This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Eastern Finance Association The Financial Review Contact information of
Eastern Finance Association: http://www.easternfinance.org/ More information through EDIRC
Order information: http://www.blackwellpublishing.com/subs.asp?ref=0732-8516 Editor: Cynthia J. Campbell Editor: Arnold R. Cowan
For technical questions regarding this series, please contact
(Christopher F. Baum) Series handle: repec:bla:finrev
More pages of listings: 0 |1 |2 |3 |4
1997, Volume 32, Issue 1
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
337-65 A Reexamination of the Costs of Firm Commitment and Best Efforts IPOs by Chua, Lena
367-85 An Investigation of the Dynamic Relationship between Agency Theory and Dividend Policy by Moh'd, Mahmoud A & Perry, Larry G & Rimbey, James N
1995, Volume 30, Issue 1 1-22 Shareholder Wealth Responses to Bankruptcy Filing Announcements under the Chandler and Reform Acts by Rimbey, James N & Anderson, Seth C & Born, Jeffery A
23-40 The Impact of the by Bonomo, Vittorio A & Johnson, Dana J & Thompson, G Rodney
41-60 Voluntary Corporate Divestitures as Antitakeover Mechanisms by Loh, Charmen & Bezjak, Jennifer Russell & Toms, Harrison
61-82 The 1985 Ohio S&L Crisis: An Examination of S&L Stockholder Wealth Effects by Cooperman, Elizabeth S, et al
83-113 The Market Reaction to Canceled Equity Offerings by Jensen, Marlin R H & Pugh, William N
115-37 Risk-Taking in the Texas S&L Industry: Charter and Ownership Effects by Barth, James R & Hudson, Carl D & Jahera, John S, Jr
139-74 Announcement and Publication Decisions and the Use of Prediction Errors in Cross-Sectional Analysis: Evidence on Seasoned Equity Issues by Griggs, Frank T & Kim, Dong Man & Smith, Richard L
175-92 An Empirical Examination of the Ex Ante International Interest Rate Transmission by Fung, Hung-Gay & Lo, Wai-Chung
1994, Volume 29, Issue 4 441-71 The Impact of Futures Trading on the Spot Market for Treasury Bonds by Hegde, Shantaram P
473-96 An Empirical Examination of the Return Volatility-Volume Relation in Related Markets: The Case of Stock and Options by Poon, Percy S
497-519 Rates of Return on Art Objects, the Fisher Hypothesis, and Inflationary Expectations by Matsumoto, Keishiro & Andoh, Samuel K & Hoban, James P, Jr
521-38 Rate Setting in the Utilities Industry: Does Size Make a Difference? by Besley, Scott & Bolten, Steven E
539-55 The Relationship between Investment and Asset Life by Prezas, Alexandros P
557-76 The Role of the Investment Horizon in Optimal Portfolio Sequencing (An Intuitive Demonstration in Discrete Time) by Marshall, John F
577-97 Modeling International Long-Term Interest Rates by DeGennaro, Ramon P & Kunkel, Robert A & Lee, Junsoo
1994, Volume 29, Issue 3 293-317 Conditional Heteroskedasticity and Global Stock Return Distributions by Errunza, Vihang, et al
319-44 The International Transmission of Money Market Fluctuations by Ahmad, Syed M & Sarver, Lee
345-69 A Dividend Payment Effect in Stock Returns by Ogden, Joseph P
371-93 Dividend Announcements and Changes in Beta by Carroll, Carolyn & Sears, R Stephen
395-417 The Impact of Publication of Analysts' Recommendations on Returns and Trading Volume by Palmon, Oded & Sun, Huey-Lian & Tang, Alex P
419-40 The Valuation of Stock Purchase Rights as Call Options by Bae, Sung C & Levy, Haim
1994, Volume 29, Issue 2 153-92 Some Tests of APT Mispricing Using Mimicking Portfolios by Kryzanowski, Lawrence & Lalancette, Simon & To, Minh Chau
193-221 The Stochastic Properties of Major Canadian Exchange Rates by Theodossiou, Panayiotis
223-47 Financial Innovation, Investment Opportunities, and Corporate Policy Choices for Large Bank Holding Companies by Collins, M Cary & Blackwell, David W & Sinkey, Joseph F, Jr
