risk factors in the Malaysian stock market
by Clare, Andrew D. & Priestley, Richard
- 115-124 Fractional dynamics in Japanese financial time series
by Barkoulas, John T. & Baum, Christopher F.
- 125-151 Are there rational speculative bubbles in Asian stock markets?
by Chan, Kalok & McQueen, Grant & Thorley, Steven
- 153-174 The determinants of foreign exchange rate exposure: Evidence on Japanese firms1
by Chow, Edward H. & Chen, Hung-Ling
- 175-192 Assessing estimation error in a tracking error variance minimisation framework
by Walsh, David M. & Walsh, Kathleen D. & Evans, John P.
- 193-212 Explanatory factors for trading volume responses to annual earnings announcements: Evidence from the Korean stock market
by Choi, Jong-Seo & Choe, Chongwoo
- 213-224 The empirical relationship between aggregate consumption and security prices in Australia
by Faff, Robert W.
December 1997, Volume 5, Issue 5
- 511-526 Signalling models and the valuation of new issues: An examination of IPOs in Singapore
by Firth, Michael & Liau-Tan, Chee Keng
- 527-537 Testing the conditional CAPM and the effect of intervaling: A note
by Brailsford, Timothy J. & Faff, Robert W.
- 539-557 The interaction between order imbalance and stock price
by Brown, Philip & Walsh, David & Yuen, Andrea
- 559-577 Correlations, trades and stock returns of the Pacific-Basin markets
by Chen, Nai-fu & Zhang, Feng
- 579-594 A test of the Asay model for pricing options on the SPI futures contract
by Brown, C. A. & Taylor, S. D.
September 1997, Volume 5, Issue 4
July 1997, Volume 5, Issue 3
- 281-299 Australian evidence on the pricing of estimation risk
by Clarkson, Peter M. & Satterly, Amanda
- 301-323 Ownership structure and corporate performance: Australian evidence
by Craswell, Allen T. & Taylor, Stephen L. & Saywell, Richard A.
- 325-344 The underinvestment hypothesis and off-balance sheet direct credit substitutes
by Sharpe, Ian G. & Tuzun, Tayfun
- 345-356 Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar
by Tse, Y. K. & Tsui, Albert K. C.
- 357-376 The impact of the return interval on the estimation of systematic risk
by Brailsford, Timothy J. & Josev, Thomas
- 377-388 Macroeconomic variables and stock prices in a small open economy: The case of Singapore
by Mookerjee, Rajen & Yu, Qiao
June 1997, Volume 5, Issue 2
February 1997, Volume 5, Issue 1
- 1-1 Editor's note
by Ghon Rhee, S.
- 1-23 Price reaction to order flow 'news' in Australian equities
by Walsh, David M.
- 25-38 U.S. protectionist policy and stock prices of U.S. import-competing and Korean and Taiwanese export-oriented firms
by Melvin, Michael & Sun, Qian
- 39-62 A Gibbs sampling approach to the estimation of linear regression models under daily price limits
by Chou, Pin-Huang
- 63-85 An analysis of the stock market performance of new issues in New Zealand
by Firth, Michael
- 87-103 Capital structure and dividend policies of Indonesian firms
by Ang, James S. & Fatemi, Ali & Tourani-Rad, Alireza
- 115-129 Earnings forecast errors: Comparative evidence from the Pacific-Basin capital markets
by Allen, Arthur & Cho, Jang Youn & Jung, Kooyul
December 1996, Volume 4, Issue 4
- 347-376 A survey of evidence on domestic and international stock exchange listings with implications for markets and managers
by McConnell, John J. & Dybevik, Heidi J. & Haushalter, David & Lie, Erik
- 377-391 Short-sales restrictions and volatility The case of the Stock Exchange of Singapore
by Ho, Kim Wai
- 393-408 The wealth effects of non-equity alliances The U.S.-Japanese licensing experience
by Beck, John C. & Larsen, Alan B. & Pinegar, J. Michael
- 409-419 Margin requirements and stock market volatility Another look at the case of Taiwan
by Hsu, Yenshan
- 421-435 An evaluation of the deposit insurance subsidisation of Australian banks
by Dennis, Steven A. & Sim, Ah Boon
July 1996, Volume 4, Issue 2-3
- 113-127 The social costs of some recent derivatives disasters
by Miller, Merton H.
- 129-152 Market reaction to the introduction of a foreign investor tax credit regime in New Zealand
by Chay, J. B. & Marsden, Alastair
- 153-180 Expected and realised returns for Singaporean IPOs: Initial and long-run analysis
by Lee, Philip J. & Taylor, Stephen L. & Walter, Terry S.
