Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
/ / / G11: Portfolio Choice; Investment Decisions
/ / / G12: Asset Pricing; Trading Volume; Bond Interest Rates
/ / / G13: Contingent Pricing; Futures Pricing
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
/ / / G15: International Financial Markets
/ / / G17: Financial Forecasting and Simulation
/ / / G18: Government Policy and Regulation
/ / / G19: Other

2000

• Frank Riedel, 2000, "Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate," Review of Finance, European Finance Association, volume 4, issue 1, pages 51-67.
• MacKinlay, A Craig & Pastor, Lubos, 2000, "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," The Review of Financial Studies, Society for Financial Studies, volume 13, issue 4, pages 883-916.
• Dimitrios P Tsomocos, 2000, "Equilibrium Analysis, Banking and Financial Instability," Economics Series Working Papers, University of Oxford, Department of Economics, number 2003-FE-08, Jan.
• Eduardo Levy-Yeyati & Angel Ubide, 2000, "Crises, Contagion, and the Closed-End Country Fund Puzzle," IMF Staff Papers, Palgrave Macmillan, volume 47, issue 1, pages 1-3.
• Moorthy, Vivek & Singh, Bhupal & Dhal, Sarat Chandra, 2000, "Bond financing and debt stability: theoretical issues and empirical analysis for India," MPRA Paper, University Library of Munich, Germany, number 12148, Jun.
• Reinhart, Carmen, 2000, "The mirage of floating exchange rates," MPRA Paper, University Library of Munich, Germany, number 13736, May.
• Gaivoronski, A & Stella, F, 2000, "Nonstationary Optimization Approach for Finding Universal Portfolios," MPRA Paper, University Library of Munich, Germany, number 21913.
• Singh, Ajit & Singh, Alaka & Wiesse, Bruce, 2000, "Information technology, venture capital and the stock market," MPRA Paper, University Library of Munich, Germany, number 53718, Oct.
• Noland, Marcus, 2000, "The Philippines in the Asian Financial Crisis: How the Sick Man Avoided Pneumonia," MPRA Paper, University Library of Munich, Germany, number 55665, May.
• Carmen M. Reinhart, 2000, "The Mirage of Floating Exchange Rates," Annual Proceedings, The Association for the Study of the Cuban Economy, volume 10.
• Dan Bernhardt & Ryan Davies & John Spicer, 2000, "Long-term Information, Short-lived Derivative Securities," Working Paper, Economics Department, Queen's University, number 994, Aug.
• Paul Zarembka (ed.), 2000, "Value, Capitalist Dynamics, And Money," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, number volm18a, ISBN: ARRAY(0x6f5b7d28).
• Bruce Mizrach & Yijie Zhang, 2000, "Should ECNs be SOES-able?," Departmental Working Papers, Rutgers University, Department of Economics, number 200010, Jul.
• Luigi Guiso & Tullio Jappelli, 2000, "Household Portfolios in Italy," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 43, Jul.
• Pierre Cizeau & Marc Potters & Jean-Philippe Bouchaud, 2000, "Correlation structure of extreme stock returns," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 0006034, Jun.
• Harris Dellas & Martin K. Hess, 2000, "Financial Development and the Sensitivity of Stock Markets to External Influences," Working Papers, Swiss National Bank, Study Center Gerzensee, number 00.06, Jun.
• Philippe Bacchetta & Eric van Wincoop, 2004, "A Scapegoat Model of Exchange Rate Fluctuations," Working Papers, Swiss National Bank, Study Center Gerzensee, number 04.01, Jan.
• Philippe Bacchetta & Eric van Wincoop, 2004, "Higher Order Expectations in Asset Pricing," Working Papers, Swiss National Bank, Study Center Gerzensee, number 04.03, May.
• Renneboog, L.D.R. & Vanbrabant, P., 2000, "Share Price Reactions to Sporty Performances of Soccer Clubs listed on the London Stock Exchange and the AIM," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-19.
• Peter F. Christoffersen & Francis X. Diebold, 2000, "How Relevant is Volatility Forecasting for Financial Risk Management?," The Review of Economics and Statistics, MIT Press, volume 82, issue 1, pages 12-22, February.
• Philippe Martin and Hélène Rey., 2000, "Financial Super-Markets: Size Matters for Asset Trade," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley, number C00-110, Jul.
• Schmukler,Sergio L. & Versperoni,Esteban, 2000, "Globalization and firms'financing choices - evidence from emerging economies," Policy Research Working Paper Series, The World Bank, number 2323, Apr.
• Kaminsky,Graciela & Lyons,Richard K. & Schmukler,Sergio L., 2000, "Managers, investors, and crises : mutual fund strategies in emerging markets," Policy Research Working Paper Series, The World Bank, number 2399, Jul.
