Eastern Finance Association
The Financial Review
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2000, Volume 35, Issue 1
- 49-66 Bank Growth Choices and Changes in Market Performance
by Cyree, Ken B & Wansley, James W & Black, Harold A - 67-84 An Examination of the 1992 Increase in the Allowable Carryover of Reserves in the Bank Settlement Process
by Griffiths, Mark D & Winters, Drew B - 85-104 Closed-End Fund Expenses and Investment Selection
by Malhotra, D K & McLeod, Robert W - 105-20 Industry Distributional Characteristics of Financial Ratios: An Acquisition Theory Application
by Cudd, Mike & Duggal, Rakesh - 121-36 Contagion Effects of Dividend Reduction or Omission Announcements in the Electric Utility Industry
by Impson, Michael
1999, Volume 34, Issue 4
- 1-27 Symposium on Market Microstructure: A Review of Empirical Research
by Coughenour, Jay & Shastri, Kuldeep - 29-54 Market-Making in the Third Market for NYSE-Listed Securities
by Doran, Lynn - 55-73 The Impact of Market Maker Competition on Nasdaq Spreads
by Klock, Mark & McCormick, D Timothy - 75-94 Changing the Size of a Futures Contract: Liquidity and Microstructure Effects
by Karagozoglu, Ahmet K & Martell, Terrence F - 95-117 The Cross-Sectional Relationship between Trading Costs and Lead/Lag Effects in Stock and Option Markets
by O'Connor, Matthew L - 119-44 Information Production, Insider Trading, and the Role of Managerial Compensation
by Narayanan, Ranga - 145-57 Nasdaq and the Chicago Stock Exchange: An Analysis of Multiple Market Trading
by Van Ness, Bonnie F & Van Ness, Robert A & Hsieh, Wen-Liang - 159-70 Day-of-the-Week Autocorrelations, Cross-Autocorrelations, and the Weekend Phenomenon
by Higgins, Eric James & Peterson, David R
1999, Volume 34, Issue 3
- 1-17 The Industry Effects Regarding the Probability of Takeovers
by Akhigbe, Aigbe & Madura, Jeff - 19-32 Private Placement of Common Equity and Earnings Expectations
by Goh, Jeremy, et al - 33-46 Examining the Impact of the 1986 Tax Reform Act on Corporate Dividend Policy: A New Methodology
by Casey, K Mike, et al - 47-63 A Cross-Sectional Empirical Test of a Dual-State Multi-factor Pricing Model
by Howton, Shelly W & Peterson, David R - 65-77 An Empirical Examination of the Nasdaq/CHX Dual-Trading Experiment
by Van Ness, Bonnie F & Van Ness, Robert A & Pruitt, Stephen W - 79-94 Comparing the Effectiveness of Traditional and Time Varying Hedge Ratios Using New Zealand and Australian Debt Futures Contracts
by Wilkinson, Katherine J & Rose, Lawrence C & Young, Martin R - 95-111 Futures Commitments and Commodity Price Jumps
by Chatrath, Arjun & Song, Frank - 113-25 Price Elasticity of Demand and an Optimal Cash Discount Rate in Credit Policy
by Rashid, Muhammad & Mitra, Devashis
1999, Volume 34, Issue 2
- 1-20 Effects of Executive Share Option Plans on Shareholder Wealth and Firm Performance: The Singapore Evidence
by Yeo, Gillian H H, et al - 21-36 Economic Exchange Rate Exposure of U.S.-Based MNCs Operating in Europe
by Martin, Anna D & Madura, Jeff & Akhigbe, Aigbe - 37-56 Ownership Restrictions and Stock Prices: Evidence from Chinese Markets
by Su, Dongwei - 57-72 Random Walks and Market Efficiency Tests of Latin American Emerging Equity Markets: A Revisit
by Ojah, Kalu & Karemera, David - 73-88 The Reaction of Closed End Funds to Stock Distribution Announcements
by Datar, Vinay & Dubofsky, David A - 89-108 An Examination of Mandatorily Convertible Preferred Stock
by Huckins, Nancy White - 109-26 The Effects of Inverted Yield Curves on Asset Returns
by McCown, James Ross - 127-40 Bond Immunization for Affine Term Structures
by Barber, Joel R
1999, Volume 34, Issue 1
- 1-26 The Influence of Information Arrival on Market Microstructure: Evidence from Three Related Markets
by Lee, Chun I & Mathur, Ike - 27-44 Market Making and Trading in Nasdaq Stocks
by Goldstein, Michael A & Nelling, Edward F - 45-70 Filter Tests in Nasdaq Stocks
by Szakmary, Andrew & Davidson, Wallace N, III & Schwarz, Thomas V - 71-90 Do Beta Pricing Models Explain January Mean Reversion in Stock Returns?
