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May 1992, Volume 27, Issue 2
- 211-225 Institutional Ownership and the Liquidity of Common Stock Offerings
by Szewczyk, Samuel H & Tsetsekos, George P & Varma, Raj
- 227-239 Further Evidence on the Relationship between Ownership and Performance
by Hudson, Carl D & Jahera, John S, Jr & Lloyd, William P
- 241-257 Poison Pill Securities: Shareholder Wealth and Insider Trading
by Loh, Charmen
- 259-271 A Note on the Stock Market Reaction to Dividend Announcements
by Impson, C Michael & Karafiath, Imre
- 273-287 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
- 309-321 An Empirical Comparison of Alternative Methods for the Estimation of the Degree of Operating Leverage
by Dugan, Michael T & Shriver, Keith A
February 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
- 107-123 Betas in Up and Down Markets
by Wiggins, James B
- 125-139 Altered Common Stock Offerings
by Phelps, Katherine L & Kremer, Joseph W
- 141-149 The N-Stage Discount Model and Required Return: A Comment
by Bower, Richard S
November 1991, Volume 26, Issue 4
- 459-477 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
- 501-515 Partially Anticipated Convertible Calls
by Lin, Ji-Chai & Chen, K C
- 517-533 Corporate Insiders and the Death of the Firm: Evidence on the Incidence of Insider Trading in Corporate Dissolutions
by Eyssell, Thomas H
- 535-546 Organizational Restructuring, Equity Valuation, and Limited Partnerships
by Christensen, Donald G & Christensen, Linda F
- 547-568 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
- 569-585 Further Ambiguity When Performance Is Measured by the Security Market Line
by Grauer, Robert R
- 587-599 Estimating Systematic Risk with Daily Security Returns: A Note on the Relative Efficiency of Selected Estimators
by Corrado, Charles J & Schatzberg, John D
August 1991, Volume 26, Issue 3
- 275-302 Wealth Effects of Acquiring Financially Distressed Firms
by Johnson, Dana J & Abbott, Ashok
- 303-318 An Empirical Investigation into the Failure of First RepublicBank: Is There a Contagion Effect?
by Dickinson, Amy & Peterson, David R & Christiansen, William A
- 319-341 An Intraweek Seasonality in the Implied Volatilities of Individual and Index Options
by Morse, Joel N
- 343-366 The Differential Impact of Federal Reserve Margin Requirements on Stock Return Volatility
by Kumar, Raman & Ferris, Stephen P & Chance, Don M
- 367-386 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
- 409-430 The Interactions between the Investment, Financing, and Dividend Decisions of Major U.S. Firms
by Pruitt, Stephen W & Gitman, Lawrence J
- 431-446 Factors Affecting Capital Structure Decisions
by Norton, Edgar
- 447-458 Comparing Present Value Cost Differentials between Fixed- and Adjustable-Rate Loans: A Mortgage Simulation
by Tucker, Michael
May 1991, Volume 26, Issue 2
- 127-155 A Brief Review of Catastrophe Theory and a Test in a Corporate Failure Context
by Gregory-Allen, Russell B & Henderson, Glenn V, Jr
- 157-177 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
- 211-222 An Analysis of Bond Investment Company Initial Public Offerings: Past and Present
by Anderson, Seth C & Born, Jeffery A & Beard, T Randolph
- 223-235 Direct Bankruptcy Costs: Evidence from the Trucking Industry
by Guffey, Daryl M & Moore, William T
- 237-247 New Issue Yield Spreads in the 30-Year Treasury Bond Market
by Lasser, Dennis J & Barrett, W Brian
- 249-268 The Impact of Bid-Ask Prices on Market Anomalies
by Branch, Ben & Echevarria, David P
- 269-274 Long-term Asset Allocation under Dynamic Interaction of Earnings and Interest Rates
by Bolten, Steven E & Besley, Scott
February 1991, Volume 26, Issue 1
- 1-13 Dispersion of Beliefs, Asset Prices, and Noise Aggregation of Information
by Kazemi, Hossein B
- 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
- 105-114 Risk-Adjusted Discount Rates Revisited
by Gallagher, Timothy J & Zumwalt, J Kenton
- 115-125 Markov Chains and Regression toward the Mean
by Kolb, Robert W & Rodriguez, Ricardo J
