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Content
2011, Volume 14, Issue 03
- 563-600 An Examination of the Free Cash Flow and Information/Signaling Hypotheses Using Unexpected Dividend Changes Inferred from Option and Stock Prices: The Case of Regular Dividend Increases
by Sheng-Syan Chen & Kuei-Chin Fu - 601-616 Recap of the 17th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management and the 3rd International Conference on Business in Asia (iCBA)
by Cheng-Few Lee & Rojanasak Chomvilailuk
2011, Volume 14, Issue 02
- 195-212 Data Snooping on Technical Analysis: Evidence from the Taiwan Stock Market
by Cheng-Wei Chen & Chin-Sheng Huang & Hung-Wei Lai - 213-269 The Impact of Warrant Introduction: The Australian Experience
by Michael Clarke & Gerard Gannon & Russell Vinning - 271-295 Hot and Cold Strategies: Australian Evidence
by Vikash Ramiah & Tafadzwa Mugwagwa & Tony Naughton - 297-325 Evidence on Stock Reaction to Market-Wide Information
by Ding Du & Karen Denning & Xiaobing Zhao - 327-346 Optimal Bank Interest Margin with Synergy Banking under Capital Regulation and Deposit Insurance: A Swaption Approach
by Chuen-Ping Chang & Jyh-Horng Lin - 347-366 MBAR Models: A Test of ARIMAX Modelling
by Anastasia Maggina
2011, Volume 14, Issue 01
- 1-33 Fund Rating Model Based on Finite Normal Mixture Distribution
by Zhangpeng Gao & Shahidur Rahman & Shafiqur Rahman - 35-80 Alternatives to Traditional Repricing of Executive Stock Options
by Jerry T. Yang - 81-99 A Case Study of Illegal Insider Trading — The Scandal of Vultures' Insider Trading
by Yu Chuan Huang & Shu Hui Chan - 101-128 Oil Shocks and Equity Returns: An Empirical Analysis of the US Transportation Sector
by Sunil K. Mohanty & Mohan Nandha - 129-151 Transfer Pricing of Taiwan's Listing/OTC Enterprises Between Mainland China and Taiwan: Quantile Regression Analysis
by Chung-Jian Huang & Chau-Jung Kao & So-De Shyu & Chao-Hung Yu - 153-169 Fiscal and Monetary Policies in Reaction to the Financial Tsunami by the Taiwanese Government
by Hsiao-Yin Chen & Cheng-Few Lee & Tzu Tai & Kehluh Wang - 171-194 The Impacts of R&D Investment on Company Performance: US vs. Taiwanese Technology-Intensive Industry
by I Han & Cheng-Min Chuang
2010, Volume 13, Issue 04
- 495-515 Market Reaction to Entry Timing of Corporate Capital Investment Announcement: Evidence from Announcement-Period Abnormal Returns and Analysts' Earnings Forecast Revisions
by Sheng-Syan Chen & Xuan-Qi Su - 517-537 Intermediation Spread, Bank Supervision, and Financial Stability
by Süheyla Özyıldırım - 539-557 The Performance and Cash Flows of Newly Raised Funds
by Chun-An Li & Hong-Chih Ma - 559-582 An Examination of the Underpricing of H-Share IPOs in Hong Kong
by Terence Tai-Leung Chong & Shuo Yuan & Isabel Kit-Ming Yan - 583-605 Non-Normality and Risk in Developing Asian Markets
by Lakshman Alles & Louis Murray - 607-620 The Impact of Non-trading Periods on the Measurement of Volatility
by Yaw-Huei Wang & Yu-Jen Hsiao - 621-645 Research of Building Intelligent Investment Decision Mode for Investment Portfolio — Using Taiwan Electronic Stock as an Example
by Wen-Rong Jerry Ho & C. H. Liu & H. W. Chen
2010, Volume 13, Issue 03
- 333-361 Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence From the Australian Resources Sector Initial Public Offerings
by Hoa Nguyen & William Dimovski & Robert Brooks - 363-380 Does the Order Between Dividend Payment and New Stock Issuance Matter to Stock Price? — Evidence from Taiwan
by Mia Twu - 381-401 The Influence of Financial Development on R&D Activity: Cross-Country Evidence
by Young-Soon Hwang & Hong-Ghi Min & Seung-Hun Han - 403-416 CEO Turnover in Reverse Splits
by Li-Hsun Wang & Chu-Hsiung Lin & Hsien-Ming Chen - 417-447 Efficiency of Thai Commercial Banks: Pre- vs. Post-1997 Financial Crisis
by Pornchai Chunhachinda & Li Li - 449-468 The Impact of IFRS 2 "Share-Based Payment" on Malaysian Companies
by Ruhaya Atan & Nur Syuhada Jasni & Yousef Shahwan - 469-493 Is There a Future for Fair Value Accounting After the 2008–2009 Financial Crisis?
