Pacific-basin capital markets research

목차 (Table of Contents)

• CONTENTS
• Foreword = ⅴ
• List of Contributors = xi
• PART Ⅰ : KEYNOTE ADDRESSES
• Financial Liberalization in the Republic of China / Chi-Cheng Chang = 1
• Liberalization of the Financial Market in Taiwan in the 1980's / Shirley W.Y. Kuo = 7
• The Crash of 1987 : Bubble or Fundamental? / Merton H. Miller = 27
• Inflation and Finance / Franco Modigliani = 41
• One or Two Cheers for the Invisible Hand / James Tobin = 55
• Changing World and Asian Financial Markets / James C. Van Home = 65
• PART Ⅱ : OVERVIEW OF !NTERNATIONAL EQUITY MARKETS
• An Overview of Equity Markets in Pacific-Basin Countries / S. Ghon Rhee ; Rosita P. Chang ; Roy Ageloff = 81
• The Structure and Evolution of World Stock Markets / Jorge R. Calderon-Rosse = 101
• PART Ⅲ : EMPIRICAL STUDIES OF PACIFIC-BASIN' CAPITAL MARKETS
• SESDAQ : The Early Evidence / Anthony Saunders ; Joseph Lim = 137
• Properties of Daily Stock Returns from the Pacific Basin Stock Markets : Evidence and Implications / Warren Bailey ; Rene M. Stulz ; Simon Yen = 155
• Price. Limits in Taiwan and Risk-Return Estimation / Raymond Chiang ; K.C. John Wei ; Soushan Wu = 173
• Japanese Mergers : Relative Size, Corporate Collectivism, and Shareholders' Wealth / Richard H. Pettway ; Neil W. Sicherman ; Takeshi Yamada = 181
• Stock Market and Economic Activities : A Causal Analysis / Hung-Gay Fung ; Chin-Jen Lie = 203
• Variance Effects of Cross-Listing of NYSE Stocks in Tokyo / Anil K. Makhija ; Robert Nachtmann = 215
• PART Ⅳ : EVENT STUDIES OF PACIFIC-BASIN CAPITAL MARKETS
• Insider Trading, Information Leakage and Pre-Announcement Price Run-Ups : Evidence from the New Zealand Stock Market / Keith Duncan ; Ahmad Etebari = 227
• Issuing Stocks in Korea / E. Han Kim ; Young Ki Lee = 243
• The Post-Issue Performance of New Issues of Japanese Stocks / Michio Kunimura ; Alan K. Severn = 255
• Effects of Seasoned Equity Offerings in Korea on Shareholder's Wealth / Hyosuk Kang = 265
• PART Ⅴ : MARKET ANOMALIES IN PACIFIC-BASIN CAPITAL MARKETS
• An Empirical Analysis of Stock Market Anomalies : Evidence from the Repubiic of China in Taiwan / Shyan-Rong Chou ; Keith H. Johnson = 283
• The Relationships between Market Value, P／E Ratio, Trading Volume and the Stock Return of Taiwan Stock Exchange / Tai Ma ; T.Y. Shaw = 313
• Equity Return Regularities Based on the Price／Sales Ratio : An Empirical Study of the Tokyo Stock Exchange / Raj Aggarwal ; Rarnesh P. Rao ; Takato Hiraki = 337
• PART Ⅵ : STOCK INDEX AND FUTURES MARKETS IN PACIFIC-BASIN COUNTRIES
• The Behavior of Stock Index Futures Prices in Hong Kong : Before and After the Crash / Jot Yau ; Thomas Schneeweis ; Kenneth Yung = 357
• Seasonality Effects in Japanese Futures Markets / William T. Ziemba = 379
• The Effects of the Introduction of Stock Index Futures on Stock Prices : The Experience of Hong Kong 1984-1987 / Andrew F. Freris = 409
• PART ⅦI : REGULATION OF FINANCIAL MARKETS IN PACIFIC-BASIN COUNTRIES
• Stock Market Regulation in the Pacific Basin : Lessons from U.S. Experience / Michael S. Rozeff = 417
• Investment Corporation and Future Trading Firm : The Underground Financial Institutions in an NIC / Chi-Wen Jevons Lee = 429
• PART Ⅷ : ISSUES IN INTERNATIONAL FINANCE
• Optimal Currency Hedge Ratios: The Influence of the Interest Rate Differential / Bruno Solnik = 441
• The Discount Rate for Overseas Investments under Exchange and Political Risk / James S. Ang ; Tsong-Yilp Lai = 467
• Agency Problems and International Capital Stricture / James E. Hodder ; Lemma W. Senbet = 485
• Information Arrivals and Short-Run Exchange Rate Behavior / Chihwa Kao ; Chunchi Wu = 513
• PART Ⅸ : RETURN. RISK AND VALUATION
• Stock Valuation Effects of International Joint Ventures / Scott L. Lummer ; John J. McConnell = 531
• Total Shareholder Risk and Residual Risk : Their Properties / William Beranek = 547
• Financial Intermediaries in a Changing Environment / Michel P. de Lange = 573
• Author Index = 591