November 1990, Volume 25, Issue 4
- 517-537 The Risk of Banks Expanding Their Permissible Nonbanking Activities
by Brewer, Elijah, III
- 539-557 Interest Rate Risk and the Optimal Gap for Commercial Banks: An Empirical Study
by Wetmore, Jill L T & Brick, John R
- 559-576 Monitoring Accounts Payables
by Gentry, James A & De La Garza, Jesus M
- 577-592 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
- 623-640 Inventory Decision under Demand Uncertainty: A Contingent Claims Approach
by Chung, Kee H
- 641-649 The Effects of International Joint Ventures on Shareholder Wealth
by Lee, Insup & Wyatt, Steve B
- 651-657 An N-Stage, Fractional Period, Quarterly Dividend Discount Model
by Brooks, Robert & Helms, Billy
- 659-662 The Valuation of Semiannual Bonds between Interest Payment Dates: A Correction
by Tse, K S Maurice & White, Mark A
August 1990, Volume 25, Issue 3
- 345-370 Interest Rate Futures Options and Interest Rate Options
by Ho, Thomas S Y & Lee, Sang Bin
- 371-394 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
- 405-419 Two-Stage Acquisitions, Free-Riding, and Corporate Control
by Sullivan, Michael J & Peterson, Pamela P & Peterson, David R
- 421-439 Long-term Earnings Forecasts in the Electric Utility Industry: Accuracy and Valuation Implications
by Chatfield, Robert E & Hein, Scott E & Moyer, R Charles
- 441-455 The Market Valuation of Cash Dividends and the Tax Differential Theory of Dividend Policy: A Case Revisited
by Sterk, William E & Vandenberg, Pieter A
- 457-471 Dual Bond Ratings: A Test of the Certification Function of Rating Agencies
by Thompson, G Rodney & Vaz, Peter
- 473-486 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
- 501-515 A Generalization of the Tree Harvesting Paradigm
by Rodriguez, Ricardo J
May 1990, Volume 25, Issue 2
- 175-198 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
- 211-229 Institutional Ownership and Distribution of Equity Returns
by Aggarwal, Raj & Rao, Ramesh P
- 231-249 Liquidity and Stock Exchange Listing
by Edelman, Richard B & Baker, H Kent
- 251-263 Empirical Tests of the Proxy Hypothesis
by McCarthy, Joseph & Najand, Mohammad & Seifert, Bruce
- 265-285 Preferred Stock Returns, CreditWatch, and Preferred Stock Rating Changes
by Wansley, James W & Elayan, Fayez A & Maris, Brian A
- 287-296 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
- 321-334 The Relationship between the Argentinean Debt Rescheduling Announcement and Bank Equity Returns
by Mansur, Iqbal & Cochran, Steven J & Seagers, David K
- 335-343 Issue Costs in Fisher's Two-Period Model
by Howe, Keith M & Gronewoller, Paul L
February 1990, Volume 25, Issue 1
- 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
- 115-125 Scope Economies in Banking: The Hybrid Box-Cox Function
by Cebenoyan, A Sinan
- 127-142 Stock Repurchase and Excess Returns: An Empirical Examination
by Pugh, William & Jahera, John S, Jr
- 143-152 Economic Order Quantities, Volume Discounts, and Wealth Maximization
by Followill, Richard A & Schellenger, Michael & Marchand, Patrick H
- 153-163 Price-Fixing and Shareholder Returns: An Empirical Study
by Skantz, Terrance R & Cloninger, Dale O & Strickland, Thomas H
- 165-173 Learning Portfolio Management by Experience: University Student Investment Funds
by Lawrence, Edward C
November 1989, Volume 24, Issue 4
- 511-527 Investment Decision Making with Derivative Securities
by Brooks, Robert
- 529-540 Seasonality in the Option Market
by Dickinson, Amy & Peterson, David R
- 541-550 Seasonal and Day-of-the-Week Effects in Four Emerging Stock Markets
by Aggarwal, Reena & Rivoli, Pietra
- 551-566 An Analysis of Merger Financing
by Murphy, Austin & Nathan, Kevin
- 567-579 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
- 581-588 The Specification and Power of the Sign Test in Measuring Security Price Performance: Comments and Analysis
by Zivney, Terry L & Thompson, Donald J, II
- 589-597 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
- 611-615 A Simple Formula for Duration: An Extension