249-73 Tax Policy and Shareholder Wealth: Some Evidence from the Tax Reform Act of 1986 by Cox, Raymond A K & Kleiman, Robert T & Stout, R Gene
275-92 Bank Holding Company Acquisition Activity: Evidence from Pre- and Post-Deregulation Periods by Holdren, Don P & Bowers, Helen M & Mason, W Joe, Jr
1994, Volume 29, Issue 1 1-22 The Linkages between Dividends and Earnings by Olson, Gerard T & McCann, P Douglas
23-47 A Comparative Analysis of Takeovers of Single and Dual Class Firms by Smith, Brian F & Amoako-Adu, Ben
49-75 Stock Market Efficiency and the Federal Budget Deficit: Another Anomaly? by Darrat, Ali F & Brocato, Joe
77-96 Common Stock Returns in Corporate Takeover Bids: The Case of Brokerage House Acquisitions by Davidson, Wallace N, III & Hatfield, Gay & Glascock, John L
97-124 Regulatory Climate and Electrical Utility Capital Structure Decisions by Rao, Ramesh & Moyer, R Charles
125-51 Regular Dividend Announcements and Future Unexpected Earnings: An Empirical Analysis by Aharony, Joseph & Dotan, Amihud
1993, Volume 28, Issue 4 449-67 Effects of Preferred Stock Re-rating on Common Stock Prices: Further Evidence by Chandy, P R & Hsueh, L Paul & Liu, Y Angela
469-91 Stock Market Reactions to SFAS No. 96: Evidence from Early Bank Adopters by Lee, Insup & Stiner, Frederic M, Jr
493-522 Impact of Acquisitions on Thrift Peformance by Pantalone, Coleen C & Platt, Marjorie B
523-47 Determinants of Corporate Dividend Policy: A Factorial Analysis by Alli, Kasim L & Khan, A Qayyum & Ramirez, Gabriel G
549-83 Corporate Leverage and Nondebt Tax Shields: Evidence on Crowding-Out by Downs, Thomas W
585-605 Downside Risk and Investment Choice by Tse, K S Maurice & Uppal, Jamshed & White, Mark A
607-16 Does Sentiment Explain Closed-End Fund Discounts? Evidence from Bond Funds by Abraham, Abraham & Elan, Don & Marcus, Alan J
1993, Volume 28, Issue 3 303-27 Dividend Yields and Stock Returns: Evidence of Time Variation between Bull and Bear Markets by Gombola, Michael J & Liu, Feng-Ying L
329-50 The Wealth Effects of Private Stock Placements under Regulation D by Alli, Kasim L & Thompson, Donald J, II
351-70 The Effect of Managerial Ownership on Stock Split-Induced Abnormal Returns by Szewczyk, Samuel H & Tsetsekos, George P
371-83 Dual Domestic Listing, Market Structure and Shareholder Wealth by Khan, Walayet A, et al
385-401 Fads and the Crash of '87 by Chowdhury, Mustafa & Lin, Ji-Chai
403-15 Regulatory Monitoring and the Impact of Bank Holding Company Dividend Changes on Equity Returns by Filbeck, Greg & Mullineaux, Donald J
417-29 Distortions in Capital Asset Acquisition and Financing under Cost-Based Reimbursement by Trigeorgis, Lenos & Brindamour, Paul
431-48 The Impact of Company Pre-listing Attributes on the Market Reaction to NYSE Listings by Edelman, Richard B & Baker, H Kent
1993, Volume 28, Issue 2 139-57 Dividend Signalling Equilibria: Quantitative Evidence from the Brussels Stock Exchange by Beer, Francisca M
159-80 International Evidence on the Predictability of Stock Returns by Cochran, Steven J & DeFina, Robert H & Mills, Leonard O
181-202 Do Gold Market Returns Have Long Memory? by Cheung, Yin-Wong & Lai, Kon S
203-37 Joint Cross-Section/Time-Series Maximum Likelihood Estimation for the Parameters of the Cox-Ingersoll-Ross Bond Pricing Model by Daves, Phillip R & Ehrhardt, Michael C
239-60 Covariance Stationarity of International Equity Markets Returns: Recent Evidence by Wahab, Mahmoud & Lashgari, Malek
261-72 The Behavior of Option Implied Standard Deviations around Merger and Acquisition Announcements by Levy, Haim & Yoder, James A
273-77 A Further Comment on the N-Stage Discount Model and Required Return by Horvath, Philip A
279-301 Underwriter Reputation and Initial Public Offers: The Detrimental Effects of Flippers by Carter, Richard B & Dark, Frederick H
