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Content
2002, Volume 29, Issue 1‐2
- 139-154 Does the Size Effect Explain the UK Winner‐Loser Effect?
by Gishan Dissanaike - 155-200 The Impact of Acquisitions on Operating Performance: Some Australian Evidence
by Divesh S. Sharma & Jonathan Ho - 201-222 The Wealth Effect of Domestic Joint Ventures: Evidence from Taiwan
by Shao‐Chi Chang & Sheng‐Syan Chen - 223-255 The Effects of Uncertainty on the Informativeness of Earnings: Evidence from the Insurance Industry in the Wake of Catastrophic Events
by Theodore E. Christensen - 257-271 Is it Free Cash Flow, Tax Savings, or Neither?An Empirical Confirmation of Two Leading Going‐private Explanations:The Case of ReLBOs
by Arman Kosedag & William R. Lane - 273-286 Stochastic Depreciation and Optimal Consumption‐Investment Decisions
by Huw Rhys & Mark Tippet
November 2001, Volume 28, Issue 9‐10
- 1067-1072 Editorial
by Peter F. Pope & Andrew W. Stark & Martin Walker - 1073-1108 Factors Associated with Differences in the Magnitude of Abnormal Returns Around NYSE Versus Nasdaq Firms’ Earnings Announcements
by Youngsoon Susan Cheon & Theodore E. Christensen & Linda Smith Bamber - 1109-1113 Discussion of Factors Associated with Differences in the Magnitude of Abnormal Returns Around NYSE Versus Nasdaq Firms’ Earnings Announcements
by Peter Easton - 1109-1113 Discussion of The Relation Between Incremental Subsidiary Earnings and Future Stock Returns in Japan
by Peter F. Pope - 1115-1139 The Relation Between Incremental Subsidiary Earnings and Future Stock Returns in Japan
by Don Hermann & Tatsuo Inoue & Wayne B. Thomas - 1115-1139 The Pricing of Relative Performance Based Incentives for Executive Compensation
by António Câmara - 1189-1191 Discussion of The Pricing of Relative Performance Based Incentives for Executive Compensation
by M. J. Brennan - 1192-1228 An Analysis of Contrarian Investment Strategies in the UK
by Alan Gregory & Richard D.F. Harris & Maria Michou - 1229-1233 Discussion of An Analysis of Contrarian Investment Strategies in the UK
by Xingzhong Xu - 1235-1278 PO Lock‐in Agreements in the UK
by Susanne Espenlaub & Marc Goergen & Arif Khurshed - 1279-1284 Discussion of IPO Lock‐in Agreements in the UK
by Paul Draper - 1285-1331 On the Asymmetric Recognition of Good and Bad News in France, Germany and the United Kingdom
by Begoña Giner & William Rees - 1333-1349 Discussion of On the Asymmetric Recognition of Good and Bad News in France, Germany and the United Kingdom
by Sudipta Basu - 1351-1386 Uncertainty Associated with Future Environmental Costs and the Market’s Differential Response to Earnings Information
by K.E. Hughes II & J. Kenneth Reynolds - 1387-1394 Discussion of Uncertainty Associated with Future Environmental Costs and the Market’s Differential Response to Earnings Information
by Dan S. Dhaliwal
September 2001, Volume 28, Issue 7‐8
- 799-819 The Effect of Futures Market Volume on Spot Market Volatility
by John Board & Gleb Sandmann & Charles Sutcliffe - 821-852 The Valuation of Deferred Taxation: Evidence from the UK Partial Provision Approach
by David B. Citron - 853-876 Relative Performance Evaluation of Mutual Funds: A Non‐Parametric Approach
by Yoon K. Choi & B.P.S. Murthi - 877-904 Political and Regulatory Risk in Water Utilities: Beta Sensitivity in the United Kingdom
by Roger Buckland & Patricia Fraser - 905-942 The Impact of Receiving Debtor‐in‐Possession Financing on the Probability of Successful Emergence and Time Spent Under Chapter 11 Bankruptcy
by Fayez A. Elayan & Thomas O. Meyer - 943-961 Analysts' Forecasts and the Broker Relationship
by Lynn Hodgkinson - 963-977 The Earnings Information Content of Dividend Initiations and Omissions
by Shih‐Jen Kathy Ho & Chunchi Wu - 979-992 Effects of Deposit Insurance Reform on Moral Hazard in US Banking