by Moser, James T & Lindley, James T
August 1989, Volume 24, Issue 3
- 335-354 A Study of Call Price Behavior under a Stationary Return Generating Process
by Chang, S J & Chen, Son-Nan
- 355-370 An Empirical Test of Ross's Cash Flow Beta Theory of Capital Structur e
by Sugrue, Timothy F & Scherr, Fredrick C
- 371-395 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
- 417-430 Deregulation, Deposit Markets, and Banks' Costs of Funds
by Bundt, Thomas P & Schweitzer, Robert
- 431-455 Interest Rate Risk at Commercial Banks: An Empirical Investigation
by Mitchell, Karlyn
- 457-473 Interest Rate Sensitivity, Asymmetry, and the Stock Returns of Financial Institutions
by Chen, Carl R & Chan, Anthony
- 475-489 The Day the United States Defaulted on Treasury Bills
by Zivney, Terry L & Marcus, Richard D
- 491-497 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
- 507-510 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
May 1989, Volume 24, Issue 2
- 157-181 The Determinants of Systematic Risk: A Synthesis
by Callahan, Carolyn M & Mohr, Rosanne M
- 183-198 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
- 215-233 The Analytics of the Intervaling Effect on Skewness and Kurtosis of Stock Returns
by Lau, Hon-Shiang & Wingender, John R
- 235-249 Recent Canadian Experience on the Profitability of Insider Trades
by Lee, Moon H & Bishara, Halim
- 251-280 Diversification of the Banking Firm
by Rose, Peter S
- 281-298 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
- 319-334 The Regression Tendencies of Betas: A Reappraisal
by Kolb, Robert W & Rodriguez, Ricardo J
February 1989, Volume 24, Issue 1
- 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
- 109-122 The Effects of Estimation Period, Industry, and Proxy on the Calculation of the Degree of Operating Leverage
by Dugan, Michael T & Shriver, Keith A
- 123-134 Intra-industry Effects of a Regulatory Shift: Capital Market Evidence from Penn Square
by Karafiath, Imre & Glascock, John
- 135-146 The Listing, Size, and Value of Equity Warrants
by Ferri, Michael G & Moore, Scott B & Schirm, David C
- 147-156 Offering Rates on Fixed- and Adjustable-Rate Mortgage Loans
by Heuson, Andrea J
November 1988, Volume 23, Issue 4
- 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
- 403-426 Options on U.S. Treasury Coupon Issues
by Finucane, Thomas J
- 427-437 The Over-the-Counter Market and New York Stock Exchange Trading Halts
by Fabozzi, Frank J & Ma, Christopher K
- 439-452 An Econometric Analysis of Equity Costs and Risk Premiums in the Electric Utility Industry: 1971-1985
by Shome, Dilip K & Smith, Stephen D
- 453-464 Illegal Insider Trading: Is It Rampant before Corporate Takeovers?
by Gupta, Atul & Misra, Lalatendu
- 465-482 Factors Affecting the Magnitude of Premiums Paid to Target-Firm Shareholders in Corporate Acquisitions
by Kaufman, Daniel J, Jr
- 483-498 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
- 513-521 Price Performance of Initial Public Offerings of Master Limited Partnership Units
by Muscarella, Chris J
August 1988, Volume 23, Issue 3
- 243-268 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
- 269-286 Predicting Industrial Bond Ratings with a Probit Model and Funds Flow Components
by Gentry, James A & Whitford, David T & Newbold, Paul
- 287-299 An Investigation into the Role of the Market Portfolio in the Arbitrage Pricing Theory
by Born, Jeffery A & Moser, James T
- 301-312 Disintermediation Revisited
by Horvath, Philip A
- 313-331 The Relationship between Before- and After-Tax Yields on Financial Assets
by Bey, Roger P & Collins, J Markham
- 333-343 Low Price, Price-Earnings Ratio, Market Value, and Abnormal Stock Returns
by Tseng, Kuo C
- 345-350 Functional Forms of the Capital Asset Pricing Model under Different Market Risk Regimes
by Ang, James S & Lai, Tsong-Yue
- 351-357 Using Dummy Variables in the Event Methodology
by Karafiath, Imre
- 359-363 A Measurement of the Errors in Intra-period Compounding and Bond Valuation: A Short Extension
by Horvath, Philip A
