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2003 Index
Journal of Multinational Financial Management 13 (2003) I–III www.elsevier.com/locate/econbase
2003 Index Aivazian, V., Booth, L. and Cleary, S., Dividend policy and the organization of capital markets 101 Baur, D., Testing for contagion — mean and volatility contagion Billio, M. and Pelizzon, L., Volatility and shocks spillover before and after EMU in European stock markets Booth, L., see Aivazian, V. Butler, A.W. and Huang, P., On the uniformity of investment banking spreads: the seven percent solution is not unique
405 323 101 265
Chan, H., see Lee, D.D. Chan-Lau, J.A. and Ivaschenko, I., Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia Choudhry, T., Short-run deviations and optimal hedge ratio: evidence from stock futures Cleary, S., see Aivazian, V.
385
171 101
Durand, R.B., Koh, S.-W. and Ng, H.G., From gold to silicon
273
303
Elliott, W.B., Huffman, S.P. and Makar, S.D., Foreign-denominated debt and foreign currency derivatives: complements or substitutes in hedging foreign currency risk? 123 Faff, R., see Hallahan, T. Faff, R., see Nguyen, H. Faff, R.W., see Lee, D.D.
483 193 385
Hallahan, T., Faff, R. and McKenzie, M., An exploratory investigation of the relation between risk tolerance scores and demographic characteristics 483 Hon, M.T. and Tonks, I., Momentum in the UK stock market 43 Huang, P., see Butler, A.W. 265 Huffman, S.P., see Elliott, W.B. 123 Ivaschenko, I., see Chan-Lau, J.A. Johnson, R. and Soenen, L., Economic integration and stock market comovement in the Americas PII: S1042-444X(03)00030-6
303
85
II
2003 Index
Kalev, P.S., see Lee, D.D. 385 Kiymaz, H., Estimation of foreign exchange exposure: an emerging market application 71 Koh, S.-W., see Durand, R.B. 273 Lally, M. and Swidler, S., The effect of an asset’s market weight on its beta: implications for international markets 161 Lan, D., see Sequeira, J.M. 341 Lee, D.D., Chan, H., Faff, R.W. and Kalev, P.S., Short-term contrarian investing—is it profitable? … Yes and No 385 Lin, C.H. and Shiu, C.-Y., Foreign ownership in the Taiwan stock market — an empirical analysis 19 Makar, S.D., see Elliott, W.B. Malik, F., Sudden changes in variance and volatility persistence in foreign exchange markets McDonald, C.G. and Michayluk, D., Suspicious trading halts McKenzie, M., see Hallahan, T. Michayluk, D., see McDonald, C.G. Morgan, G.E., see Mun, K.-C. Moshirian, F., Editorial Moshirian, F., Globalization and financial market integration Mun, K.-C. and Morgan, G.E., Risk premia on foreign exchange: a direct approach Narayanan, R.P., Rangan, N.K. and Sundaram, S., Relaxing Glass-Steagall provisions: wealth and risk effects on foreign banks and their domestic corporate customers Ng, H.G., see Durand, R.B. Nguyen, H. and Faff, R., Can the use of foreign currency derivatives explain variations in foreign exchange exposure?: Evidence from Australian companies Nikkinen, J., Impact of foreign ownership restrictions on stock return distributions: evidence from an option market Norde´n, L., Asymmetric option price distribution and bid –ask quotes: consequences for implied volatility smiles
123 217 251 483 251 231 287 289 231
465 273
193 141 423
Pelizzon, L., see Billio, M.
323
Rangan, N.K., see Narayanan, R.P.
465
Sequeira, J.M. and Lan, D., Does world-level volatility matter for the average firm in a global equity market? 341 Sern Low, S., see Wang, C. 1 Shiu, C.-Y., see Lin, C.H. 19
2003 Index
III
Soenen, L., see Johnson, R. Sundaram, S., see Narayanan, R.P. Swidler, S., see Lally, M.
85 465 161
Tai, C.-S., Are Fama– French and momentum factors really priced? Tonks, I., see Hon, M.T.
359 43
Wang, C. and Sern Low, S., Hedging with foreign currency denominated stock index futures: evidence from the MSCI Taiwan index futures market 1 Wei, S.X. and Zhang, C., Statistical and economic significance of stock return predictability: a mean– variance analysis 443 Zhang, C., see Wei, S.X.