• John P. Bonin & Istvan Abel, 2000, "Retail Banking in Hungary: A Foreign Affair?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 356, Dec.
• Walid Hejazi & Huiwen Lai & Xian Yang, 2000, "The expectations hypothesis, term premia, and the Canadian term structure of interest rates," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 33, issue 1, pages 133-148, February, DOI: 10.1111/0008-4085.00009.
• Dosoung Choi & Frank C. Jen & H. Han Shin, 2000, "Causes and Consequences of the Korean Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-26, DOI: 10.1142/S0219091500000029.
• Ting-Wong Cheng & Kuo-Liang Wang & Chih-Chiang Weng, 2000, "A Study of Technical Efficiencies of CPA Firms in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 27-44, DOI: 10.1142/S0219091500000030.
• Kangmao Wang, 2000, "Rationale and Strategy for Expansion of Singapore Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 45-58, DOI: 10.1142/S0219091500000042.
• Friedrich Wu & Leslie Tang, 2000, "China's Capital Flight, 1990–1999: Estimates and Implications," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 59-75, DOI: 10.1142/S0219091500000054.
• Paul C. H. Chiu, 2000, "Taiwan's Current Financial Reform and Its Perspectives," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 77-85, DOI: 10.1142/S0219091500000066.
• Wuu-Long Lin & Anna Kuo, 2000, "An Overview of the East Asian Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 107-120, DOI: 10.1142/S0219091500000078.
• Raymond Chiang & Chin-Shen Lee & Wen-Liang Hsieh, 2000, "The Market, Regulations, and Issuing Strategies of Covered Warrants in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 87-105, DOI: 10.1142/S021909150000008X.
• P. K. Chiang, 2000, "Taiwan's Economic Development and Outlook," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 02, pages 121-137, DOI: 10.1142/S0219091500000091.
• Tsung-Ming Yeh & Yasuo Hoshino, 2000, "The Effects of Mergers and Acquisitions on Taiwanese Corporations," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 02, pages 183-199, DOI: 10.1142/S0219091500000108.
• Khairy A. Tourk, 2000, "Conflicts and Consequences of the Southeast Asian Crisis: A Political Economy Analysis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 02, pages 139-182, DOI: 10.1142/S021909150000011X.
• Chau-Chen Yang & Chung-Jiun Lin & Yi-Chen Lu, 2000, "Investment Strategy, Dividend Policy and Financial Constraints of the Firm," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 02, pages 235-267, DOI: 10.1142/S0219091500000121.
• Chaoshin Chiao & Ken Hung, 2000, "Exchange-Rate Exposure of Taiwanese Exporting Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 02, pages 201-233, DOI: 10.1142/S0219091500000133.
• Wei-Yi Lin, 2000, "The Role of the Financial Early-Warning System in Strengthening Financial Supervision and the Deposit Insurance Mechanism," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 02, pages 269-308, DOI: 10.1142/S0219091500000145.
• Samuel Tung, 2000, "The Effect of Information Asymmetry on Bid-Ask Spreads Around Earnings Announcements by NASDAQ Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 331-346, DOI: 10.1142/S0219091500000157.
• A-Ting Chou, 2000, "Review and Outlook for the Asia-Pacific Financial Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 401-411, DOI: 10.1142/S0219091500000169.
• Chang-Tseh Hsieh & Binshan Lin & Cheng-Few Lee, 2000, "A DSS Approach to Managing the Risks of Online Trading," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 413-427, DOI: 10.1142/S0219091500000170.
• Vei-Lin Chan & Sheng-Cheng Hu, 2000, "Financial Liberalization in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 429-449, DOI: 10.1142/S0219091500000182.
• Dennis K. K. Fan & Raymond W. So, 2000, "A Survey on Capital Structure Decisions of Hong Kong Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 347-365, DOI: 10.1142/S0219091500000194.
• Huimin Chung & William T. Lin & Soushan Wu, 2000, "An Analysis of Long Memory in Volatility for Asian Stock Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 309-330, DOI: 10.1142/S0219091500000200.
• Chunchi Wu, 2000, "International Trade Relations and the Contagious Effects of the Asian Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 367-399, DOI: 10.1142/S0219091500000212.
• Woo Suk Choi & Sang Bin Lee, 2000, "Price Limits and Limit Order Flow: Evidence from the Korea Stock Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 04, pages 451-474, DOI: 10.1142/S0219091500000224.
• Anthony H. Tu & Shen-Yuan Chen, 2000, "Bank Market Structure and Performance in Taiwan Before and After the 1991 Liberalization," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 04, pages 475-490, DOI: 10.1142/S0219091500000236.