by Bikki Jaggi & James P. Winder & Cheng-Few Lee
2010, Volume 13, Issue 02
- 175-202 Shorting Down Value: The Toxic Effect of Insufficient Internal Liquidity
by Austin Murphy & Joe Callaghan & Mohinder Parkash - 203-213 International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach
by Cheng-Few Lee & Fu-Lai Lin & Mei-Ling Chen - 215-236 China's Banking Reform and Profitability
by Erh-Cheng Hwa & Yang Lei - 237-266 Risk to Firm Value for Taiwanese Companies Investing in China: Who Fares Better?
by Hsu-Huei Huang & Min-Lee Chan & Yu-Sheng Chang - 267-286 An Empirical Study of Dividend Payout and Future Earnings in Singapore
by King Fuei Lee - 287-307 E-Finance, Entry Deterrence, and Optimal Loan Rate of a Potential Entrant: An Option-Based Valuation
by Chuen-Ping Chang - 309-332 Loyalty Based Investment
by Pei-Hsuan Lee & Ching-Wen Wang
2010, Volume 13, Issue 01
- 1-18 ARFIMA Tests for Random Walks in Exchange Rates in Asian, Latin American and African-Middle Eastern Markets
by David Karemera & John Cole - 19-43 Financial Distress Announcements, Transaction Mode Change, and Aggregate Shareholder Wealth: Empirical Evidence from TAIEX-Listed Companies
by Gili Yen & Jian-Fa Li - 45-69 An Empirical Study on Issues in taiwanese Employee Reward Plans
by Wen-Hsiang Lin & Po-Sheng Ko & Hsueh Fang Chien & Wen-Chih Lee - 71-90 Short Sale, Stock Liquidity, and the Day-of-the-Week Effect: Evidence from the Taiwan Stock Market
by Zhaodan Huang & Ou Hu & Bih-Shuang Liao - 91-126 Corporate Governance, Legal Environment, and Auditor Choice in Emerging Markets
by Mahmud Hossain & Chee Yeow Lim & Patricia Mui Siang Tan - 127-156 Simultaneous Volatility Transmission and Spillover Effects
by Gerard L. Gannon - 157-174 Is R&D Always Beneficial?
by Hsu-Ling Chang & Chi-Wei Su
2009, Volume 12, Issue 04
- 567-592 Stock Returns and Volatility: Evidence from Select Emerging Markets
by Ravinder Kumar Arora & Himadri Das & Pramod Kumar Jain - 593-610 Hedging and Optimal Hedge Ratios for International Index Futures Markets
by Cheng-Few Lee & Kehluh Wang & Yan Long Chen - 611-628 The Valuation of Information Technology Investments by Real Options Analysis
by Kuo-Jung Lee & David S. Shyu & Miao-Ling Dai - 629-653 An Analysis of China's Stock Market in the First 10 Years
by Siwei Cheng - 655-674 The Intraday Performance of Contrarian Strategies: Evidence from the Taiwan Stock Exchange
by Kuei-Yuan Wang & Su-Chun Peng & Yen-Sheng Huang - 675-694 Investment Preference and Strategies of Foreign Institutional Investors Across Different Industries in Taiwan
by Mei-Ling Chen & Fu-Lai Lin & Mei-Chin Hung & Kai-Li Wang - 695-720 An Empirical Test of a Resources Deployment Portfolio (RDP) Approach to Business Group ROE Decomposition
by David M. Chen & Li-Ling Yang
2009, Volume 12, Issue 03
- 377-402 Signaling through Accounting Accruals vs. Financial Policy: Evidence from Bank Loan Loss Provisions and Dividend Changes
by Dong-Hoon Yang - 403-416 The Extended Opening Session of the Futures Market and Stock Price Behavior: Evidence from the Taiwan Stock Exchange
by Hsiu-Chuan Lee & Cheng-Yi Chien & Hsiang-Lan Chen & Yen-Sheng Huang - 417-454 The Impact of Auditors' Opinions, Macroeconomic and Industry Factors on Financial Distress Prediction: An Empirical Investigation
by Bi-Huei Tsai & Cheng-Few Lee & Lili Sun - 455-474 Managerial Responses to Initial Market Reactions on Share Repurchases
by Hung-Kun Chen & Yan-Shing Chen & Chia-Wei Huang & Yanzhi Wang - 475-508 Cash Holdings, Corporate Governance Structure and Firm Valuation
by Kin-Wai Lee & Cheng-Few Lee - 509-527 Are Structural VARs with Long-Run Restrictions Useful for Developing Monetary Policy Strategy in Egypt?
