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Book cover: International Finance Review

International Finance Review

ISSN: 1569-3767
Series editor(s): Professor J. Jay Choi

Subject Area: Accounting and Finance

Content: Series Volumes | icon: RSS Current Volume RSS

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Volume 8 - Asia-Pacific Financial Markets: Integration, Innovation and Challenges


ISBN: 978-0-7623-1471-3
eISBN: 978-1-84950-514-7
Edited by: Suk-Joong Kim, Michael D. Mckenzie
Published: 2007

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Chapter Id: Chapter Information:
1758087 Editorial advisory board

Article type: Editorial Board
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1758086 List of contributors
(pp. ix - xi)
Article type: Index
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1758085 About the series

Article type: Personal Report
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1758062

Part I: An Overview

Chapter 1 Introduction to Asia-Pacific financial markets: Integration, innovation and challenges
Suk-Joong Kim, Michael D. McKenzie (pp. 3 - 13)
Article type: Chapter Item
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1758063

Part II: Asia-Pacific Stock Market Integration

Chapter 2 A new approach for estimating relationships between stock market returns: Evidence of financial integration in the Southeast Asian region
T.J. Brailsford, T.J. O’Neill, J. Penm (pp. 17 - 37)
Article type: Chapter Item
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1758064 Chapter 3 Correlation dynamics between Asia-Pacific, EU and US stock returns
Stuart Hyde, Don Bredin, Nghia Nguyen (pp. 39 - 61)
Article type: Chapter Item
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1758065 Chapter 4 Conditional autocorrelation and stock market integration in the Asia-Pacific
Suk-Joong Kim, Michael D. McKenzie (pp. 63 - 94)
Article type: Chapter Item
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1758066 Chapter 5 The impact of the opening up of the B-share markets on the integration of Chinese stock markets
Langnan Chen, Steven Li, Weibin Lin (pp. 95 - 116)
Article type: Chapter Item
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1758067 Chapter 6 A single currency for ASEAN-5: An empirical study of economic convergence and symmetry
Zhi Lu Xu, Bert D. Ward, Christopher Gan (pp. 117 - 139)
Article type: Chapter Item
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1758068

Part III: Bubbles and Spillovers

Chapter 7 Periodically collapsing bubbles in the Asian emerging stock markets
Ako Doffou (pp. 143 - 155)
Article type: Chapter Item
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1758069 Chapter 8 Currency crises in Asia: A multivariate logit approach
Jan P.A.M. Jacobs, Gerard H. Kuper, Lestano (pp. 157 - 173)
Article type: Chapter Item
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1758070 Chapter 9 Evidence of bubbles in the Malaysian stock market
Gary J. Rangel, Subramaniam S. Pillay (pp. 175 - 202)
Article type: Chapter Item
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1758071

Part IV: Stock Markets

Chapter 10 Abnormal returns after large stock price changes: Evidence from Asia-Pacific markets
Vu Thang Long Pham, Do Quoc Tho Nguyen, Thuy-Duong Tô (pp. 205 - 227)
Article type: Chapter Item
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1758072 Chapter 11 Price limits in Asia-Pacific financial markets: The case of the Shanghai stock exchange
Bert Scholtens, Liu Yao (pp. 229 - 244)
Article type: Chapter Item
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1758073 Chapter 12 China's securities markets: Challenges, innovations, and the latest developments
Xinyi Yuan, Wei Fan, Qiang Liu (pp. 245 - 262)
Article type: Chapter Item
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1758074 Chapter 13 Temporal causality of returns of index futures and stock markets: Evidence from Malaysia
Wee Ching Pok (pp. 263 - 288)
Article type: Chapter Item
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1758075 Chapter 14 Price behaviour surrounding block transactions in stock index futures markets: International evidence
Alex Frino, Jennifer Kruk, Andrew Lepone (pp. 289 - 303)
Article type: Chapter Item
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1758076

Part V: Corporate Finance

Chapter 15 The determinants of capital structure: Evidence from Vietnam
Nahum Biger, Nam V. Nguyen, Quyen X. Hoang (pp. 307 - 326)
Article type: Chapter Item
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1758077 Chapter 16 Shareholders’ value creation and destruction: The stock prices’ effects of merger announcement in Japan
Ognjenka Zrilic, Yasuo Hoshino (pp. 327 - 345)
Article type: Chapter Item
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1758078 Chapter 17 Takeovers and shareholder value creation on the stock exchange of Thailand
David E. Allen, Amporn Soongswang (pp. 347 - 370)
Article type: Chapter Item
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1758079

Part VI: Funds Management

Chapter 18 Herd behaviour of Chinese mutual funds
Jean Jinghan Chen, Xinrong Xiao, Peng Cheng (pp. 373 - 391)
Article type: Chapter Item
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1758080 Chapter 19 Performance persistence of pension fund managers: Evidence from Hong Kong mandatory provident funds
Patrick Kuok-Kun Chu (pp. 393 - 424)
Article type: Chapter Item
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1758081 Chapter 20 Financial market implications of India's pension reform
Hélène K. Poirson (pp. 425 - 443)
Article type: Chapter Item
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1758082

Part VII: Banking and Debt Markets

Chapter 21 On the safety and soundness of Chinese banks in the post-WTO era
Lei Xu, Chien-Ting Lin (pp. 447 - 470)
Article type: Chapter Item
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1758083 Chapter 22 Market discipline by CD holders: Evidence from Japan with a comparison to the US
Ayami Kobayashi (pp. 471 - 495)
Article type: Chapter Item
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1758084 Chapter 23 What are the next steps for bond market development in Thailand?
Jonathan A. Batten, Pongsak Hoontrakul (pp. 497 - 519)
Article type: Chapter Item
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