The Financial Review

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Web: http://www.blackwellpublishing.com/subs.asp?ref=0732-8516
Editor: Cynthia J. Campbell
Editor: Arnold R. Cowan
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Series handle: repec:bla:finrev

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1991, Volume 26, Issue 1

• 15-30 Estimation Risk and Adaptive Behavior in the Pricing of Options
  by Barry, Christopher B & French, Dan W & Rao, Ramesh K S
• 31-43 The Opportunity Cost of a Mean-Variance Efficient Choice
  by Tew, Bernard V & Reid, Donald W & Witt, Craig A
• 45-73 Bond Yields, Ratings, and Financial Information: Evidence from Public Utility Issues
  by Reiter, Sara A & Ziebart, David A
• 75-90 The Financial Characteristics of Commercial Banks Involved in Interstate Acquisitions
  by Meric, Gulser & Leveen, Serpil S & Meric, Ilhan
• 91-104 Valuation Effects of New Securities Issuance by Bank Holding Companies: New Evidence
  by Horvitz, Paul M & Lee, Insup & Robertson, Kerry L
• 105-14 Risk-Adjusted Discount Rates Revisited
  by Gallagher, Timothy J & Zumwalt, J Kenton
• 115-25 Markov Chains and Regression toward the Mean
  by Kolb, Robert W & Rodriguez, Ricardo J

• 517-37 The Risk of Banks Expanding Their Permissible Nonbanking Activities
  by Brewer, Elijah, III
• 539-57 Interest Rate Risk and the Optimal Gap for Commercial Banks: An Empirical Study
  by Wetmore, Jill L T & Brick, John R
• 559-76 Monitoring Accounts Payables
  by Gentry, James A & De La Garza, Jesus M
• 577-92 Arbitraging American Gold Spot and Futures Options
  by Ogden, Joseph P & Tucker, Alan L & Vines, Timothy W
• 593-622 A Comprehensive Test of Futures Market Disequilibrium
  by Lukac, Louis P & Brorsen, B Wade
• 623-40 Inventory Decision under Demand Uncertainty: A Contingent Claims Approach
  by Chung, Kee H
• 641-49 The Effects of International Joint Ventures on Shareholder Wealth
  by Lee, Insup & Wyatt, Steve B
• 651-57 An N-Stage, Fractional Period, Quarterly Dividend Discount Model
  by Brooks, Robert & Helms, Billy
• 659-62 The Valuation of Semiannual Bonds between Interest Payment Dates: A Correction
  by Tse, K S Maurice & White, Mark A

• 345-70 Interest Rate Futures Options and Interest Rate Options
  by Ho, Thomas S Y & Lee, Sang Bin
• 371-94 High Road to a Global Marketplace: The International Transmission of Stock Market Fluctuations
  by Fischer, K P & Palasvirta, A P
• 395-403 Differences in Factor Structures between U.S. Multinational and Domestic Corporations: Evidence from Bilinear Paradigm Tests
  by DeFusco, Richard A & Philippatos, George C & Choi, Dosoung
• 405-19 Two-Stage Acquisitions, Free-Riding, and Corporate Control
  by Sullivan, Michael J & Peterson, Pamela P & Peterson, David R
• 421-39 Long-term Earnings Forecasts in the Electric Utility Industry: Accuracy and Valuation Implications
  by Chatfield, Robert E & Hein, Scott E & Moyer, R Charles
• 441-55 The Market Valuation of Cash Dividends and the Tax Differential Theory of Dividend Policy: A Case Revisited
  by Sterk, William E & Vandenberg, Pieter A
• 457-71 Dual Bond Ratings: A Test of the Certification Function of Rating Agencies
  by Thompson, G Rodney & Vaz, Peter
• 473-86 An Examination of the Biases in Estimating the Benefit of Debt Insurance
  by Hsueh, L Paul & Liu, Y Angela
• 487-500 Flotation Cost Allowance Methodologies: A Synthesis Using Present Value Analysis
  by Berry, S Keith
• 501-15 A Generalization of the Tree Harvesting Paradigm
  by Rodriguez, Ricardo J