by Dale K. Osborne & Seokwon Lee - 993-1011 Takeover Prediction and Portfolio Performance: A Note
by Ronan G. Powell - 1013-1042 Credit Management: An Examination of Policy Choices, Practices and Late Payment in UK Companies
by Richard Pike & Nam Sang Cheng - 1043-1065 The Reversal of the Monday Effect: New Evidence from US Equity Markets
by Seyed Mehdian & Mark J. Perry
June 2001, Volume 28, Issue 5‐6
- 531-562 A Comparative Analysis of Earnings Forecasts in Europe
by John Capstaff & Krishna Paudyal & William Rees - 563-594 Professionalism vs Commercialism: The Association Between Non‐Audit Services (NAS) and Audit Independence
by Divesh S. Sharma & Jagdish Sidhu - 563-594 The Effect of Earnings Permanence, Growth, and Firm Size on the Usefulness of Cash Flows and Earnings in Explaining Security Returns: Empirical Evidence for the UK
by Andreas Charitou & Colin Clubb & Andreas Andreou - 631-652 Strategic Auditing: An Incomplete Information Model
by Peter Cheng & Bradley D. Childs & William W. Sheng - 653-669 Stock Dividend Announcement Effects in an Imputation Tax Environment
by Hamish Anderson & Steven Cahan & Lawrence C. Rose - 671-692 R&D Intensity and Corporate Financial Policy: Some International Evidence
by Rahim Bah & Pascal Dumontier - 693-713 Arbitrage, Risk Premium, and Cointegration Tests of the Efficiency of Futures Markets
by Ying‐Foon Chow - 715-740 The Empirical Distribution of UK and US Stock Returns
by Richard D. F. Harris & C. Coskun Küçüközmen - 741-769 The Value Relevance of Oil and Gas Disclosures: An Assessment of the Market's Perception of Firms' Effort and Ability to Discover Reserves
by Kevin T. Berry & Charlotte J. Wright - 771-798 The Sensitivity of Tests of Asset Pricing Models to the IID‐Normal Assumption: Contemporaneous Evidence from the US and UK Stock Markets
by Nicolaas Groenewald & Patricia Fraser
April 2001, Volume 28, Issue 3‐4
- 263-302 Time Diversification: Empirical Tests
by Norman Strong & Nicholas Taylor - 303-325 Tax Clientele Effects in the Term Structure of UK Interest Rates
by Eric J. Levin & Robert E. Wright - 327-356 Social and Environmental Disclosure and Corporate Characteristics: A Research Note and Extension
by Rob Gray & Mohammed Javad & David M. Power & C. Donald Sinclair - 357-378 Valuation and Cost of Capital Formulae with Corporate and Personal Taxes: A Synthesis Using the Dempsey Discounted Dividends Model
by Mike Dempsey - 379-405 A Binomial Basis for the Cox, Ingersoll and Ross Model of the Term Structure of Interest Rates
by Huw Rhys & Mark Tippet - 407-445 The Market Valuation and Trading Volume Effects of the Creation of the Florida Hurricane Catastrophe Fund on Property‐liability Insurers
by Carl Pacini & David C. Marlett - 447-464 LDC Credit‐risk Forecasting and Banker Judgement
by R. A. Somerville & R. J. Taffler - 465-480 Initial Technical Violations of Debt Covenants and Changes in Firm Risk
by Neil L. Fargher & Michael S. Wilkins & Lori M. Holder‐Webb - 481-501 Fundamental Information and Monetary Policy: The Implications for Earnings and Earnings Forecasts
by Richard J. Dowen - 503-529 Corporate Restructurings: A Comparison of Equity Carve‐outs and Spin‐offs
by Kimberley E. Frank & J. William Harden
January 2001, Volume 28, Issue 1‐2
- 1-34 Are Golden Parachutes an Optimal Contracting Response or Evidence of Managerial Entrenchment?: Evidence from Successful Takeovers
by Chandra Subramaniam - 35-62 Regulated Managerial Insider Trading as a Mechanism to Facilitate Shareholder Control
by Guochang Zhang - 63-105 KLSE Long Run Overreaction and the Chinese New‐Year Effect
by Zamri Ahmad & Simon Hussain - 107-126 Mean Reversion in the Short Horizon Returns of UK Portfolios
by Patricia Chelley‐Steeley - 127-150 Cointegration, Efficiency and Forecasting in the Currency Market
by Wilson H. S. Tong - 151-174 An Analysis of Transactions Data for the Stock Exchange of Singapore: Patterns, Absolute Price Change, Trade Size and Number of Transactions
by David K. Ding & Sie Ting Lau - 175-198 Determinants of Capital Structure and Adjustment to Long Run Target: Evidence From UK Company Panel Data
by Aydin Ozkan - 199-230 Explaining Intraday Pattern of Trading Volume from the Order Flow Data
by Yi‐Tsung Lee & Robert C.W. Fok & Yu‐Jane Liu - 231-248 Testing Efficiency Across Markets: Evidence from the NCAA Basketball Betting Market
by L. Lee Colquitt & Norman H. Godwin & Steven B. Caudill - 249-261 Efficient Markets Hypothesis and the Emerging Capital Market in Sri Lanka: Evidence from the Colombo Stock Exchange – A Note
by Sarath P. Abeysekera
November 2000, Volume 27, Issue 9‐10
- 1051-1083 Estimating the Equity Risk Premium Using Accounting Fundamentals
by John O'Hanlon & Anthony Steele - 1085-1106 Restructuring and Firm Value: The Effects of Profitability and Restructuring Purpose
by Inder K. Khurana & Barbara Lippincott - 1085-1106 Discussion of Estimating the Equity Risk Premium Using Accounting Fundamentals
by Mark Tipping - 1131-1137 Discussion Restructuring and Firm Value: The Effects of Profitability and Restructuring Purpose
by Norman Strong - 1139-1183 Does the Presence of Venture Capitalists Improve the Survival Profile of IPO Firms?
by Bharat A. Jain & Omesh Kini - 1177-1183 Discussion Does the Presence of Venture Capitalists Improve the Survival Profile of IPO Firms?
by Arif Khurshed - 1185-1224 Recognition versus Disclosure: An Investigation of the Impact on Equity Risk Using UK Operating Lease Disclosures
by Vivien Beattie & Alan Goodacre & Sarah Thomson - 1225-1232 Discussion Recognition versus Disclosure: An Investigation of the Impact on Equity Risk Using UK Operating Lease Disclosures
by Dennis Oswald - 1233-1265 Acquisition‐Related Provision‐Taking and Post‐Acquisition Performance in the UK Prior to FRS 7
by Stephen Brown & Mark Finn & Ole‐Kristian Hope - 1233-1265 Value Relevance of Mandated Comprehensive Income Disclosures
by Steven F. Cahan & Stephen M. Courtenay & Paul L. Gronnewoller & David R. Upton - 1267-1272 Discussion Acquisition‐Related Provision‐Taking and Post‐Acquisition Performance in the UK Prior to FRS 7
by Alan Gregory - 1303-1309 Discussion Value Relevance of Mandated Comprehensive Income Disclosures
by John O'Hanlon - 1311-1342 The Increasing Use of Non‐Executive Directors: Its Impact on UK Board Structure and Governance Arrangements
by Steven Young - 1343-1348 Discussion The Increasing Use of Non‐Executive Directors: Its Impact on UK Board Structure and Governance Arrangements
by Martin J. Conyon - 1349-1374 Optimal Entrepreneurial Financial Contracting
by M. Shahid Ebrahim & Ike Mathur - 1375-1378 Discussion Optimal Entrepreneurial Financial Contracting
by Turalay Kenc
December 2000, Volume 27, Issue 9‐10
- 821-857 An Experimental Study of Auditor Analytical Review Judgements
by Kenny Z. Lin & Ian A. M. Fraser & David J. Hatherly
September 2000, Volume 27, Issue 7‐8
- 785-820 A Fundamental Analysis Approach to Oil and Gas Firm Valuation
by Jeffrey J. Quirin & Kevin T. Berry & David O’Brien - 821-857 An Experimental Study of Auditor Analytical Review Judgements
by Kenny Z. Lin & Ian A. M. Fraser & David J. Hatherly - 859-885 The Determinants of Implied Volatility: A Test Using LIFFE Option Prices
by L. Copeland & S. H. Poon & R. C. Stapleton - 887-909 The Proof of the Pudding: The Effects of Increased Trade Transparency in the London Stock Exchange
by John Board & Charles Sutcliffe - 911-932 A New Stochastic Duration Based on the Vasicek and CIR Term Structure Theories
by Xueping Wu - 933-952 Sources of Systematic Risk in Futures and Spot Markets: A Study of Market Integration
by Joelle Miffre & Richard Priestley - 953-982 Forecasting Beta: How Well Does the ‘Five‐Year Rule of Thumb’ Do?
