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Review of Pacific Basin Financial Markets and Policies (RPBFMP)

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2014, Volume 17, Issue 04

1450027-1-1450027-29 Credit Rating Changes and Leverage Adjustments: Concurrent or Continual?
by Min Maung & Reza H. Chowdhury
1450026-1-1450026-16 The Trading Behavior of Attention Securities with Different Closing Mechanisms: Evidence from Taiwan
by Yu Chuan Huang & Shu Hui Chan
1450025-1-1450025-28 Stock Price Informativeness and Idiosyncratic Return Volatility in Emerging Markets: Evidence from China
by Karen Jingrong Lin & Khondkar Karim & Clairmont Carter
1450024-1-1450024-36 The Optimal Hedge Ratio — An Analytical Decision Model Considering Periodical Accounting Constraints
by Robin Zorzi & Bettina Friedl
1450023-1-1450023-22 Multiscaling and Stock Market Efficiency in China
by Thomas A. Thiele
1450022-1-1450022-32 The Initial Return and Its Conditional Return Volatility: Evidence from the Chinese IPO Market
by M. Monica Hussein & Zhong-Guo Zhou
1450021-1-1450021-44 Co-Movements of US and Asian Equity Markets: Evidence from Asymmetric and Time-Varying Coefficients
by Bharat Kolluri & Susan Machuga & Mahmoud Wahab

2014, Volume 17, Issue 03

1450020-1-1450020-45 Security Issuances in Hot and Cold Markets
by Min Maung
1450019-1-1450019-27 Conditioned Responses towards Measures Relating to the Capital Cost of Short Sellers: Evidence from Taiwan
by Chih-Hsiang Chang & Wen-Shan Chiang
1450018-1-1450018-27 Empirical Investigation of the Causal Relationships Among Herding, Stock Market Returns, and Illiquidity: Evidence from Major Asian Markets
by Zhuo Qiao & Thomas C. Chiang & Lin Tan
1450017-1-1450017-25 Fear Sentiment, Liquidity, and Trading Behavior: Evidence from the Index ETF Market
by Junmao Chiu & Huimin Chung & Keng-Yu Ho
1450016-1-1450016-28 Corporate Bankruptcy, Soft Budget Constraints, and Business Group Affiliation: Evidence from Indian Firms
by Surenderrao Komera & Jijo Lukose P. J.
1450015-1-1450015-23 Income Structure, Competitiveness, Profitability, and Risk: Evidence from Asian Banks
by Pornchai Chunhachinda & Li Li
1450014-1-1450014-19 Profitability and Firm Size–Growth Relationship in Construction Companies in Malaysia From 2003 to 2010
by Devinaga Rasiah & David Yoon Kin Tong & Peong Kwee Kim

2014, Volume 17, Issue 02

1450013-1-1450013-23 Relationship Between Market Orders and Stock Returns: Evidence from Taiwan
by Chiao Yi Chang & Andy Chien & Ya-Ting Hsu
1450012-1-1450012-22 The Determinants of Bankruptcy for Chinese Firms
by Jinlan Ni & Wikil Kwak & Xiaoyan Cheng & Guan Gong
1450011-1-1450011-18 Applying DEA on Operating Performance Analysis: Comparison Between Urban and Rural Operating Areas of a Case Telecom Company
by Chia-Jung Tu & Wen-Ling Chen & Tyrone T. Lin
1450010-1-1450010-44 Cross-Sectional Return Predictability in Taiwan Stock Exchange: An Empirical Investigation
by Nusret Cakici & Kudret Topyan & Chia-Jane Wang
1450009-1-1450009-30 Institutional Investment Horizons and the Stock Performance of Private Equity Placements: Evidence from the Taiwanese Listed Firms
by Lee-Young Cheng & Ming-Chang Wang & Kung-Chi Chen
1450008-1-1450008-39 Disclosure-Derived Financial Statement Adjustments in Equity Valuation
by George Batta & Ananda Ganguly & Joshua George Rosett
1450007-1-1450007-29 A Comparison of China's Main Board and Growth Enterprise Market Board — Market Microstructure Approach
by William Cheung & Kejing Liu