• 175-98 Restricted Voting Stock, Acquisition Premiums, and the Market Value of Corporate Control
  by Megginson, William L
• 199-209 Dealers' Adverse Selection Costs and the Evaluation of Alternative Measures of the Earnings Release Signal
  by Senteney, David L
• 211-29 Institutional Ownership and Distribution of Equity Returns
  by Aggarwal, Raj & Rao, Ramesh P
• 231-49 Liquidity and Stock Exchange Listing
  by Edelman, Richard B & Baker, H Kent
• 251-63 Empirical Tests of the Proxy Hypothesis
  by McCarthy, Joseph & Najand, Mohammad & Seifert, Bruce
• 265-85 Preferred Stock Returns, CreditWatch, and Preferred Stock Rating Changes
  by Wansley, James W & Elayan, Fayez A & Maris, Brian A
• 287-96 Dividend Clienteles, the Tax-Clientele Hypothesis, and Utilities
  by Skinner, David L & Gilster, John E, Jr
• 297-319 An Empirical Evaluation of the Friedman Hypothesis of Inflation on Capital Asset Pricing
  by Burnie, David A
• 321-34 The Relationship between the Argentinean Debt Rescheduling Announcement and Bank Equity Returns
  by Mansur, Iqbal & Cochran, Steven J & Seagers, David K
• 335-43 Issue Costs in Fisher's Two-Period Model
  by Howe, Keith M & Gronewoller, Paul L

• 1-23 Simulating and Forecasting Utility Stock Returns: Arbitrage Pricing Theory vs. Capital Asset Pricing Model
  by Bubnys, Edward L
• 25-53 What Is in a Municipal Bond Rating?
  by Loviscek, Anthony L & Crowley, Frederick D
• 55-79 Is There a January Effect in Corporate Bond and Paper Returns?
  by Wilson, Jack W & Jones, Charles P
• 81-94 A Likelihood Ratio Test of Price Volatilities: Comparing Stock Index Spot and Futures
  by Chu, Chen-Chin & Bubnys, Edward L
• 95-113 Sinking Funds and the Agency Costs of Corporate Debt
  by Kao, Chihwa & Wu, Chunchi
• 115-25 Scope Economies in Banking: The Hybrid Box-Cox Function
  by Cebenoyan, A Sinan
• 127-42 Stock Repurchase and Excess Returns: An Empirical Examination
  by Pugh, William & Jahera, John S, Jr
• 143-52 Economic Order Quantities, Volume Discounts, and Wealth Maximization
  by Followill, Richard A & Schellenger, Michael & Marchand, Patrick H
• 153-63 Price-Fixing and Shareholder Returns: An Empirical Study
  by Skantz, Terrance R & Cloninger, Dale O & Strickland, Thomas H
• 165-73 Learning Portfolio Management by Experience: University Student Investment Funds
  by Lawrence, Edward C

• 511-27 Investment Decision Making with Derivative Securities
  by Brooks, Robert
• 529-40 Seasonality in the Option Market
  by Dickinson, Amy & Peterson, David R
• 541-50 Seasonal and Day-of-the-Week Effects in Four Emerging Stock Markets
  by Aggarwal, Reena & Rivoli, Pietra
• 551-66 An Analysis of Merger Financing
  by Murphy, Austin & Nathan, Kevin
• 567-79 The Exploitation of Inside Information at the Wall Street Journal: A Test of Strong Form Efficiency
  by Syed, Azmat A & Liu, Pu & Smith, Stanley D
• 581-88 The Specification and Power of the Sign Test in Measuring Security Price Performance: Comments and Analysis
  by Zivney, Terry L & Thompson, Donald J, II
• 589-97 The Impact of Taxes on Discount Bond Valuation and Risk
  by Bey, Roger P & Johnson, Larry J
• 599-610 OSHA Sanctions and the Value of the Firm
  by Fry, Clifford L & Lee, Insup
• 611-15 A Simple Formula for Duration: An Extension
  by Moser, James T & Lindley, James T