• Erh-Cheng Hwa, 2000, "How Taiwan Weathered the Asian Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 04, pages 491-518, DOI: 10.1142/S0219091500000248.
• Paul C. H. Chiu, 2000, "Taiwan's Experience in Dealing with the Asian Financial Crisis and Examination of the Role of Short-term Capital Flows in the Emerging Market Economy," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 04, pages 557-564, DOI: 10.1142/S021909150000025X.
• Mel Jameson & Michael J. Sullivan & Richard L. Constand, 2000, "Ownership Structure and Performance of Japanese Firms: Horizontal Keiretsu, Vertical Keiretsu, and Independents," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 04, pages 535-556, DOI: 10.1142/S0219091500000261.
• Horace Chueh, 2000, "Price Clustering in the Nikkei 225 Stock Index Futures Contract on the SIMEX: An Intraday Empirical Analysis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 04, pages 519-533, DOI: 10.1142/S0219091500000273.
• William N. Goetzmann & Massimo Massa & K. Geert Rouwenhorst, 2000, "Behavioral Factors in Mutual Fund Flows," Yale School of Management Working Papers, Yale School of Management, number ysm135, Mar.
• Evan Gatev & Stephen Ross, 2000, "Rebels, Conformists, Contrarians And Momentum Traders," Yale School of Management Working Papers, Yale School of Management, number ysm137, Apr, revised 01 Jan 2003.
• Mark Grinblatt & Matti Keloharju, 2000, "Tax-Loss Trading and Wash Sales," Yale School of Management Working Papers, Yale School of Management, number ysm148, Aug, revised 01 Nov 2002.
• William N. Goetzmann & Roger G. Ibbotson & Liang Peng, 2000, "A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability," Yale School of Management Working Papers, Yale School of Management, number ysm154, Aug.
• Massimo Massa & William Goetzmann & K. Rouwenhorst, 2000, "Behavioral Factors in Mutual Fund Flows," Yale School of Management Working Papers, Yale School of Management, number ysm8, Mar, revised 01 Jan 2001.
• Evan Gatev & Stephen Ross, 2000, "Rebels, Conformists, Contrarians And Momentum Traders," Yale School of Management Working Papers, Yale School of Management, number ysm137, Apr, revised 01 Jan 2003.
• Berndt, Markus & Reichl, Bettina, 2000, "Risk diversification and tax competition: The influence of risk correlations and tax provisions on tax competition," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 104.
• Audretsch, David B. & Elston, Julie Ann, 2000, "Does firm size matter? Evidence on the impact of liquidity constraint on firm investment behavior in Germany," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 113.

1999

• Massimo Massa & William N. Goetzmann, 1999, "Index Funds and Stock Market Growth," Yale School of Management Working Papers, Yale School of Management, number ysm23, Apr.
• Haigh, Michael S. & Holt, Matthew T., 1999, "Volatility Spillovers Between Foreign Exchange, Commodity And Freight Futures Prices: Implications For Hedging Strategies," 1999 Annual meeting, August 8-11, Nashville, TN, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 21625, DOI: 10.22004/ag.econ.21625.
• Haigh, Michael S. & Holt, Matthew T., 1999, "Volatility Spillovers Between Foreign Exchange, Commodity And Freight Futures Prices: Implications For Hedging Strategies," Faculty Paper Series, Texas A&M University, Department of Agricultural Economics, number 23997, DOI: 10.22004/ag.econ.23997.
• Toni Gravelle, 1999, "Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market," Staff Working Papers, Bank of Canada, number 99-11, DOI: 10.34989/swp-1999-11.
• Toni Gravelle, 1999, "Liquidity of the Government of Canada Securities Market: Stylised Facts and Some Market Microstructure Comparisons to the United States Treasury Market," CGFS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Market Liquidity: Research Findings and Selected Policy Implications".
• Wayne E. Ferson & Campbell R. Harvey, 1999, "Conditioning Variables and the Cross Section of Stock Returns," Journal of Finance, American Finance Association, volume 54, issue 4, pages 1325-1360, August, DOI: 10.1111/0022-1082.00148.
• John Hassler, 1999, "Does Increased International Influence Cause Higher Stock Market Volatility?," Scandinavian Journal of Economics, Wiley Blackwell, volume 101, issue 1, pages 1-9, March, DOI: 10.1111/1467-9442.00137.
• Adeola F. Adenikinju & Olugboyega Oyeranti, 1999, "Characteristics and Behaviour of African Factor Markets and Market Institutions and Their Consequences for Economic Growth," CID Working Papers, Center for International Development at Harvard University, number 31A, Dec.
• Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2003, "There is a Risk-Return Tradeoff After All," CIRANO Working Papers, CIRANO, number 2003s-26, May.
• Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004, "Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies," CIRANO Working Papers, CIRANO, number 2004s-19, May.
• Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004, "There is a Risk-Return Tradeoff After All," CIRANO Working Papers, CIRANO, number 2004s-24, May.
• Tarek M. Harchaoui & Pierre Lasserre, 1995, "Testing the Option Value Theory of Irreversible Investment," CIRANO Working Papers, CIRANO, number 95s-41, Sep.
• Eric Jacquier & Nicholas G. Polson & Peter E. Rossi, 1999, "Stochastic Volatility: Univariate and Multivariate Extensions," CIRANO Working Papers, CIRANO, number 99s-26, Jul.
• Tarek M. Harchaoui & Pierre Lasserre, 1999, "Testing the Option Value Theory of Irreversible Investment," CIRANO Working Papers, CIRANO, number 99s-35, Oct.
• René Garcia & Eric Renault, 1999, "Latent Variable Models for Stochastic Discount Factors," CIRANO Working Papers, CIRANO, number 99s-47, Nov.
• Demertzis, Maria & Hughes Hallett, Andrew, 1999, "EMU and the External Value of the Euro," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2058, Feb.
• Sarno, Lucio & Taylor, Mark P, 1999, "The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2150, May.
• Martin, Philippe & Rey, Hélène, 1999, "Financial Super-Markets: Size Matters for Asset Trade," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2232, Sep.
• Perotti, Enrico C & van Oijen, Pieter, 1999, "Privatization, Political Risk and Stock Market Development," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2243, Sep.
• Martin, Philippe & Rey, Hélène, 1999, "Financial Integration and Asset Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2282, Nov.
• Tarek M. Harchaoui & Pierre Lasserre, 1999, "Testing the Option Value Theory of Irreversible Investment," Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques, number 9905, May.
• Allen, Franklin & Gale, Douglas, 1999, "Diversity of Opinion and Financing of New Technologies," Journal of Financial Intermediation, Elsevier, volume 8, issue 1-2, pages 68-89, January.
• Roger Lagunoff & Stacey L. Schreft, 1999, "Financial fragility with rational and irrational exuberance," Proceedings, Federal Reserve Bank of Cleveland, pages 531-567.
• Roger Lagunoff & Stacey L. Schreft, 1999, "Financial fragility with rational and irrational exuberance," Research Working Paper, Federal Reserve Bank of Kansas City, number 99-01.
• Elyès Jouini & Hédi Kallal, 1999, "Efficient Trading Strategies in the Presence of Market Frictions," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-035, Sep.
• A. Craig MacKinlay & Lubos Pastor, , "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 13-99.
• Alon Brav & Christopher Geczy & Paul A. Gompers, , "Is the Abnormal Return Following Equity Issuances Anomalous?," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 2-99.
• Gabriel Hawawini & Donald B. Keim, , "The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 8-99.
• Lagunoff, Roger & Schreft, Stacey L, 1999, "Financial Fragility with Rational And Irrational Exuberance," Journal of Money, Credit and Banking, Blackwell Publishing, volume 31, issue 3, pages 531-560, August.
• Abdul Jalil Ibrahim & Khairuddin Othman & Obiyathulla Ismath Bacha, 1999, "Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market," Capital Markets Review, Malaysian Finance Association, volume 7, issue 1&2, pages 1-46.
• Nikitas Niarchos & Yiuman Tse & Chunchi Wu & Allan Young, 1999, "International Transmission of Information: A Study of the Relationship Between the U.S. and Greek Stock Markets," Multinational Finance Journal, Multinational Finance Journal, volume 3, issue 1, pages 19-40, March.
• Hung-Gay Fung & Wai K. Leung & Gary A. Patterson, 1999, "Do Trading Rules Based upon Winners and Losers Work Across Markets? Evidence from the Pacific Basin and U.S. Markets," Multinational Finance Journal, Multinational Finance Journal, volume 3, issue 1, pages 41-70, March.
• Gulnur Muradoglu & Hakan Berument & Kivilcim Metin, 1999, "Financial Crisis and Changes in Determinants of Risk and Return: An Empirical Investigation of an Emerging Market (ISE)," Multinational Finance Journal, Multinational Finance Journal, volume 3, issue 4, pages 223-252, December.
• Edwin J. Elton & Martin J. Gruber, 1999, "Investments, Vol. I: Portfolio Theory and Asset Pricing," MIT Press Books, The MIT Press, number 0262050595, edition 1, ISBN: ARRAY(0x8ec21ac8), December.