1993, Volume 28, Issue 1 1-24 Heterogeneous Beliefs and Learning about the Expected Return in a Market for a Short-Lived Asset by Smith, R Todd
25-44 Long-Term Synthetic Puts by Hussain, Riaz
45-75 Pricing Contingent Claims on a Risky Asset and Stochastic Interest Rates: A New Discrete Time Approach by Diz, Fernando
77-90 Black-Scholes Revisited: Some Important Details by Beck, Thomas M
91-106 Do More Risk-Averse Investors Have Lower Net Worth and Income? by McInish, Thomas H & Ramaswami, Sridhar N & Srivastava, Rajendra K
107-15 Comparison of Seasonal Anomalies across Major Equity Markets: A Note by Wilson, Jack W & Jones, Charles P
117-37 Risk and Return: A Revisit Using Expected Returns by Marston, Felicia & Harris, Robert S
1992, Volume 27, Issue 4 475-502 Earnings Surprise, Market Efficiency, and Expectations by Alexander, John C, Jr
503-30 Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets by Choi, Seungmook & Wohar, Mark E
531-52 Risk-Adjusted Day-of-the-Week, Day-of-the-Month, and Month-of-the-Year Effects on Stock Indexes and Stock Index Futures by Khaksari, Shahriar & Bubnys, Edward L
553-70 Deviations from Purchasing Power Parity by Fung, Hung-Gay & Lo, Wai-Chung
571-87 Risk Premia in Foreign Currency Futures by Liu, Christina Y & He, Jia
589-605 Price/Book Value Ratios and Equity Returns on the Tokyo Stock Exchange: Empirical Evidence of an Anomalous Regularity by Aggarwal, Raj & Hiraki, Takato & Rao, Ramesh P
607-18 Testing Beta Stationarity across Bond Rating Changes by Impson, C Michael & Karafiath, Imre & Glascock, John L
1992, Volume 27, Issue 3 323-53 Agency Theory and Entry Barriers in Banking by Rose, Peter S
355-74 An Empirical Examination of Investment Banking Reputation Measures by Carter, Richard B & Dark, Frederick H
375-90 Management Resistance to Takeover Bids and Shareholder Response by Sinha, Sidharth
391-409 Corporate Spin-Offs and Closed-End Funds in a State-Preference Framework by Schnabel, Jacques A
411-29 Optimum Capital Structure Redefined by Ghosh, Dilip K
431-65 The Choice among Long-Term Financing Instruments for Public Utilities by Chen, Chao & Fanara, Philip, Jr
467-74 Interest Rates Fluctuations and the Advantage of Long-Term Debt Financing: A Note on the Effect of the Tax-Timing Option by Brick, Ivan E & Palmon, Oded
1992, Volume 27, Issue 2 151-84 The Asset Price Theory of Shareholder Revaluations: Tests with the Tax Reforms of the 1980s by Downs, Thomas W & Demirgures, Cuneyt
185-209 Tender Offers and Free Cash Flow: An Empirical Analysis by Hanson, Robert C
211-25 Institutional Ownership and the Liquidity of Common Stock Offerings by Szewczyk, Samuel H & Tsetsekos, George P & Varma, Raj
227-39 Further Evidence on the Relationship between Ownership and Performance by Hudson, Carl D & Jahera, John S, Jr & Lloyd, William P
241-57 Poison Pill Securities: Shareholder Wealth and Insider Trading by Loh, Charmen
259-71 A Note on the Stock Market Reaction to Dividend Announcements by Impson, C Michael & Karafiath, Imre
273-87 An Empirical Test of Investment Restrictions and Efficiency in the High-Yield Debt Market by Hawley, Delvin D & Walker, M Mark
289-307 An Empirical Analysis of Stock Prices in Major Asian Markets and the United States by Chan, Kam C & Gup, Benton E & Pan, Ming-Shiun
309-21 An Empirical Comparison of Alternative Methods for the Estimation of the Degree of Operating Leverage by Dugan, Michael T & Shriver, Keith A
1992, Volume 27, Issue 1 1-34 The Effect of SEC-Ordered Suspensions on Returns, Volatility, and Trading Volume by Ferris, Stephen P & Kumar, Raman & Wolfe, Glenn A
35-57 The Role of Sectoral Demand in Influencing Tax-Exempt Bond Yields: A Reexamination by Marlin, Matthew R
59-79 Pricing Options on an Asset with Bernoulli Jump-Diffusion Returns by Trippi, Robert R & Brill, Edward A & Harriff, Richard B
