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Content
June 2013, Volume 13, Issue 2
- 241-263 How much does an Illegal Insider Trade?
by Alex Frino & Stephen Satchell & Brad Wong & Hui Zheng
March 2013, Volume 13, Issue 1
- 39-65 Managerial Overconfidence and Share Repurchases
by Pei-Gi Shu & Yin-Hua Yeh & Tsui-Lin Chiang & Jui-Yi Hung - 67-91 Time-Varying Spillover Effects on Sectoral Equity Returns
by Hatice Ozer Balli & Faruk Balli & Rosmy Jean Louis - 93-110 Two-Factor Decomposition Analysis for Correlation between Mainland C hina and H ong K ong Stock Markets
by Kent Wang & Li Miao & Jiawei Li - 111-135 The Norm Theory of Capital Structure: International Evidence
by Swee-Sum Lam & Weina Zhang & Reginald Reagan Chua Lee
December 2012, Volume 12, Issue 4
- 375-397 Two Sides of a Coin: Endogenous and Exogenous Effects of Corporate Diversification on Firm Value
by Xi He - 399-434 Consequences of Riding Takeover Waves: A ustralian Evidence
by Lien Duong & Izan H. Y. Izan - 435-467 Internal Restructuring and Firm Survival
by Ronan Powell & Alfred Yawson - 469-490 Industry Merger Intensity and Cost of Capital
by Abdullah Mamun & Dev Mishra - 491-509 Do Financial Reforms Improve the Performance of Financial Holding Companies? The Case of T aiwan
by Meng-Chun Kao & Chien-Ting Lin & Lei Xu
September 2012, Volume 12, Issue 3
- 249-281 Executive Stock Options and Manipulated Stock-Price Performance
by Liu Zheng & Xianming Zhou - 283-304 Voluntary Cooperation in Terms of International Financial Supervision
by Pavel Diev - 305-327 The Effects of Market Makers and Stock Analysts in Emerging Markets
by Karolis Čekauskas & Reinis Gerasimovs & Vytautas Liatukas & Tālis J. Putniņš - 329-355 Dynamic Optimal Pension Fund Portfolios when Risk Preferences Are Heterogeneous among Pension Participants
by Toshiki Honda - 357-373 Disagreement in a Multi-Asset Market
by Xue-Zhong He & Lei Shi
June 2012, Volume 12, Issue 2
- 123-131 A Trust Crisis
by Renée Birgit Adams & Paola Sapienza & Luigi Zingales - 133-173 Is Pay a Matter of Values?
by Renée Birgit Adams & Renée Birgit Adams & Mariassunta Giannetti - 175-195 Governance Characteristics and the Market Reaction to the SEC 's Proxy Access Rule
by Renée Birgit Adams & Ali C. Akyol & Wei Fen Lim & Patrick Verwijmeren - 197-226 How to Sell a (Bankrupt) Company
by Renée Birgit Adams & Francesca Cornelli & Leonardo Felli - 227-248 Regulatory Pressure and Bank Directors’ Incentives to Attend Board Meetings
by Renée Birgit Adams & Renée Birgit Adams & Daniel Ferreira
March 2012, Volume 12, Issue 1
- 1-5 Foreword to Special Issue: Governance, Policy and the Crisis
by Renée Birgit Adams - 7-38 Governance and the Financial Crisis
by Renée Birgit Adams - 39-56 The Governance of Financial Regulation: Reform Lessons from the Recent Crisis
by Ross Levine - 57-87 How Has CEO Turnover Changed?
by Steven N. Kaplan & Bernadette A. Minton - 89-122 Executive Pay and Performance: Did Bankers’ Bonuses Cause the Crisis?
by Paul Gregg & Sarah Jewell & Ian Tonks
December 2011, Volume 11, Issue 4
- 417-444 Trading Mechanisms and Market Quality: Call Markets versus Continuous Auction Markets
by Weiyu Kuo & Yu‐Ching Li - 445-476 What Influences Trader Choice of Electronic versus Intermediated Execution?
by Ryan Garvey & Fei Wu - 477-514 Stock Price Informativeness and Corporate Governance: An International Study
by Jing Yu - 515-535 Decomposing the Income Insurance Channel across OECD and Emerging Markets
by Faruk Balli & Hatice Ozer Balli & Rosmy Jean Louis - 537-552 A Creative Institutional Response to Twin Problems of Liquidity and Information Gaps in Certain Emerging Markets
by Hammad Siddiqi
September 2011, Volume 11, Issue 3
- 269-301 The Impact of Liquidity Risk: A Fresh Look
by Sebastian Stange & Christoph Kaserer - 303-324 Global Volatility and Forex Returns in East Asia
by Sanjay Kalra - 325-351 A Dynamic Volume–Return Relation and Investors' Positive Feedback Trading
by Kotaro Miwa & Kazuhiro Ueda - 353-390 Low‐Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk
by A.S.M. Sohel Azad & Victor Fang & J. Wickramanayake - 391-416 Do Private Equity Investors Create Value for Italian Initial Public Offerings?
