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Content
2008, Volume 18, Issue 3
2007, Volume 18, Issue 2
- 143-156 A future global economy to be built by BRICs
by Cheng, Hui Fang & Gutierrez, Margarida & Mahajan, Arvind & Shachmurove, Yochanan & Shahrokhi, Manuchehr
- 157-184 The effects of changes in corporate governance and restructurings on operating performance: Evidence from privatizations
by D'Souza, Juliet & Megginson, William & Nash, Robert
- 185-204 Modelling and forecasting temperature based weather derivatives
by Svec, J. & Stevenson, M.
- 205-227 The valuation of modular projects: A real options approach to the value of splitting
by Rodrigues, Artur & Armada, Manuel J. Rocha
- 228-250 The determinants of international financial integration
by Vo, Xuan Vinh & Daly, Kevin James
- 251-269 Valuation of derivatives based on single-factor interest rate models
by Sorwar, Ghulam & Barone-Adesi, Giovanni & Allegretto, Walter
- 270-288 US-Swiss term structures and exchange rate dynamics
by Inci, Ahmet Can
2007, Volume 18, Issue 1
- 1-15 Price discovery and informational efficiency of international iShares funds
by Tse, Yiuman & Martinez, Valeria
- 16-33 Optimal currency hedging
by Albuquerque, Rui
- 34-46 An anatomy of Bullish Underlying Linked Securities
by Chen, K.C. & Wu, Lifan
- 47-83 Equity and debt market responses to sovereign credit ratings announcement
by Pukthuanthong-Le, Kuntara & Elayan, Fayez A. & Rose, Lawrence C.
- 84-103 Serial correlation in the Spanish Stock Market
by DePenya, Francisco J. & Gil-Alana, Luis A.
- 104-123 Modeling money demand under the profit-sharing banking scheme: Some evidence on policy invariance and long-run stability
by Kia, Amir & Darrat, Ali F.
- 124-142 Assymetric information and the pricing of sovereign eurobonds: India 1990-1992
by Clark, Ephraim & Lakshmi, Geeta
March 2007, Volume 17, Issue 3
- 335-349 The cross section of expected stock returns in the Chinese A-share market
by Wang, Yuenan & Di Iorio, Amalia
- 350-378 How important is participation of different venture capitalists in German IPOs?
by Tykvova, Tereza & Walz, Uwe
- 379-396 Limit orders and the intraday behavior of market liquidity: Evidence from the Toronto stock exchange
by Vo, Minh T.
- 397-402 Valuing coins as the sum of the underlying asset and a perpetual American put option
by Easton, Steve
- 403-418 Crisis, contagion and cross-border effects: Evidence from the Latin American closed-end fund market
by Anoruo, Emmanuel & Ramchander, Sanjay & Thiewes, Harold
- 419-438 A modified finite-lived American exchange option methodology applied to real options valuation
by Armada, Manuel Rocha & Kryzanowski, Lawrence & Pereira, Paulo Jorge
- 439-453 Informed trading and the consistent enforcement hypothesis: Evidence from bid-ask spreads in France and Britain
by Maisondieu-Laforge, Olivier
December 2006, Volume 17, Issue 2
- 177-191 Services and the long-term profitability in Taiwan's banks
by Liu, Yong-Chin & Hung, Jung-Hua
- 192-213 Modeling country risk in Latin America: A country beta approach
by Verma, Rahul & Soydemir, Gokce
- 214-223 Effects of size and international exposure of the US firms on the relationship between stock prices and exchange rates
by Vygodina, Anna V.
- 224-251 Oil price risk and emerging stock markets
by Basher, Syed A. & Sadorsky, Perry
- 252-270 Business-cycle fluctuations and international equity correlations
by Kizys, Renatas & Pierdzioch, Christian
- 271-281 Is the CRISMA technical trading system profitable?
by Marshall, Ben R. & Cahan, Jared M. & Cahan, Rochester H.