- 365-368 The Valuation of Semiannual Bonds between Interest Payment Dates
by Taylor, Richard W
- 369-385 Discounted Cash Flow with Explicit Reinvestment Rates: Tutorial and Extension
by McDaniel, William R & McCarty, Daniel E & Jessell, Kenneth A
May 1988, Volume 23, Issue 2
- 127-142 Insider Trading: The Case against the "Victimless Crime" Hypothesis
by Douglas, Norman S
- 143-150 The Excess Return Argument and Double Leverage
by Beranek, William & Miles, James A
- 151-160 Reincorporation: Motives and Shareholder Wealth
by Peterson, Pamela P
- 161-174 Financial Planning and Control for Commercial and Industrial Enterprises in China
by Jen, Frank C
- 175-181 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
- 201-214 Conditional Heteroscedasticity in the Market Model and Efficient Estimates of Betas
by Bera, Anil & Bubnys, Edward & Park, Hun
- 215-225 An Empirical Analysis of Ben Graham's Net Current Asset Value Rule
by Vu, Joseph D
- 227-232 The Wealth Maximizing Ordering Quantity: An Extension
by Rodriguez, Ricardo J
- 233-236 A Note on Bond Defeasance
by Pari, Robert & Caks, John
- 237-241 Textbook Inconsistencies in Graphing Valuation Equations: A Further Note
by Conine, Thomas E, Jr & Tamarkin, Maurry
February 1988, Volume 23, Issue 1
- 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
- 105-115 Expense Preference and Minority Banking: A Note
by Scott, William L & Gardner, Mona J & Mills, Dixie L
- 117-125 Bias in Journal Ratings
by Cudd, Mike & Morris, Joe
November 1987, Volume 22, Issue 4
- 345-354 The Adjustment of Stock Prices to Completely Unanticipated Events
by Barrett, W Brian, et al
- 355-368 Optimal Liquidity in Personal Financial Planning
by Warschauer, Thomas & Cherin, Antony
- 369-378 Aggregation across Heterogeneous Depository Institutions
by Gooptu, Sudarshan & Lombra, Raymond
- 379-389 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
- 403-414 Gains to Bidder Firms in Cash and Securities Transactions
by Wansley, James W & Lane, William R & Yang, Ho C
- 415-431 Information Asymmetry and Wealth Effect of Canadian Corporate Acquisitions
by Calvet, A L & Lefoll, J
- 433-442 Automotive Recalls and Informational Efficiency
by Hoffer, George E & Pruitt, Stephen W & Reilly, Robert J
May 1987, Volume 22, Issue 2
- 203-219 Bond Portfolio Immunization: Tests of Maturity, One- and Two-Factor Duration Matching Strategies
by Bierwag, G O & Kaufman, George G & Latta, Cynthia M
- 221-232 The Adoption of New-Issue Dividend Reinvestment Plans and Shareholder Wealth
by Peterson, Pamela P & Peterson, David R & Moore, Norman H
- 233-247 Examining Merger Synergy with the Capital Asset Pricing Model
by Davidson, Wallace N, III & Garrison, Sharon Hatten & Henderson, Glenn V, Jr
- 249-266 A Simplified Approach to Short-term International Diversification
by Cotner, John S & Seitz, Neil E
- 267-279 Stock Market Perception of Industrial Firm Bankruptcy
by Ramaswami, Murali
- 281-294 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
- 313-319 On the Correspondence between the Baumol-Tobin and
by Bagamery, Bruce D
- 321-338 The Marginal-Efficiency-of-Capital Function of the Firm
by Barges, Alexander
- 339-343 Biases in Performance Measurement during Contributions: A Note
by Stewart, Scott D
February 1987, Volume 22, Issue 1
- 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
- 111-130 Operating Performance and Merger Benefits: The Savings and Loan Experience
by Neely, Walter P & Rochester, David P
- 131-144 Further Insight into the Standarized Unexpected Earnings Anomaly: Size and Serial Correlation Effects
by Rendleman, Richard J, Jr & Jones, Charles P & Latane, Henry A
- 145-158 Performance of Stocks Recommended on the Basis of Insider Trading Activity
by Benesh, Gary A & Pari, Robert A
- 159-173 Airline Deregulation and the Probability of Air Carrier Insolvency
by Michel, Allen & Shaked, Israel
- 175-193 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
November 1986, Volume 21, Issue 4
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