• 335-54 A Study of Call Price Behavior under a Stationary Return Generating Process
  by Chang, S J & Chen, Son-Nan
• 355-70 An Empirical Test of Ross's Cash Flow Beta Theory of Capital Structur e
  by Sugrue, Timothy F & Scherr, Fredrick C
• 371-95 The Effect of Bankruptcy Laws on the Valuation of Risky Consumer Debt
  by Kon, Stanley J & Thatcher, John G
• 397-415 Small Capitalization Companies: What Does Financial Analysis Tell Us about Them?
  by Dwyer, Hubert J & Lynn, Richard
• 417-30 Deregulation, Deposit Markets, and Banks' Costs of Funds
  by Bundt, Thomas P & Schweitzer, Robert
• 431-55 Interest Rate Risk at Commercial Banks: An Empirical Investigation
  by Mitchell, Karlyn
• 457-73 Interest Rate Sensitivity, Asymmetry, and the Stock Returns of Financial Institutions
  by Chen, Carl R & Chan, Anthony
• 475-89 The Day the United States Defaulted on Treasury Bills
  by Zivney, Terry L & Marcus, Richard D
• 491-97 Intertemporal Resolution of Uncertainty and Portfolio Behavior
  by Gandhi, Devinder K & Rashid, Muhammad & Riener, Kenneth D
• 499-505 The Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: An Update of the Basu Study
  by Johnson, R Stafford & Fiore, Lyle C & Zuber, Richard
• 507-10 The Reconciliation of the Smith's and Jarrow and Rudd's Option Sensitivity Formulae: A Teaching Note
  by Choi, Daniel F S & Ward, Charles W R

• 157-81 The Determinants of Systematic Risk: A Synthesis
  by Callahan, Carolyn M & Mohr, Rosanne M
• 183-98 The Pricing of When-Issued Securities
  by Lamoureux, Christopher G & Wansley, James W
• 199-214 Evidence of the Nonstationarity of the Variance Rate of Return of New York Stock Exchange Listed Common Stock
  by Callaway, Richard E
• 215-33 The Analytics of the Intervaling Effect on Skewness and Kurtosis of Stock Returns
  by Lau, Hon-Shiang & Wingender, John R
• 235-49 Recent Canadian Experience on the Profitability of Insider Trades
  by Lee, Moon H & Bishara, Halim
• 251-80 Diversification of the Banking Firm
  by Rose, Peter S
• 281-98 The Rationality and Efficiency of Stock Price Relative to Money Announcement Information
  by Foote, William G
• 299-317 A General Stationary Stochastic Regression Model for Estimating and Predicting Beta
  by D'Souza, Rudolph E & Brooks, LeRoy D & Oberhelman, H Dennis
• 319-34 The Regression Tendencies of Betas: A Reappraisal
  by Kolb, Robert W & Rodriguez, Ricardo J

• 1-18 An Investigation into the Equilibrium Structure of the Commodity Futures Market Anomaly
  by Murphy, J Austin & Hilliard, Jimmy E
• 19-29 An Empirical Reexamination of the Impact of CBOE Option Initiation on the Volatility and Trading Volume of the Underlying Equaties: 1973-1986
  by Bansal, Vipul K & Pruitt, Stephen W & Wei, K C John
• 31-52 Capital Structure, Agency Problems, and Deposit Insurance in Banking Firms
  by Arshadi, Nasser
• 53-73 Capital Structure Theory and the Fisher Effect
  by Kelly, William A, Jr & Miles, James A
• 75-92 Tax Timing Options on Futures Contracts and the 1981 Economic Recovery Act
  by Chiang, Raymond & Lasser, Dennis J
• 93-107 The Stock Market Reaction to Significant Tender Offer Repurchases of Stock: Size and Purpose Perspective
  by Davidson, Wallace N, III & Garrison, Sharon H
• 109-22 The Effects of Estimation Period, Industry, and Proxy on the Calculation of the Degree of Operating Leverage
  by Dugan, Michael T & Shriver, Keith A
• 123-34 Intra-industry Effects of a Regulatory Shift: Capital Market Evidence from Penn Square
  by Karafiath, Imre & Glascock, John
• 135-46 The Listing, Size, and Value of Equity Warrants
  by Ferri, Michael G & Moore, Scott B & Schirm, David C
• 147-56 Offering Rates on Fixed- and Adjustable-Rate Mortgage Loans
  by Heuson, Andrea J

