Advances in Pacific Basin Financial Markets, Volume 5

by Bos; Fetherston

• ISBN13: 9780762306015
• ISBN10: 0762306017
• Format: Hardcover
• Copyright: 1999-11-22
• Publisher: Elsevier Science & Technology

Table of Contents

List of Contributors	ix
Overview	1	(24)
Theodore Bos
Thomas A. Fetherston
PART I. INSTITUTIONAL ARRANGEMENTS AND MARKET MICROSTRUCTURE
Financial Innovation in Taiwan: The Engineering of Treasury Bond Margin Contracts	25	(20)
Edward H. Chow
Pu Liu
Financial Fragility and Recent Developments in the Japanese Safety Net	45	(28)
Akiyoshi Horiuchi
A Continge Int-Claim Approach to the Joint Decision of the Flat-Rate Deposit Insurance and Risk-Based Capital Regulation	73	(20)
Pi-Hui Ting
Chin-Shun Wu
Soushan Wu
Election of an Index for Stock Index Futures: The Indian Case	93	(18)
M. Thiripalraju
T.P. Madhusoodanan
K. Muralikrishna
P. Naveen
Foreign Exchange Traders in Hong Kong, Tokyo, and Singapore: A Survey Study	111	(24)
Yin-Wong Cheung
Clement Yuk-Pang Wong
Reducing Multinational Corporation's Foreign Exchange Risk and Financing Cost by Sourcing Debt from Asia Pacific National Provident Funds: A Model For Thought	135	(10)
Don Dayananda
Quoted and Effective Spreads on Taiwan Stocks	145	(14)
S. Ghon Rhee
Chi-Jeng Wang
Delivery Options and Hedging Effectiveness	159	(22)
Shang-Wu Yu
PART II. MARKET EFFICIENCY EMPIRICS
The Instability of Intercountry Equity Returns: Implications for the Efficient Frontier	181	(18)
Theodore Bos
Thomas A. Fetherston
An Analysis of Dual-Listed Stocks on the Ses and the KLSE: 1991--1996	199	(14)
David K. Ding
The Signaling Impact of the Suspension of Trading in China's Treasury Bond Futures	213	(16)
Winnie P. H. Poon
Michael Firth
Stock Returns and Volatility: International Evidence	229	(30)
Krishna Paudyal
Liesl Saldanha
An Examination of Long-Run Overreaction in Three Far Eastern Capital Markets	259	(24)
Kuang-Hua Wang
A. Alasdair Lonie
David M. Power
PART III. INVESTMENT PERFORMANCE SCENARIOS
Institutional Shareholdings and the Financial Structure and Performance of Firms	283	(16)
Michael Firth
The Wealth Effects to Japanese Firms from International Joint Ventures	299	(14)
Enyang Guo
Arthur J. Keown
Nilanjan Sen
A Test of the Diversification Benefits of Multi-National Companies in a New Zealand-Based Portfolio	313	(12)
Alireza Tourani Rad
Ed Vos
Philippa Webber
An Empirical Study of Forecasting Power of Turnover and Book-To-Price for Stock Returns in Taiwan	325	(12)
Her-Jiun Sheu
Kuang-Ping Ku
Pacific Basin Mutual Fund Performance	337
George Pushner
Diane Coogan