81-105 The Impact on Stock Returns and Liquidity for OTC Equity Issues Added to the List of Marginable OTC Stocks by Wolfe, Glenn A & Klein, Daniel P & Bowyer, Linda E
107-23 Betas in Up and Down Markets by Wiggins, James B
125-39 Altered Common Stock Offerings by Phelps, Katherine L & Kremer, Joseph W
141-49 The N-Stage Discount Model and Required Return: A Comment by Bower, Richard S
1991, Volume 26, Issue 4 459-77 Inflation Uncertainty, Real-Interest-Rate Uncertainty, and the Liquidity Premium on Government Bonds by Palmon, Oded & Parker, Jeffrey
479-500 Optimal Refunding Strategies, Transaction Costs, and the Market Value of Corporate Debt by Ling, David C
501-15 Partially Anticipated Convertible Calls by Lin, Ji-Chai & Chen, K C
517-33 Corporate Insiders and the Death of the Firm: Evidence on the Incidence of Insider Trading in Corporate Dissolutions by Eyssell, Thomas H
535-46 Organizational Restructuring, Equity Valuation, and Limited Partnerships by Christensen, Donald G & Christensen, Linda F
547-68 The Impact of Value Line Special Situations Recommendations on Stock Prices: Evidence from the Over-the-Counter Market by Pawlukiewicz, James E & Preece, Dianna C
569-85 Further Ambiguity When Performance Is Measured by the Security Market Line by Grauer, Robert R
587-99 Estimating Systematic Risk with Daily Security Returns: A Note on the Relative Efficiency of Selected Estimators by Corrado, Charles J & Schatzberg, John D
1991, Volume 26, Issue 3 275-302 Wealth Effects of Acquiring Financially Distressed Firms by Johnson, Dana J & Abbott, Ashok
303-18 An Empirical Investigation into the Failure of First RepublicBank: Is There a Contagion Effect? by Dickinson, Amy & Peterson, David R & Christiansen, William A
319-41 An Intraweek Seasonality in the Implied Volatilities of Individual and Index Options by Morse, Joel N
343-66 The Differential Impact of Federal Reserve Margin Requirements on Stock Return Volatility by Kumar, Raman & Ferris, Stephen P & Chance, Don M
367-86 Conditional Dependence in Precious Metal Prices by Akgiray, Vedat, et al
387-407 Gains from Corporate Multinationalism: Evidence from the China Experience by Gupta, Atul, et al
409-30 The Interactions between the Investment, Financing, and Dividend Decisions of Major U.S. Firms by Pruitt, Stephen W & Gitman, Lawrence J
431-46 Factors Affecting Capital Structure Decisions by Norton, Edgar
447-58 Comparing Present Value Cost Differentials between Fixed- and Adjustable-Rate Loans: A Mortgage Simulation by Tucker, Michael
1991, Volume 26, Issue 2 127-55 A Brief Review of Catastrophe Theory and a Test in a Corporate Failure Context by Gregory-Allen, Russell B & Henderson, Glenn V, Jr
157-77 Optimal Asset Abandonment and Replacement: Tax and Inflation Considerations by Chen, Son-Nan
179-210 Cross-Hedging: Basis Risk and Choice of the Optimal Hedging Vehicle by Castelino, Mark G & Francis, Jack C & Wolf, Avner
211-22 An Analysis of Bond Investment Company Initial Public Offerings: Past and Present by Anderson, Seth C & Born, Jeffery A & Beard, T Randolph
223-35 Direct Bankruptcy Costs: Evidence from the Trucking Industry by Guffey, Daryl M & Moore, William T
237-47 New Issue Yield Spreads in the 30-Year Treasury Bond Market by Lasser, Dennis J & Barrett, W Brian
249-68 The Impact of Bid-Ask Prices on Market Anomalies by Branch, Ben & Echevarria, David P
269-74 Long-term Asset Allocation under Dynamic Interaction of Earnings and Interest Rates by Bolten, Steven E & Besley, Scott
1991, Volume 26, Issue 1 0 |1 |2 |3 |4 Access
and download statistics
Did you know? All full texts are decentralized with the publishers, none reside on this server, thus making it possible to offer this service for free to all parties.
This page was last updated on 2009-12-18.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .