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Southern Finance Association and Southwestern Finance Association Journal of Financial Research Contact information of
Southern Finance Association and Southwestern Finance Association: http://www.blackwellpublishing.com/journal.asp?ref=0270-2592
Order information: http://www.blackwellpublishing.com/subs.asp?ref=0270-2592 Editor: Jayant Kale Editor: Gerald Gay
For technical questions regarding this series, please contact
(Christopher F. Baum) Series handle: repec:bla:jfnres
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2002, Volume 25, Issue 4
2002, Volume 25, Issue 3 2002, Volume 25, Issue 2 159-168 The Biggest Mistakes We Teach by Jay R. Ritter [Downloadable! (restricted)]
169-186 Are the Best Small Companies the Best Investments? by W. Scott Bauman & C. Mitchell Conover & Don R. Cox [Downloadable! (restricted)]
187-202 An Analysis of Nonunderwritten Rights Offers: The Case of Closed-END Funds by James A. Miles & Mark A. Peterson [Downloadable! (restricted)]
203-221 Government Bond Market Seasonality, Diversification, and Cointegration: International Evidence by Kenneth L. Smith [Downloadable! (restricted)]
223-245 News Releases, Market Integration, and Market Leadership by Rohan Christie-David & Mukesh Chaudhry & Walayet Khan [Downloadable! (restricted)]
247-262 Consolidating Corporate Control: Divisional Versus Whole-Company Leveraged Buyouts by Sung C. Bae & Hoje Jo [Downloadable! (restricted)]
263-278 Merger Announcements and Trading by N. Asli Ascioglu & Thomas H. McInish & Robert A. Wood [Downloadable! (restricted)]
279-282 Skewness and Kurtosis Implied by Option Prices: A Correction by Christine A. Brown & David M. Robinson [Downloadable! (restricted)]
283-299 A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility by Martin Martens & Yuan-Chen Chang & Stephen J. Taylor [Downloadable! (restricted)]
301-302 The Random Character of Currency Prices by Bruce G. Resnick [Downloadable! (restricted)]
302-303 Increasing Shareholder Value: Distribution Policy, A Corporate Challenge by H. Kent Baker [Downloadable! (restricted)]
302-303 Increasing Shareholder Value: Distribution Policy, A Corporate Challenge by H. Kent Baker [Downloadable! (restricted)]
301-302 The Random Character of Currency Prices by Bruce G. Resnick [Downloadable! (restricted)]
283-299 A Comparison Of Seasonal Adjustment Methods When Forecasting Intraday Volatility by Martin Martens & Yuan-Chen Chang & Stephen J. Taylor [Downloadable! (restricted)]
279-282 SKEWNESS AND KURTOSIS IMPLIED BY OPTION PRICES: A CORRECTION by Christine A. Brown & David M. Robinson [Downloadable! (restricted)]
263-278 Merger Announcements And Trading by N. Asli Ascioglu & Thomas H. McInish & Robert A. Wood [Downloadable! (restricted)]
247-262 CONSOLIDATING CORPORATE CONTROL: DIVISIONAL VERSUS WHOLE-COMPANY LEVERAGED BUYOUTS by Sung C. Bae & Hoje Jo [Downloadable! (restricted)]
223-245 News Releases, Market Integration, And Market Leadership by Rohan Christie-David & Mukesh Chaudhry & Walayet Khan [Downloadable! (restricted)]
203-221 GOVERNMENT BOND MARKET SEASONALITY, DIVERSIFICATION, AND COINTEGRATION: INTERNATIONAL EVIDENCE by Kenneth L. Smith [Downloadable! (restricted)]
187-202 AN ANALYSIS OF NONUNDERWRITTEN RIGHTS OFFERS: THE CASE OF CLOSED-END FUNDS by James A. Miles & Mark A. Peterson [Downloadable! (restricted)]
169-186 Are The Best Small Companies The Best Investments? by W. Scott Bauman & C. Mitchell Conover & Don R. Cox [Downloadable! (restricted)]
159-168 The Biggest Mistakes We Teach by Jay R. Ritter [Downloadable! (restricted)]
2002, Volume 25, Issue 1 2001, Volume 24, Issue 4 465-93 Venture Capital and IPO Lockup Expiration: An Empirical Analysis by Bradley, Daniel J & et al
495-512 Executive Compensation Structure and Corporate Governance Choices by Harvey, Keith D & Shrieves, Ronald E
513-21 Opening Returns, Noise, and Overreaction by Chelly-Steeley, Patricia
523-43 Stock Returns and Volatility on China's Stock Markets by Lee, Cheng F & Chen, Gong-meng & Rui, Oliver M
545-64 Modeling the Term Structure from the On-the-Run Treasury Yield Curve by Mansi, Sattar A & Phillips, Jeffrey H