2014, Volume 17, Issue 01

1496001-1-1496001-12 Recap of the 21st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management
by Cheng-Few Lee & Michael Chng & Ed Lin
1450006-1-1450006-18 The Relationship Between Competition and the Fraction of Firms Using Stock-Based Compensation in an Industry
by Hsing-Hua Huang & Chia-Fan Lin
1450005-1-1450005-31 Distinctive Features of BBB- and BB-Graded Firms Using Earnings Management and Conservatism: Evidence from the Korean Market
by Youngtae Yoo & Jaehong Lee & Jinho Chang
1450004-1-1450004-63 Effect of Leverage on Firm Market Value and How Contextual Variables Influence this Relationship
by Ming-Chang Cheng & Zuwei-Ching Tzeng
1450003-1-1450003-26 Institutional Trading and Stock Returns: Evidence from China
by Bart Frijns & Qiang Lai & Alireza Tourani-Rad
1450002-1-1450002-30 On the Determinants of Basis Spread for Taiwan Index Futures and the Role of Speculators
by Charles Chang & Emily Lin
1450001-1-1450001-30 Australia's Bond Home Bias
by Anil V. Mishra & Umaru B. Conteh

2013, Volume 16, Issue 04

1350028-1-1350028-21 Average Drawdown Risk and Capital Asset Pricing
by Mohammad Reza Tavakoli Baghdadabad & Paskalis Glabadanidis
1350027-1-1350027-38 The Influence of Insiders and Institutional Investors on Firm Performance
by Hsiu-I Ting
1350026-1-1350026-25 Determinants of Internet Financial Reporting Practices: Evidence from the UAE
by Hela Miniaoui & Peter Oyelere
1350025-1-1350025-9 A Proposal to Boost the Profitability of Carry Trade
by Imad Moosa & Kelly Burns
1350024-1-1350024-16 Sizing and Performance of Fixed-Rate Residential Mortgage Asset-Backed Securities Tranches
by Che-Chun Lin & Jow-Ran Chang & Ting-Heng Chu & Larry J. Prather
1350023-1-1350023-22 Financial Crisis and Interest Rate Pass-Through in Australia
by Milind Sathye
1350022-1-1350022-23 Cross-Border Bank Mergers and Acquisitions: What Factors Pull and Push Banks Together?
by Dongyun Lin & James Barth & John Jahera & Keven Yost

2013, Volume 16, Issue 03

1350021-1-1350021-41 The Impact of Market-Nurtured Optimism on Mergers: Empirical Evidence by the Taiwan's Equity Market
by Pei-Gi Shu & Yin-Hua Yeh & Shean-Bii Chiu & Li-Hui Wang
1350020-1-1350020-34 Income Smoothing, Information Uncertainty, Stock Returns, and Cost of Equity
by Linda H. Chen
1350019-1-1350019-25 The Moderating Effect of Industry Concentration on the Relations Between External Attributes and the Properties of Analyst Earnings Forecast
by Yu-Cheng Chen & Chiung-Yao Huang & Pei-I Chou
1350018-1-1350018-16 Threats to Foreign Equity Investments in International Capital Markets: Nationalism and Militarism
by Emre Kuvvet
1350017-1-1350017-28 Effects of Industry Clusters on Company Competitiveness: Special Economic Zones in Taiwan
by Maw-Shin Hsu & Yung-Lung Lai & Feng-Jyh Lin
1350016-1-1350016-30 Agency Problems and Stock Repurchases: Evidence from Japan
by Min Teng & Toyohiko Hachiya
1350015-1-1350015-21 Reaching Economies of Scale to Be a Viable Ongoing Entity
by Michael S. Long & Isuru Devaka Wijeyaratne

2013, Volume 16, Issue 02

1350014-1-1350014-19 Financing Decision and Productivity Growth for the Venture Capital Industry in Taiwan
by Chih-Nan Chen & Tai-Hsin Huang & Chien-Hsiu Lin
1350013-1-1350013-47 Cash Holdings: Determining Factors and Impact on Future Operating Performance for Listed versus Unlisted Firms
by Seraina C. Anagnostopoulou
1350012-1-1350012-28 Economic Dependence and Reputation Concern for the Audit Firm, Audit Groups, and Individual Auditors — The Case of Taiwan
by Pei-Gi Shu & Tsung-Kang Chen & Wen-Jye Hung & Tsui-Lin Chiang
1350011-1-1350011-23 The Other Month Effect: A Re-Examination of the "Other January" Anomaly
by Ali F. Darrat & Bin Li & Richard Chung
1350010-1-1350010-33 The Moderating Effects of Family Control on the Relation between Managerial Overconfidence and Earnings Management
by I-Cheng Li & Jung-Hua Hung
1350009-1-1350009-26 The Determinants of Performance in Alternative Markets for Small and Medium Enterprises: International Evidence
by Alvin Y. T. Wong & Gordon Y. N. Tang & Kam C. Chan
1350008-1-1350008-39 Does Analyst Stock Ownership Affect Reporting Behavior?
by Rick Johnston