- 181-195 The impact of universal banking on the risks and returns of Japanese financial institutions
by Chong, Beng-Soon & Liu, Ming-Hua & Altunbas, Yener
- 197-218 Risk and return in the Philippine equity market: A multifactor exploration
by Bailey, Warren & Peter Chung, Y.
- 219-239 Capital controls, market segmentation and stock prices: Evidence from the Chinese stock market
by Ma, Xianghai
- 241-258 The effects of removing price limits and introducing auctions upon short-term IPO returns: The case of Japanese IPOs
by Pettway, Richard H. & Kaneko, Takashi
- 259-275 Political risk and stock price volatility: The case of Hong Kong
by Chan, Yue-cheong & John Wei, K. C.
- 277-296 Privatizing in stages and the dynamics of ownership structure
by Fluck, Zsuzsanna & John, Kose & Abraham Ravid, S.
- 297-314 Price clustering on the Australian Stock Exchange
by Aitken, Michael & Brown, Philip & Buckland, Christine & Izan, H. Y. & Walter, Terry
- 315-327 First and second order inefficiency in Australasian currency markets
by Gannon, Gerard L.
May 1996, Volume 4, Issue 1
- 1-14 Regulations, lender identity and bank loan pricing
by Chen, Andrew H. & Mazumdar, Sumon C. & Hung, Mao-wei
- 15-30 The winner's curse and international methods of allocating initial public offerings
by Chowdhry, Bhagwan & Sherman, Ann
- 31-43 Seasoned equity issues: The Korean experience
by Dhatt, Manjeet S. & Kim, Yong H. & Mukherji, Sandip
- 45-58 Execution costs associated with institutional trades on the Australian Stock Exchange
by Aitken, Michael & Frino, Alex
- 77-91 A variance ratio test of random walks in exchange rates: Evidence from Pacific Basin economies
by Ajayi, Richard A. & Karemera, David
- 93-111 Investment restrictions and the pricing of Korean convertible Eurobonds
by Bailey, Warren & Chung, Y. Peter & Kag, Jun-koo
December 1995, Volume 3, Issue 4
- 393-408 Analysts' earnings forecasts in Japan: Accuracy and sell-side optimism
by Conroy, Robert M. & Harris, Robert S.
- 409-428 Implementing monetary policy in a deregulated financial system: A study of the Australian official short-term money market
by Carmichael, Jeffrey & Harper, Ian R.
- 429-448 The aftermarket performance of initial public offerings in Korea
by Kim, Jeong-Bon & Krinsky, Itzhak & Lee, Jason
- 449-464 The role of financial variables in the pricing of Korean initial public offerings
by Kim, Jeong-Bon & Krinsky, Itzhak & Lee, Jason
- 465-483 An empirical test of the BS and CSR valuation models for warrants listed in Thailand
by Shastri, Kuldeep & Sirodom, Kulpatra
- 485-496 Reducing tick size on the Stock Exchange of Singapore
by Lau, Sie Ting & McInish, Thomas H.
July 1995, Volume 3, Issue 2-3
- 147-158 Do we really need more regulation of financial derivatives?
by Miller, Merton H.
- 159-192 An empirical survey of Indonesian equities 1985-1992
by Roll, Richard
- 193-216 Difficulties of transferring risk-based capital requirements to developing countries
by Kane, Edward J.
- 217-240 Production-based asset pricing in Japan
by Bakshi, Gurdip S. & Chen, Zhiwu & Naka, Atsuyuki
- 241-255 Equity ownership structure, leverage, and productivity: Empirical evidence from Japan
by Pushner, George M.
- 257-284 The profitability of technical trading rules in the Asian stock markets
by Bessembinder, Hendrik & Chan, Kalok
- 285-301 An analysis of the pricing processes of Australian unit trust IPOs
by James, Kieran E. & How, Janice C. Y. & Izan, H. Y.
- 319-335 The role of corporate groupings in controlling agency conflicts: The case of keiretsu
by Ferris, Stephen P. & Kumar, Raman & Sarin, Atulya
- 337-355 Price volatility of Indonesian stocks
by Chang, Rosita P. & Ghon Rhee, S. & Soedigno, Susatio
- 357-370 Trading mechanisms and return volatility: An empirical analysis of the stock exchange of Thailand
by Shastri, Karen A. & Shastri, Kuldeep & Sirodom, Kulpatra
May 1995, Volume 3, Issue 1
- 1-29 Market segmentation and time variation in the price of risk: Evidence on the Korean stock market
by Bae, Kee-Hong
- 31-55 Pricing externalities in the world financial markets: Theory and policy implications
by Eun, Cheol S. & Claessens, Stijn & Jun, Kwang W.