by Gangopadhyay, Partha & Sen, Jishnu - 91-100 Long Memory In Futures Prices
by Barkoulas, John T & Labys, Walter C & Onochie, Joseph I - 101-18 Explicit versus Implicit Contracts: The Case of DIFF and CROSS Futures
by Karagozoglu, Ahmet K - 119-36 Managerial Ownership and Agency Conflicts: A Nonlinear Simultaneous Equation Analysis of Managerial Ownership, Risk Taking, Debt Policy, and Dividend Policy
by Chen, Carl R & Steiner, Thomas L - 137-58 The Industry-Wide Implications of Dividend Omission and Initiation Announcements and the Determinants of Information Transfer
by Kohers, Ninon - 159-70 Who Moves the Asia-Pacific Stock Markets--US or Japan? Empirical Evidence Based on the Theory of Cointegration
by Ghosh, Asim & Saidi, Reza & Johnson, Keith H
1998, Volume 33, Issue 4
- 1-16 Board Composition, Managerial Ownership, and Firm Performance: An Empirical Analysis
by Barnhart, Scott W & Rosenstein, Stuart - 17-32 Golden Parachutes, Board and Committee Composition, and Shareholder Wealth
by Davidson, Wallace N, III & Pilger, Theodore & Szakmary, Andrew - 33-46 Stock Splits: An Institutional Investor Preference
by Mason, Helen B & Shelor, Roger M - 47-60 The Effect of Junk Bond Defaults on Common Stock Returns
by Vu, Joseph D - 61-80 A Futures Duration-Convesity Hedging Method
by Daigler, Robert T & Copper, Mark - 81-92 Option Pricing with Heterogeneous Expectations
by Guo, Chen - 93-106 Further Evidence on Equity Market Contagion: The FSLIC's Solvency and the Liguidity Crisis of Financial Corporation of America
by Cooperman, Elizabeth S, et al - 107-24 Is There Excess Capacity in Rural Banking Markets?
by McNulty, James E & Akhigbe, Aigbe - 125-40 Adjustment Process of the Price to Book Ratio for Regulated Utilities
by Nwaeze, Emeka T - 141-62 Pension Benefits, Wealth Accumulation, and Capital Market Equilibrium: A Life Cycle Hypothesis-Based Dynamic Model
by Lin, Winston T & Chen, Yueh H
1998, Volume 33, Issue 3
- 1-20 Insider Trading and the Bid-Ask Spread
by Chung, Kee H & Charoenwong, Charlie - 21-34 Stock Returns in Thinly Traded Markets
by Butler, Kirt C & Osborne, Richard M - 35-51 Bid-Ask Spread Estimation for a Correlated Value Innovation Process
by Bhardwaj, Ravinder K & Moore, William T - 53-67 Earnings Forecasts and the Information Contained in Spinoff Announcements
by Best, Ronald W & Best, Roger J & Agapos, A M - 69-83 The Impact of Asymmetric Information on Proxy Outcomes: An Empirical Test
by Mensah, Sam - 85-98 The Impact of Ownership Structure on Corporate Debt Policy: A Time-Series Cross-Sectional Analysis
by Moh'd, Mahmoud A & Perry, Larry G & Rimbey, James N - 99-114 Leveraged Recapitalizations, Operating Efficiency, and Stockholder Wealth
by Walker, M Mark - 115-28 Stock Prices and the Secondary Dissemination of Information: The Wall Street Journal's "Insider Trading Spotlight" Column
by Chang, Saeyoung & Suk, David Y - 129-48 Optimal Asset Allocation over the Business Cycle
by Brocato, Joe & Steed, Steve - 149-68 Changes in Factor Betas and Risk Premiums over Varying Market Conditions
by Ahmed, Parvez & Lockwood, Larry J - 169-82 Sufficiency Conditions for Inclusion of One Asset over Another in Investment Portfolios