by Ahmed Hachicha & Cheng-Few Lee - 529-543 A Bayesian Monte Carlo Markov Chain Method for Loss Models and Risk Measure Assessments
by Ling Hu & Yating Yang - 545-566 Does Stock Misvaluation Differentiate the Motives for Takeovers?
by Yi-Cheng Shih & Bai-Jia Hsu
2009, Volume 12, Issue 02
- 159-176 Alternative Formulas to Compute Implied Standard Deviation
by James S. Ang & Gwoduan David Jou & Tsong-Yue Lai - 177-217 Empirical Performance of the Constant Elasticity Variance Option Pricing Model
by Ren-Raw Chen & Cheng-Few Lee & Han-Hsing Lee - 219-243 Institutional Ownership and Income Smoothing by Japanese Banks through Loan Loss Provisions
by Wikil Kwak & Ho-Young Lee & Vivek Mande - 245-266 Variation in Stock Return Risks: An International Comparison
by Wan-Jiun Paul Chiou & Alice C. Lee & Cheng-Few Lee - 267-287 EVA: Does Size Matter?
by Janet Hamilton & Shafiqur Rahman & Alice C. Lee - 289-308 On the Relationship between Stock Prices and Exchange Rates for India
by Paresh Kumar Narayan - 309-359 The Relationship between European Convertible Bond Issues and Corporate Governance: A Study of Electronics Companies in Taiwan
by Jen-Hung Huang & Hyley Huang & Cheng-Few Lee - 361-375 Recap of 16th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management
by Cheng-Few Lee & Tim Robinson & Mark Christensen
2009, Volume 12, Issue 01
- 1-26 Earnings Management by Japanese Bank Managers Using Discretionary Loan Loss Provisions
by Wikil Kwak & Ho-Young Lee & Susan W. Eldridge - 27-62 Balanced Performance Index and Its Implications: Evidence from Taiwan's Commercial Banks
by Dar-Yeh Hwang & Alice C. Lee & Chi-Chun Liu & Lishu Ouyang - 63-85 Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market
by Weihua Shi & Larry Eisenberg & Cheng-few Lee - 87-102 Corporate Asset Sales in Taiwan
by Meijui Sun & K. C. Chen - 103-123 Analysis of Unsolicited Credit Ratings in Japan: New Evidence from Moody's
by Lisa M. Fairchild & Susan M. V. Flaherty & Yoon S. Shin - 125-140 Extending the Maturity of a Defaulting Debt — The Longstaff Model Revisited
by Shyan Yuan Lee & Yi Fang Chung - 141-158 Real Exchange Rate Behavior under Peg: Evidence from the Chinese RMB and Malaysian MYR
by Yongjian E & Anthony Yanxiang Gu & Chau-Chen Yang
2008, Volume 11, Issue 04
- 493-509 Exploring the Root-Leaf Relationship between the Manufacturing and Financial Services Industry in Taiwan
by Chin-Chen Chien & Cheng-Few Lee & Ya-Yun Cheng - 511-530 Volatility Persistence of High-Frequency Returns in the Japanese Government Bond Futures Market
by Weihua Shi & Cheng-Few Lee - 531-554 Does Information Content Necessarily Increase with Greater Pre-Trade Transparency?