by Antonio Meles
June 2011, Volume 11, Issue 2
- 155-179 Capital Market Access and Financing of Private Firms
by Vidhan K. Goyal & Alessandro Nova & Laura Zanetti - 181-211 Heterogeneity in the Speed of Adjustment toward Target Leverage
by Ralf Elsas & David Florysiak - 213-226 Capital Structure: New Evidence from the Ownership Structure
by Julio Pindado & Chabela De La Torre - 227-243 Is the Negative Relation Between Leverage and Historical Market‐To‐Book Specific to US and Information and Communication Technology Firms?
by W. Allard Bruinshoofd & Leo De Haan - 245-268 The Degree of Judicial Enforcement and Credit Markets: Evidence from Japanese Household Panel Data
by Charles Yuji Horioka & Shizuka Sekita
March 2011, Volume 11, Issue 1
- 1-17 Two Common Problems in Capital Structure Research: The Financial‐Debt‐To‐Asset Ratio and Issuing Activity Versus Leverage Changes
by Ivo Welch - 19-55 Monte Carlo Simulations and Capital Structure Research
by Xin Chang & Sudipto Dasgupta - 57-86 Optimal Expansion Financing and Prior Financial Structure
by Sudipto Sarkar - 87-121 The Detection and Dynamics of Financial Distress
by Julie Fitzpatrick & Joseph P. Ogden - 123-154 Information Asymmetry and Financing Decisions
by Wolfgang Bessler & Wolfgang Drobetz & Matthias C. Grüninger
December 2010, Volume 10, Issue 4
- 403-432 Does the Quality of Corporate Governance Affect Firm Valuation and Risk? Evidence from a Corporate Governance Scorecard in Hong Kong
by Yan‐Leung Cheung & Aris Stouraitis & Weiqiang Tan - 433-453 Managerial Performance and Closed‐End Country Fund Premiums: A Lead or Lag Relationship?
by Iuliana Ismailescu & Ben Branch - 455-483 Foreign Investors' Reaction to Lower Profitability – The Role of Information Asymmetry
by Tom Berglund & P. Joakim Westerholm - 485-518 On the Behavior and Determinants of Risk‐Based Capital Ratios: Revisiting the Evidence from UK Banking Institutions
by William B. Francis & Matthew Osborne
September 2010, Volume 10, Issue 3
- 293-312 Equity Options and Underlying Stocks' Behavior: Further Evidence from Japan
by Shinhua Liu - 313-337 Corporate Disclosures: Strategic Donation of Information
by Jhinyoung Shin & Rajdeep Singh - 339-363 The Role of Executive Stock Options in On‐Market Share Buybacks
by Asjeet S. Lamba & Vivek M. Miranda - 365-401 The Value of Imputation Tax Credits on Australian Hybrid Securities
by Clinton Feuerherdt & Stephen Gray & Jason Hall
June 2010, Volume 10, Issue 2
- 149-183 Has the US Bond Market Lost its Edge to the Eurobond Market?
