This work offers three principal contributions to cross-cultural management research. First, it underscores the diversity of this stream, which is not only multi-disciplinary but also multi-paradigmatic (positivist, interpretive, critical and post-modern). Second, it explains how researchers can actively respect and fruitfully engage with this paradigm diversity. This is done with "interplay", a multi-paradigm research strategy. The challenges often associated with multi-paradigm studies are presented and systematically addressed, the method interplay is clearly introduced and detailed in order to make it accessible. Third, by conducting interplay on the analyses of Swedish-Japanese work interactions, contributions of this method are made explicit. They address the studied interactions, but also extant research on cross-cultural management. Contributions from interplay shed new lights on reported leadership preferences and cultural dimensions, on the importance of the development of (cultural) norms of interactions for international joint venture''s performance, and on the understanding of national culture change and continuity over time.