by Yaling Lin & Tai Ma & Hsiu-Kuei Chen - 555-567 Agency Theory and Flotation Methods in Seasoned Equity Offerings: The Case in Taiwan
by Kehluh Wang & Yi-Hsuan Chen & Szu-Wei Huang - 569-590 Perceptions of Non-Accounting Business Majors about the Managerial Accounting Course
by Mahmud Hossain & Cynthia D. Heagy & Santanu Mitra - 591-616 Impact of Tick-Size Reduction on the Market Liquidity — Evidence from the Emerging Order-Driven Market
by Tzung-Yuan Hsieh & Shaung-Shii Chuang & Ching-Chung Lin - 617-649 A Study on Stock-Selection and Market-Timing Performance: Evidence from Hong Kong Mandatory Provident Funds (MPF)
by Patrick Kuok-kun Chu & Michael McKenzie
2008, Volume 11, Issue 03
- 331-346 Performance and Investments in China from Industrial Perspectives: Evidence from Taiwan Firms
by Yi-Chein Chiang & Tung Liang Liao & Yu-Ling Liu - 347-361 What Drives the Cash Dividend Policy of the Poorly Performing Firms in Hong Kong?
by Louis T. W. Cheng & Hung-Gay Fung & T. Y. Leung - 363-387 Thailand Capital Flight through Trade with the US During Times of Political and Economic Instability
by Pornchai Chunhachinda & Maria E. de Boyrie & Simon J. Pak - 389-409 An Empirical Study on the Long-Run Determinants of Exchange Rate
by I-Ming Chiu - 411-428 Investment and Capital Market Imperfections: Some Evidence from a Developing Economy, India
by Saumitra N. Bhaduri - 429-463 Valuing IPOs Using Price-Earnings Multiples Disclosed by IPO Firms in an Emerging Capital Market
by Michael Firth & Yue Li & Steven Shuye Wang - 465-492 Subprime Mortgages, Market Impact, and Safety Nets
by Ronald D. Watson
2008, Volume 11, Issue 02
- 151-186 Measuring the Contribution of Intangibles to Productivity Growth: A Disaggregate Analysis of Japanese Firms
by Pablo Gonzalo Ramirez & Toyohiko Hachiya - 187-200 Value-at-Risk Efficient Portfolio Selection Using Goal Programming
by Hsin-Hung Chen - 201-226 Dividend Initiations by High-Tech Firms
by Michael Lacina & Zhaohui Zhang - 227-254 The Dynamics of Trades and Quote Revisions Across Stock, Futures, and Option Markets
by Jangkoo Kang & Hyoung-Jin Park - 255-286 Competition and Survival of Stock Exchanges: Lessons from Canada
by Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret - 287-304 The Impact of Non-Performing Loans on Bank's Operating Efficiency for Taiwan Banking Industry
by Chiung-Ju Liang & Ming-Li Yao & Dar-Yeh Hwang & Wei-Hsiung Wu - 305-329 Efficient Market Hypothesis (EMH): Past, Present and Future
by Gili Yen & Cheng-few Lee
2008, Volume 11, Issue 01
- 1-34 A Cross-Country Assessment of Bank Risk-Shifting Behavior
by James R. Barth & Mark Bertus & Jiang Hai & Triphon Phumiwasana - 35-46 The Timescale Effects of Corporate Governance Measure on Predicting Financial Distress
by Hsin-Hung Chen - 47-59 Modelling Regulatory Change V's Volume, of Trading Effects in HSIF and HSI Volatility
by Gerard Gannon & Siu Pang Au-Yeung - 61-74 China's Exchange Traded Fund: Is There a Trading Place Bias?