• 387-401 Estimating the Dependence Structure of Share Prices: A Comparative Study of the United States and Japan
  by Eun, Cheol S & Resnick, Bruce G
• 403-26 Options on U.S. Treasury Coupon Issues
  by Finucane, Thomas J
• 427-37 The Over-the-Counter Market and New York Stock Exchange Trading Halts
  by Fabozzi, Frank J & Ma, Christopher K
• 439-52 An Econometric Analysis of Equity Costs and Risk Premiums in the Electric Utility Industry: 1971-1985
  by Shome, Dilip K & Smith, Stephen D
• 453-64 Illegal Insider Trading: Is It Rampant before Corporate Takeovers?
  by Gupta, Atul & Misra, Lalatendu
• 465-82 Factors Affecting the Magnitude of Premiums Paid to Target-Firm Shareholders in Corporate Acquisitions
  by Kaufman, Daniel J, Jr
• 483-98 The Impact of Bond Rating Changes on Common Stocks and Bonds: Tests of the Wealth Redistribution Hypothesis
  by Zaima, Janis K & McCarthy, Joseph E
• 499-512 Multiproduct Cost Functions and Scale Economies in Banking
  by Cebenoyan, A Sinan
• 513-21 Price Performance of Initial Public Offerings of Master Limited Partnership Units
  by Muscarella, Chris J

• 243-68 The Impacts of Financial Deregulation upon Trading Efficiency and the Levels of Risk and Return of Japanese Banks
  by Pettway, Richard H & Tapley, T Craig & Yamada, Takeshi
• 269-86 Predicting Industrial Bond Ratings with a Probit Model and Funds Flow Components
  by Gentry, James A & Whitford, David T & Newbold, Paul
• 287-99 An Investigation into the Role of the Market Portfolio in the Arbitrage Pricing Theory
  by Born, Jeffery A & Moser, James T
• 301-12 Disintermediation Revisited
  by Horvath, Philip A
• 313-31 The Relationship between Before- and After-Tax Yields on Financial Assets
  by Bey, Roger P & Collins, J Markham
• 333-43 Low Price, Price-Earnings Ratio, Market Value, and Abnormal Stock Returns
  by Tseng, Kuo C
• 345-50 Functional Forms of the Capital Asset Pricing Model under Different Market Risk Regimes
  by Ang, James S & Lai, Tsong-Yue
• 351-57 Using Dummy Variables in the Event Methodology
  by Karafiath, Imre
• 359-63 A Measurement of the Errors in Intra-period Compounding and Bond Valuation: A Short Extension
  by Horvath, Philip A
• 365-68 The Valuation of Semiannual Bonds between Interest Payment Dates
  by Taylor, Richard W
• 369-85 Discounted Cash Flow with Explicit Reinvestment Rates: Tutorial and Extension
  by McDaniel, William R & McCarty, Daniel E & Jessell, Kenneth A