by Trainor, William J, Jr - 183-97 An Examination of Blume and Vasicek Betas
by Lally, Martin - 199-212 An Examination of Cross-Sectional Realized Stock Returns Using a Varying-Risk Beta Model
by Howton, Shelly W & Peterson, David R - 213-23 Integration of International Long-Term Interest Rates: A Fractional Cointegration Analysis
by Hsueh, L Paul & Pan, Ming-Shiun
1998, Volume 33, Issue 2
- 1-18 Insider Ownership and Signals: Evidence from Stock Split Announcement Effects
by Han, Ki C & Suk, David Y - 19-34 Failed Takeovers, Methods of Payment, and Bidder Returns
by Chang, Saeyoung & Suk, David Y - 35-53 An Empirical Comparison of Bankruptcy Models
by Mossman, Charles E, et al - 55-68 The Evidence of Bidders' Overpayment in Takeovers: The Valuation Ratios Approach
by Han, Ki C & Suk, David Y & Sung, Hyun Mo - 69-83 Properties of Time-Series Estimates of Degree of Leverage Measures
by Lord, Richard A - 85-98 Geographical Deregulation and Competition in U.S. Banking Markets
by Zardkoohi, Asghar & Fraser, Donald R - 99-113 Alternative Adjustments to Analysts' Earnings Forecasts: Relative and Complementary Performance
by Lo, May H & Elgers, Pieter T - 115-25 Active Management, Fund Size, and Bond Mutual Fund Returns
by Philpot, James, et al - 127-44 International Mutual Fund Selectivity and Market Time during Up and Down Market Conditions
by Kao, G Wenchi & Cheng, Louis T W & Chan, Kam C - 145-60 Price Reversal and Drift Following Earnings Announcements
by Ho, Li-Chin Jennifer & Liu, Chao-Shin & Ziebart, David A - 161-75 A Test of the Investor's Daily Stock Ranking System
by Olson, Dennis O, et al - 177-93 Indirect Tests of the Haugen-Lakonishok Small-Firm/January Effect Hypotheses: Window Dressing versus Performance Hedging
by Lee, Cheng-few & Porter, David C & Weaver, Daniel G - 195-212 Price Discovery around Trading Halts on the Montreal Exchange Using Trade-by-Trade Data
by Kryzanowski, Lawrence & Nemiroff, Howard - 213-25 A Transactions Data Analysis of Intraday Betas
by Kim, Suhkyong & Lockwood, Larry J & McInish, Thomas H
1998, Volume 33, Issue 1
- 1-16 The Effect of Leverage on Bargaining with a Corporation
by Sarig, Oded H - 17-30 Risk Adjusted Discount Rates and the Present Value of Risky Costs
by Ariel, Robert - 31-44 Correlated Interest Rate Risk and Funding Strategies for Nonfinancial Firms
by McNulty, James E & Smith, Stephen D - 45-63 Deterministic Nonlinearity in the Stock Returns of Major European Equity Markets and the United States
by Pandey, Vivek & Kohers, Theodor & Kohers, Gerald - 65-76 Economically Significant Stock Market Forecasts
by Pelaez, Rolando F - 77-83 The Generation of Stock Market Cycles
by Bolten, Steven E & Weigand, Robert A - 85-103 The Relationship between Mutual Fund Fees and Expenses and Their Effects on Performance
by Dellva, Wilfred L & Olson, Gerard T - 105-18 The Impact of Option Introduction on the Conditional Return Distribution of Underlying Securities
by St Pierre, Eileen F - 119-30 Determining the Implied Volatility for American Options Using the QAM