- 57-73 Pre and post-October 1987 stock market linkages between U.S. and Asian markets
by Arshanapalli, Bala & Doukas, John & Lang, Larry H. P.
- 75-92 Trading-round-the clock: Return, volatility and volume spillovers in the Eurodollar futures markets
by Abhyankar, Abhay H.
- 93-111 Are preholiday returns in Tokyo really anomalous? If so, why?
by Hiraki, Takato & Maberly, Edwin D.
- 113-136 Volatility and price change spillover effects across the developed and emerging markets
by John Wei, K. C. & Liu, Yu-Jane & Yang, Chau-Chen & Chaung, Guey-Shiang
- 137-137 The effects of debt subsidies on corporate investment behavior: The Korean experience
by Dailami, Mansoor & Han Kim, E.
- 137-138 Volume, volatility, liquidity and efficiency of the Singapore stock exchange before and after automation
by Naidu, G. N. & Rozeff, Michael S.
- 138-138 Japanese stock price reactions to stock dividend distributions
by Dhatt, Manjeet S. & Kim, Yong H. & Mukherji, Sandip
- 138-139 Day-of-the-week mean spillover effects between New York and Tokyo: January 1976 to August 1992: A note
by Hiraki, Takato & Maberly, Edwin D. & Park, Young S.
- 139-139 Assessing the cost of Taiwan's deposit insurance
by Duan, Jin-Chuan & Yu, Min-Teh
- 139-139 Functional regulation
by Miller, Merton H.
- 139-140 Initial public offerings: International insights
by Loughran, Tim & Ritter, Jay R. & Rydqvist, Kristian
- 140-141 Financing decisions and the investment opportunity set: Some evidence from Japan
by Jo, Hoje & Prinkerton, John M. & Sarin, Atulya
- 141-141 Risk and return on China's new stock markets: Some preliminary evidence
by Bailey, Warren
- 141-142 Intraday stock return volatility: The Hong Kong evidence
by Cheung, Yan-Leung & Ho, Richard Yan-Ki & Pope, Peter & Draper, Paul
- 142-142 The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange
by Goyal, Vidhan & Hwang, Chuan-Yang & Jayaraman, Narayanan & Shastri, Kuldeep
- 142-143 Australian domestic porfolio diversification and estimation risk: A review of investment strategies
by Allen, Dave E. & Sugianto, Richard
- 143-143 Pre-aanouncement share price run-ups and abnormal trading volume in takeover target's shares: A test of the market speculation hypothesis
by Murray, Paul G.
- 143-143 Pacific-Basin stock markets and real activity
by Cheung, Ying-Wong & He, Jia & Ng, Lilian
- 144-144 Valuation of parent guarantees of subsidiary debt: Ownership, risk and leverage implications
by Chen, Andrew H. & Hung, Mao-Wei & Mazumdar, Sumon C.
- 144-144 Good news, band news and international spilovers of stock return volatility between Japan and the U.S
by Bae, Kee-Hong & Andrew Karolyi, G.
- 145-145 Endogeneity bias in beta estimation: Thailand and Hong Kong
by Woo, Chi-Keung & Cheung, Yan-Leung & Ho, Richard Yan-Ki
- 145-145 Asian interest expectations and exchange rate dynamics
by Koedijk, Kees G. & Verschoor, Willem F. C.
- 145-146 Beta stability and portfolio formation
by Brooks, Robert D. & Faff, Robert W. & Lee, John H. H.
- 146-146 Pricing errors at the open and close for foreign stocks traded on the NYSE
by Choe, Hyuk
December 1994, Volume 2, Issue 4
- 391-404 Valuation of parent guarantees of subsidiary debt: Ownership, risk and leverage implications
by Chen, Andrew H. & Hung, Mao-Wei & Mazumdar, Sumon C.
- 405-438 Good news, bad news and international spillovers of stock return volatility between Japan and the U.S
by Bae, Kee-Hong & Andrew Karolyi, G.
- 439-452 Asian interest expectations and exchange rate dynamics
by Koedijk, Kees G. & Verschoor, Willem F. C.
- 453-461 Endogeneity bias in beta estimation: Thailand and Hong Kong
by Woo, Chi-Keung & Cheung, Yan-Leung & Ho, Richard Yan-Ki
- 463-479 Beta stability and portfolio formation
by Brooks, Robert D. & Faff, Robert W. & Lee, John H. H.