by Stavros Peristiani & João A. C. Santos - 185-207 Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives
by Daniel Rösch & Harald Scheule - 209-240 Cross‐Border Exposures and Financial Contagion
by Hans Degryse & Muhammad Ather Elahi & Maria Fabiana Penas - 241-262 Loan Sales and Loan Market Competition
by Jung‐Hyun Ahn - 263-292 Financial Liberalization and Banking Crises: A Cross‐Country Analysis
by Apanard P. Angkinand & Wanvimol Sawangngoenyuang & Clas Wihlborg
March 2010, Volume 10, Issue 1
- 1-26 An Overview of the Crisis: Causes, Consequences, and Solutions
by Franklin Allen & Elena Carletti - 27-61 Credit Default Swaps and the Stability of the Banking Sector
by Frank Heyde & Ulrike Neyer - 63-91 Sophistication in Risk Management, Bank Equity, and Stability
by Hans Gersbach & Jan Wenzelburger - 93-124 Financial Market Crises and Natural Resource Production
by James R. Brown & Lauren C. Lax & Bruce C. Petersen - 125-147 Trade Credit, Bank Credit and Financial Crisis
by Inessa Love & Rida Zaidi
December 2009, Volume 9, Issue 4
- 335-357 Common Divisors, Payout Persistence, and Return Predictability
by John Powell & Jing Shi & Tom Smith & Robert Whaley - 359-385 Corporate Diversification and Firm Value: Evidence from Post‐1997 Data
by Xi He - 387-403 Switching Between the Banking and Metals and Mining Sectors of Australia
by Tariq Haque - 405-429 Market Price of Risk: A Comparison among the United States, United Kingdom, Australia and Japan
by Kent Wang
September 2009, Volume 9, Issue 3
- 177-209 Banking Reforms for the 21st Century: A Perfectly Stable Banking System Based on Financial Innovations
by Nai‐Fu Chen - 211-241 Short Rate Dynamics and Regime Shifts
by Haitao Li & Yuewu Xu - 243-268 Estimation Uncertainty and the Equity Premium
by Hong Yan - 269-294 Common Risk Factors Versus a Mispricing Factor of Tokyo Stock Exchange Firms: Inquiries into the Fundamental Value Derived from Analyst Earnings Forecasts
by Keiichi Kubota & Kazuyuki Suda & Hitoshi Takehara - 295-318 Effect of Price Limits: Initial Public Offerings versus Seasoned Equities
by Yong H. Kim & J. Jimmy Yang - 319-333 Does the More Risk‐Averse Investor hold a Less Risky Portfolio?
by George Wong
March 2009, Volume 9, Issue 1‐2
- 1-26 Determinants of Capital Structure for Japanese Multinational and Domestic Corporations
by Shumi Akhtar & Barry Oliver - 27-50 Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision‐Making under Risk
by Robert Brooks & Robert Faff & Daniel Mulino & Richard Scheelings - 51-81 A Stochastic Measure of International Competitiveness
by Kenneth W. Clements & H. Y. Izan & Yihui Lan - 83-110 An Analysis of the Magnet Effect under Price Limits
by Daphne Yan Du & Qianqiu Liu & S. Ghon Rhee - 111-131 Capital Investments and Stock Returns in Japan
by Sheridan Titman & K.C. John Wei & Feixue Xie - 133-175 Pyramidal Discounts: Tunneling or Overinvestment?
by Martin Holmén & Peter Högfeldt
September 2008, Volume 8, Issue 3‐4
- 103-123 Ex‐Dividend Day Behavior in the Absence of Taxes and Price Discreteness
by Khamis Al Yahyaee & Toan Pham & Terry Walter - 125-157 Implications for Asset Pricing Puzzles of a Roll‐over Assumption for the Risk‐Free Asset
by Geoffrey J. Warren - 159-178 Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks
by David Michayluk & Karyn Neuhauser - 179-206 Effect of Investor Category Trading Imbalances on Stock Returns
by David Colwell & Julia Henker & Terry Walter
March 2008, Volume 8, Issue 1‐2
- 1-20 The Market Valuation of Cash Dividends: The Case of the CRA Bonus Issue
by H. Chu & G. Partington - 21-55 Price and Volume Behavior around the Ex‐dividend Day: Evidence on the Value of Dividends from American Depositary Receipts and their Underlying Australian Stocks
by Aelee Jun & V. T. Alaganar & Graham Partington & Max Stevenson - 57-80 Securitization and Rate Setting in the UK Mortgage Market
by Amelia Pais - 81-102 Institutional Trading and Price Momentum
by Chih‐Hsien Jerry Yu
September 2007, Volume 7, Issue 3‐4
- 89-104 A Refutation of the Existence of the Other January Effect
by Stephen A. Easton & Sean M. Pinder - 105-118 Are Feedback Factors Important in Modeling Financial Data?
by Helena Veiga - 119-141 Stock Index Futures Prices and the Asian Financial Crisis
by Taufiq Hassan & Shamsher Mohamad & Mohamad Ariff & Annuar Md Nassir - 143-160 Competition and Market Structure of National Association of Securities Dealers Automated Quotations
by Youngsoo Kim & Vikas Mehrotra
March 2007, Volume 7, Issue 1‐2
- 1-19 Value‐at‐Risk in Emerging Equity Markets: Comparative Evidence for Symmetric, Asymmetric, and Long‐Memory GARCH Models
by DAVID G. McMILLAN & ALAN E. H. SPEIGHT - 21-34 Emerging Market Efficiencies: New Zealand's Maturation Experience in the Presence of Non‐Linearity, Thin Trading and Asymmetric Information
by Charles Rayhorn & M. Kabir Hassan & Jung‐Suk Yu & Kenneth R. Janson - 35-60 Cost Efficiency in South Asian Banking: The Impact of Bank Size, State Ownership and Stock Exchange Listings
by Shrimal Perera & Michael Skully & J. Wickramanayake - 61-87 Profitability of Contrarian Strategies: Evidence from the Istanbul Stock Exchange
by Recep Bildik & Güzhan Gülay
September 2006, Volume 6, Issue 3‐4
- 99-128 A Theory of Precautionary Regulatory Capital in Banking
by Phong T. H. Ngo - 129-155 How do Individual, Institutional, and Foreign Investors Win and Lose in Equity Trades? Evidence from Japan
by Kee‐Hong Bae & Takeshi Yamada & Keiichi Ito - 157-176 An Empirical Comparison of Price‐Limit Models
by Tamir Levy & Joseph Yagil - 177-194 The Valuation Effects of Prime Rate Revisions: Is There an Advantage of Being First?