by Louis T. W. Cheng & Hung-Gay Fung & Yiuman Tse - 75-97 The Second Financial Reform and the Development of Financial Industry in Taiwan
by Wei-Hsiung Wu - 99-122 China-Concept Factor and Stock Returns in Taiwan
by Chau-Chen Yang & Cheng-Few Lee & Yi-Jung Chen & Ling Hu - 123-150 Recap of the 15th Conference on Pacific Basin Finance, Economics, Accounting, and Management
by Cheng-few Lee & Cao Hao Thi
2007, Volume 10, Issue 04
- 469-478 Short Sales Constraints and Return Volatility: Evidence from the Chinese A and H Share Markets
by Anthony Yanxiang Gu & Chauchen Yang - 479-490 Establishing a Pecking Order for Finance Academics: Ranking of US Finance Doctoral Programs
by Jean L. Heck - 491-518 Liquidity-Adjusted Benchmark Yield Curves: A Look at Trading Concentration and Information
by William T. Lin & David S. Sun - 519-540 Transitory Price Changes in the Chinese Stock Markets
by Zhaohui Zhang & Howard Nemiroff & Jiamin Wang & Khondkar Karim - 541-559 Earnings Management and the Pricing of Initial Public Offerings
by Kyoko Nagata & Toyohiko Hachiya - 561-583 Cross-Market Linkages of Taiwan Index Futures Contracts Listed on the Taiwan Futures Exchange and the Singapore Exchange
by Hung-Gay Fung & Qingfeng Wilson Liu & Gyoungsin Daniel Park - 585-617 Ownership Restriction, Information Diffusion Speed, and the Performance of Technical Trading Rules in Chinese Domestic and Foreign Shares Markets
by Wei Li & Steven Shuye Wang
2007, Volume 10, Issue 03
- 289-308 Does Idiosyncratic Volatility Matter? New Zealand Evidence
by Michael E. Drew & Alastair Marsden & Madhu Veeraraghavan - 309-328 Integrating A- and B-Share Markets in China: The Effects of Regulatory Policy Changes on Market Efficiency
by Changjiang Lu & Kemin Wang & Haiwei Chen & James Chong - 329-339 Tests of the Functional Form, the Wealth Effect, Currency Substitution, and Capital Mobility for Taiwan's Money Demand Function
by Yu Hsing - 341-347 The Difference Between Measuring Internal Funds Allocations in Groups and in Diversified Firms
by Marc Jegers & Kooyul Jung & Byungmo Kim - 349-388 Foreign Exchange Volatility Shifts and Futures Hedging: An ICSS-GARCH Approach
by Iqbal Mansur & Steven J. Cochran & David Shaffer - 389-413 The Dynamic Relationship between the Investment Behavior and the Morgan Stanley Taiwan Index: Foreign Institutional Investors' Decision Process
by Mei-Ling Chen & Kai-Li Wang & Ya-Ching Sung & Fu-Lai Lin & Wei-Chuan Yang - 415-443 Intra-Industry Effects of Delayed New Product Introductions
by Sheng-Syan Chen & Tsai-Yen Chung & Kim Wai Ho & Cheng-Few Lee - 445-468 A Simplified Firm Value-Based Risky Discount Bond Pricing Model
by Alan T. Wang & Sheng-Yung Yang
2007, Volume 10, Issue 02
- 157-172 Calendar Spread Trading and the Efficiency of Australian Bank Accepted Bill Futures Market
by John A. Anderson & Steven Li - 173-191 Agency Costs of Controlling Shareholders' Share Collateral with Taiwan Evidence
by Anlin Chen & Lanfeng Kao & Yi-Kai Chen - 193-214 Asymmetric Effects on East Asian Financial Integration: Is There "Japanese Dominance"?
by Ying Huang & Feng Guo - 215-236 Price Discovery across the Stock Index Futures and the ETF Markets: Intra-Day Evidence from the S&P 500, Nasdaq-100 and DJIA Indices
by Mei-Maun Hseu & Huimin Chung & Erh-Yin Sun - 237-264 Exchange Rate Volatility and the Asian Financial Crisis: Evidence from South Korea and ASEAN-5
by Ahmad Zubaidi Baharumshah & Hooy Chee Wooi - 265-288 The Jump Behavior of Foreign Exchange Market: Analysis of Thai Baht
by Jow-Ran Chang & Mao-Wei Hung & Cheng-Few Lee & Hsin-Min Lu
2007, Volume 10, Issue 01
- 1-13 Rational Speculative Bubbles in the Thai Stock Market: Econometric Tests and Implications
by Sethapong Watanapalachaikul & Sardar M. N. Islam - 15-31 Do Asian Stock Markets Follow a Random Walk? Evidence from LM Unit Root Tests with One and Two Structural Breaks
by Hooi Hooi Lean & Russell Smyth - 33-50 Does Investors' Sophistication Affect Persistence and Pricing of Discretionary Accruals?