- 282-293 Domestic or international: Divestitures in Australian multinational corporations
by Owen, Sian & Yawson, Alfred
- 294-308 Swap pricing: Evidence from the sterling swap market
by Poskitt, Russell
- 309-333 Neutrality of market neutral funds
by Capocci, Daniel
- 334-334 Erratum to "Systemic risk in the major Eurobanking markets: Evidence from inter-bank offered rates" [Global Finance Journal 16/2 128-166]
by Simpson, J.L. & Evans, J.P.
September 2006, Volume 17, Issue 1
- 1-22 Valuing volatility spillovers
by Milunovich, George & Thorp, Susan
- 23-49 Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU
by McGroarty, Frank & ap Gwilym, Owain & Thomas, Stephen
- 50-74 The informational content of option-implied distributions: Evidence from the Eurex index and interest rate futures options market
by Wilkens, Sascha & Roder, Klaus
- 75-91 Gulf Cooperation Council (GCC) stock markets: The dawn of a new era
by Bley, Jorg & Chen, Kim Heng
- 92-104 Global stock market reactions to scheduled U.S. macroeconomic news announcements
by Nikkinen, Jussi & Omran, Mohammed & Sahlstrom, Petri & Aijo, Janne
- 105-118 The Chilean ex-dividend day
by Castillo, Augusto & Jakob, Keith
- 119-135 Is stock price rounded for economic reasons in the Chinese markets?
by He, Yan & Wu, Chunchi
- 136-154 Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches
by Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Yip, Angela Y.N.
- 155-176 How Norwegian managers view dividend policy
by Baker, H. Kent & Mukherjee, Tarun K. & Paskelian, Ohannes George
March 2006, Volume 16, Issue 3
- 233-244 Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior
by Gebka, Bartosz & Henke, Harald & Bohl, Martin T.
- 245-263 Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas?
by Cifarelli, Giulio & Paladino, Giovanna
- 264-282 Regulation: The market for corporate control and corporate governance
by Sinha, Rajeeva
- 283-301 Family ownership, dual-class shares, and risk management
by Hagelin, Niclas & Holmen, Martin & Pramborg, Bengt
- 302-316 Corporate cash holdings, foreign direct investment, and corporate governance
by Chang, Kiyoung & Noorbakhsh, Abbas
- 317-329 An extension of price improvement debate: The case of American Depository Receipts (ADRs)
by Nikbakht, Ehsan & Shahrokhi, Manuchehr
- 330-353 Short-term market efficiency in the futures markets: TOPIX futures and 10-year JGB futures
by Rentzler, Joel & Tandon, Kishore & Yu, Susana
- 354-365 The Euro deposit market in a global perspective
by de Jong, Pieter J. & Swanson, Peggy E.
December 2005, Volume 16, Issue 2
- 113-124 The impact of government regulation and ownership on the performance of securities companies: Evidences from China
by K. Chen, Shaw & Chen, Xuanjuan & Lin, Bing-Xuan & Zhong, Rongsa
- 125-144 Systemic risk in the major Eurobanking markets: Evidence from inter-bank offered rates
by Simpson, J.L. & Evans, J.P.
- 145-163 ERM effects on currency spot and futures markets
by Inci, Ahmet Can
- 164-179 Market quality and price discovery: Introduction of the E-mini energy futures
by Tse, Yiuman & Xiang, Ju
- 180-190 Announcements of bonus share options: Signalling of the quality of firms
by Balachandran, Balasingham & Faff, Robert & Jong, Len
- 191-209 Long-term stock performance after open-market repurchases in Korea
by Lee, Yong-Gyo & Jung, Sung-Chang & Thornton, John Jr.
- 210-220 Multinationals and futures hedging under liquidity constraints
by Lien, Donald & Wong, Kit Pong
- 221-232 Corporate governance: Toward converging models?
by Jeffers, Esther
August 2005, Volume 16, Issue 1
- 1-15 Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components
by Chelley-Steeley, Patricia
- 16-25 Relative importance of industry and country factors in security returns
by Tessitore, Anthony & Usmen, Nilufer
- 26-47 Country and size effects in financial ratios: A European perspective
by Serrano Cinca, C. & Mar Molinero, C. & Gallizo Larraz, J.L.