• 127-42 Insider Trading: The Case against the "Victimless Crime" Hypothesis
  by Douglas, Norman S
• 143-50 The Excess Return Argument and Double Leverage
  by Beranek, William & Miles, James A
• 151-60 Reincorporation: Motives and Shareholder Wealth
  by Peterson, Pamela P
• 161-74 Financial Planning and Control for Commercial and Industrial Enterprises in China
  by Jen, Frank C
• 175-81 Joint Ventures in China: Problems and Solutions
  by Ouyang, Ling-Nan
• 183-200 Effects of Inflation on Capital Structure
  by Kim, Moon K & Wu, Chunchi
• 201-14 Conditional Heteroscedasticity in the Market Model and Efficient Estimates of Betas
  by Bera, Anil & Bubnys, Edward & Park, Hun
• 215-25 An Empirical Analysis of Ben Graham's Net Current Asset Value Rule
  by Vu, Joseph D
• 227-32 The Wealth Maximizing Ordering Quantity: An Extension
  by Rodriguez, Ricardo J
• 233-36 A Note on Bond Defeasance
  by Pari, Robert & Caks, John
• 237-41 Textbook Inconsistencies in Graphing Valuation Equations: A Further Note
  by Conine, Thomas E, Jr & Tamarkin, Maurry

• 1-23 Debt Refunding and Shareholder Wealth: The Price Effects of Debt-for-Debt Exchange Offer Announcements
  by Johnson, W Bruce
• 25-38 The Structure of Skewness Preferences in Asset Pricing Models with Higher Moments: An Empirical Test
  by Sears, R Stephen & Wei, K C John
• 39-51 Information Asymmetry and Options Trading
  by Ma, Christopher K & Rao, Ramesh P
• 53-64 Investment Performance of Common Stocks in Relation to Insider Ownership
  by Kim, Wi Saeng & Lee, Jae Won & Francis, Jack Clark
• 65-80 The Relationship between Earnings Yield and Market Value: Evidence from the American Stock Exchange
  by Rogers, Ronald C
• 81-94 Interrelationships among Domestic and Eurocurrency Deposit Yields: A Focus on the U.S. Dollar
  by Swanson, Peggy E
• 95-104 Black-Scholes Revisited: Some Important Details [The Pricing of Options and Corporate Liabilities]
  by Kutner, George W
• 105-15 Expense Preference and Minority Banking: A Note
  by Scott, William L & Gardner, Mona J & Mills, Dixie L
• 117-25 Bias in Journal Ratings
  by Cudd, Mike & Morris, Joe

• 345-54 The Adjustment of Stock Prices to Completely Unanticipated Events
  by Barrett, W Brian, et al
• 355-68 Optimal Liquidity in Personal Financial Planning
  by Warschauer, Thomas & Cherin, Antony
• 369-78 Aggregation across Heterogeneous Depository Institutions
  by Gooptu, Sudarshan & Lombra, Raymond
• 379-89 The Relationship between Financial Performance and Stock Market Based Measures of Corporate Diversification
  by Jahera, John S, Jr & Lloyd, William P & Page, Daniel E
• 391-402 Influence of Treasury Bill Futures Trading on the Primary Sale of the Deliverable Treasury Bill
  by Lasser, Dennis J
• 403-14 Gains to Bidder Firms in Cash and Securities Transactions
  by Wansley, James W & Lane, William R & Yang, Ho C
• 415-31 Information Asymmetry and Wealth Effect of Canadian Corporate Acquisitions
  by Calvet, A L & Lefoll, J
• 433-42 Automotive Recalls and Informational Efficiency
  by Hoffer, George E & Pruitt, Stephen W & Reilly, Robert J

• 203-19 Bond Portfolio Immunization: Tests of Maturity, One- and Two-Factor Duration Matching Strategies
  by Bierwag, G O & Kaufman, George G & Latta, Cynthia M
• 221-32 The Adoption of New-Issue Dividend Reinvestment Plans and Shareholder Wealth
  by Peterson, Pamela P & Peterson, David R & Moore, Norman H
• 233-47 Examining Merger Synergy with the Capital Asset Pricing Model
  by Davidson, Wallace N, III & Garrison, Sharon Hatten & Henderson, Glenn V, Jr
• 249-66 A Simplified Approach to Short-term International Diversification
  by Cotner, John S & Seitz, Neil E
• 267-79 Stock Market Perception of Industrial Firm Bankruptcy
  by Ramaswami, Murali
• 281-94 Trading Time Effects in Financial and Commodity Futures Markets
  by Ferris, Stephen P & Chance, Don M
• 295-311 Trucking Deregulation and Motor-Carrier Performance: The Shareholders' Perspective
  by Michel, Allen & Shaked, Israel
• 313-19 On the Correspondence between the Baumol-Tobin and
  by Bagamery, Bruce D
• 321-38 The Marginal-Efficiency-of-Capital Function of the Firm
  by Barges, Alexander
• 339-43 Biases in Performance Measurement during Contributions: A Note
  by Stewart, Scott D