by Lanfeng Kao - 51-61 Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach
by Aktham I. Maghyereh & Haitham A. Al Zoubi & Haitham Nobanee - 63-80 Explaining the Risk/Return Mismatch of the MSCI China Index: A Systematic Risk Analysis
by Priscilla Liang - 81-99 Regime Shifts in the Stock–Bond Relation in Australia
by Garry Hobbes & Frewen Lam & Geoffrey F. Loudon - 101-126 The Effects of Foreign Bank Entry on the Thai Banking Market: Empirical Analysis from 1990 to 2002
by Hidenobu Okuda & Suvadee Rungsomboon - 127-155 Recap of The Joint 14th Annual PBFEA and 2006 Annual Financial Engineering Association of Taiwan Conference
by Cheng-Few Lee
2006, Volume 09, Issue 04
- 509-531 Post-Takeover Effects on Thai Bidding Firms: Are Takeovers in the Bidder's Interests?
by D. E. Allen & A. Soongswang - 533-548 Discounted Private Placements in New Zealand: Exploitation or Fair Compensation?
by Hamish D. Anderson - 549-574 Measuring Firm-Specific Organizational Capital and its Impact on Value and Productivity: Evidence From Japan
by Pablo Gonzalo Ramirez & Toyohiko Hachiya - 575-596 Volatility–Volume Relationships Among Types of Traders Considering the Investment Limitation to Foreign Investors
by Ching-Mann Huang & Tsai-Yin Lin & Chih-Hsien Yu & Si-Ying Hoe - 597-638 The Cross Section of Expected Returns and Amortized Spreads
by Zhongzhi (Lawrence) He & Lawrence Kryzanowski - 639-660 Price Expectation and the Pricing of Stock Index Futures: Evidence from Developed and Emerging Markets
by Janchung Wang & Hsinan Hsu - 661-697 The Informative Content of the Net-Buy Information of Institutional Investors in the Taiwan Stock Market: A Revisit Using Conditional Analysis
by Chaoshin Chiao & David C. Cheng & Yunju Shao
2006, Volume 09, Issue 03
- 359-384 News and Asian Emerging Markets
by Tatsuyoshi Miyakoshi - 385-403 Cost Structure and Efficiency of the Credit Departments of the Farmers' Associations in Taiwan
by Cheng-Few Lee & Kehluh Wang & Ya-Hui Peng - 405-429 An Application of Self-Organizing Maps to Financial Structure Analysis of Keiretsu versus Non-Keiretsu Firms in Japan
by John J. Cheh & Evgeny A. Lapshin & Il-Woon Kim - 431-440 Debt and Equity Market Reaction to Employment Reports
by Asim Ghosh & Ronnie Clayton - 441-462 Canadian REITs and Stock Prices: Fractional Cointegration and Long Memory
by Ata Assaf - 463-490 Beta Estimation and Stability in the US-Listed International Transportation Industry
by Stephen X. H. Gong & Michael Firth & Kevin Cullinane - 491-508 Business Failure Prediction: A Case-Based Reasoning Approach
by Angela Y. N. Yip
2006, Volume 09, Issue 02
- 213-228 Jardine Matheson Group's Delisting from the Stock Exchange of Hong Kong: Evidence on International Market Integration/Segmentation
by Andrew Carverhill & Alex W. H. Chan - 229-256 Are There Asymmetries in the Relationship Between Exchange Rate Fluctuations and Stock Market Volatility in Pacific Basin Countries?