- 48-68 Contagion and impulse response of international stock markets around the 9-11 terrorist attacks
by Mun, Kyung-Chun
- 69-85 A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era
by Baharumshah, Ahmad Zubaidi & Haw, Chan Tze & Fountas, Stilianos
- 86-98 Covered arbitrage with currency options: A theoretical analysis
by Ghosh, Dilip K. & Ghosh, Dipasri
- 99-111 Biases in FX-forecasts: Evidence from panel data
by Audretsch, David B. & Stadtmann, Georg
February 2005, Volume 15, Issue 3
- 219-237 Long-run dynamics of official and black-market exchange rates in Latin America
by Diamandis, Panayiotis F. & Drakos, Anastassios A.
- 239-249 The relationship between bid-ask spreads and holding periods: The case of Chinese A and B shares
by Chung, Shifei & Wei, Peihwang
- 251-280 An analysis of the determinants of sovereign ratings
by Bissoondoyal-Bheenick, Emawtee
- 281-302 Technical trading, monetary policy, and exchange rate regimes
by Bauer, Christian & Herz, Bernhard
- 303-320 New European Union members on their way to adopting the Euro: An analysis of macroeconomic disturbances
by Frenkel, Michael & Nickel, Christiane
- 321-335 Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach
by Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas
- 337-367 Prophets during boom and gloom downunder
by Azzi, Sarah & Bird, Ron
- 369-387 Capital structure in new technology-based firms: Evidence from the Irish software sector
by Hogan, Teresa & Hutson, Elaine
August 2004, Volume 15, Issue 2
- 103-123 Financial market liberalization and stock market efficiency: Evidence from the Athens Stock Exchange
by Laopodis, Nikiforos T.
- 125-137 International transmission of stock exchange volatility: Empirical evidence from the Asian crisis
by Fernandez-Izquierdo, Angeles & Lafuente, Juan Angel
- 139-146 Acquiring foreign equity assets without currency risk
by Wang, Ming-Chieh & Shyu, David
- 147-170 Further evidence on the announcement effect of bonus shares in an imputation tax setting
by Balachandran, Balasingham & Faff, Robert & Tanner, Sally
- 171-196 The value of the S&P 500--A macro view of the stock market adjustment process
by Chiarella, Carl & Gao, Shenhuai
- 197-217 Increasing input information and realistically measuring potential diversification gains from international portfolio investments
by Phengpis, Chanwit & Swanson, Peggy E.
2004, Volume 15, Issue 1
- 1-15 International transmission of uncertainty implicit in stock index option prices
by Nikkinen, Jussi & Sahlstrom, Petri
- 17-27 Scale economies in hedging foreign exchange cash flow exposures
by Martin, Anna D. & Mauer, Laurence J.
- 29-56 Filtering the BEER: A permanent and transitory decomposition
by Clark, Peter B. & MacDonald, Ronald
- 57-70 Financial markets and the financing choice of firms: Evidence from developing countries
by Agarwal, Sumit & Mohtadi, Hamid
- 71-79 Determining negotiating ranges for EDI-induced transaction and float cost reductions
by Borden, Karl
- 81-102 Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002
by Dungey, Mardi & Fry, Renee & Martin, Vance L.
December 2003, Volume 14, Issue 3
- 243-270 The impact of speculative trading on stock return volatility: the evidence from Taiwan
by Hsin, Chin-Wen & Guo, Wen-Chung & Tseng, Seng-Su & Luo, Wen-Chih
- 271-286 Determinants of emerging-market bond spreads: Cross-country evidence
by Min, Hong-Ghi & Lee, Duk-Hee & Nam, Changi & Park, Myeong-Cheol & Nam, Sang-Ho
- 303-318 U.S. multinationals and the home bias puzzle: an empirical analysis
by Salehizadeh, Mehdi
- 319-332 Asymmetric information transmission between a transition economy and the U.S. market: evidence from the Warsaw Stock Exchange
by Tse, Yiuman & Wu, Chunchi & Young, Allan
July 2003, Volume 14, Issue 2
- 121-133 Early unwinding of options-futures arbitrage with bid/ask quotations and transaction prices
by Fung, Joseph K. W. & Mok, Henry M. K.