443
2003 Index Aivazian, V., Booth, L. and Cleary, S., Dividend policy and the organization of capital markets 101 Baur, D., Testing for contagion — mean and volatility contagion Billio, M. and Pelizzon, L., Volatility and shocks spillover before and after EMU in European stock markets Booth, L., see Aivazian, V. Butler, A.W. and Huang, P., On the uniformity of investment banking spreads: the seven percent solution is not unique
405 323 101 265
Chan, H., see Lee, D.D. Chan-Lau, J.A. and Ivaschenko, I., Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia Choudhry, T., Short-run deviations and optimal hedge ratio: evidence from stock futures Cleary, S., see Aivazian, V.
385
171 101
Durand, R.B., Koh, S.-W. and Ng, H.G., From gold to silicon
273
303
Elliott, W.B., Huffman, S.P. and Makar, S.D., Foreign-denominated debt and foreign currency derivatives: complements or substitutes in hedging foreign currency risk? 123 Faff, R., see Hallahan, T. Faff, R., see Nguyen, H. Faff, R.W., see Lee, D.D.
483 193 385
Hallahan, T., Faff, R. and McKenzie, M., An exploratory investigation of the relation between risk tolerance scores and demographic characteristics 483 Hon, M.T. and Tonks, I., Momentum in the UK stock market 43 Huang, P., see Butler, A.W. 265 Huffman, S.P., see Elliott, W.B. 123 Ivaschenko, I., see Chan-Lau, J.A. Johnson, R. and Soenen, L., Economic integration and stock market comovement in the Americas PII: S1042-444X(03)00030-6
303
85
II
2003 Index
Kalev, P.S., see Lee, D.D. 385 Kiymaz, H., Estimation of foreign exchange exposure: an emerging market application 71 Koh, S.-W., see Durand, R.B. 273 Lally, M. and Swidler, S., The effect of an asset’s market weight on its beta: implications for international markets 161 Lan, D., see Sequeira, J.M. 341 Lee, D.D., Chan, H., Faff, R.W. and Kalev, P.S., Short-term contrarian investing—is it profitable? … Yes and No 385 Lin, C.H. and Shiu, C.-Y., Foreign ownership in the Taiwan stock market — an empirical analysis 19 Makar, S.D., see Elliott, W.B. Malik, F., Sudden changes in variance and volatility persistence in foreign exchange markets McDonald, C.G. and Michayluk, D., Suspicious trading halts McKenzie, M., see Hallahan, T. Michayluk, D., see McDonald, C.G. Morgan, G.E., see Mun, K.-C. Moshirian, F., Editorial Moshirian, F., Globalization and financial market integration Mun, K.-C. and Morgan, G.E., Risk premia on foreign exchange: a direct approach Narayanan, R.P., Rangan, N.K. and Sundaram, S., Relaxing Glass-Steagall provisions: wealth and risk effects on foreign banks and their domestic corporate customers Ng, H.G., see Durand, R.B. Nguyen, H. and Faff, R., Can the use of foreign currency derivatives explain variations in foreign exchange exposure?: Evidence from Australian companies Nikkinen, J., Impact of foreign ownership restrictions on stock return distributions: evidence from an option market Norde´n, L., Asymmetric option price distribution and bid –ask quotes: consequences for implied volatility smiles
123 217 251 483 251 231 287 289 231
465 273
193 141 423
Pelizzon, L., see Billio, M.
323
Rangan, N.K., see Narayanan, R.P.
465
Sequeira, J.M. and Lan, D., Does world-level volatility matter for the average firm in a global equity market? 341 Sern Low, S., see Wang, C. 1 Shiu, C.-Y., see Lin, C.H. 19
2003 Index
III
Soenen, L., see Johnson, R. Sundaram, S., see Narayanan, R.P. Swidler, S., see Lally, M.
85 465 161
Tai, C.-S., Are Fama– French and momentum factors really priced? Tonks, I., see Hon, M.T.
359 43
Wang, C. and Sern Low, S., Hedging with foreign currency denominated stock index futures: evidence from the MSCI Taiwan index futures market 1 Wei, S.X. and Zhang, C., Statistical and economic significance of stock return predictability: a mean– variance analysis 443 Zhang, C., see Wei, S.X.
443