• 1-31 A Multiperiod Mean-Variance Model of Optimal Capital Structure
  by Scherr, Frederick C
• 33-51 A Measurement of the Errors in Intra-period Compounding and Bond Valuation
  by Lindley, James T & Helms, Billy P & Haddad, Mahmoud
• 53-69 Market Effects of Changes in the Standard $50 Poor's 500 Index
  by Lamoureux, Christopher G & Wansley, James W
• 71-85 The Impact of Split Bond Ratings on Risk Premia
  by Liu, Pu & Moore, William T
• 87-109 Leveraged Bond Portfolio Optimization under Uncertainty
  by Pieptea, Dan R
• 111-30 Operating Performance and Merger Benefits: The Savings and Loan Experience
  by Neely, Walter P & Rochester, David P
• 131-44 Further Insight into the Standarized Unexpected Earnings Anomaly: Size and Serial Correlation Effects
  by Rendleman, Richard J, Jr & Jones, Charles P & Latane, Henry A
• 145-58 Performance of Stocks Recommended on the Basis of Insider Trading Activity
  by Benesh, Gary A & Pari, Robert A
• 159-73 Airline Deregulation and the Probability of Air Carrier Insolvency
  by Michel, Allen & Shaked, Israel
• 175-93 Market Power and the Required Return to Electric Utilities
  by Goldenberg, David H
• 195-202 An Exchange Ratio Determination Model for Mergers: A Note
  by Yagil, Joseph

• 355-81 On the Rationality of Common Stock Return Volatility
  by Ronn, Ehud I
• 383-98 Preferred Stock Arbitrage of Municipal Bond Market Segmentation
  by Elmer, Peter J
• 399-418 Option Pricing Theory and Asset Expectations: A Review and Discussion in Tribute to James Boness
  by O'Brien, Thomas J & Selby, Michael J P
• 419-31 Dividend Changes of Financially Weak Firms
  by Eddy, Albert & Seifert, Bruce
• 433-50 Foreign-Currency Options, Ex Ante Exchange-Rate Volatility, and Market Efficiency: An Empirical Test
  by Johnson, Larry J
• 451-62 The Analytics of Tax Effects in Discount Bond Valuation
  by Stock, Duane
• 463-71 Tax and Savings Implications of the Canadian Registered Retirement Savings Plans
  by Rashid, Muhammad & Gandhi, Devinder K
• 473-83 On Application of the Rank Transformation Discrimination Method to Financial Problems
  by Skomp, Stephen E & Cronan, Timothy P & Seaver, William L
• 485-99 The Information Value of Listing on the New York Stock Exchange
  by Grammatikos, Thoeharry & Papaioannou, George J
• 501-26 Risk, Segmentation, and the Municipal Term Structure
  by Trzcinka, Charles
• 527-36 The Economic Ordering Quantity Problem and Wealth Maximization
  by McDaniel, William R
• 537-49 The Performance Measurement and Evaluation of a Corporate Retirement Plan: A Case Study
  by Michas, Nicholas A
• 551-58 A Note on Interest Rates and the Risk of Bank and Savings and Loan Stock
  by French, Dan W & Fraser, Donald R