- 135-157 Rational speculators and equity volatility as a measure of ex ante risk
by Kia, Amir
- 159-179 Wealth creation and managerial pay: MVA and EVA as determinants of executive compensation
by Fatemi, Ali & Desai, Anand S. & Katz, Jeffrey P.
- 181-195 The performance of new equity offerings in Hungary and Poland
by Lyn, Esmeralda O. & Zychowicz, Edward J.
- 217-242 The persistence of international diversification benefits before and during the Asian crisis
by Meyer, Thomas O. & Rose, Lawrence C.
May 2003, Volume 14, Issue 1
- 1-18 Financial versus operative hedging of currency risk
by Hommel, Ulrich
- 19-47 Analytical implementation of the Ho and Lee model for the short interest rate
by Grant, Dwight & Vora, Gautam
- 49-64 The stock return effect of political risk event on foreign joint ventures: evidence from the Tiananmen Square Incident
by Ma, Yulong & Sun, Huey-Lian & Tang, Alex P.
- 65-82 State equity ownership and firm market performance: evidence from China's newly privatized firms
by Wei, Zuobao & Varela, Oscar
- 83-93 The forward rate unbiasedness hypothesis reexamined: evidence from a new test
by Delcoure, Natalya & Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya
- 95-120 Exchange rate sensitivity of Australian international equity funds
by Benson, Karen L. & Faff, Robert W.
2002, Volume 13, Issue 2
- 109-120 Export finance skills for the U.S. and Japanese markets: An Australian agribusiness perspective
by Ross, Donald G. & Wheldon, Brett J.
- 121-146 An analysis of currency crisis in South Korea
by Puri, Tribhuvan N. & Kuan, Chikuang & Maskooki, Kooros
- 147-161 The impact of financial crises on international diversification
by Schwebach, Robert G. & Olienyk, John P. & Zumwalt, J. Kenton
- 163-179 The relationship between size, book-to-market equity ratio, earnings-price ratio, and return for the Hong Kong stock market
by Lam, Keith S. K.
- 181-194 Corporate multinationalism, organizational learning, and market reaction to international joint ventures: Evidence from Taiwan
by Chang, Shao-Chi & Huang, Ping-Chang
- 195-215 Forecasting exchange rates: Do banks know better?
by Eun, Cheol S. & Sabherwal, Sanjiv
- 217-235 International linkage of interest rates: Evidence from the emerging economies of Asia
by Anoruo, Emmanuel & Ramchander, Sanjay & Thiewes, Harold F.
- 237-252 Pricing of American Depositary Receipts under Market Segmentation
by Fang, Hsing & Loo, Jean C. H.
- 253-270 The sensitivity of Japanese bank stock returns to economic factors: An examination of asset/liability differences and main bank status
by Saporoschenko, Andrew
2002, Volume 13, Issue 1
- 1-15 Trafficking in foreign tax credits: A case study of Compaq Computer Corporation
by Tucker, Alan L.
- 17-28 A novel approach to the valuation of American options
by Allegretto, Walter & Lin, Yanping & Yang, Hongtao
- 29-38 Corporate risk management: Costs and benefits
by Fatemi, Ali & Luft, Carl
- 39-62 The scale and patterns of abnormal returns to equity investment in UK electricity distribution
by Buckland, Roger & Fraser, Patricia
- 63-91 Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period
by Masih, A. Mansur M. & Masih, Rumi
2001, Volume 12, Issue 1
- 1-33 Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches
by Dekker, Arie & Sen, Kunal & Young, Martin R.
- 35-53 Chaotic behavior in national stock market indices: New evidence from the close returns test
by McKenzie, Michael D.