• Edwin J. Elton & Martin J. Gruber, 1999, "Investments, Vol. II: Securities Prices and Performance," MIT Press Books, The MIT Press, number 0262050609, edition 1, ISBN: ARRAY(0x8e57f018), December.
• Jeremy Greenwood & Boyan Jovanovic, 1999, "The IT Revolution and the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 6931, Feb.
• Wayne E. Ferson & Campbell R. Harvey, 1999, "Conditioning Variables and the Cross-Section of Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 7009, Mar.
• Evan G. Gatev & William N. Goetzmann & K. Geert Rouwenhorst, 1999, "Pairs Trading: Performance of a Relative Value Arbitrage Rule," NBER Working Papers, National Bureau of Economic Research, Inc, number 7032, Mar.
• William N. Goetzmann & Massimo Massa, 1999, "Index Funds and Stock Market Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 7033, Mar.
• Darrell Duffie & Jun Pan & Kenneth Singleton, 1999, "Transform Analysis and Asset Pricing for Affine Jump-Diffusions," NBER Working Papers, National Bureau of Economic Research, Inc, number 7105, Apr.
• A. Craig MacKinlay & Lubos Pastor, 1999, "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," NBER Working Papers, National Bureau of Economic Research, Inc, number 7162, Jun.
• Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1999, "The Dynamics of Emerging Market Equity Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 7219, Jul.
• Kent Daniel & Sheridan Titman & K.C. John Wei, 1999, "Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?," NBER Working Papers, National Bureau of Economic Research, Inc, number 7246, Jul.
• Takatoshi Ito & Michael Melvin, 1999, "Japan's Big Bang and the Transformation of Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 7247, Jul.
• Chapman, David A & Long, John B, Jr & Pearson, Neil D, 1999, "Using Proxies for the Short Rate: When Are Three Months Like an Instant?," The Review of Financial Studies, Society for Financial Studies, volume 12, issue 4, pages 763-806.
• Bacha, Obiyathulla I. & Abdul, Jalil O. & Othman, Khairudin, 1999, "Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market," MPRA Paper, University Library of Munich, Germany, number 13075.
• S. Rao Aiyagari & Mark Gertler, 1999, ""Overreaction" of Asset Prices in General Equilibrium," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 2, issue 1, pages 3-35, January, DOI: 10.1006/redy.1998.0053.
• Eric Jacquier & Nicholas G. Polson & Peter Rossi, 1999, "Stochastic Volatility: Univariate and Multivariate Extensions," Computing in Economics and Finance 1999, Society for Computational Economics, number 112, Mar.
• Jean-Philippe Bouchaud & Marc Potters & Martin Meyer, 1999, "Apparent multifractality in financial time series," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 9906347, Jun.
• Jean-Philippe Bouchaud & Marc Potters, 1999, "Worst fluctuation method for fast value-at-risk estimates," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 9909245, Sep.
• Chi-fu Huang & Thaleia Zariphopoulou, 1999, "Turnpike behavior of long-term investments," Finance and Stochastics, Springer, volume 3, issue 1, pages 15-34.
• (*), Thaleia Zariphopoulou & George M. Constantinides, 1999, "Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences," Finance and Stochastics, Springer, volume 3, issue 3, pages 345-369.
• Giulio Bottazzi & Giovanna Devetag & Giovanni Dosi, 1999, "Adaptive Learning and Emergent Coordination in Minority Games," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 1999/24, Dec.
• Gavin C. Reid, 1999, "The application of principal-agent methods to investor-investee relations in the UK venture capital industry," Venture Capital, Taylor & Francis Journals, volume 1, issue 4, pages 285-302, October, DOI: 10.1080/136910699295820.
• Renneboog, L.D.R. & van Houte, T., 1999, "The Monetary Appreciation of Paintings : From Realism to Magritte," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-62.
• Renneboog, L.D.R. & van Houte, T., 1999, "The Monetary Appreciation of Paintings : From Realism to Magritte," Other publications TiSEM, Tilburg University, School of Economics and Management, number 52cc202f-e91a-4400-8d47-0.
• Ajit Singh, 1999, "Should Africa promote stock market capitalism?," Journal of International Development, John Wiley & Sons, Ltd., volume 11, issue 3, pages 343-365, DOI: 10.1002/(SICI)1099-1328(199905/06)1.
• Adeola F. Adenikinju & Olugboyega Oyeranti, 1999, "Characteristics and Behaviour of African Factor Markets and Market Institutions and Their Consequences for Economic Growth," CID Working Papers, Center for International Development at Harvard University, number 31, Dec.
• Franklin Allen & Douglas Gale, 1999, "Diversity of Opinion and Financing of New Technologies," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 98-30, Mar.
