Volume 1 Number 1 Fall 1989Founding Editor
MANUCHEHR SHAHROKHI
California State University, Fresno
CONTENTS / CONTRIBUTORS
Global Finance: Causes, Consequences and Prospects of the Future
Terry Chuppe, Hugh Haworth, Marvin Watkins
Economic Forces in the Stock Market: An International Perspective
James Bodurtha, Jr., D. Chinhyung Cho, Lemma Senbet
An Analysis of Unbundled Stock Units
John Finnerty, Vistor Borun
A Simple Rule for Multinational Capital Budgeting
James Ang, Tsong-Yue Lai
Hedging Long Term Commodity Swaps with Futures
David Aspel, Jack Cogen, Michael Rabin
Volume 1 Number 2 Spring 1990Founding Editor
MANUCHEHR SHAHROKHI
California State University, Fresno
CONTENTS / CONTRIBUTORS
The Numeraire Problem, Forward Hedges and International Portfolio Selection
Chuck Kwok
The Circular Flow of Dollars in the World Financial Markets
Kashi Tiwari
The Effect of Selected U.S. Market Conditions and Exchange Rate Variability on Merger and Acquisition Activites of Foreign Companies in the United States
Theodor Kohers and Spuma Rao
Foreign Direct Investment: Evidence From Capital Market Data
Ghassem Homaifar and Thomas H. Strickland
The American Depository Receipt (ADR): A Creative Financial Tool for Multinational Companies
Krishnan Dandapani, Jerry Haar and Stanley P. Haar
Volume 1 Number 3 Summer 1990Founding Editor
MANUCHEHR SHAHROKHI
California State University, Fresno
CONTENTS / CONTRIBUTORS
An Empirical Investigation of Factors Affecting Cross-Border Acquisitions: The United States Versus United Kingdom Experience
Geraldo Vasconcellos, Jeff Madura, Richard Kish
Determinants of Exchange Controls: An Integrated Aproach
Ali Fatemi, M. Hossein Safizadeh
Bank Services and Developing Countries: A Survey of Twenty-Six Developing Nations
Charles Maxwell, Lawrence Gitman
Stock Market in South Korea: Its Volatility, Dependency, and Growth
S. J. Chang
Volume 1 Number 4 Fall 1990 (Index Issue)Founding Editor
MANUCHEHR SHAHROKHI
California State University, Fresno
CONTENTS / CONTRIBUTORS
An Analysis of the Effectiveness of the Nikkei 225 Futures Contracts in Risk-return Management
Joanne Hill, Jot Yau, and Thomas Schneeweis
Market Reaction to Common Stock Offerings in U.S. Capital Markets: Multinational Versus Domestic Firms
George P. Tsetsekos
Use of "Salient Economic Factors" in Determining Functional Currencies Under FAS 52
Robert B. Boatler
An Intraweek Seasonality in the Implied Volatilities of T-Bond and T-Note Options
Joel N. Morse
The Wall and International Financial Markets
Steve Swidler
Volume 2 Number 1/2 Spring/Summer 1991Founding Editor
MANUCHEHR SHAHROKHI
California State University, Fresno
CONTENTS / CONTRIBUTORS
Differential Market Reaction to Eurobond Financing
Michael Ferri, Timothy F. Sugrue and Jot Yau
Market Efficiency Tests Using Forward and Futures Exchange Contracts
Janice L. Boucher and Mona R. El Shazly
Comparison of Working Capital Management Practices in Australia and the United States
Brian Belt and Keith V. Smith
Portfolio Insurance for Foreign Exchange Risk Management
Robert Brooks, Jeff Madura and Alan L. Tucker
Week-of-the-Month Effect in Pacific Basin Stock Markets: Evidence of a New Seasonal Anomaly
Theodor Kohers and Raj H. Kohli
Optimal Currency Forward Market Hedge Ratios: Hedging or Concealed Speculations?