by Nabil Maghrebi & Mark J. Holmes & Eric J. Pentecost - 257-274 Incorporating the Time-Varying Tail-Fatness into the Historical Simulation Method for Portfolio Value-at-Risk
by Chu-Hsiung Lin & Chang-Cheng Chang Chien & Sunwu Winfred Chen - 275-295 Effects of Derivatives on Bank Risk
by Dong-Hoon Yang & Inman Song & Junesuh Yi & Young-Hyeon Yoon - 297-315 Stock Market Linkages Before and After the Asian Financial Crisis: Evidence from Three Greater China Economic Area Stock Markets and the US
by Hwahsin Cheng & John L. Glascock - 317-336 Financial Distress Prediction in China
by Jianguo Chen & Ben R. Marshall & Jenny Zhang & Siva Ganesh - 337-358 Recap of the Thirteenth Conference on Pacific Basin Finance, Economics, and Accounting
by Cheng-Few Lee
2006, Volume 09, Issue 01
- 1-24 Who Leads the Australian Interest Rates in the Short and Long Run? An Application of Long Run Structural Modelling
by A. Mansur M. Masih & Trent Winduss - 25-49 The Impact of Introduction of QFIIs Trading on the Lead and Volatility Behavior: Evidence for Taiwan Index Futures Market
by Wen-Hsiu Kuo & Shih-Ju Chan - 51-66 A Model for a Fair Exchange Rate
by Morgan Aries & Gianfranco Giromini & Gunter Meissner - 67-95 Financial Structure, Corporate Finance and Growth of Taiwan's Manufacturing Firms
by Wan-Chun Liu & Chen-Min Hsu - 97-127 Fundamental Value Hypothesis and Return Behavior: Evidence from Emerging Equity Markets
by Benjamas Jirasakuldech & Riza Emekter & Peter Went - 129-147 Transparency — An Empirical Study Using Taiwan Stock Exchange Data
by Chiou-Fa Lin - 149-179 Recap of the Eleventh Conference on Pacific Basin Finance, Economics, and Accounting
by Cheng-Few Lee - 181-212 Recap of the Twelfth Conference on Pacific Basin Finance, Economics, and Accounting
by Cheng-Few Lee
2005, Volume 08, Issue 04
- 573-592 Expectations and Equilibrium in High-Grade Australian Bond Markets
by Francis In & Jonathan A. Batten - 593-612 The General Determinants of Share Returns: An Empirical Investigation on the Dhaka Stock Exchange
by Asma Mobarek & A. Sabur Mollah - 613-636 Corporate Governance, Cash Holdings, and Firm Value: Evidence from Japan
by Qi Luo & Toyohiko Hachiya - 637-657 Response Asymmetries in Asian Stock Markets
by Shuh-Chyi Doong & Sheng-Yung Yang & Thomas C. Chiang - 659-685 Does Mutual Fund Management in India Correspond to its Investment Objective Classification?
by Luis Ferruz Agudo & Cristina Ortiz Lázaro - 687-705 Determinants of Treasury-LIBOR Swap Spreads
by D. K. Malhotra & Vivek Bhargava & Mukesh Chaudhry - 707-731 Korea's Post-Crisis Monetary Policy Reforms
by Donghyun Park & Junggun Oh - 733-745 Recap of the Ninth Conference on Pacific Basin Finance, Economics, and Accounting
by Cheng-Few Lee - 747-765 Recap of the Tenth Conference on Pacific Basin Finance, Economics, and Accounting
by Cheng-Few Lee
2005, Volume 08, Issue 03
- 339-376 An Empirical Study of Optimal Bank Corrective Action for Indonesia Employing the Dynamic Contingent Claims Model
by Maximilian J. B. Hall & Ganjar Mustika - 377-403 On the Maintenance Costs and Exit Costs of the Peg in Hong Kong
by Paul S. L. Yip - 405-446 Returns and Investor Behavior in Taiwan: Does Overconfidence Explain this Relationship?