• Franklin Allen & Anthony M. Santomero, 1999, "What Do Financial Intermediaries Do?," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 99-30, Sep.
• Roger Lagunoff & Stacey L. Schreft, 1999, "Financial Fragility with Rational and Irrational Exuberance," Macroeconomics, University Library of Munich, Germany, number 9904011, Apr.
• Gordon Y. N. Tang, 1999, "Portfolio Effect on Daily Stock Return Across Industrial Sectors in Hong Kong: An Analysis of Dow Effect," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 1-28, DOI: 10.1142/S0219091599000023.
• Hsiao-Wen Young & Ken Hung & David C. Cheng, 1999, "Toward Asian Pacific Financial Centers: A Comparative Study of Financial Developments in Taiwan, Hong Kong and Singapore," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 29-55, DOI: 10.1142/S0219091599000035.
• Shiao-Lin Tsai & Chunchi Wu, 1999, "Financial Development and Economic Growth of Developed versus Asian Developing Countries: A Pooling Time-Series and Cross-Country Analysis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 57-81, DOI: 10.1142/S0219091599000047.
• George G. Kaufman, 1999, "Helping to Prevent Banking Crises: Taking the "State" Out of State Banks," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 83-99, DOI: 10.1142/S0219091599000059.
• S. G. M. Fifield & A. A. Lonie & D. M. Power & C. D. Sinclair, 1999, "Emerging Markets: A Disaggregated Perspective on the Gains from Investing Internationally," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 99-124, DOI: 10.1142/S0219091599000060.
• Gili Yen, 1999, "On Business Education in the Asia Pacific Basin Region: Taiwan as an illustrative Example," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 125-134, DOI: 10.1142/S0219091599000072.
• Ching-Ing Hou Liang, 1999, "A Partner in Eternity: A Tribute in Memory of Professor Kuo-Shu Liang," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 135-145, DOI: 10.1142/S0219091599000084.
• Kuo-Shu Liang, 1999, "Financial Reform and the Role of the Central Bank: The Experience of the Republic of China on Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 147-160, DOI: 10.1142/S0219091599000096.
• William L. Rutledge, 1999, "Presentation on Basle Core Principle for Effective Banking Supervision," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 161-170, DOI: 10.1142/S0219091599000102.
• Yen Chrystal Shih, 1999, "Taiwan's Experience in the East Asian Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 171-181, DOI: 10.1142/S0219091599000114.
• Stephen W. Forbes, 1999, "Financial Management Issues in International Life Insurance Operations," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 183-203, DOI: 10.1142/S0219091599000126.
• Richard A. Heaney & John G. Powell & Jing Shi, 1999, "Share Return Seasonalities and Price Linkages of Chinese A and B Shares," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 205-229, DOI: 10.1142/S0219091599000138.
• Cheng-Few Lee & Khee-Giap Tan, 1999, "Coping with Capital Mobility and the Evolving Financial Architecture: The Southeast-Asian Perspective," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 231-264, DOI: 10.1142/S021909159900014X.
• Junggun Oh & Donghyun Park, 1999, "Financial Reforms and Financial Crisis: The Korean Case," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 265-284, DOI: 10.1142/S0219091599000151.
• Michael J. Sullivan & Angelo A. Unite, 1999, "The Underpricing of Initial Public Offerings in the Philippines from 1987 to 1997," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 285-300, DOI: 10.1142/S0219091599000163.
• M. Imam Alam & Tanweer Hasan & Palani-Rajan Kadapakkam, 1999, "An Application of Variance-Ratio Test of Five Asian Stock Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 301-315, DOI: 10.1142/S0219091599000175.
• Chau-Jung Kuo, 1999, "Bank Reserve's Setting for Minimizing the Price Fluctuations: Taiwan's Case Studies," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 317-340, DOI: 10.1142/S0219091599000187.
• Richard J. Sweeney & Jianhua Zhang, 1999, "India and Pakistan Go Nuclear: The Economic Costs for India, Pakistan — and China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 341-373, DOI: 10.1142/S0219091599000199.
• Kie Ann Wong & Kusnadi Yuanto, 1999, "Short-Term Seasonalities on the Jakarta Stock Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 375-398, DOI: 10.1142/S0219091599000205.
• Ann E. Sherman, 1999, "Best Efforts vs. Firm Commitment Initial Public Offerings: Evidence on the Market Feedback Theory," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 399-417, DOI: 10.1142/S0219091599000217.
• Paul C. H. Chiu, 1999, "Financial Policy Responses to the Asian Financial Turmoil and Future Financial Reform of Taiwan, ROC," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 419-426, DOI: 10.1142/S0219091599000229.
