Volume 1: Part 1 Derivative market analysis: put-call-futures parity pricing in Australia, John W. English; pricing of Australian all ordinaries share price index futures contracts, Richard Heaney; the impact of the lengths of estimation periods and hedging horizons on the Hang Seng index futures contract, Zhenmin Fang and Richard Y.K. Ho; volatility patterns and trading activities under electronic trading system and in after-hour trading in Australia and New Zealand futures markets, Chun I. Lee. Part 2 Macroeconomic factors: stock market returns and macroeconomic variables in Taiwan, Don Dayananda and Wen-Yao Ko; the demand for international reserves - some recent evidence from China, Guobo Huang. Part 3 Initial public offering studies: some further Australian evidence on the long-run performance of initial public offerings - 1974-1984, David E. Allen and M. Patrick; the aftermarket performance of IPOs - the Korean experience, John S. Howe et al. Part 4 Foreign exchange topics: fractal structures in currency markets - evidence from the spot Australian/US dollar, Jonathan Batten and Craig Ellis; the pricing of foreign exchange risk of Taiwan stock exchange companies, Simon C. Dzeng et al; testing uncovered interest rate parity - the Australian experience, Ramaprasad Bhar. Volume 2: Part 1 Financial management concerns: Australian dividend reinvestment plans - the announcement effects of differing discount rates, Keith K.W. Chan et al; the valuation effects of transnational acquisitions - evidence from the Pacific Basin region, Anand S. Desai et al; some evidence on the trade credit practices of Japanese trading companies, Gary W. Emery and Kenn Ariga. Part 2 Capital asset pricing and market efficiency studies: a simultaneous study of the size, earnings/price, and January effects in the stock markets of Taiwan, Korea and Thailand, David K. Ding and Charlie Charoenwong; cross-section risk and return of Tokyo stock exchange firms, Keiichi Kubota and Hitoshi Takehara; beta is not dead - just misrepresented - evidence from the Japanese stock market, Theodore Bos and Thomas A. Fetherston; stock market volatility and return patterns following large price changes - evidence from six Pacific Basin countries, Jinwoo Park; conditional heteroscedasticity in the equity returns from emerging markets, P. Fraser and D.M. Power; nonlinear dependence in daily stock index returns - evidence from Pacific Basin markets, Pradeep K. Yadav et al; time series properties of Asian emerging markets, Ricardo Leal and Michael Austin; intraday buy/sell orders, trading volumes, returns in the Taiwan stock market - an application of the vat model, Rern-Jay Hung et al.