Research in international business and finance : a research annual

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書誌事項

Research in international business and finance : a research annual

JAI Press, c1979-

  • v. 12, 1995
  • Suppl. 1, 1996

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注記

Subtilte of v. 1: an annual compilation of research

Vol. 1-<11 > with special titles

Series editors of v. 12: John Doukas, Larry Lang

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内容説明・目次

巻冊次

Suppl. 1, 1996 ISBN 9780762301102

内容説明

The rapid growth of international investment has been attributed to a variety of factors. These factors are deregulation of capital markets, removal of barriers to international investment, and technological and computer advances which have reduced the cost of communication. This supplement reviews the growth in emerging capital markets and provides a setting for understanding the nature of the integration process as well as the behaviour of national stock-price movements. Two sections deal separately with international capital market interactions and financial issues in emerging markets. The first chapter examines the linkages among Latin American and other major world stock markets over the 1987-1994 period. The next paper investigates whether European Community stock markets behave as a single market. Other issues explored in this book include: the economic significance of the Gulf Crisis on the oil and world equity markets; the relations among security prices across Japan, Hong Kong and Singapore; and the interaction between capital markets of the southern European countries of Greece, Italy, Spain and Turkey with the USA.

目次

I. International Capital Market Interactions. Dynamic linkages among Latin American and other major world stock markets (Y. Shachmurove). International transmission of innovation among EC stock markets (J. Friedman, Y. Shachmurove). Stock market linkages between the United States and Southern European countries (M.S. Kulkarni). Integration and anomalies in the emerging markets of Asia and Latin America (R. Aggarwal, R. Leal). Pacific-Basin stock market linkages (B. Arshanapalli, J. Doukas). The heteroskedastic behavior of stock prices in an integrated global market: evidence from Taiwan and Korea (Bang Nam Jeon, Kap-Soo Oh and T.C. Chiang). Oil and world stock markets reaction to the Gulf crisis (A.G. Malliaris, G.L. Urrutia). Why stock valuation ratios differ internationally (Jongmoo Jay Choi, M.G. Papaioannou). II. Financial Issues in Emerging Markets. Financial liberalization and bank solvency: a multi-country study (J. Chavez, K.P. Fischer and E. Ortiz). The effect of deposit variable on the portfolio behavior of commercial banks in an emerging financial market (I.A. Moosa, N.E. Al-Loughani). The Korean Stock Market: the road to globalization and liberalization (Young-Kwon Cho, S.R. Cunningham). Capital market integration and emerging markets (A. Alford, J. Lussier). Price effects of stock ownership restrictions for foreigners in emerging markets (C. Sherman Cheung, C.C.Y. Kwan and H.A. Thomas). Non-normality of returns in emerging markets: a comparison of mean-variance versus mean-lower partial moment asset pricing models (B. Eftekhari, S.E. Satchell). Risk aversion and the efficient markets model for stock prices: evidence from the Athens Stock Exchange (D.G. Kirikos). Liquidity, stock returns, and ownership structure: an empirical study of the Bombay Stock Exchange (V.R. Eleswarapu, C. Krishnamurthi). Do we expect more latent variables in a structurally different market: the case of Hong Kong (Wai Lee, Hung-Gay Fung and Wai-Chung Lo). The Philippines Call Market for interest rate futures: mean reversion and volatility structure (Moon Hoe Lee, O.L.C. Ranit). The effects of environmental regulation on stock prices on the Mexican Stock Exchange (D.W. French, M.J. Herrera and J.M. Tanski). The robustness of the day-of-the-week effect: evidence from the Taiwan Stock Exchange (Che-Peng Lin, M.M. Walker). Capital structures in middle-income countries: a study of Indonesia and Malaysia (Q. Hussain).
巻冊次

v. 12, 1995 ISBN 9781559389198

内容説明

This 12th volume in the series discusses a variety of topics in the field of research in international business and finance.

目次

Part I: International Banking, Deregulation and Performance. Cooperation and rivalry in European banking (P. Molyneux). Bank deregulation, total factor productivity, and cost efficiency of Australian permanent building societies (N. Esho, I.G. Sharpe). Bank window dressing when the government is a shareholder (N.E. Al-Loughani, I.A. Moosa). The determinants of foreign banking activity in Greece (K. Galiatsos, E. Papapetrou). Profitability and risk in Asian and European multinational banks (A. Wright, P. Liesch). Part II: Exchange Rate Dynamics & Foreign Exchange Risk Management. Pricing by arbitrage in an international economy (J.F. Andreasen). Overshooting behavior in foreign exchange markets: evidence from cointegration tests (A.C. Szakmary, I. Mathur and Seong Hoon Yu). Australian firms' foreign exchange risk management practices: a case study approach (J. Batten, A. Livermore). Part III: The Effects of Venture Capital & Price Support Regulations on European IPOS. The role of venture capital in initial public offerings: an explorative comparison of U.S. & Swedish evidence (C. Bergstrom, P. Hogfeldt and A. Westin). Price support and initial public offerings: evidence from the Athens Stock Exchange (C. Kazantis, M. Levis). Part IV: International Stock Market Volatility & Introduction of Futures Trading in Japan. The impact of trading mechanisms on the transmission of information across international stock markets during the market crash (Yu-Jane Liu). Day of the week effects in Pacific Rim emerging stock markets (Seung Chan Ahn, M. Melvin and G. Merica). Impact of futures trading on cash market volatility: evidence from the Tokyo Stock Exchange (S.K. Chen, J.E. Jarrett and S. Ghon Rhee). Part V: Foreign Corporate Governance, The Market for Corporate Control & Investment Strategies. Corporate governance in Germany, Japan and the U.S.: a Comparison (S.N. Kaplan). Understanding the strategic intent of Korean executives: a competitor analysis (Daewoo Park and M.A. Hitt). The source of gains in New Zealand takeover offers: wealth creation of merely undervaluation? (A. Mandelbaum). Foreign investment strategies: a comparative study of the use of new forms of investment by U.K. and non-U.K. Multinationals (W.E. Herbert). A note on risk reduction under Markowitz' Portfolio Theory (A. Etebari, A. Tourani Rad).

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詳細情報

  • NII書誌ID(NCID)
    BA06614971
  • ISBN
    • 1559389192
    • 0762301104
  • 出版国コード
    us
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Greenwich, Conn.
  • ページ数/冊数
    v.
  • 大きさ
    24 cm
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