by Mei-Chen Lin - 447-466 The Effect of the Degree of Internationalization on Capital Structure for Listed Multinational Corporations in Taiwan during the Asian Financial Crisis
by Hsien-Chang Kuo & Lie-Huey Wang - 467-499 An Investigation of Conditional Autocorrelation and Cross-Autocorrelation in Emerging Markets
by Robert W. Faff & David Hillier & Michael D. McKenzie - 501-523 Doubly-Binomial Option Pricing with Application to Insurance Derivatives
by Carolyn W. Chang & Jack S. K. Chang - 525-541 Comparison of Linear and Nonlinear Models for Panel Data Forecasting: Debt Policy in Taiwan
by Hsiao-Tien Pao & Yao-Yu Chih - 543-571 Convertible Bonds Issuance Terms, Management Forecasts, and Earnings Management: Evidence from Taiwan Market
by Chen-Lung Chin & Tyrone T. Lin & Chia-Chi Lee
2005, Volume 08, Issue 02
- 185-200 Stock Market Reaction to Mergers and Acquisitions in Anticipation of a Subsequent Related Significant Event: Evidence from the Korean Telecommunications Industry
by Changi Nam & Dong-Hoon Yang & Myeong-Cheol Park & Gil-Hwan Oh & Jong-Hyun Park - 201-216 The Market Reaction Around Ex-Dates of Stock Splits Before and After Decimalization
by Robin K. Chou & Wan-Chen Lee & Sheng-Syan Chen - 217-234 Trading Patterns and Performance of Trader Types in Taiwan Futures Market
by Chao-Hsien Lin & Hsinan Hsu & Chwan-Yi Chiang - 235-250 The Effects of High-Tech Companies' Strategic Alliance Announcements on the Stock Prices of the Relevant Companies: A Comparative Analysis of Indirect Benefits for Taiwan's High-Tech Industry Versus Other Industries 1998–2002
by Chiung-Ju Liang & Ming-Li Yao & Jung-Chu Lin - 251-277 The Intra-Industry Effect of Share Repurchase Deregulation: Evidence from Taiwan
by Shao-Chi Chang & Jung-Ho Lai & Chen-Hsiang Yu - 279-307 Insider Trading Activities Before the Simultaneous Announcements of Earnings and Dividends
by Louis T. W. Cheng & Ricky W. F. Szeto & T. Y. Leung - 309-337 The Determinants and Implications of Matching Maturities
by Sang-Gyung Jun & Frank C. Jen
2005, Volume 08, Issue 01
- 1-29 Asset Prices Under Prospect Theory and Habit Formation
by Mao-Wei Hung & Jr-Yan Wang - 31-51 Liquidity, Volatility and Stock Price Adjustment: Evidence from Seasoned Equity Offerings in an Emerging Market
by Chia-Cheng Ho & Chin-Chuan Lee & Chien-Ting Lin & C. Edward Wang - 53-79 Estimating and Explaining Extreme Comovements in Asia-Pacific Equity Markets
by Mahendra Chandra - 81-112 Stock Repurchase in Korea: Market Reactions and Operating Performance
by Youngkyu Park & Kooyul Jung - 113-130 Client Firms and Bank Mergers: Positive Wealth Effect of Bank Mergers on Distressed Firms
by Kensuke Tetsuya - 131-146 Valuing Individual Mortgage Servicing Contracts: A Comparison between Adjustable Rate Mortgages and Fixed Rate Mortgages
by Che-Chun Lin & Lan-Chih Ho - 147-166 Shanghai's Development as an International Financial Center
by James Laurenceson & Kam Ki Tang - 167-184 International Mutual Fund Performance and Political Risk
by Barrie A. Bailey & Jean L. Heck & Kathryn A. Wilkens
2004, Volume 07, Issue 04
- 451-469 An Empirical Analysis of Australian Superannuation Fund Expenses
by D. K. Malhotra & R. Martin & V. Marisetty - 471-491 Stock Price and Trading Volume Effects Associated with Changes in the MSCI Free Indices: Evidence from Taiwanese Firms Added to and Deleted from the Indices
by Pei-Gi Shu & Yin-Hua Yeh & Yu-Chen Huang - 493-507 Pricing Interest Rate Swaps in Malaysia
by Dick Davies & David Hillier & Andrew Marshall & King Fui Cheah - 509-524 Trading Volume and Cross-Autocorrelations of Stock Returns in Emerging Markets: Evidence from the Taiwan Stock Market
by Wen-Hsiu Kuo & Hsinan Hsu & Chwan-Yi Chiang - 525-545 KeiretsuAffiliation and Equity Values in Japan
by Edward B. Douthett & Kooyul Jung & YoungKyu Park - 547-569 The Vertical Disintegration of Taiwan's Semiconductor Industries: Price and Non-Price Factors
by Shiu-Wan Hung & Chyan Yang & Cheng-Few Lee - 571-597 Analysts' Forecasts of Taiwanese Firms' Earnings: Some Empirical Evidence
by Li-Chin Jennifer Ho & Jeffrey Tsay