by Nicolaas Groenewald & Patricia Fraser - 983-1002 Stock Market Volatility in an Emerging Market: Further Evidence from the Athens Stock Exchange
by Georgios E. Chortareas & John B. McDermott & Titos E. Ritsatos - 1003-1025 Price Dynamics and Information Flows in Strategically‐Linked Debt Instruments: The NOB and MOB Constituents
by Arjun Chartrath & Mukesh Chaudhry & Rohan Christie‐David - 1027-1046 Intraday Stock Price Reactions to Interim‐Quarter versus Fourth‐Quarter Earnings Announcements
by Jason Lee & Chul W. Park
June 2000, Volume 27, Issue 5‐6
- 523-554 Time Varying Beta Risk: An Analysis of Alternative Modelling Techniques
by Robert W. Faff & David Hillier & Joseph Hillier - 555-574 The Weekend Effect, ‘Reverse’ Weekend Effect, and Firm Size
by Jorge Brusa & Pu Liu & Craig Schulman - 575-602 Stock Price Behavior over Trading and Non‐trading Periods: Evidence from the Taiwan Stock Exchange
by Yen‐Sheng Huang & Dih‐Young Liu & Tze‐Wei Fu - 603-626 The Theory‐Practice Gap in Capital Budgeting: Evidence from the United Kingdom
by Glen C. Arnold & Panos D. Hatzopoulos - 627-651 New Firm Survival: The Effects of Start‐up Characteristics
by Nancy Huyhebaert & Ann Gaeremynck & Filip Roodhooft & Linda M.. Van de Gucht - 653-678 The Impact of Ownership Structure on the Structure of Compensation Committees
by Harry A. Newman - 679-710 Volatility Implied by Option Prices: The Case of Takeover Bids
by Daniella Acker & Cliff Attfield - 711-732 The Information Content of Just‐in‐Time Inventory System Adoption Announcement
by Shawn D. Howton & Eric James Higgins & Timothy B. Biggart - 733-759 Derivatives Usage and Financial Risk Management in Large and Small Economies: A Comparative Analysis
by Andrew K. Prevost & Lawrence C. Rose & Gary Miller - 761-776 The Impulse of Stock Market Volatility and the Market Crash of October 1987
by Daniel Wai‐Wah Cheung - 777-784 Depreciation: A Stochastic Approach
by Huw Rhys
April 2000, Volume 27, Issue 3‐4
- 261-281 Dividend Stability, Dividend Yield and Stock Returns: UK Evidence
by Owain ap Gwilym & Gareth Morgan & Stephen Thomas - 283-311 Is Beta Dead or Alive?