by Kutner, George W - 131-46 The Liquidity Effects Associated with Addition of a Stock to the S&P 500 Index: Evidence from Bid/Ask Spreads
by Erwin, Gayle R & Miller, James M - 147-61 Why Electric Utility Stocks Are Sensitive to Interest Rates
by O'Neal, Edward S - 163-72 An Examination of Market Efficiency around Hurricanes
by Lamb, Reinhold P
1997, Volume 32, Issue 4
- 635-58 Success and Failure in the Market for Corporate Control: Evidence from the Petroleum Industry
by Byrd, John W & Stammerjohan, William W - 659-89 The Impact of Antitakeover Amendments on Corporate Financial Performance
by Johnson, Mark S & Rao, Ramesh P - 691-707 The Impact of Antitakeover Devices on the Valuation Consequences of Voluntary Corporate Selloffs
by Loh, Charmen & Rathinasamy, R S - 709-27 Stock Returns and Open-Market Stock Repurchase Announcements
by Liu, Chao-Shin & Ziebart, David A - 729-49 Adverse Information and Dealer Spreads: Evidence from Dutch Auction Repurchases
by Forjan, James M & McCorry, Michael S - 751-78 The Impact of Health Care Reform on Capital Acquisition for Hospitals
by Topping, Sharon & Carroll, Carolyn & Lindley, James T - 779-99 Capital Gains Taxes and Stockholders' Response to Dutch Auction Tender Offers
by Kadapakkam, Palani-Rajan & Seth, Sarabjeet - 801-19 The Market Reaction to Discontinuing Regular Stock Dividends
by Phillips, Aaron L & Baker, H Kent & Edelman, Richard B - 821-44 The Causality Effects of the Federal Reserve's Monetary Policy on U.S. and Eurodollar Interest Rates
by Mougoue, Mbodja & Wagster, John - 845-65 Index Futures Trading and Stock Return Volatility: Evidence from the Introduction of MidCap 400 Index Futures
by Galloway, Tina M & Miller, James M
1997, Volume 32, Issue 3
- 411-30 Is the Market Portfolio a Dynamic Factor? Evidence from Individual Stock Returns
by Koutmos, Gregory - 431-48 Accuracy of International Interest Rate Forecasts
by Gosnell, Thomas F & Kolb, Robert W - 449-76 Tobin's q-Ratio and Market Reaction to Capital Investment Announcements
by Blose, Laurence E & Shieh, Joseph C P - 477-99 Why Manufacture Offshore? An Empirical Analysis of Valuation Effects
by Ojah, Kalu & Seitz, Neil E & Rawashdeh, Mufeed - 501-25 Do Investors Learn? Evidence from a Gold Market Anomaly
by McQueen, Grant & Thorley, Steven - 527-44 Forward Hedging the Exchange Risks of U.S. Equity Investments in the U.K., Germany and France
by Varela, Oscar & Naka, Atsuyuki - 545-68 Mutual to Stock Conversion, Information Cost, and Thrift Performance
by Carhill, Mike & Hasan, Iftekhar - 569-89 Mergers, Method of Payment and Returns to Manager- and Owner-Controlled Firms
by Blackburn, Virginia L & Dark, Frederick H & Hanson, Robert C - 591-607 The Effects of the Method of Payment and the Type of Offer on Target Returns in Mergers and Tender Offers
by Suk, David Y & Sung, Hyun Mo - 609-34 Securityholder Taxes, Corporate Capital Structures and the Priority Structures of Debt
by Kim, Chang-Soo & Mauer, David C
1997, Volume 32, Issue 2
- 205-24 Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets
by Theodossiou, Panayiotis, et al - 225-47 Arbitrageur Heterogeneity, Investor Horizon and Arbitrage Opportunities: An Empirical Investigation