• Michael J. Brennan & Carmen Aranda, 1999, "What Makes Hot Money Hot? The Relative Volatility of International Flows of Debt and Equity Capital," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 427-451, DOI: 10.1142/S0219091599000230.
• Fai-Nan Perng, 1999, "Responding to the Challenges: Financial Development and Structural Change in the ROC Economy," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 453-458, DOI: 10.1142/S0219091599000242.
• Chiuling Lu & Raymond W. So, 1999, "Price Discovery in the Taipei Residential Real Estate Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 459-470, DOI: 10.1142/S0219091599000254.
• Pongsak Hoontrakul, 1999, "Globalization and Trilemma," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 471-514, DOI: 10.1142/S0219091599000266.
• Kenneth A. Kim, 1999, "Corporate Governance and the Role of the Securities Regulator in the Aftermath of the Asian Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 515-519, DOI: 10.1142/S0219091599000278.
• Gili Yen, 1999, "Some Further Thoughts on MBA Education in Taiwan: How to Choose a Thesis Topic," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 521-525, DOI: 10.1142/S021909159900028X.
• Tech Meng Tan & Kwong Sin Leong & Yang Hoong Pang, 1999, "On Business Education in Singapore: The Past, the Present and the Future," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 527-554, DOI: 10.1142/S0219091599000291.

1998

• Mr. Eduardo Levy Yeyati & Mr. Angel J. Ubide, 1998, "Crises, Contagion, and the Closed: End Country Fund Puzzle," IMF Working Papers, International Monetary Fund, number 1998/143, Sep.
• Munehisa Kasuya, 1998, "Non-Performing Assets of Banks and Financial Intermediation: Experiences of Japan in the Inter-War Period," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 99, Nov.
• Thomas J. Flavin & Michael R. Wickens, 1998, "Optimal International Asset Allocation and Home Bias," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n841298, Dec.
• Thomas J. Flavin & Michael R. Wickens, 1998, ": A Risk Management Approach to Optimal Asset Allocation," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n851298, Dec.
• Marjorie Flavin & Takashi Yamashita, 1998, "Owner-Occupied Housing and the Composition of the Household Portfolio Over the Life-Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 6389, Jan.
• S. Rao Aiyagari & Mark Gertler, 1998, ""Overreaction" of Asset Prices in General Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 6747, Oct.
• Peter F. Christoffersen & Francis X. Diebold, 1998, "How Relevant is Volatility Forecasting for Financial Risk Management?," NBER Working Papers, National Bureau of Economic Research, Inc, number 6844, Dec.
• Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998, "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," NBER Working Papers, National Bureau of Economic Research, Inc, number 6845, Dec.
• Richard Portes & Hélène Rey, 1998, "The emergence of the euro as an international currency," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 13, issue 26, pages 306-343.
• Christopherson, Jon A & Ferson, Wayne E & Glassman, Debra A, 1998, "Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance," The Review of Financial Studies, Society for Financial Studies, volume 11, issue 1, pages 111-142.
• Singh, Ajit, 1998, "Should Africa Promote Stock Market Capitalism?," MPRA Paper, University Library of Munich, Germany, number 51846, Feb.
• Laurent Laloux & Marc Potters & Rama Cont & Jean-Pierre Aguilar & Jean-Philippe Bouchaud, 1998, "Are financial crashes predictable?," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 9804111, Apr.
• W. Bruce Canoles & Sarahelen Thompson & Scott Irwin & Virginia Grace France, 1998, "An analysis of the profiles and motivations of habitual commodity speculators," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 18, issue 7, pages 765-801, October.
• Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998, "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 99-05, Aug.
• Rama CONT, 1998, "Beyond implied volatility: extracting information from option prices," Finance, University Library of Munich, Germany, number 9804002, Apr.
• Frank Riedel, 1998, "Imperfect Information Leads to Complete Markets if Dividends are Diffusions," Finance, University Library of Munich, Germany, number 9808002, Aug.
• David A. Chapman & John B. Long Jr. & Neil D. Pearson, 1998, "Using Proxies for the Short Rate: When are Three Months Like an Instant?," Finance, University Library of Munich, Germany, number 9808004, Aug, revised 07 Oct 1998.
• David A. Chapman & Neil D. Pearson, 1998, "Is the Short Rate Drift Actually Nonlinear?," Finance, University Library of Munich, Germany, number 9808005, Aug.
• Omar Marashdeh, 1998, "Is the Malaysian Foreign Exchange Market Efficient?," International Finance, University Library of Munich, Germany, number 9801002, Jan.
• Impavido, G., 1998, "Institutional Investors, StockMarkets and Firms' Information Disclosure," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 503.