2013, Volume 16, Issue 01

1350007-1-1350007-40 Debt Issuance Under Rule 144A and Equity Valuation Effects
by Peter Carayannopoulos & Subhankar Nayak
1350006-1-1350006-18 An Empirical Analysis of the Relationship between Chinese RMB Fluctuation and Overall Unemployment Rates in US
by Ziran Li & Qin Bao & Shouyang Wang & Siwei Cheng
1350005-1-1350005-32 An Analysis of the Bankruptcy Reorganization Procedure in China
by Fei Leng
1350004-1-1350004-28 Commercial Banks and Value Relevance of Derivative Disclosures after SFAS 133: Evidence from the USA
by Dona Siregar & Asokan Anandarajan & Iftekhar Hasan
1350003-1-1350003-21 Thai Hedging Practices Post-Asian Financial Crisis
by Terry Boulter & Vanlapa Wongchan
1350002-1-1350002-23 Factors in Managing Actuarial Assumptions for Pension Fair Value: Implications for IAS 19
by Audrey Wen-hsin Hsu & Chung-Fern Wu & Jui-Chia Lin
1350001-1-1350001-31 Pension Contributions and Earnings Quality
by John Kim & John Li & Fang Sun

2012, Volume 15, Issue 04

1296002-1-1296002-17 Recap of the 20th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management
by Cheng-Few Lee & Daniel Weaver
1250024-1-1250024-25 Explaining Bank Efficiency Differences Between China and Taiwan by Meta-Frontier Cost Function
by Yi-Cheng Liu & Wen Yang & Shin-Ying Mai & Chao-Cheng Mai
1250023-1-1250023-25 Are Green Fund Investors Really Socially Responsible?
by Huimin Chung & Han-Hsing Lee & Pei-Chun Tsai
1250022-1-1250022-22 Institutional Ownership Composition and Earnings Management
by Ling Lin & Pavinee Manowan
1250021-1-1250021-24 Who Offers Liquidity on Options Markets when Volatility is High?
by Matthew C. Chang & Chung-Fern Wu
1250020-1-1250020-26 The Impact of International Terrorist Attacks on the Risk and Return of Malaysian Equity Portfolios
by Vikash Ramiah
1250017-1-1250017-32 Organizational Form and Long-Run Stock and Operating Performance following Corporate R&D Expenditures
by Sheng-Syan Chen & Chin-Te Yu & Xuan-Qi Su & Shu-Miao Lai
1250016-1-1250016-26 A Study of Stock Price Behavior in Taiwan via Residual Income Valuation Theory and Structural Identification
by Keshin Tswei & Chen-Yin Kuo

2012, Volume 15, Issue 03

1250019-1-1250019-17 Asymmetric Information and Market Decline: Evidence from the Chinese Market
by Paresh Kumar Narayan & Xinwei Zheng
1250018-1-1250018-22 Disciplinary Corporate Takeovers: Evidence for Australia
by Stuart Dullard & Kim Hawtrey
1250015-1-1250015-25 Capturing Tail Risks Beyond VaR
by Woon Kong Wong & Guobin Fan & Yong Zeng
1250014-1-1250014-26 The Relationship between Underinvestment, Overinvestment and CEO's Compensation
by Mufaddal Baxamusa
1250013-1-1250013-18 The Rationale for IPO Lockup Agreements: Agency or Signaling?
by Fei Gao & Mazhar A. Siddiqi
1250012-1-1250012-19 Nonlinear Behaviors in Capital Structure Decisions in Australian Firms
by Joshua S. Bahng (d'Arc) & Hyeong-Chul Jeong
1250007-1-1250007-23 Nonlinear Adjustments of Volatility Expectations to Forecast Errors: Evidence from Markov-Regime Switches in Implied Volatility
by Kazuhiko Nishina & Nabil Maghrebi & Mark J. Holmes