- 55-77 An empirical investigation of trading volume and return volatility of the Taiwan Stock Market
by Huang, Bwo-Nung & Yang, Chin-Wei
- 79-93 Time variation paths of international transmission of stock volatility -- US vs. Hong Kong and South Korea
by He, Ling T.
- 95-107 Price and volatility spillovers between interest rate and exchange value of the US dollar
by So, Raymond W.
- 109-119 US exports and time-varying volatility of real exchange rate
by Sukar, Abdul-Hamid & Hassan, Seid
- 121-137 International transmission of inflation under alternative exchange rate regimes: Empirical evidence and its implications
by Jeong, Jin-Gil & Lee, Youngho
- 139-151 An examination of nonlinear dependence in exchange rates, using recent methods from chaos theory
by Gilmore, Claire G.
2000, Volume 11, Issue 1-2
- 1-16 Pacific Basin stock markets and international capital asset pricing
by Jan, Yin-Ching & Chou, Peter Shyan-Rong & Hung, Mao-Wei
- 17-30 Integration of LIBOR and Treasury bill yields over different monetary regimes
by Clinebell, John M. & Kahl, Douglas R. & Stevens, Jerry L.
- 31-52 The determination and international transmission of stock market volatility
by Kearney, Colm
- 53-72 The Contrarian/Overreaction Hypothesis: An analysis of the US and Canadian stock markets
by Mun, Johnathan C. & Vasconcellos, Geraldo M. & Kish, Richard
- 73-86 Market efficiency, the Mexican peso crisis, and the US bank stock returns: An application of the event parameter method
by Kilic, Osman & Hassan, M. Kabir & Tufte, David
- 87-108 Long-run purchasing power parity, prices and exchange rates in transition: The case of six Central and East European countries
by Christev, Atanas & Noorbakhsh, Abbas
- 109-127 Currency futures, news releases, and uncertainty resolution
by Christie-David, Rohan & Chaudhry, Mukesh
- 129-149 The interaction and volatility asymmetry of unexpected returns in the greater China stock markets
by Yeh, Yin-Hua & Lee, Tsun-Siou
1999, Volume 10, Issue 2
- 123-145 The market-adjusted investment performance of ADR IPOs and SEOs
by Callaghan, Joseph H. & Kleiman, Robert T. & Sahu, Anandi P.
- 147-160 The impact of listing Latin American ADRs on the risks and returns of the underlying shares
by Martell, Terrence F. & Rodriguez, Luis & Webb, Gwendolyn P.
- 161-172 Common stochastic trends and volatility in Asian-Pacific equity markets
by Pan, Ming-Shiun & Liu, Y. Angela & Roth, Herbert J.
- 173-186 The determinants of secondary market prices for developing country loans: the impact of country risk
by Ramcharran, Harri
- 187-200 Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data
by Chiang, Thomas C. & Doong, Shuh-Chyi
- 201-221 Re-examining the small-cap myth: problems in portfolio formation and liquidation
by Griffiths, Mark D. & Turnbull, D. Alasdair S. & White, Robert W.
- 223-230 Overreaction in the Hong Kong stock market
by Fung, Alexander Kwok-Wah
- 231-245 Mean reversion and the forecasting of country betas: a note
by Gangemi, Michael & Brooks, Robert & Faff, Robert
- 247-248 Index
by Unknown
1999, Volume 10, Issue 1
- 1-23 Nonlinear dynamics in foreign exchange rates
by Mahajan, Arvind & Wagner, Andrew J.
- 25-34 Interest parity, fractional differencing, and the strength of attraction: a reexamination of the cost-of-carry futures pricing model
by Jeng, Jau-Lian
- 35-52 An empirical examination of the effect of dividend taxation on asset pricing and returns in Germany
by Murphy, A. & Schlag, C.
- 53-70 Cross-border transmission of stock price volatility: evidence from the overlapping trading hours
by Jeong, Jin-Gil
- 71-81 Cointegration and causality between macroeconomic variables and stock market returns
by Kwon, Chung S. & Shin, Tai S.