• George G. Kaufman, 1998, "Designing an Efficient and Incentive Compatible Government-Provided Deposit Insurance Program for Developing and Transitional Economies," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-13, DOI: 10.1142/S021909159800003X.
• Kesop Yun & Dosoung Choi, 1998, "Globalization and the Securities Market Reform in Korea," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 15-29, DOI: 10.1142/S0219091598000041.
• Michael D. Bordo & Bruce Mizrach & Anna J. Schwartz, 1998, "Real versus Pseudo-International Systemic Risk Some Lessons from History," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 31-58, DOI: 10.1142/S0219091598000053.
• Y. D. Sheu, 1998, "Developing Taipei into a Regional Financial Center," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 59-68, DOI: 10.1142/S0219091598000065.
• Anna J. Schwartz, 1998, "Dangers in Bailing Out Countries That Are in Default by the International Monetary Fund or Others," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 69-74, DOI: 10.1142/S0219091598000077.
• T. Eric Kilcollin, 1998, "Recent Developments in Risk Management with (and of) Derivatives," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 75-83, DOI: 10.1142/S0219091598000089.
• Robert A. Schwartz, 1998, "Institutional Investor Needs An Emerging Force Determining Trading Structures in the Global Equity Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 85-97, DOI: 10.1142/S0219091598000090.
• Chi Schive, 1998, "Taiwan's Move Toward 2000 Economic Liberalization and the Regional Operations Center," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 99-116, DOI: 10.1142/S0219091598000107.
• Gili Yen, 1998, "Book Review Empirical Studies on Business, Finance and Government Policy," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 117-122, DOI: 10.1142/S0219091598000119.
• James R. Barth & Daniel M. Gropper & John S. Jahera, 1998, "A Multi-Country Analysis of Bank Capital and Earnings," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 02, pages 123-155, DOI: 10.1142/S0219091598000120.
• Jack C. Francis & Tsing Tzai Wu, 1998, "Money Markets in the U.S. and Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 02, pages 157-179, DOI: 10.1142/S0219091598000132.
• Frank C. Jen, 1998, "Some Problems on Commercial Banking in China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 02, pages 181-199, DOI: 10.1142/S0219091598000144.
• Chau-Chen Yang & David M. Chen & Cheng-Few Lee, 1998, "A Brief Introduction to Capital Markets in Taiwan, R.O.C," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 02, pages 201-213, DOI: 10.1142/S0219091598000156.
• Lifan Wu & Asani Sarkar, 1998, "Price Transmission and Market Openness A Comparative Analysis of Asian Stock Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 02, pages 215-232, DOI: 10.1142/S0219091598000168.
• Asjeet S. Lamba & Mohamed Ariff, 1998, "The Role of Institutional Traders around Section Switches on the Tokyo Stock Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 02, pages 233-251, DOI: 10.1142/S021909159800017X.
• Yu-Chen Tu & Geraldo M. Vasconcellos & Richard J. Kish & Jonathan K. Kramer, 1998, "Financial Patterns of Government-Owned Manufacturing Firms in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 02, pages 253-283, DOI: 10.1142/S0219091598000181.
• Ghee Soon Lim & Kie Ann Wong & Guan Hua Lim, 1998, "Changes in CPF Investment Rules and Their Impact on the Stock Market A Test of Non-Information-Based Price Pressure," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 285-302, DOI: 10.1142/S0219091598000193.
• Hung-Gay Fung & Chuan-Yang Hwang & Wai-Kin Leung, 1998, "The Relationship among Volatility, Volume, Bid-Ask Spread and Number of Brokers Evidence from Intra-Day Data on the Hong Kong Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 303-320, DOI: 10.1142/S021909159800020X.
• Anya Khanthavit, 1998, "Information Structure, Trading Behavior and Stock Prices in the Thai Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 321-353, DOI: 10.1142/S0219091598000211.
• Eric Liluan Chu, 1998, "The Investment Strategy of Free Cash Flow Multiple An Application in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 355-367, DOI: 10.1142/S0219091598000223.
• Jong-Shong Lin & Stewart K. C. Leung & David M. Chen, 1998, "A Century of Economic Development in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 369-381, DOI: 10.1142/S0219091598000235.
• An-Sing Chen & Mark T. Leung, 1998, "Dynamic Foreign Currency Trading Guided by Adaptive Forecasting," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 383-418, DOI: 10.1142/S0219091598000247.
• H. Peter Gray & Thomas A. Fetherston, 1998, "Contribution of Financial Conditions to Successful Industrialization in East Asia," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 419-435, DOI: 10.1142/S0219091598000259.