2012, Volume 15, Issue 02

1250011-1-1250011-31 Board Structure, Intra-Industry Competition, and the R&D Announcement Effect
by Yin-Hua Yeh & Pei-Gi Shu & Fu-Sheng Ho & Yu-Hui Su
1250010-1-1250010-39 Order Imbalance, Liquidity, and Returns of the U.S. Treasury Market
by Junbo Wang & Chunchi Wu & Eden S. H. Yu
1250009-1-1250009-25 Accounting Quality, Earnings Management and Cross-Listings: Evidence from China
by Li Li Eng & Ying Chou Lin
1250008-1-1250008-12 "Black Swans" and the Financial Crisis
by Terry Marsh & Paul Pfleiderer
1150009-1-1150009-37 The Effects of Management Demography on Auditor Choice and Earnings Quality: Evidence from China
by Louis T. W. Cheng & T. Y. Leung
1150008-1-1150008-17 Value Relevance Change Under International Accounting Standards: An Empirical Study of Peru
by Chunhui Liu & Lee J. Yao & Michelle Y. M. Yao
1150007-1-1150007-17 Firm-Specific Factors as Determinants of Capital Structure: Evidence From Indonesia
by Imad Moosa & Larry Li

2012, Volume 15, Issue 01

1296001-1-1296001-31 Recap of the 19th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management
by Cheng-Few Lee & Kehluh Wang
1250006-1-1250006-29 Unsystematic Risk Explanation to Momentum Profits in Taiwan
by Ching-Ping Wang & Hung-Hsi Huang & Kai-Jei Tu
1250005-1-1250005-13 Do Firms' Comply with the Shorter Form 8-K Reporting Deadlines? Initial Evidence on the Effectiveness of the SEC's 2004 Current Report Rule
by Khondkar Karim & Robert Pinsker
1250004-1-1250004-19 Asymmetric Information and Corporate Risk Management by Using Foreign Currency Derivatives
by Bingxuan Lin & Chen-Miao Lin
1250003-1-1250003-32 Equity Ownership Determination in Foreign Direct Investments of Developing Economies: The Case of Korean Outward FDIs
by Sung C. Bae & Kyungwon Ju & Kyoo H. Kim & Taek Ho Kwon
1250002-1-1250002-25 The Decision Behavior of Taiwan Firms Investing in China: Evidence from Different Industries
by Szu-Hsien Lin & You-Jie Chen & Tz-Li Wang & Hung-Chih Wang & Ya-Chiu Angela Liu
1250001-1-1250001-22 New Insights on the Implied and Realized Volatility Relation
by Lloyd P. Blenman & Guan Jun Wang

2011, Volume 14, Issue 04

617-645 Legislative Impact on Lending: Credit Risk Management in China
by Zhaohua Li
647-670 Internet Information Relevance of Financial Institutions: Evidence from Taiwan
by Shuching Chou & Tze-Yu Yen & Yen-Hui Kuo
671-692 Attitudes of Singaporean Chinese towards Retirement Planning
by Bruce Gurd & Francis Kum Hoong Or
693-714 Order Imbalance and Intraday Price Discovery: Evidence from Chinese Stock Markets
by Zhaohui Zhang & Jiamin Wang & Ronald Bremer
715-735 Applied Rough Set Logics for Multi-Criteria Decision Analysis in Stock Index Volatility Projection
by Wen-Rong Jerry Ho
737-749 International Diversification Through Emerging Market Investment: Selection of Appropriate Portfolio Strategy
by Ravinder Kumar Arora & Pramod Kumar Jain & Himadri Das
751-779 Recap of 18th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management
by Cheng-Few Lee & Yong Shi & Jianping Li