by Mohamed Ariff & Asjeet S. Lamba
March 2006, Volume 6, Issue 1‐2
- 1-23 On the Determinants and Dynamics of Dividend Policy
by Samy Ben Naceur & Mohamed Goaied & Amel Belanes - 25-41 Industry Clustering in Nordic Initial Public Offering Markets
by P. Joakim Westerholm - 43-78 The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes
by Philip Brown & Nick Chappel & Ray Da Silva Rosa & Terry Walter - 79-97 Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts
by H. Chan & R. Faff & Y. K. Ho & A. Ramsay
September 2005, Volume 5, Issue 3‐4
- 113-147 Do Informed Traders Win? An Analysis of Changes in Corporate Ownership around Substantial Shareholder Notices
by Raymond Da Silva Rosa & Nirmal Saverimuttu & Terry Walter - 149-174 Portfolio Concentration and Investment Manager Performance
by Simone Brands & Stephen J. Brown & David R. Gallagher - 175-197 Forecasting and Finite Sample Performance of Short Rate Models: International Evidence
by Sirimon Treepongkaruna - 199-218 Effect of Taxation on Equal Access Share Buybacks in Australia
by Christine Brown & Katrina Efthim
March 2005, Volume 5, Issue 1‐2
- 1-29 The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk
by Kingsley Fong & David R. Gallagher & Aaron Ng - 31-54 Bond Term Premium Analysis in the Presence of Multiple Regimes
by Ron Guido & Kathleen Walsh - 55-74 The SCoD Model: Analyzing Durations with a Semiparametric Copula Approach
by Cornelia Savu & Wing Lon Ng - 75-111 Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements
by Sahn‐Wook Huh & Avanidhar Subrahmanyam
September 2003, Volume 4, Issue 3‐4
- 101-123 Looking for Spot in the Presence of Futures
by Krishna Ramaswamy & Patrick Waldron - 125-170 A Theory of Currency Board with Irrevocable Commitments
by Alex W. H. Chan & Nai‐fu Chen - 171-188 The Effect of Short Sale Constraint Removal on Volatility in the Presence of Heterogeneous Beliefs
by Alan Kraus & Amir Rubin - 189-210 The Behavior and Performance of Foreign Investors in Emerging Equity Markets: Evidence from Taiwan
by Anchor Y. Lin & Peggy E. Swanson
March 2003, Volume 4, Issue 1‐2
- 1-27 Do Uniform Price Auctions Trade‐off Higher Risk for Higher Return?
by Jaclyn Beierlein & Hideaki Kiyoshi Kato - 29-48 Future Long‐Horizon Performance Measurement Conditional on Past Survival
by Philip Gray & Mark Whittaker - 49-78 Dynamic Optimality of Yield Curve Strategies
by Takao Kobayashi & Akihiko Takahashi & Norio Tokioka - 79-99 Measuring Productive Efficiency of Stock Exchanges using Price Adjustment Coefficients
by Vijaya B. Marisetty
September 2002, Volume 3, Issue 3‐4
- 163-188 Bank Safety and Soundness and the Structure of Bank Supervision: A Cross‐Country Analysis
by James R. Barth & Luis G. Dopico & Daniel E. Nolle & James A. Wilcox - 189-211 Impact of International Cross‐listing on Local Exchanges: Evidence from Chile
by Vivekanand Jayakumar - 213-232 Do Reforms in Transition Economies Affect Foreign Bank Entry?
by Robert Lensink & Jakob de Haan - 233-272 Testing Option Pricing Models with Stochastic Volatility, Random Jumps and Stochastic Interest Rates
by George J. Jiang
June 2002, Volume 3, Issue 2
- 71-103 Corporate Governance in Asia: A Survey
by Stijn Claessens & Joseph P. H. Fan - 105-129 What Explains Cross‐country Industry Growth Patterns? Trade, Development and the Equity Financing Channel
by Yuk Ying Chang & Sudipto Dasgupta - 131-161 Why Do Governments Privatize Abroad?
