Printed from https://ideas.repec.org/s/bla/irvfin4.html
Content
September 2005, Volume 5, Issue 3‐4
- 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