2011, Volume 14, Issue 03

367-428 The Informativeness of Corporate Bond Trades
by Peter Chen & Junbo Wang & Chunchi Wu
429-448 Investor Psychological and Behavioral Bias: Do High Sentiment and Momentum Exist in the China Stock Market?
by Chun-An Li & Chih-Cheng Yeh
449-484 Announcement Effect on the Credit Spreads of US Dollar Malaysian Bonds
by Yap Chee Jin & Gannon Gerard
485-504 Does Corporate Diversification Reduce Firm Risk? Evidence from Diversifying Acquisitions
by Randy I. Anderson & John D. Stowe & Xuejing Xing
505-533 Insider Trading in Hong Kong: Tests of Stock Returns and Trading Frequency
by Michael Firth & T. Y. Leung & Oliver M. Rui
535-561 What Determines the Foreign Ownership Share of a Country's Banking Assets?
by Ping Liang & Daniel M. Gropper & Steven B. Caudill
563-600 An Examination of the Free Cash Flow and Information/Signaling Hypotheses Using Unexpected Dividend Changes Inferred from Option and Stock Prices: The Case of Regular Dividend Increases
by Sheng-Syan Chen & Kuei-Chin Fu
601-616 Recap of the 17th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management and the 3rd International Conference on Business in Asia (iCBA)
by Cheng-Few Lee & Rojanasak Chomvilailuk

2011, Volume 14, Issue 02

195-212 Data Snooping on Technical Analysis: Evidence from the Taiwan Stock Market
by Cheng-Wei Chen & Chin-Sheng Huang & Hung-Wei Lai
213-269 The Impact of Warrant Introduction: The Australian Experience
by Michael Clarke & Gerard Gannon & Russell Vinning
271-295 Hot and Cold Strategies: Australian Evidence
by Vikash Ramiah & Tafadzwa Mugwagwa & Tony Naughton
297-325 Evidence on Stock Reaction to Market-Wide Information
by Ding Du & Karen Denning & Xiaobing Zhao
327-346 Optimal Bank Interest Margin with Synergy Banking under Capital Regulation and Deposit Insurance: A Swaption Approach
by Chuen-Ping Chang & Jyh-Horng Lin
347-366 MBAR Models: A Test of ARIMAX Modelling
by Anastasia Maggina

2011, Volume 14, Issue 01

1-33 Fund Rating Model Based on Finite Normal Mixture Distribution
by Zhangpeng Gao & Shahidur Rahman & Shafiqur Rahman
35-80 Alternatives to Traditional Repricing of Executive Stock Options
by Jerry T. Yang
81-99 A Case Study of Illegal Insider Trading — The Scandal of Vultures' Insider Trading
by Yu Chuan Huang & Shu Hui Chan
101-128 Oil Shocks and Equity Returns: An Empirical Analysis of the US Transportation Sector
by Sunil K. Mohanty & Mohan Nandha
129-151 Transfer Pricing of Taiwan's Listing/OTC Enterprises Between Mainland China and Taiwan: Quantile Regression Analysis
by Chung-Jian Huang & Chau-Jung Kao & So-De Shyu & Chao-Hung Yu
153-169 Fiscal and Monetary Policies in Reaction to the Financial Tsunami by the Taiwanese Government
by Hsiao-Yin Chen & Cheng-Few Lee & Tzu Tai & Kehluh Wang
171-194 The Impacts of R&D Investment on Company Performance: US vs. Taiwanese Technology-Intensive Industry
by I Han & Cheng-Min Chuang

2010, Volume 13, Issue 04

495-515 Market Reaction to Entry Timing of Corporate Capital Investment Announcement: Evidence from Announcement-Period Abnormal Returns and Analysts' Earnings Forecast Revisions
by Sheng-Syan Chen & Xuan-Qi Su
517-537 Intermediation Spread, Bank Supervision, and Financial Stability
by Süheyla Özyıldırım
539-557 The Performance and Cash Flows of Newly Raised Funds
by Chun-An Li & Hong-Chih Ma
559-582 An Examination of the Underpricing of H-Share IPOs in Hong Kong
by Terence Tai-Leung Chong & Shuo Yuan & Isabel Kit-Ming Yan
583-605 Non-Normality and Risk in Developing Asian Markets
by Lakshman Alles & Louis Murray
607-620 The Impact of Non-trading Periods on the Measurement of Volatility
by Yaw-Huei Wang & Yu-Jen Hsiao
621-645 Research of Building Intelligent Investment Decision Mode for Investment Portfolio — Using Taiwan Electronic Stock as an Example
by Wen-Rong Jerry Ho & C. H. Liu & H. W. Chen