by Blenman, Lloyd P & Thatcher, Janet S - 249-71 Did the 1986 Tax Reform Act Affect Market Reactions to Stock Splits?: A Test of the Tax-Option Hypothesis
by Dhatt, Manjeet S & Kim, Yong H & Mukherji, Sandip - 273-91 Equity-for-Debt Exchange Offers: Theory, Practice, and Evidence
by Born, Jeffrey A & McWilliams, Victoria B - 293-307 Co-Kurtosis and Capital Asset Pricing
by Fang, Hsing & Lai, Tsong-Yue - 309-29 The Information Content of Dividend Initiations and Firm Size: An Analysis Using Bid-Ask Spreads
by Mitra, Devashis & Rashid, Muhammad - 331-56 Long-Term Financing Decisions: Views and Practices of Financial Managers of NYSE Firms
by Kamath, Ravindra R - 357-71 Bank Holding Company Risk from 1976-1989 with a Two-Factor Model
by Maher, Matt - 373-89 The Price Effect of the Introduction of Leaps
by Holland, Larry C & Wingender, John R - 391-409 Profit Multiplier in Covered Currency Trading with Leverage
by Ghosh, Dilip K
1997, Volume 32, Issue 1
- 1-20 Pricing Effects of the Decision to Sell or Hold Adjustable Rate Mortgage Loans in a Portfolio
by Benjamin, John D & Heuson, Andrea J & Sirmans, C F - 21-48 A Test of the Debt-Monitoring Hypothesis: The Case of Corporate R&D Expenditures
by Zantout, Zaher Z - 49-70 Day-of-the-Week Effects in the Long-Run Performance of Initial Public Offerings
by Perfect, Steven B & Peterson, David R - 71-86 Ex-dividend Returns and the Tax Reform Act of 1986
by Siddiqi, Mazhar A - 87-105 The Role of Default Risk in Determining the Market Reaction to Debt Announcements
by Best, Ronald W - 107-24 Implied Risk Aversion Parameter from Option Prices
by Bartunek, Kenneth S & Chowdhury, Mustafa - 125-44 The Impact of Option Introduction on Stock Return Variances: The Role of Bid-Ask Spreads, Return Autocorrelations, and Intrinsic Variances
by Niendorf, Bruce D & Peterson, David R - 145-62 Unbiasedness of the Forward Exchange Rates
by Bakshi, Gurdip S & Naka, Atsuyuki - 163-84 Regulation and Systematic Risk in the Electric Utility Industry: A Test of the Buffering Hypothesis
by Davidson, Wallace N, III & Rangan, Nanda & Rosenstein, Stuart - 185-203 The Relationship between Market Efficiency and Insider Ownership in Large and Small Firms
by Dowen, Richard J & Bauman, W Scott
1996, Volume 31, Issue 4
- 695-720 Managerial Self-Interest, Pension Financial Slack and Corporate Pension Funding
by Datta, Sudip & Iskandar-Datta, Mai E & Zychowicz, Edward J - 721-46 The Effects of Variations in Laxity (or Strictness) of Closure Rules on the Valuation of Deposit Insurance
by Lai, Van Son - 747-63 Macroeconomic Forces and Mutual Fund Betas
by Lockwood, Larry J - 765-81 Investor Response to Mutual Fund Policy Variables
by Santini, Donald L & Aber, Jack W - 783-807 Industry Structure and Ripple Effects of Bankruptcy Announcements
by Cheng, Louis T W & McDonald, James E - 809-30 Expected Inflation, Interest Rates, and Stock Returns
by Domian, Dale L & Gilster, John E & Louton, David A - 831-57 Differences in Information and Common Stock Returns: Estimation Risk or Unequal Distribution of Information?