Anthony F. Herbst and Peggy E. Swanson
A Pricing of Foreign Currency Investments
Wai K. Leung and Hung-Gay Fung
Efficacy of Hedging Internationally Diversified Equity Portfolios - An Empirical Test
Jeannette N. Medewitz, Fuad A. Abdullah and Keith Olson
Integration versus Segmentation in Real Asset Markets: Implications for Direct Investment
Jeff Madura and Ann Marie Whyte
Government Bailout and Commercial Bank Loans to Less Developed Countries
Samantha Bhadra Thapa and Dileep R. Mehta
Volume 2 Number 3/4 Fall/Winter 1991Founding Editor
MANUCHEHR SHAHROKHI
California State University, Fresno
CONTENTS / CONTRIBUTORS
Financial Globalization: Payments System Issues and Alternatives
Herbert L. Baer and Douglas D. Evanoff
The Profit-Analytic Classification Methodology Applied to the Management of Country Risk in International Lending
Kenneth R. Gordon and Michael Palmer
Country Risk and Country Instability: The Case of Turkey
Thomas L. Brewer
Corporate Capital Structure and Taxes in the Korean Manufacturing Sector
Demir Yener
A Refinement of the Rational Expectations Monetary Model of Exchange Rate Determination: Theory and Empirical Tests
Barry Laiss
Hedging Foreign Exchange Exposure in the Japanese Yen
Anthony F. Herbst, Dilip D. Kare and S.C. Caples
Global Mixed-Asset Diversification
Richard J. Curcio and Alan J. Ziobrowski
Portfolio Divestment: The Cost of Doing Business in South Africa
Gerald P. Weinstein, Pervaiz Alam and Laurence E. Blose
Volume 3 Number 1 Spring 1992Founding Editor
MANUCHEHR SHAHROKHI
California State University, Fresno
CONTENTS / CONTRIBUTORS
A Multivariate Analysis of the Determinants of the Functional Currency Dichotomy Decisions
Ahmad Hosseini and Hossein Shalchi
Portfolio Diversification and the Inter-Temporal Stability of International Stock Indices
Mitchell Ratner
Evaluating Country Risk: A Decision Support Approach
Jean-Claude Cosset, Yannis Siskos and Constantin Zopounidis
The Choice of a Multicurrency Portfolio for a Central Bank: Bonds, Eurodeposits, and Forward Contracts
Philippe Jorion and Jaques Rolfo
Intervention and the Foreign Exchange Risk Premium: An Empirical Investigation of Daily Effects
Owen F. Humpage and William P. Osterberg
Volume 3 Number 2 Fall 1992 (Index Issue)Founding Editor
MANUCHEHR SHAHROKHI
California State University, Fresno
CONTENTS / CONTRIBUTORS
Optimal Hedging of Stock Portfolios Against Foreign Exchange Risk: Theory and Application
Warren Bailey, Edward Ng and Rene M. Stulz
An Examination of the Distribution of Intra-Daily Exchange Rate Changes
Chuck C.Y. Kwok and William R. Folks, Jr.
Importance of Political Risk Assessment Function in U.S. Multinational Corporations
M. Anaam Hashmi and Turgut Guvenli
Benefits From Diversification and Currency Hedging of International Equity Investments: Different Countries' Viewpoints
Luc A. Soenen and John R. Lindvall
Valuation Effects of International Listings
Khalil M. Torabzadeh, William J. Bertin and Terry L. Zivney
Cointegration, Error-Correction, and joint Efficiency in Forward and Futures Markets for Major Foreign Currencies
Banamber Mishra, Matiur Rahman and Steve Caples
Volume 4 Number 1 Spring 1993Founding Editor
MANUCHEHR SHAHROKHI
California State University, Fresno
CONTENTS / CONTRIBUTORS
Comovements of International Equity Returns: A Comparison of the Pre- and Post-October 19, 1987, Periods
Thomas H. McInish and Sie Ting Lau
Pricing Cross-Currency Put Warrants: Some Empirical Evidence
K.C. Chen, Barry Laiss and R. Stephen Sears
U.S. Presidential Elections: International Security-Market Effects
John Dobson and Uric B. Dufrene
The Linkages Between the Equity Markets of Pacific-Basin Countries and Those of the U.S., U.K., And Japan: A Vector Autoregression Analysis
Ali M. Fatemi and Jinwoo Park
Official and Black (Parallel) Foreign Exchange Markets: "Casual Relationships"
Abbas Noorbakhsh and Manuchehr Shahrokhi
Impact of the U.S. Money Supply Announcements on Foreign Currencies: An Event Study Approach
LeRoy D. Brooks and Chuck C.Y. Kwok
Volume 4 Number 2 Fall 1993 (Index Issue)Founding Editor
MANUCHEHR SHAHROKHI
California State University, Fresno
CONTENTS / CONTRIBUTORS
A Co-integration Test of The Impact of Foreign Exchange Rates on U.S. Stock Market Returns
Mitchell Ratner
Market Impact of Announcements of Joint Ventures Between U.S. Firms and Eastern and Central European Countries: Early Evidence
