Forthcoming

 

 

2001-2002 Forthcoming papers

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AMMERMANN, Peter. The Cross-Sectional and Cross-Temporal Universality of Nonlinear Serial Dependencies: Evidence from World Stock Indices and the Taiwan Stock Exchange

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BING, Zhang. On Testing Speculative Bubbles in Chinese Stock Market

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BROWN, Philip. Analysts' Dividend Forecasts

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CHAN, Dennis. Portfolio Test of Earnings Response Coefficient in the Hong Kong Share Market

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CHNG, Michael. The Trading Dynamics of Close Substitute Futures Markets: Evidence of Margin Policy Spillover Effects

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HUANG, Yu-Chuan. Warrants Pricing: Stochastic Volatility vs. Black-Scholes

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KAROLYI, G. Andrew. Did The Asian Financial Crisis Scare Foreign Investors Out of Japan?

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KATO, Hideaki. Dividend Policy, Cash Flow, and Investment in Japan

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LAM, Kin. An Empirical Test of the Variance Gamma Option Pricing Model

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MITCHELL, Jason. The Influence of Cultural Factors on Price Clustering: Evidence from Asia-Pacific Stock Markets

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SUN, Qian. The Impact of Mass Delistings: Evidence from Singapore and Malaysia

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TANG, Gordon. Intraday and Intraweek Volatility Patterns of Hang Seng Index and Index Futures, and A Test of The Wait-toTrade Hypothesis

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URRUTIA, Jorge. Time Series Properties of Capital Market Returns: Empirical Evidence from Asian ADRs 

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WALTER, Terry. The Sharemarket Performance of Australian Venture Capital Backed and Non-Venture Capital Backed IPOs

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WANG, Shiyun. Dependence of the Intraday Nikkei Stock Index Futures

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ZHEN, Wang. Capital Structure Choice of Public Companies in China: An Agency Cost Model

 

1999-2000 papers

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Walsh, David and Joshua Turkington. Informed traders and their market preference: Empirical evidence from prices and volumes of options and stock

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Zhang, Hua, Daqing Qi and Woody Wu. Shareholding structure and corporate performance of partically privatized firms: Evidence from listed Chinese companies

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Hamao, Yasushi, Frank Packer and Jay R. Ritter. Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan

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Suchard, Jo-Ann, Manohar Singh and Robert Barr, The market effects of CEO turnover in Australian firms

 

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