by Bernardo Bortolotti & Marcella Fantini & Carlo Scarpa
March 2002, Volume 3, Issue 1
- 1-25 The Relative Importance of Domestic and Global Factors in Explaining Australian Stock Returns
by Peter Clarkson & Vanitha Ragunathan & John Nowland - 27-51 Foreign Firms Issuing Equity on US Exchanges: An Empirical Investigation of IPOs and SEOs
by Padma Kadiyala & Avanidhar Subrahmanyam - 53-69 Managerial Opportunism and Capital Structure Adjustments: Equity–for–debt Swap and Convertible Debt
by Nobuyuki Isagawa
December 2001, Volume 2, Issue 4
- 205-215 Designing Markets for Developing Countries
by Maureen O’Hara - 217-234 Capital Structure Choices and Taxes: Evidence from the Australian Dividend Imputation Tax System
by Garry Twite - 235-246 The Short– and Long–run Performance of New Listings in Tunisia
by Samy Ben Naceur & Hatem Ghanem - 247-268 Simple Trading Rules and the Market for Internet Stocks
by Wai Mun Fong & Yat Wai Ho
September 2001, Volume 2, Issue 3
- 113-149 An Analytic Solution for Interest Rate Swap Spreads
by Mark Grinblatt - 151-178 On the Demand Elasticity of Initial Public Offerings: An Analysis of Discriminatory Auctions
by Yu–Jane Liu & K. C. John Wei & Gwohorng Liaw - 179-202 Investing Public Pensions in the Stock Market: Implications for Risk Sharing, Capital Formation and Public Policy in the Developed and Developing World
by Deborah Lucas
2001, Volume 2, Issue 1‐2
- 1-19 Financial Structure and Financial Crisis
by Franklin Allen - 21-48 Family Control and Corporate Governance: Evidence from Taiwan
by Yin‐hua Yeh & Tsun‐siou Lee & Tracie Woidtke - 49-70 Privatization, Efficiency and Intra‐industry Effects: Analysis of China’s Privatization
by Isaac Otchere & Zonglan Zhang - 71-98 Investors’ Herding on the Tokyo Stock Exchange
by Yoshio Iihara & Hideaki Kiyoshi Kato & Toshifumi Tokunaga - 99-112 The Hong Kong Currency Board During the 1997–8 Crisis: Problems and Solutions
by Nai‐fu Chen
December 2000, Volume 1, Issue 4
- 245-267 Changes in the Nikkei 500: New Evidence for Downward Sloping Demand Curves for Stocks
by Shinhua Liu - 269-294 Interest Rate, Currency and Equity Derivatives Valuation Using the Potential Approach
by Naosuke Nakamura & Fan Yu - 295-315 The Contributions of Professors Fischer Black, Robert Merton and Myron Scholes to the Financial Services Industry
by Terry Marsh & Takao Kobayashi
September 2000, Volume 1, Issue 3
- 161-194 Large Shareholder Activism in Corporate Governance in Developing Countries: Evidence from India
by Jayati Sarkar & Subrata Sarkar - 195-227 Why Doesn't the Black‐‐Scholes Model Fit Japanese Warrants and Convertible Bonds?
by Hirato Kuwahara & Terry A. Marsh - 229-244 Rules Governing the Transfer of Ownership: Wealth Effects and the Influence of Ownership Structure
by Henk Berkman & Farshid Navissi
June 2000, Volume 1, Issue 2
- 81-96 Security Markets versus Bank Finance: Legal Enforcement and Investors' Protection
by Franco Modigliani & Enrico Perotti - 97-121 Yield Curve Risk in Japanese Government Bond Markets
by Kenneth J. Singleton - 123-142 A Variable Reduction Technique for Pricing Average‐rate Options
by Hua He & Akihiko Takahashi - 143-159 Excess Risk Premia of Asian Banks
by Jianping (J.P.) Mei & Zheng Wang
March 2000, Volume 1, Issue 1
- 1-1 Editorial
by Sheridan Titman - 3-8 Exchange Rate Policy Options for Southeast Asia
by Merton H. Miller - 11-38 Financial Structure, Corporate Finance and Economic Growth
by René M. Stulz - 39-51 Long‐term Investments and Financial Structure
by Noriyuki Yanagawa - 53-80 On the Information Content of Bank Loan‐loss Disclosures: A Theory and Evidence from Japan
by Scott Gibson