2010, Volume 13, Issue 03

333-361 Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence From the Australian Resources Sector Initial Public Offerings
by Hoa Nguyen & William Dimovski & Robert Brooks
363-380 Does the Order Between Dividend Payment and New Stock Issuance Matter to Stock Price? — Evidence from Taiwan
by Mia Twu
381-401 The Influence of Financial Development on R&D Activity: Cross-Country Evidence
by Young-Soon Hwang & Hong-Ghi Min & Seung-Hun Han
403-416 CEO Turnover in Reverse Splits
by Li-Hsun Wang & Chu-Hsiung Lin & Hsien-Ming Chen
417-447 Efficiency of Thai Commercial Banks: Pre- vs. Post-1997 Financial Crisis
by Pornchai Chunhachinda & Li Li
449-468 The Impact of IFRS 2 "Share-Based Payment" on Malaysian Companies
by Ruhaya Atan & Nur Syuhada Jasni & Yousef Shahwan
469-493 Is There a Future for Fair Value Accounting After the 2008–2009 Financial Crisis?
by Bikki Jaggi & James P. Winder & Cheng-Few Lee

2010, Volume 13, Issue 02

175-202 Shorting Down Value: The Toxic Effect of Insufficient Internal Liquidity
by Austin Murphy & Joe Callaghan & Mohinder Parkash
203-213 International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach
by Cheng-Few Lee & Fu-Lai Lin & Mei-Ling Chen
215-236 China's Banking Reform and Profitability
by Erh-Cheng Hwa & Yang Lei
237-266 Risk to Firm Value for Taiwanese Companies Investing in China: Who Fares Better?
by Hsu-Huei Huang & Min-Lee Chan & Yu-Sheng Chang
267-286 An Empirical Study of Dividend Payout and Future Earnings in Singapore
by King Fuei Lee
287-307 E-Finance, Entry Deterrence, and Optimal Loan Rate of a Potential Entrant: An Option-Based Valuation
by Chuen-Ping Chang
309-332 Loyalty Based Investment
by Pei-Hsuan Lee & Ching-Wen Wang

2010, Volume 13, Issue 01

1-18 ARFIMA Tests for Random Walks in Exchange Rates in Asian, Latin American and African-Middle Eastern Markets
by David Karemera & John Cole
19-43 Financial Distress Announcements, Transaction Mode Change, and Aggregate Shareholder Wealth: Empirical Evidence from TAIEX-Listed Companies
by Gili Yen & Jian-Fa Li
45-69 An Empirical Study on Issues in taiwanese Employee Reward Plans
by Wen-Hsiang Lin & Po-Sheng Ko & Hsueh Fang Chien & Wen-Chih Lee
71-90 Short Sale, Stock Liquidity, and the Day-of-the-Week Effect: Evidence from the Taiwan Stock Market
by Zhaodan Huang & Ou Hu & Bih-Shuang Liao
91-126 Corporate Governance, Legal Environment, and Auditor Choice in Emerging Markets
by Mahmud Hossain & Chee Yeow Lim & Patricia Mui Siang Tan
127-156 Simultaneous Volatility Transmission and Spillover Effects
by Gerard L. Gannon
157-174 Is R&D Always Beneficial?
by Hsu-Ling Chang & Chi-Wei Su

2009, Volume 12, Issue 04

567-592 Stock Returns and Volatility: Evidence from Select Emerging Markets
by Ravinder Kumar Arora & Himadri Das & Pramod Kumar Jain
593-610 Hedging and Optimal Hedge Ratios for International Index Futures Markets
by Cheng-Few Lee & Kehluh Wang & Yan Long Chen
611-628 The Valuation of Information Technology Investments by Real Options Analysis
by Kuo-Jung Lee & David S. Shyu & Miao-Ling Dai
629-653 An Analysis of China's Stock Market in the First 10 Years
by Siwei Cheng
655-674 The Intraday Performance of Contrarian Strategies: Evidence from the Taiwan Stock Exchange
by Kuei-Yuan Wang & Su-Chun Peng & Yen-Sheng Huang
675-694 Investment Preference and Strategies of Foreign Institutional Investors Across Different Industries in Taiwan
by Mei-Ling Chen & Fu-Lai Lin & Mei-Chin Hung & Kai-Li Wang
695-720 An Empirical Test of a Resources Deployment Portfolio (RDP) Approach to Business Group ROE Decomposition
by David M. Chen & Li-Ling Yang