- 83-91 The no-arbitrage condition and financial markets with transaction costs and heterogeneous information: The bid-ask spread
by Ardalan, Kavous
- 93-105 Seasonality in returns on the Chinese stock markets: the case of Shanghai and Shenzhen
by Mookerjee, Rajen & Yu, Qiao
- 107-122 Competitiveness and the convergence of international business practice: North American evidence after NAFTA
by Braun, Gary P. & Traichal, Patrick A.
1998, Volume 9, Issue 2
- 149-171 International ownership structure and the firm value
by Eun, Cheol S. & Janakiramanan, S.
- 173-180 The Latin American foreign debt revisited
by Milman, Claudio D.
- 181-204 Cointegration, forecasting and international stock prices
by Crowder, William J. & Wohar, Mark E.
- 205-223 Model selection for causal models: The global procedure with AICC and AICU
by Lee, Shyan-Yuan & Tsai, Chih-Ling
- 225-240 Causal relations among stock returns, inflation: Persistence of international mutual fund performance
by Bers, Martina K.
- 241-251 On the relationship between stock returns and exchange rates: Tests of granger causality
by Ajayi, Richard A. & Friedman, Joseph & Mehdian, Seyed M.
- 253-267 A global perspective of P/E ratio determinants: The case of ADRs
by Nikbakht, Ehsan & Polat, Celaleddin
- 269-277 A note on accounting exposure and the value of multinational corporations
by Martin, Anna D. & Madura, Jeff & Akhigbe, Aigbe
1998, Volume 9, Issue 1
- 1-4 Global financial challenges for the new millenium
by Shahrokhi, Manuchehr
- 5-27 Combining foreign exchange rate forecasts using neural networks
by Lubecke, Thomas H. & Nam, Kyung Doo & Markland, Robert E. & Kwok, Chuck C. Y.
- 29-50 An empirical examination of currency futures options under stochastic interest rates
by Poon, Winnie P. H. & Duett, Edwin H.
- 51-70 Interest rate swaps and economic exposure
by Goswami, Gautam & Shrikhande, Milind M.
- 71-80 Causal relations among stock returns, inflation, real activity, and interest rates: Evidence from Japan
by Najand, Mohammad & Noronha, Gregory
- 81-94 Lender identity and borrower returns: The evidence from foreign bank loans to U.S. corporations
by Byers, Steven S. & Fraser, Donald R. & Shockley, Richard L.
- 95-108 Capital market and political factors affecting Hong Kong: Mergers and acquisitions in the U.S.: 1975-1994
by Mishra, Chandra S. & McConaughy, Daniel L. & Clements, Alice
- 109-125 Corporate governance and the fragility of banking systems in developing countries: An analysis of a credit market in Ghana
by Evans, Jocelyn & Dadzie, Kofi
- 127-147 Another look at corporate ownership in Japan
by Constand, Richard L. & Pace, R. Daniel
1997, Volume 8, Issue 2
- 167-179 Power currency options
by Tucker, Alan & Wei, Jason Z.
- 181-197 The existence of a numeraire currency in foreign exchange: Evidence from transaction spot rates for Japan, Germany, and the United States
by Herbst, Anthony F. & Smith, Charles L. & Traichal, Patrick A.
- 199-210 Foreign exchange market efficiency: Evidence from the Gulf War period
by Biswas, Rita & Shawky, Hany A.
- 211-220 An application of four foreign currency forecasting models to the U.S. dollar and Mexican peso
by Mehran, Jamshid & Shahrokhi, Manuchehr
- 221-238 Black market and official exchange rates, cointegration and purchasing power parity in developing Asian countries
by Sundar, Cuddalore & Varela, Oscar & Naka, Atsuyuki
- 239-256 International convergence of short-term and long-term interest rates: Theory and empirical tests
by Kazemi, Hossein B. & Warotamasikkhadit, Dolly & Nageswaran, V. Anantha
- 257-277 Co-movements of major European community stock markets: A vector autoregression analysis
by Friedman, Joseph & Shachmurove, Yochanan
- 279-293 A performance evaluation of global equity mutual funds: Evidence from 1988-1995
by Shukla, Ravi & Singh, Sandeep
- 295-308 The role of stock dividends in Korea
by Dhatt, Manjeet S. & Kim, Yong H. & Mukherji, Sandip
- 309-321 Political instability and country risk
by Rivoli, Pietra & Brewer, Thomas L.