by Marston, Felicia - 859-67 A Generalized Simple Formula to Compute the Implied Volatility
by Chance, Don M - 869-84 Graphical Portfolio Analysis
by Rodriguez, Ricardo J - 885-912 Voluntary Divestitures and the Choice between Sell-Offs and Spin-Offs
by Khan, A Qayyum & Mehta, Dileep R - 913-25 Financial Distress Costs and Delayed Calls of Convertible Bonds: An Empirical Analysis
by Krishnan, V Sivarama & Rao, Ramesh P
1996, Volume 31, Issue 3
- 475-98 A Test of the Conditional CAPM with Simultaneous Estimation of the First and Second Conditional Moments
by Ellis, David M - 499-519 The Relationship between Stock and Option Prices Changes
by Diltz, J David & Kim, Suhkyong - 521-34 Risk Premia in Foreign Currency Futures: A Reexamination
by Tse, Yiuman & Booth, G Geoffrey - 535-52 The Factors behind Put-Call Parity Violations of S&P 100 Index Options
by Wagner, Drew & Ellis, David M & Dubofsky, David A - 553-64 Further Evidence on Foreign Exchange Market Efficiency: An Application of Cointegration Tests
by Lajaunie, John P & McManis, Bruce L & Naka, Atsuyuki - 565-83 Option Delisting of Stocks That Continue Trading: An Examination of Welfare Effects
by Bartunek, Kenneth S - 585-602 Ex Ante Stock Market Return Volatility Implied by the OEX Option Premium
by Weber, Carlene E - 603-22 An Examination of the Short-Term and Long-Term Behavior of Foreign Exchange Rates
by Pan, Ming-Shiun & Liu, Y Angela & Bastin, Hamid - 623-40 Convertible Debt Issuance and Market Completeness
by Broughton, John B & Smith, David M - 641-66 Effect of Underwriter Prestige on the Interest Cost of Municipal Bond Offerings
by Roden, Peyton Foster & Bassler, John - 667-94 An Examination of Option-Implied S&P 500 Futures Price Distributions
by Sherrick, Bruce J & Irwin, Scott H & Forster, D Lynn
1996, Volume 31, Issue 2
- 227-63 On Speculation, Index Futures Markets, and the Link between Market Volatility and Investor Welfare
by Subrahmanyam, Avanidhar - 265-86 On " q."
by Howe, Keith M & Vogt, Stephen - 287-312 Market Dependence and Economic Events
by Nawrocki, David N - 313-41 Optimal Bond Trading with Tax Clienteles: A Discrete-Time Dynamic Trading Model
by Tian, Yisong - 343-63 Long-Run Diversification Potential in Emerging Stock Markets
by DeFusco, Richard A & Geppert, John M & Tsetsekos, George P - 365-80 Information Pricing: The Evidence from Equity Mutual Funds
by Ciccotello, Conrad S & Grant, C Terry - 381-406 The Role of Alternative Methodology on the Relation between Portfolio Size and Diversification
by Beck, Kristine L & Perfect, Steven B & Peterson, Pamela P - 407-29 In-the-Money Warrant Extensions
by Howe, John S - 431-52 The Diversification and Cost Effects of Interstate Banking
by Rose, Peter S - 453-74 Market Efficiency and Money Market Fund Portfolio Managers: Beliefs versus Reality
by DeGennaro, Ramon P & Domian, Dale L
1996, Volume 31, Issue 1
- 1-23 A Test for Increased Capital Market Integration
by Alford, Alan & Folks, William R, Jr - 25-49 A Test for Price Pressure Effects in Tender Offer Stock Repurchases
by Davidson, Wallace N, III & Chhachhi, Indudeep & Glascock, John L - 51-66 CEO Influence and Executive Compensation
by Sridharan, Uma V - 67-85 The Impact of Illegal Business Practice on Shareholder Returns
by Reichert, Alan K & Lockett, Michael & Rao, Ramesh P - 87-104 Tender Offers and Target Management Responses: Managerial Entrenchment versus Stockholder Interest Revisited
by Thosar, Satish - 105-25 Acquisitions and the Information Environment of Firms
by Bhushan, Ravi & Cho, Jang Y - 127-47 Determinants of Managerial Stock Ownership: The Case of CEOs
by Bathala, Chenchuramaiah T - 149-67 The Effect of Commercial Paper Rating Changes and Credit-Watch Placement on Common Stock Prices
by Elayan, Fayez A & Maris, Brian A & Young, Philip J - 169-95 Macrofactor Conditional Volatilities, Time-Varying Risk Premia and Stock Return Behavior
