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Eastern Finance Association The Financial Review Contact information of
Eastern Finance Association: Web page: http://www.easternfinance.org/ More information through EDIRC
Order information: Web: 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 More pages of listings: 0 |1 |2 |3 |4 Access
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