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Series handle: RePEc:eee:mulfin
ISSN: 1042-444X
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Content
December 2000, Volume 10, Issue 3-4
- 315-343 Red chips or H shares: which China-backed securities process information the fastest?
by Poon, Winnie P. H. & Fung, Hung-Gay
- 345-365 A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis
by Sheng, Hsiao-Ching & Tu, Anthony H.
- 367-395 On the distribution and conditional heteroscedasticity in Taiwan stock prices
by Lin, Bing-Huei & Yeh, Shih-Kuo
- 397-420 Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns
by Tai, Chu-Sheng
- 421-438 Market segmentation and information diffusion in China's stock markets
by Sjoo, Boo & Zhang, Jianhua
- 439-459 New evidence on the pecking order hypothesis: the case of French convertible bonds
by Burlacu, Radu
- 461-479 The early exercise premium in American put option prices
by Engstrom, Malin & Norden, Lars
- 481-493 Incentives in an international bank
by Kulpmann, Mathias
- 495-509 Overnight information and intraday trading behavior: evidence from NYSE cross-listed stocks and their local market information
by Chan, Kalok & Chockalingam, Mark & Lai, Kent W. L.
June 2000, Volume 10, Issue 2
January 2000, Volume 10, Issue 1
November 1999, Volume 9, Issue 3-4
- 217-232 WEBS, SPDRs, and country funds: an analysis of international cointegration
by Olienyk, John P. & Schwebach, Robert G. & Kenton Zumwalt, J.
- 233-245 Inflation and returns revisited: a TAR approach
by Barnes, Michelle L.
- 247-264 Stock market automation and the transmission of information between spot and futures markets
by Brailsford, Timothy J. & Frino, Alex & Hodgson, Allan & West, Andrew
- 265-289 Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets
by Los, Cornelis A.
- 291-316 Time-varying risk premia in foreign exchange and equity markets: evidence from Asia-Pacific countries
by Tai, Chu-Sheng
- 317-329 An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore
by Ding, David K. & Harris, Frederick H. deB. & Lau, Sie Ting & McInish, Thomas H.
- 331-352 Fitting the term structure of interest rates for Taiwanese government bonds
by Lin, Bing-Huei
- 353-371 Financial liberalization and stock market efficiency: an empirical examination of nine emerging market countries
by Kawakatsu, Hiroyuki & Morey, Matthew R.
- 373-385 Life in the pits: competitive market making and inventory control--further Australian evidence
by Frino, Alex & Forrest, Peter & Duffy, Matthew
- 387-402 An examination of Australian equity trusts for selectivity and market timing performance
by Hallahan, Terrence A. & Faff, Robert W.
- 403-417 Some exotic options under symmetric and asymmetric conditional volatility of returns
by Walsh, David M.
- 419-440 Barriers to depository uses of derivatives: an empirical analysis
by Hogan, Arthur M. B. & Malmquist, David H.
- 441-457 Dynamic arbitrage gaps for financial assets: in a nonlinear and chaotic price adjustment process
by Apreda, Rodolfo
March 1999, Volume 9, Issue 2
January 1999, Volume 9, Issue 1
- 15-26 Financial failure and managers' accounting responses: Finnish evidence
by Kallunki, J. -P. & Martikainen, T.
- 27-43 Forecast bias and accuracy of exchange rates in emerging markets
by Madura, Jeff & Martin, A. D. & Wiley, Marilyn
- 45-63 Financial managers' perceptions on research needs for the Asian-Pacific region
by Hwang, Nen-Chen Richard & Chang, C. Janie
- 65-77 A model for credit rationing by international banks
by Sanders, Thomas B.
- 79-93 Correlation in price changes and volatility of major Latin American stock markets
by Christofi, A. & Pericli, A.
November 1998, Volume 8, Issue 4
- 365-379 International financial services: multinational financial companies in Australia
by Moshirian, Fariborz
- 393-412 Cointegration of term structure premiums across countries
by Madura, J. & Wiley, M. K. & Zarruk, E. R.
- 413-430 Asymmetric volatility spillovers in deutsche mark exchange rates
by Laopodis, N. T.
- 431-450 Cross-border mergers and acquisitions: the European-US experience
by Vasconcellos, G. M. & Kish, R. J.
- 451-454 Multinationals FDI and uncertainty: a comment
by Tse, M. K. S. & Wong, K. P.
- 455-456 Multinationals FDI and uncertainty: a reply
by Firoozi, Fathali
September 1998, Volume 8, Issue 2-3
- 103-112 The Asia-Pacific financial axis: challenges for further financial integration
by Moshirian, Fariborz
- 113-135 Determinants of long-term loans: a theory and empirical evidence in Japan
by Fukuda, Shin-ichi & Cong, Ji & Nakamura, Akihiro
- 137-153 Objectives of hedging and optimal hedge ratios: US vs Japanese investors
by Sener, Tulin
- 155-168 Share performance and profit efficiency of banks in an oligopolistic market: evidence from Singapore
by Chu, Sing Fat & Lim, Guan Hua
- 169-198 Optimal multi-currency investment strategies with exact attribution in three Asian countries
by Los, Cornelis A.
- 199-210 Timing of investments in emerging markets: the case of Malaysia and Singapore
by Jokung N., Octave
- 211-231 A pooled study of the profits and size of foreign banks in Australia
by Williams, Barry
- 249-263 Endogenous and exogenous determinants of interest rates
by Hodgson, Allan & Kremmer, Michael L. & Lee, Shane
- 265-283 Estimation of the term structure of interest rates: an international perspective
by Pham, Toan M.
- 285-301 Stock futures: the effects of their trading on the underlying stocks in Australia
by Lee, Chun I. & Tong, Hung Cheong
- 303-315 Convertible notes: the debt versus equity classification problem
by Magennis, Darren & Watts, Edward & Wright, Sue
- 317-332 New Zealand takeover notice provision selection and share price reaction
by Tapping, Aiden & Vos, Ed & D'Mello, James & Cheung, Joe
- 333-352 Cointegration between exchange rates: a generalized linear cointegration model
by Lin, Yan-Xia & McCrae, Michael & M. Gulati, Chandra
- 353-364 The pricing of options in a financial market model with transaction costs and uncertain volatility
by Dokuchaev, Nikolai G. & Savkin, Andrey V.
January 1998, Volume 8, Issue 1
- 1-21 The consumption-based capital asset pricing model: International evidence
by Evans, Paul & Hasan, Iftekhar
- 23-38 Trade in financial services and the determinants of banks' foreign assets
by Moshirian, Fariborz & Van der Laan, Alex
- 39-48 Did markets react efficiently to the 1994 Mexican peso crisis? Evidence from Mexican ADRS
by Mathur, Ike & Gleason, Kimberly C. & Singh, Manohar
- 49-62 Pricing efficiency on the New Zealand Futures and Options Exchange
by Smith, Paul & Gronewoller, Paul & Rose, Lawrence C.
- 63-77 New evidence on factors that influence the wealth effects of international joint ventures
by Borde, Stephen F. & Whyte, Ann Marie & Wiant, Kenneth J. & Hoffman, Lorrie L.
- 79-88 The impact of interest rate reset period on the bid-offer rates in an interest rate swap contract -- an empirical investigation
by Malhotra, D. K.
- 89-101 Interdependence and dynamic linkages between stock markets of Sri Lanka and its trading partners
by Elyasiani, Elyas & Perera, Priyal & Puri, Tribhuvan N.
December 1997, Volume 7, Issue 4
October 1997, Volume 7, Issue 3
June 1997, Volume 7, Issue 2
April 1997, Volume 7, Issue 1
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