Advances in Pacific Basin Financial Markets: v. 1
Tom Fetherstone(Editor)
JAI Press Inc.
Published in April 1995
Book
Hardback
300 pages
978-1-55938-861-0 (ISBN)
Description
This is the first volume in a series concentrating on the financial markets of the Pacific Basin. It investigates such topics as market integration in the four newly industrialized economies of Asia and equity price variation in Pacific Basin countries.
More details
Series
Language
English
Place of publication
Oxford
United Kingdom
Publishing group
Elsevier Science & Technology
Target group
College/higher education
Professional and scholarly
Illustrations
Illustrations
Dimensions
Height: 230 mm
Width: 150 mm
Weight
781 gr
ISBN-13
978-1-55938-861-0 (9781559388610)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Content
Advances in Pacific Basin financial markets - introduction and overview, Theodore Bos and Thomas A. Fetherston; volume and price relationships in three yen futures markets, Jonathan Batten and Ram Bhar; bidders' initial stake in target companies and premiums paid to remaining target shareholders in New Zealand full takeover offers - could it justify a mandatory offer rule?, Amnon Mandelbaum; the inflation-stock returns puzzle - a comparison of the United States and Japan, 1970-1992, Susan Belden; equity price variation in Pacific Basin countries - Thai stock market volatility, Don Dayananda and Kevin Fagg; using interest rate swaps to manage corporate bonds, Zhenmin Fang; the cost of capital in Japan and the United States - a comparative analysis, Benton E. Gup; market integration in the four newly industrialized economies of Asia, Raymond H.F. Kwok; "news" and the volatility of the foreign exchange market, John Hin Hock Lee; large operating efficiency of Malaysian banks, Ming-Hua Liu et al; the impact of price limits on market volatility in Taiwan, Soushan We and Tony Naughton; the relationship between accounting returns and stock market returns - Australian evidence, David E. Allen et al; equity price variation in Pacific Basin countries, Yin Wong et al; the stochastic structure of official and black-market exchange rates in the Pacific Basin economies, Pochara Theerathorn and T. Chotigea; diversification and intervalling effects on stock - returns across industrial sectors - evidence from Hong Kong, Gordon Y.N. Tang; stochastic behaviour of interest rates in Singapore, Y.K. Tse; measuring the hedging contribution of futures trading and futures contracts, Soushan Wu et al; response of country fund returns, premiums and trading volume to news - the case of the Korea fund, Chan-Wung Kim and Young-Kyu Kim; the long-term performance of IPO's and non-IPO's - evidence from the firms listed on the Tokyo stock exchange, Chuan Yang Hwang and Narayanan Jayaraman; the tail index of Asian exchange rate returns, Kees Koedjik and Fred Nieuwland; correlation structure forecasting of ex-ante portfolio selection strategies in emerging Asia markets, Richard Y.K. Ho and Rayrnolld Siu-Kuen Lee; foreign exchange risk strategies of Australian firms, Tony Naughton and Teoh Hai Yap; nonstationary of the market model, outliers and choice of the market rate of return, Theodore Bos and Thomas A. Fetherston.