Volume 20; Issue 5

Pacific-Basin Finance Journal

Volume 20; Issue 5

1

An empirical examination of jump risk in asset pricing and volatility forecasting in China's equity and bond markets

Haigang Zhou, John Qi Zhu

Journal:

Pacific-Basin Finance Journal

Year:

2012

Language:

english

File:

PDF, 1.65 MB

english, 2012

2

Evaluating time-series restrictions for cross-sections of expected returns: Multifactor CCAPMs

Journal:

Pacific-Basin Finance Journal

Year:

2012

Language:

english

File:

PDF, 288 KB

english, 2012

3

Forecasting the term structure of Chinese Treasury yields

Xingguo Luo, Haifeng Han, Jin E. Zhang

Journal:

Pacific-Basin Finance Journal

Year:

2012

Language:

english

File:

PDF, 5.89 MB

english, 2012

4

Related-party transactions and corporate governance: The evidence from the Taiwan stock market

Yin-Hua Yeh, Pei-Gi Shu, Yu-Hui Su

Journal:

Pacific-Basin Finance Journal

Year:

2012

Language:

english

File:

PDF, 298 KB

english, 2012

5

Strategic interaction of capital structures: A spatial econometric approach

Journal:

Pacific-Basin Finance Journal

Year:

2012

Language:

english

File:

PDF, 354 KB

english, 2012

6

Belief changes and expectation heterogeneity in buy- and sell-side professionals in the Japanese stock market

Ryuichi Yamamoto, Hideaki Hirata

Journal:

Pacific-Basin Finance Journal

Year:

2012

Language:

english

File:

PDF, 573 KB

english, 2012

7

The trading behavior of foreign, domestic institutional, and domestic individual investors: Evidence from the Taiwan stock market

Sue-Jane Chiang, Li-Ju Tsai, Pei-Gi Shu, Show-Lin Chen

Journal:

Pacific-Basin Finance Journal

Year:

2012

Language:

english

File:

PDF, 215 KB

english, 2012

8

The partial adjustment of IPO prices to public information and issuing methods in Taiwan

Journal:

Pacific-Basin Finance Journal

Year:

2012

Language:

english

File:

PDF, 806 KB

english, 2012

9

Impact of late payment on Firms' profitability: Empirical evidence from Malaysia

Salima Y. Paul, S. Susela Devi, Chee Ghee Teh

Journal:

Pacific-Basin Finance Journal

Year:

2012

Language:

english

File:

PDF, 266 KB

english, 2012

10

RBA monetary policy communication: The response of Australian interest rate futures to changes in RBA monetary policy

Journal:

Pacific-Basin Finance Journal

Year:

2012

Language:

english

File:

PDF, 351 KB

english, 2012

11

Testing the profitability of moving-average rules as a portfolio selection strategy

Vlad Pavlov, Stan Hurn

Journal:

Pacific-Basin Finance Journal

Year:

2012

Language:

english

File:

PDF, 2.93 MB

english, 2012

12

Who wins in the money game? The case of KOSPI 200 futures

Journal:

Pacific-Basin Finance Journal

Year:

2012

Language:

english

File:

PDF, 220 KB

english, 2012

13

Editorial Board

Journal:

Pacific-Basin Finance Journal

Year:

2012

Language:

english

File:

PDF, 24 KB

english, 2012

14

Short selling activity, price efficiency and fundamental value of IPO stocks

Lee-Young Cheng, Zhipeng Yan, Yan Zhao, Wei-Fang Chang

Journal:

Pacific-Basin Finance Journal

Year:

2012

Language:

english

File:

PDF, 261 KB

english, 2012