by Chi‐Cheng Hsia & Beverly R. Fuller & Brian Y.J. Chen - 313-331 Real Options, (Dis)Investment Decision‐Making and Accounting Measures of Performance
by Andrew W. Stark - 333-357 The Gilt‐Equity Yield Ratio and the Predictability of UK and US Equity Returns
by Richard D.F. Harris & Rene Sanchez‐Valle - 359-394 Fixed Asset Revaluation and Equity Depletion in the UK
by Y.C. Lin & Ken V. Peasnell - 395-421 Alternative Solutions to Underinvestment, Under Equity and Credit Rationing
by Yoram Kroll & Assaf Cohen - 423-446 An Empirical Analysis of the Bias and Rationality of Profit Forecasts Published in New Issue Prospectuses
by T.Y. Cheng & Michael Firth - 447-467 Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence
by Angelos Kanas - 469-485 Institutional Investors, Analyst Following, and the January Anomaly
by Lucy F. Ackert & George Athanassakos - 487-510 The Distributional Characteristics of a Selection of Contracts Traded on the London International Financial Futures Exchange
by John Cotter & Donal G. McKillop - 511-521 An Empirical Analysis of Exchange Ratio Determination Models for Merger: A Note
by Sung C. Bae & Sivagnanam Sakthivel
January 2000, Volume 27, Issue 1‐2
- 1-36 Free Cash Flow, Golden Parachutes, and the Discipline of Takeover Activity
by Chandra Subramaniam & Lane A. Daley - 37-68 Trade Credit Management and the Decision to Use Factoring: An Empirical Study
by Barbara Summers & Nicholas Wilson - 69-98 A Mathematical Programming Approach for Procurement Using Activity Based Costing
by Zeger Degraeve & Filip Roodhooft - 99-125 The Implications of Dispersion in Analysts' Earnings Forecasts for Future ROE and Future Returns
by Bong H. Han & David Manry - 127-154 An Analytical Confidence Interval for the Treynor Index: Formula, Conditions and Properties
by Matthew R. Morey & Richard C. Morey - 155-193 Properties of Accounting and Finance Information and Their Effects on the Performance of Bankers and Models in Predicting Company Failure
by David Gadenne & Errol R. Iselin - 195-213 Investment and Abandonment Decisions with Uncertain Price and Cost
by Yoon K. Choi & Seok Weon Lee - 215-245 The Predictive Ability of Direct Method Cash Flow Information
by Gopal V. Krishnan & James A. Largay III - 247-259 Interest Rate Premia on UK Small‐Firm Bank Borrowings: A Research Note
by Kevin Keasey & Robert Watson
November 1999, Volume 26, Issue 9‐10
- 1037-1041 Editorial
by Andrew W. Stark & Martin Walker - 1043-1091 The Profitability of Momentum Investing
by Weimin Lui & Norman Strong & Xinzhong Xu - 1093-1102 Discussion of the Profitability of Momentum Investing
by Richard Taffler - 1103-1132 The Performance of Long‐run Stock Returns Following Issues of Public and Private Debt
by Ilia D. Dichev & Joseph D. Piotroski - 1133-1139 Discussion of The Performance of Long‐run Stock Returns Following Issues of Public and Private Debt
by Alan Gregory - 1141-1168 Performance of UK Investment Trusts: 1980–1994
by Kenbata Bangassa - 1169-1175 Discussion of Performance of UK Investment Trusts: 1980–1994
by David J. Ashton - 1177-1198 On the Use of Intra‐Industry Information to Improve Earnings Forecasts
by William R. Baber & Jong‐Dae Kim & Krishna R. Kumar - 1199-1204 Discussion of On the Use of Intra‐Industry Information to Improve Earnings Forecasts
by Jennifer Francis - 1205-1238 Corporate Reorganizations: Changes in the Intensity of Labor and Capital Expenditures
by Marta Ballesta & Joshua Livnat & Nishi Sinha - 1239-1244 Discussion of The Components of Accounting Ratios as Co‐integrated Variables
by John O’ Hanlon - 1239-1244 Discussion of Corporate Reorganizations: Changes in the Intensity of Labor and Capital Expenditures
by Nick Collett - 1245-1273 The Components of Accounting Ratios as Co‐integrated Variables
by Geoffrey Whittington & Mark Tippett - 1281-1307 The Life Cycle of Initial Public Offering Firms
by Bharat A. Jain & Omesh Kini - 1309-1317 Discussion of The Life Cycle of Initial Public Offering Firms
by Susanne Espenlaub - 1319-1357 Hungarian Privatisation Strategy and Financial Performance of Privatised Companies
by Ranko Jelic & Richard Briston - 1359-1368 Discussion of Hungarian Privatisation Strategy and Financial Performance of Privatised Companies
by Mike Wright
September 1999, Volume 26, Issue 7‐8