by Koutoulas, George & Kryzanowski, Lawrence - 197-207 January Seasonality in Preferred Stocks
by Chen, Carl R - 209-26 Corporate Investment and Dividend Tax Imputation
by Boyle, Glenn W
1995, Volume 30, Issue 4
- 637-62 Heterogeneous Expectations, Short Sales Regulation, and the Risk-Return Relationship
by L'Her, Jean-Francois & Suret, Jean-Marc - 663-83 The Impact of Sampling Errors on the Choice of Portfolio Efficiency Analysis Rules with Borrowing and Lending of a Riskless Asset
by Brooks, Robert & Kroll, Yoram - 685-710 A Comparison of the Power of Parametric and Nonparametric Tests of Location Shift for Event Studies
by Chandra, Ramesh & Rohrbach, Kermit & Willinger, G Lee - 711-37 Examination of the Equivalent Relationship between the Two Credit Policy Decision Approaches: The Opportunity Cost and NPV Approaches
by Kim, Sang-Hoon & Feist, William R - 739-61 Bond Yields, Taxes, and the Dimensions of Default Risk
by Skinner, Frank S - 763-80 After-Tax Bond Yields When Tax and Coupon Payments Are Not Simultaneous
by Becker, Michael W - 781-807 Convertible Bond Issues: Evidence from Security Markets
by Mehta, Dileep R & Khan, A Qayyum - 809-22 Hedging Strategies of Financial Intermediaries: Pricing Options with a Bid-Ask Spread
by Hauser, Shmuel & Levy, Azriel & Yaari, Uzi - 823-42 A Spectral Analysis of Transactions Stock Market Data
by McCullough, B D - 843-56 The Impact of Warrants and Convertible Securities on the Systematic Risk of Common Equity
by Ehrhardt, Michael C & Shrieves, Ronald E - 857-74 Further Evidence of Unsatisfied Clienteles in International Capital Financing
by Pettway, Richard H & Kaneko, Takashi & Young, Michael T
1995, Volume 30, Issue 3
- 387-98 A Test of Stulz's Overinvestment Hypothesis
by Klock, Mark & Thies, Clifford F - 399-426 Capital Structure Determinants in Real Estate Limited Partnerships
by Allen, Marcus T - 427-43 Rational Expectations and Security Analysts' Earnings Forecasts
by Ackert, Lucy F & Hunter, William C - 445-68 Identifying Factors Consistently Related to Value Line Earnings Predictability
by Luttman, Suzanne M & Silhan, Peter A - 469-506 Refining the Degree of Earnings Surprise: A Comparison of Statistical and Analysts' Forecasts
by Alexander, John C, Jr - 507-27 The Relationship between Bankruptcy Model Predictions and Stock Market Perceptions of Bankruptcy
by Dugan, Michael T & Forsyth, Timothy B - 529-39 Analysts' Forecasts: Low-Balling, Market Efficiency, and Insider Trading
by Guo, Enyang & Sen, Nilanjan & Shome, Dilip K - 541-65 Market Microstructure Empirical Regularities: Behavior of the Bid-Ask Spread and Closing Prices
by Branch, Ben & Echevarria, David P - 567-81 The Hedging Effectiveness of ECU Futures Contracts: Forecasting Evidence from an Error Correction Model
by Ghosh, Asim - 583-604 Stock Price Reactions to Securities Recommended in Business Week's "Inside Wall Street."
by Mathur, Ike & Waheed, Amjad - 605-15 The Binomial Model and Risk Neutrality: Some Important Details
by Nawalkha, Sanjay K & Chambers, Donald R - 617-35 Option Valuation with Information Costs: Theory and Tests
by Bellalah, Mondher & Jacquillat, Bertrand
1995, Volume 30, Issue 2
- 193-210 Insider Trading Activity, Different Market Regimens, and Abnormal Returns
by Ferreira, Eurico J - 211-41 Empirical Tests of the Pricing of Nikkei Put Warrants
by Wei, Jason Z - 243-73 The Impact of Investment Constraints on Portfolio Performance Measurement: The Power Utility Function Case
by Gibson, Rajna & Tuchschmid, Nils S - 275-87 Voting Rights and Market Reaction to Dual Class Common Stock Issues
by Shum, Connie M & Davidson, Wallace N, III & Glascock, John L - 289-311 Information Asymmetry and Valuation Effects of Debt Financing
by Alam, Pervaiz & Walton, Karen Schuele - 313-35 Executive Compensation and Agency Effects
by Goldberg, Lawrence G & Idson, Todd L