2009, Volume 12, Issue 03

377-402 Signaling through Accounting Accruals vs. Financial Policy: Evidence from Bank Loan Loss Provisions and Dividend Changes
by Dong-Hoon Yang
403-416 The Extended Opening Session of the Futures Market and Stock Price Behavior: Evidence from the Taiwan Stock Exchange
by Hsiu-Chuan Lee & Cheng-Yi Chien & Hsiang-Lan Chen & Yen-Sheng Huang
417-454 The Impact of Auditors' Opinions, Macroeconomic and Industry Factors on Financial Distress Prediction: An Empirical Investigation
by Bi-Huei Tsai & Cheng-Few Lee & Lili Sun
455-474 Managerial Responses to Initial Market Reactions on Share Repurchases
by Hung-Kun Chen & Yan-Shing Chen & Chia-Wei Huang & Yanzhi Wang
475-508 Cash Holdings, Corporate Governance Structure and Firm Valuation
by Kin-Wai Lee & Cheng-Few Lee
509-527 Are Structural VARs with Long-Run Restrictions Useful for Developing Monetary Policy Strategy in Egypt?
by Ahmed Hachicha & Cheng-Few Lee
529-543 A Bayesian Monte Carlo Markov Chain Method for Loss Models and Risk Measure Assessments
by Ling Hu & Yating Yang
545-566 Does Stock Misvaluation Differentiate the Motives for Takeovers?
by Yi-Cheng Shih & Bai-Jia Hsu

2009, Volume 12, Issue 02

159-176 Alternative Formulas to Compute Implied Standard Deviation
by James S. Ang & Gwoduan David Jou & Tsong-Yue Lai
177-217 Empirical Performance of the Constant Elasticity Variance Option Pricing Model
by Ren-Raw Chen & Cheng-Few Lee & Han-Hsing Lee
219-243 Institutional Ownership and Income Smoothing by Japanese Banks through Loan Loss Provisions
by Wikil Kwak & Ho-Young Lee & Vivek Mande
245-266 Variation in Stock Return Risks: An International Comparison
by Wan-Jiun Paul Chiou & Alice C. Lee & Cheng-Few Lee
267-287 EVA: Does Size Matter?
by Janet Hamilton & Shafiqur Rahman & Alice C. Lee
289-308 On the Relationship between Stock Prices and Exchange Rates for India
by Paresh Kumar Narayan
309-359 The Relationship between European Convertible Bond Issues and Corporate Governance: A Study of Electronics Companies in Taiwan
by Jen-Hung Huang & Hyley Huang & Cheng-Few Lee
361-375 Recap of 16th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management
by Cheng-Few Lee & Tim Robinson & Mark Christensen

2009, Volume 12, Issue 01

1-26 Earnings Management by Japanese Bank Managers Using Discretionary Loan Loss Provisions
by Wikil Kwak & Ho-Young Lee & Susan W. Eldridge
27-62 Balanced Performance Index and Its Implications: Evidence from Taiwan's Commercial Banks
by Dar-Yeh Hwang & Alice C. Lee & Chi-Chun Liu & Lishu Ouyang
63-85 Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market
by Weihua Shi & Larry Eisenberg & Cheng-few Lee
87-102 Corporate Asset Sales in Taiwan
by Meijui Sun & K. C. Chen
103-123 Analysis of Unsolicited Credit Ratings in Japan: New Evidence from Moody's
by Lisa M. Fairchild & Susan M. V. Flaherty & Yoon S. Shin
125-140 Extending the Maturity of a Defaulting Debt — The Longstaff Model Revisited
by Shyan Yuan Lee & Yi Fang Chung
141-158 Real Exchange Rate Behavior under Peg: Evidence from the Chinese RMB and Malaysian MYR
by Yongjian E & Anthony Yanxiang Gu & Chau-Chen Yang