1997, Volume 8, Issue 1
- 1-14 Factors affecting returns across stock markets
by Madura, Jeff & Tucker, Alan L. & Wiley, Marilyn
- 15-31 A Bayesian approach to foreign exchange forecasting
by Mahdavi, Mahnaz
- 33-54 The international market for corporate control: Evidence from acquisitions of financial firms
by Biswas, Rita & Fraser, Donald R. & Mahajan, Arvind
- 55-70 An examination of the impact of country risk on the international portfolio selection decision
by Rajan, Murli & Friedman, Joseph
- 71-82 Do cross-border acquisitions of U.S. targets differ from U.S. domestic takeover targets?
by Chen, Chao & Su, Robert
- 83-94 Estimation of risk on the Brussels Stock Exchange: Methodological issues and empirical results
by Beer, Francisca Marie
- 95-111 Periodic market closure and order imbalances
by Liu, Yu-Jane
- 113-128 Growth effects of integration among unequal countries
by Frenkel, Michael & Trauth, Thomas
- 129-143 Performance, capital structure and home country: An analysis of Asian corporations
by Krishnan, V. Sivarama & Moyer, R. Charles
- 145-157 Capital structure norms among foreign subsidiaries of U.S. multinational enterprises
by Shao, Lawrence Peter
- 159-166 Cross currency option pricing
by Blenman, Lloyd P. & Ayadi, O. Felix
1996, Volume 7, Issue 2
- 129-151 International real interest rate parity with error correction models
by Byun, Jong-Cook & Chen, Son-Nan
- 153-168 Exchange rate regimes and international market segmentation: Evidence from pricing effects of international listings
by Mahajan, Arvind & Furtado, Eugene P. H.
- 169-189 Foreign exchange exposure and the pricing of exchange rate risk
by Fatemi, Ali M. & Tavakkol, Amir & Dukas, Stephen P.
- 191-208 Stockholder wealth effects of Eurobond financing: A Canadian perspective
by Athanassakos, George & Schnabel, Jacques A.
- 209-222 Foreign direct investment: The factors affecting the location of foreign branch plants in the United States
by Friedman, Joseph & Gerlowski, Daniel A & Silberman, Jonathan
- 223-238 Factors affecting cross-border mergers and acquisitions: The Canada-U.S. experience
by Vasconcellos, Geraldo M. & Kish, Richard J.
- 239-252 Measuring fair capital adequacy holdings for banks: The case of Taiwan
by Yu, Min-Teh
- 253-263 Stock returns and volatility: An empirical investigation of the German and French equity markets
by Mougoue, Mbodja & Whyte, Ann Marie
1996, Volume 7, Issue 1
- 1-12 Synthetic barter: Simulating countertrade solutions with swaps
by Marshall, John F. & Wynne, Kevin J.
- 13-25 The impact of price limits on foreign currency futures' price volatility and market efficiency
by Chen, Chao & Jeng, Jau-Lian
- 27-52 Equity market return volatility: Dynamics and transmission among the G-7 countries
by Leachman, Lori L. & Francis, Bill
- 53-65 Capital market information transfer and integration: The case of securities dualtraded in the U.S. and Canada
by Ip, Yiu Keung & Brooks, LeRoy D.
- 67-87 The convergence of foreign direct investment and restructuring: Evidence from cross-border divestitures
by Blumberg, Aryeh & Owers, James E.
- 89-99 Is the stock dividend ex-day effect due to market microstructure?: Contrary evidence from Korea
by Dhatt, Manjeet S. & Kim, Yong H. & Mukherji, Sandip
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