- 779-805 Audit Quality and Auditor Size: An Evaluation of Reputation and Deep Pockets Hypotheses
by Clive S. Lennox - 807-832 Ex Ante Incentives for Earnings Management and the Informativeness of Earnings
by Theodore E. Christensen & Robert E. Hoyt & Jeffrey S. Paterson - 833-862 Systematic Measurement Error in the Estimation of Discretionary Accruals: An Evaluation of Alternative Modelling Procedures
by Steven Young - 863-882 The Variability of Earnings and Non‐Earnings Information and Earnings Prediction
by Pervin K. Shroff - 883-917 Voluntary Disclosure of Profit Forecasts by Target Companies in Takeover Bids
by Niamh Brennan - 919-944 Hedging Corporate Bonds
by Michalis Ioannides & Frank S. Skinner - 945-966 Trade Credit, Corporate Groups, and the Financing of Belgian Firms
by Marc Deloof & Marc Jegers - 967-995 Junp‐Diffusion Interest Rate Process: An Empirical Examination
by Bing‐Huei Lin & Shih‐Kuo Yeh - 997-1011 A Note on the Determinants of the Outcomes of Bankruptcy Petitions: Evidence From Korea
by Minchoul Kim & Minho Kim - 1013-1036 Interdaily Volatility in a Continuous Order‐Driven Market
by Peter H.L. Lam & Wilson H.S. Tong
June 1999, Volume 26, Issue 5‐6
- 521-558 Corporate Takeovers: Mode of Payment, Returns and Trading Activity
by Paul Draper & Krishna Paudyal - 559-593 A Test of the Persistence in the Performance of UK Managed Funds
by D. E. Allen & M. L. Tan - 595-619 Determinants of Underwriter Participation in Initial Public Offerings of Common Stock: An Empirical Study
by Sung C. Bae & Daniel P. Klein & John W. Bowyer - 621-649 Further Evidence on Insider Selling Prior to Seasoned Equity Offering Announcements: The Role of Growth Opportunities
by Michael J. Gombola & Hei Wai Lee & Feng‐Ying Liu - 651-679 Non‐linear Dependence in Stock Returns: Does Trading Frequency Matter?
by Pradeep K. Yadav & Krishna Paudyal & Peter F. Pope - 681-708 The Stock Market Reaction to Investment Announcements: The Case of Individual Capital Expenditure Projects
by Bruce M. Burton & A. Alasdair Lonie & David M. Power - 709-723 The Transmission of Pricing Information of Dually‐Listed Stocks
by Kee‐Hong Bae & Baekin Cha & Yan‐Lueng Cheung - 725-755 The Accuracy, Bias and Efficiency of Analysts’ Long Run Earnings Growth Forecasts
by Richard D. F. Harris - 757-778 The Accuracy and Incremental Information Content of Audit Reports in Predicting Bankruptcy
by Clive S. Lennox
April 1999, Volume 26, Issue 3‐4
- 261-281 Evaluating the Financial Performance of Pension Funds: An Individual Investor’s Perspective
by Paul J.M. Klumpes & Michael McCrae - 283-312 Earnings, Cash Flows and Security Returns Over Long Return Intervals: Analysis and UK Evidence
by Andreas Charitou & Colin Clubb - 313-336 Quarterly Earnings Announcements and Market Risk Adjustments
by Su‐Jane Hsieh & Scott I. Jerris & William Kross - 337-363 The Independent Impact of Credit Rating Changes – The Case of Moody's Rating Refinement on Yield Premiums
by Pu Liu & Fazal J. Seyyed & Stanley D. Smith - 365-392 Major World Equity Market Interdependence a Decade After the 1987 Crash: Evidence From Cross Spectral Analysis
by Kenneth L. Smith - 393-418 Survey and Market‐based Evidence of Industry‐dependence in Analysts’ Preferences Between the Dividend Yield and Price‐earnings Ratio Valuation Models
by Richard G. Barker - 419-449 Penetrating the Book‐to‐Market Black Box: The R&D Effect
by Baruch Lev & Theodore Sougiannis - 451-475 Auditor Concentration: A Replication and Extension for the UK Audit Market 1991–1995
by Christopher K.M. Pong - 477-504 Corporate Sales, Equity Trading, and Risk
by George W. Blazenko - 505-519 The Association Between Investment Opportunity Set Proxies and Realized Growth
by Sanjay Kallapur & Mark A. Trombley
January 1999, Volume 26, Issue 1‐2
- 1-32 Is the European Capital Market Ready for the Single Currency?
by Michael Bowe & Nikolaos Mylonidis - 33-55 Valuing Fixed‐Income Options and Mortgage‐Backed Securities with Alternative Term Structure Models
by Ren‐Raw Chen & Brian A. Maris & Tyler T. Yang - 57-81 Do Investors Expect Mean Reversion in Asset Prices?
by Patricia Fraser & Andrew J. McKaig - 83-101 Asymmetric Price and Volatility Adjustments in Emerging Asian Stock Markets
by Gregory Koutmos - 103-135 Are There Hot Hands Among Mutual Fund Houses in Hong Kong?