- 481-495 Pricing errors at the open and close for foreign stocks traded on the NYSE
by Choe, Hyuk
May 1994, Volume 2, Issue 2-3
- 91-106 Functional regulation
by Miller, Merton H.
- 107-111 Convergence through functional cooperation
by Majid, Mohd Munir Abdul
- 113-138 The current state of the Malaysian financial systems, with special reference to capital market developments
by Lin, See-Yan
- 139-145 Recent developments in the Philippine capital market
by Lopez, Rosario N.
- 147-150 The Indonesian capital market: A vision of change
by Ruru, Bacelius
- 151-163 The OECD-dynamic Asian economy dialogue on financial markets
by Witherell, William
- 165-199 Initial public offerings: International insights
by Loughran, Tim & Ritter, Jay R. & Rydqvist, Kristian
- 227-242 Financing decisions and the investment opportunity set: Some evidence from Japan
by Jo, Hoje & Pinkerton, John M. & Sarin, Atulya
- 243-260 Risk and return on China's new stock markets: Some preliminary evidence
by Bailey, Warren
- 261-276 Intraday stock return volatility: The Hong Kong evidence
by Cheung, Yan-Leung & Ho, Richard Yan-Ki & Pope, Peter & Draper, Paul
- 277-291 The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange
by Goyal, Vidhan & Hwang, Chuan-Yang & Jayaraman, Narayanan & Shastri, Kuldeep
- 293-318 Australian domestic portfolio diversification and estimation risk: A review of investment strategies
by Allen, Dave E. & Sugianto, Richard
- 349-373 Pacific-Basin stock markets and real activity
by Cheung, Yin-Wong & He, Jia & Ng, Lilian
March 1994, Volume 2, Issue 1
- 1-21 The effects of debt subsidies on corporate investment behavior: the Korean experience
by Dailami, Mansoor & Han Kim, E.
- 23-42 Volume, volatility, liquidity and efficiency of the Singapore Stock Exchange before and after automation
by Naidu, G. N. & Rozeff, Michael S.
- 43-59 Japanese stock price reactions to stock dividend distributions
by Dhatt, Manjeet S. & Kim, Yong H. & Mukherji, Sandip
- 61-71 Day-of-the-week mean spillover effects between New York and Tokyo: January 1976 to August 1992: A note
by Hiraki, Takato & Maberly, Edwin D. & Park, Young S.
- 73-90 Assessing the cost of Taiwan's deposit insurance
by Duan, Jin-Chuan & Yu, Min-Teh
December 1993, Volume 1, Issue 4
September 1993, Volume 1, Issue 3
May 1993, Volume 1, Issue 2
- 99-104 Long-term financing in an inflationary environment
by Modigliani, Franco
- 105-110 Fostering investor confidence in the Asian and Pacific capital markets
by Tarumizu, Kimimasa
- 111-126 The post-listing puzzle: evidence from Tokyo Stock Exchange listing
by Hwang, Chuan-Yang & Jayaraman, Narayanan
- 127-137 Published analysts' earnings forecasts in Japan: how accurate are they?
by Conroy, Robert & Harris, Robert S. & Park, Young S.
- 139-153 Price limits and stock market volatility in Taiwan
by Chen, Yea-Mow
- 155-174 Margin regulation and stock market volatility: further evidence from Japan, Korea and Taiwan
by Lee, Sang Bin & Yoo, Tae Yol
- 175-188 An analysis of interday and intraday return volatility - evidence from the Korea Stock Exchange
by Choe, Hyuk & Sik Shin, Hung
- 189-201 Price volatility in the Hong Kong stock market: a test of the information and trading noise hypothesis
by Chan, Kalok & Chan, Yue-cheong
- 203-214 Intraday prices and trading volume relationship in an emerging Asian market - Hong Kong
by Ho, Richard Yan-Ki & Cheung, Yan-Leung & Cheung, Daniel W. W.
March 1993, Volume 1, Issue 1
- 1-2 Editor's note
by Ghon Rhee, S.
- 13-29 Incentive conflict in deposit-institution regulation: evidence from Australia
by Kane, Edward J. & Kaufman, George G.
- 31-46 An alternate test of Myers' pecking order theory of capital structure: the case of South Korean firms
by Ang, James S. & Jung, Minje
- 47-65 Fractional ownership and underpricing: signals of IPO firm value?
by How, Janice C. Y. & Low, Joy G.
- 67-95 Intraday and interday behavior of the TOPIX
by Chang, Rosita P. & Fukuda, Toru & Ghon Rhee, S. & Taakano, Makoto
Printed from https://ideas.repec.org/s/eee/pacfin12.html