• 163-84 Stock Price Processes with Discontinuous Time Paths: An Empirical Examination
  by Akgiray, Vedat & Booth, Geoffrey
• 185-90 Nonpecuniary Benefits and Asset Market Equilibrium
  by Chua, Jess H & Schnabel, Jacques A
• 191-209 An Analytical Model of the Relationship between Maturity and Bonds Risk Differentials
  by Chiang, Raymond & Kolb, Robert W
• 211-37 Liquidity and Price Variability in Futures Markets
  by Milonas, Nikolaos T
• 239-57 Testing Price Taking in Loan and Deposit Markets by Financial Firms
  by Hancock, Diana
• 259-75 Captive Finance Subsidiaries: Overview and Synthesis
  by Fooladi, Iraj & Roberts, Gordon & Viscione, Jerry
• 277-87 The User Cost and Capital Budgeting
  by Downs, Thomas W
• 289-98 An Examination of Asked-Bid Spreads for Two Over-the-Counter Market Segments
  by Dubofsky, David A & Groth, John C
• 299-308 The Possibility of Estimating Risk Premia in Asset Pricing Models
  by Sweeney, Richard J & Warga, Arthur D
• 309-18 Evaluating Cash Flow Systems under Growth
  by Lanser, Howard P & Halloran, John A
• 319-35 Statistical Tests of the Accuracy of Alternative Forecasts: Some Results for U.S. Utility Betas
  by Kryzanowski, Lawrence & Jalilvand, Abolhassan
• 337-44 A Pedagogic Note on the Derivation of the Black-Scholes Option Pricing Formula
  by Garven, James R
• 345-53 Short-term Bonus Plan Adoption and Stock Market Performance--Proxy an d Industry Effects: A Note
  by Tehranian, Hassan & Waegelein, James F

• 1-20 The Arbitrage Pricing Theo;ry and Macroeconomic Factor Measures
  by Burmeister, Edwin & Wall, Kent D
• 21-36 Intervalling Effects and the Hedging Performance of Foreign Currency Futures
  by Grammatikos, Theoharry
• 37-49 Volatilities Implied by Options Premia: A Test of Market Efficiency
  by Heaton, Hal
• 51-68 On Accounting-based, Market-based and Composite-based Beta Predictions: Methods and Implications
  by Lee, Cheng F, et al
• 69-83 On the Predictors of the Future Spot Rates--A Multi-currency Analysis
  by Chiang, Thomas C
• 85-102 Relative Information Accessibility for OTC Stocks and Security Return s
  by Dubofsky, David A & Groth, John C
• 103-10 Net Selectivity as a Component Measure of Investment Performance
  by Gressis, Nicholas & Philippatos, George C & Vlahos, George
• 111-23 The Money Supply Process under Deregulation
  by Tiwari, Kashi Nath
• 125-34 Does the Stock Market React to Announcements of the Producer Price Index?
  by Chang, Rosita P & Rhee, S Ghon
• 135-44 A Simplifying Performance Measure Recognizing Skewness
  by Prakash, Arun J & Bear, Robert M
• 145-59 A Note on Cyclical and Dynamic Aspects of Stock Market Price Cycles
  by Bolten, Steven E & Long, Susan W
• 151-56 A Note on the Calculation of Probabilistic Betas
  by Myer, Richard L & Antia, Murad J

• 237-62 Classification Models and Bond Ratings
  by Ederington, Louis H
• 263-69 The Impacts of Kurtosis on Risk Stationarity: Some Empirical Evidence
  by Lee, Cheng F & Wu, Chunchi
• 271-86 Persistent Seasonal Return Patterns
  by Pettengill, Glenn N
• 287-301 Options Market Efficiency and the Box Spread Strategy
  by Billingsley, Randall S & Chance, Don M
• 303-27 The Effect of Stock for Debt Swaps on Security Returns
  by Peavy, John W, III & Scott, Jonathan A
• 329-42 Market Model Stationarity and Timing of Structural Change
  by Lee, Chi-Wen Jevons
• 343-56 Uncertain Inflation and Optimal Portfolio Selection: A Simplified Approach
  by Chen, Son-Nan & Moore, William T
• 357-60 On Carrying Costs and the EOQ Model: A Pedagogical Note
  by Brown, Robert M

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