Ahmad Etebari
Pricing of The Eurodollar Bank Rate
Syed M. Ahmad
Stability and Predictability of the Comovement Structure of Returns in the American Depository Receipts Market
Mahmoud Wahab and Malek Lashgari
Stock Market Liberalization and The Distribution Of Returns on the Jamaican Stock Market
Ronald S. Koot and Prasad Padmanabhan
Volume 5 Number 1 Summer 1994Founding Editor
MANUCHEHR SHAHROKHI
California State University, Fresno
CONTENTS / CONTRIBUTORS
On Selectivity and Market Timing Ability of U.S.-Based International Mutual Funds: Using Refined Jensen's Measure
Son-Nan Chen and Hoyoon Jang
A Multicriterion Approach to Country Selection for Global Index Funds
Nabil Khoury, Jean-Marc Martel and Pierre Yourougoro
Investment Banker Prestige, Competition, and Underwriter Compensation in U.S. Seasoned New Equity Issues
Sung C. Bae and Haim Levy
Futures-Forward Price Differentials in the T-Bill Markets: An Application of the Arbitrage Pricing Theory
Carolyn C. W. Chang, Jack S. K. Chang, and Jean C. H. Loo
The Wealth Effect of International Acquisitions and the Impact of the EEC Integration
James Wuh Lin, Jeff Madura and Armand Picou
The Mexican Debt Moratorium and Its Effect Upon U.S. Bank Stock Values: Empirical Tests on Major Event Windows
George C. Philippatos and K. G. Viswanathan
Atlantic and Pacific Stock Markets - Correlation and Volatility Transmission
Hamid Rahman and Kenneth Yung
Global Market Place and Causality
A. M. Parhizgari, K. Dandapani and A. K. Bhattacharya
Volume 5 Number 2 Fall 1994 (Index Issue)Founding Editor
MANUCHEHR SHAHROKHI
California State University, Fresno
CONTENTS / CONTRIBUTORS
Characteristics of Japanese Finance: A Review and Introduction
Raj Aggarwal
Determinants of Japanese CEO Compensation
Rainford M. Knight, Jeff Madura and Anna D. Martin
Banks in the Board Room: THE American versus Japanese and German Experiences
W. Carl Kester
A Comparison of the Financial Characteristics of U.S. and Japanese Manufacturing Firms
Ilhan Meric and Gulser Meric
Wealth Effects from Equity Sales in Japan: Role of Bank Monitoring and Lender/Owner Conflict Resolution
Takashi Kaneko and Richard H. Pettway
Financial Ratios in Japanese and U.S. Firms: A Comparison of Distributional Characteristics
Richard L. Constand
P/E Multiples: Comparative Evidence for Japan and the United States
Jack Glen and Richard Herring
Linkages between the U.S. and Japanese Stock Markets: A Bilvariate Garch-M Analysis
Panayiotis Theodossiou and Gregory Koutmos Volume 6 Number 1 Spring 1995Founding Editor
MANUCHEHR SHAHROKHI
California State University, Fresno CONTENTS / CONTRIBUTORS
Currency Futures and the Turn-of-Month Effect
Kartono Liano and G. Wayne Kelly
Foreign Exchange Options Markets Inefficiency: The Abnormal Profits Generated by an Implied Volatility Based Rule
William C. Clyde and James Gislason
Corporate Financial Structure under Inflation and Financial Repression: A Comparative Study of North American and Emerging Markets Firm
A. Sinan Cebenoyan, Klaus P. Fischer and George J. Papaioannou
Formal Strategic Planning, Informedness and Firm Performance: An Empirical Investigation
Ginette McManus, Jacques Saint-Pierre, John Domonkos
The Impact of Tax Changes on Trading of American Depository Receipts
Upinder S. Dhillon and Gabriel G. Ramirez
Dividend Reinvestment Plans in Australia
Keith K.W. Chan, Damien W. McColough and Michael T. Skully Volume 6 Number 2 Fall 1995Founding Editor
MANUCHEHR SHAHROKHI
California State University, Fresno CONTENTS / CONTRIBUTORS
Macroeconomic Derivatives: More Viable Than First Thought!
Vipul K. Bansal, John F. Marshall and Robert P. Yuyuenyongwatana
Determining Appropriate International Transfer Prices: Economic and Administration Rationales for Using Asset-Based Profit Splits
Rebecca J. Klemm, Douglas W. Dwyer and Thomas L. Brewer
Testing for the Relationship between Normal Exchange Rates and Economic Fundamentals
Shady Kholdy and Ahmasd Sohrobian
International Loans and the Risk-Return Behavior of Commercial Banks: Some Evidence from the Capital Market
Jacky Y. So and Richard T. Nyerges
A New Approach to the Problem of Harmonizing International Accounting Reports
Mohammad S. Bazaz, Ravi Parameswaran and Bijoy Bordoloi
Shareholder Wealth Effect of Common Stock Offerings
Majed R. Muhtaseb and George C. Philippatos
|