2008, Volume 11, Issue 04

493-509 Exploring the Root-Leaf Relationship between the Manufacturing and Financial Services Industry in Taiwan
by Chin-Chen Chien & Cheng-Few Lee & Ya-Yun Cheng
511-530 Volatility Persistence of High-Frequency Returns in the Japanese Government Bond Futures Market
by Weihua Shi & Cheng-Few Lee
531-554 Does Information Content Necessarily Increase with Greater Pre-Trade Transparency?
by Yaling Lin & Tai Ma & Hsiu-Kuei Chen
555-567 Agency Theory and Flotation Methods in Seasoned Equity Offerings: The Case in Taiwan
by Kehluh Wang & Yi-Hsuan Chen & Szu-Wei Huang
569-590 Perceptions of Non-Accounting Business Majors about the Managerial Accounting Course
by Mahmud Hossain & Cynthia D. Heagy & Santanu Mitra
591-616 Impact of Tick-Size Reduction on the Market Liquidity — Evidence from the Emerging Order-Driven Market
by Tzung-Yuan Hsieh & Shaung-Shii Chuang & Ching-Chung Lin
617-649 A Study on Stock-Selection and Market-Timing Performance: Evidence from Hong Kong Mandatory Provident Funds (MPF)
by Patrick Kuok-kun Chu & Michael McKenzie

2008, Volume 11, Issue 03

331-346 Performance and Investments in China from Industrial Perspectives: Evidence from Taiwan Firms
by Yi-Chein Chiang & Tung Liang Liao & Yu-Ling Liu
347-361 What Drives the Cash Dividend Policy of the Poorly Performing Firms in Hong Kong?
by Louis T. W. Cheng & Hung-Gay Fung & T. Y. Leung
363-387 Thailand Capital Flight through Trade with the US During Times of Political and Economic Instability
by Pornchai Chunhachinda & Maria E. de Boyrie & Simon J. Pak
389-409 An Empirical Study on the Long-Run Determinants of Exchange Rate
by I-Ming Chiu
411-428 Investment and Capital Market Imperfections: Some Evidence from a Developing Economy, India
by Saumitra N. Bhaduri
429-463 Valuing IPOs Using Price-Earnings Multiples Disclosed by IPO Firms in an Emerging Capital Market
by Michael Firth & Yue Li & Steven Shuye Wang
465-492 Subprime Mortgages, Market Impact, and Safety Nets
by Ronald D. Watson

2008, Volume 11, Issue 02

151-186 Measuring the Contribution of Intangibles to Productivity Growth: A Disaggregate Analysis of Japanese Firms
by Pablo Gonzalo Ramirez & Toyohiko Hachiya
187-200 Value-at-Risk Efficient Portfolio Selection Using Goal Programming
by Hsin-Hung Chen
201-226 Dividend Initiations by High-Tech Firms
by Michael Lacina & Zhaohui Zhang
227-254 The Dynamics of Trades and Quote Revisions Across Stock, Futures, and Option Markets
by Jangkoo Kang & Hyoung-Jin Park
255-286 Competition and Survival of Stock Exchanges: Lessons from Canada
by Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret
287-304 The Impact of Non-Performing Loans on Bank's Operating Efficiency for Taiwan Banking Industry
by Chiung-Ju Liang & Ming-Li Yao & Dar-Yeh Hwang & Wei-Hsiung Wu
305-329 Efficient Market Hypothesis (EMH): Past, Present and Future
by Gili Yen & Cheng-few Lee

2008, Volume 11, Issue 01

1-34 A Cross-Country Assessment of Bank Risk-Shifting Behavior
by James R. Barth & Mark Bertus & Jiang Hai & Triphon Phumiwasana
35-46 The Timescale Effects of Corporate Governance Measure on Predicting Financial Distress
by Hsin-Hung Chen
47-59 Modelling Regulatory Change V's Volume, of Trading Effects in HSIF and HSI Volatility
by Gerard Gannon & Siu Pang Au-Yeung
61-74 China's Exchange Traded Fund: Is There a Trading Place Bias?
by Louis T. W. Cheng & Hung-Gay Fung & Yiuman Tse
75-97 The Second Financial Reform and the Development of Financial Industry in Taiwan
by Wei-Hsiung Wu
99-122 China-Concept Factor and Stock Returns in Taiwan
by Chau-Chen Yang & Cheng-Few Lee & Yi-Jung Chen & Ling Hu
123-150 Recap of the 15th Conference on Pacific Basin Finance, Economics, Accounting, and Management
by Cheng-few Lee & Cao Hao Thi

2007, Volume 10, Issue 04

469-478 Short Sales Constraints and Return Volatility: Evidence from the Chinese A and H Share Markets
by Anthony Yanxiang Gu & Chauchen Yang

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.