by Louis T. Cheng & Lynn K. Pi & Don Wort - 137-170 The Effects of Trading Methods on Volatility and Liquidity: Evidence from the Taiwan Stock Exchange
by Rosita P. Chang & Shuh‐Tzy Hsu & Nai‐Kuan Huang & S. Ghon Rhee - 171-198 Majority and Minority Ownership of Publicly‐Traded Firms: A Test of the Value of Control Using Market Multiples
by Roger C. Graham Jr & Craig E. Lefanowicz - 199-225 The Nature of Board Nominating Committees and Their Role in Corporate Governance
by Nikos Vafeas - 227-248 Restrictions on Short‐Selling and Spot‐Futures Dynamics
by Joseph K. W. Fung & Li Jiang - 249-260 Developing a Trading Rule from the FTSE‐100 Stock Index Futures Contract: Evidence in Support of the EMH
by M. J. Buckle & A. D. Clare & S. H. Thomas
November 1998, Volume 25, Issue 9‐10
- 1033-1036 Editorial
by Peter Pope & Martin Walker - 1037-1079 Post‐IPO Directors’ Sales and Reissuing Activity: An Empirical Test of IPO Signalling Models
by Susanne Espenlaub & Ian Tonks - 1081-1088 Discussion of Post‐IPO Directors’ Sales and Reissuing Activity: An Empirical Test of IPO Signalling Models
by Andrew P. Marshall - 1089-1118 Ownership Structure, Firm Performance and Top Executive Change: An Analysis of UK Firms
by Jay Dahya & A. Alasdair Lonie & David M. Power - 1119-1126 Discussion of Ownership Structure, Firm Performance and Top Executive Change: An Analysis of UK Firms
by Steven Young - 1127-1155 Does the Pecking Order Hypothesis Explain the Dividend Payout Ratios of Firms in the UK?
by Abimbola Adedeji - 1157-1161 Discussion of Does the Pecking Order Hypothesis Explain the Dividend Payout Ratios of Firms in the UK
by Norman Strong - 1163-1201 The Articulation of Returns and Accounting‐Related Variables when Returns Lead Earnings: UK Evidence
by John O’Hanlon - 1203-1206 Discussion of The Articulation of Returns and Accounting‐Related Variables when Returns Lead Earnings: UK Evidence
by Stephen Penman - 1207-1247 International Variation in Accounting Measurement Rules and Analysts’ Earnings Forecast Errors
by Sudipta Basu & LeeSeok Hwang & Ching‐Lih Jan - 1249-1254 Discussion of International Variation in Accounting Measurement Rules and Analysts’ Earnings Forecast Errors
by Patricia C. O’Brien - 1255-1281 International Diversification and Firm Value
by Neil Garrod & William Rees - 1283-1285 Discussion of International Diversification and Firm Value
by Mahmoud Ezzamel - 1287-1317 Earnings Management Using Asset Sales: An International Study of Countries Allowing Noncurrent Asset Revaluation
by Ervin L. Black & Keith F. Sellers & Tracy S. Manly - 1319-1324 Discussion of Earnings Management Using Asset Sales: An International Study of Countries Allowing Noncurrent Asset Revaluation
by K.V. Peasnell - 1325-1356 Systematic Risk and Empirical Research
by David Ashton & Mark Tippett - 1357-1362 Discussion Of Systematic Risk and Empirical Research
by Ian Garrett - 1363-1390 Arbitrage‐Free Valuation of Exhaustible Resource Firms
by Milan Lehocky & Dean A. Paxson - 1391-1395 Discussion Of Arbitrage‐Free Valuation of Exhaustible Resource Firms
by Mark B. Shackleton
September 1998, Volume 25, Issue 7‐8
- 775-794 UK Accounting Disclosure Practices and Information Asymmetry During the First Quarter of the Twentieth Century: The Effects on Book Returns and Dividend Cover
by A.J. Arnold - 795-812 The Determinants of the Intermediary Spread: Evidence from Australian, UK and USA‐based International Equity Funds
by Paul J.M. Klumpes - 813-827 Prior Wall Street Journal Announcements of Possible Bankruptcy Filings and Price Reactions to Subsequent Bankruptcy Filings
by Mark C. Dawkins & Ena Rose‐Green