565-85 Pricing Currency Options under Stochastic Interest Rates and Jump-Diffusion Processes by Doffou, Ako & Hilliard, Jimmy E
587-602 Stock Prices and Inflation by Anari, Ali & Kolari, James
603-16 Withdrawn Spin-Offs: An Empirical Analysis by Alli, Kasim & Ramirez, Gabriel G & Yung, Kenneth K
2001, Volume 24, Issue 3 311-29 Is Noise Trader Risk Priced? by Sias, Richard W & Starks, Laura T & Tinic, Seha M
331-46 A Multifactor Analysis of Country Fund Returns by Anderson, Seth C & et al
347-65 Executive Pay and the Disclosure Environment: Canadian Evidence by Park, Yun W & Nelson, Toni & Huson, Mark R
367-84 Investors' Differential Response to Managed Fund Performance by Sawicki, J
385-401 The Robustness of Abnormal Returns from the Earnings Yield Contrarian Investment Strategy by Badrinath, S G & Kini, Omesh
403-18 Analysis of Federal Funds Rate Changes and Variance Patterns by Cyree, Ken B & Winters, Drew B
419-42 The Performance of Bank-Managed Mutual Funds by Frye, Melissa B
443-61 Volatility Spillovers between the Black Market and Official Market for Foreign Currency in Greece by Kanas, Angelos & Kouretas, Georgios P
2001, Volume 24, Issue 2 161-78 Systematic Liquidity by Huberman, Gur & Halka, Dominika
179-204 Do U.S. Stock Market Indexes Over- or Underreact? by Schnusenberg, Oliver & Madura, Jeff
205-18 Number of Transactions and Volatility: An Empirical Study Using High-Frequency Data from NASDAQ Stocks by Gopinath, Saji & Krishnamurti, Chandrasekhar
219-38 Divergent Expectations and the Asian Financial Crisis of 1997 by Pan, Ming-Shiun & Chan, Kam c & Wright, David J
239-59 The Proposed Introduction of Futures-Style Margining in the United States: An Australian Comparison by Kutner, George W & Porter, David C & Thatcher, John G
261-87 Individual, Institutional, and Specialist Trade Patterns before and after Disclosure by Welker, Michael & Sparks, H Charles
289-307 Marginal Conditional Stochastic Dominance, Statistical Inference, and Measuring Portfolio Performance by Chow, K Victor
2001, Volume 24, Issue 1 1-13 Organizational Architecture and Corporate Finance by Smith, Clifford W, Jr
15-26 Strategic Rules on Speculation in the Foreign Exchange Market by Ghosh, Dilip K & Prakash, Arun J
27-43 Is There a Signaling Effect of Underwriter Reputation? by Helou, Abe & Park, Gonyung
45-63 Influences and Trends in Mutual Fund Expense Ratios by LaPlante, Michele
65-82 Adverse Selection, Inventory-Holding Costs, and Depth by Heflin, Frank & Shaw, Kenneth W
83-98 Market Segmentation and International Asset Prices: Evidence from the Listing of World Equity Benchmark Shares by Patro, Dilip Kumar
99-118 Financing Decisions and Signaling by Partially Acquired Firms by Akhigbe, Aigbe & Madura, Jeff & Spencer, Carol
119-31 Short-Term Effects of Privatization on Operating Performance in the Czech Republic by Harper, Joel T
133-55 Foreign Ownership Restrictions and Market Segmentation in China's Stock Markets by Chen, G M & Lee, Bong-Soo & Rui, Oliver
2000, Volume 23, Issue 4 395-410 Mainbanks and Investment Efficiency in Financial Distress by Reeb, David M & Kwok, Chuck C Y
411-20 Regulatory Threats and Political Vulnerability by Bowman, Robert G & Navissi, Farshid & Burgess, Richard C
421-47 Effect of Federal Reserve Policies on Bank Equity Returns by Madura, Jeff & Schnusenberg, Oliver
449-68 Brokerage Analysts' Rationale for Investment Recommendations: Market Responses to Different Types of Information by Ho, Michael J & Harris, Robert S
469-93 Alternative Tests of the Zero-Beta CAPM by Chou, Pin-Huang
495-522 International Evidence on Weekend Anomalies by Tong, Wilson
523-44 A State-Space Model of Short- and Long-Horizon Stock Returns by Zhou, Chunsheng & Qing, Chang
2000, Volume 23, Issue 3 245-60 Beta, Size, Risk, and Return by Downs, Thomas W & Ingram, Robert W
261-84 Portfolio Formation, Measurement Errors, and Beta Shifts: A Random Sampling Approach by Liang, Bing
285-310 The Relation between the Magnitude of Growth Opportunities and the Duration of Equity by Kadiyala, Padmaja
311-30 Is There News in the Club? by Rahman, Hamid & Yung, Kenneth
331-51 Further Examination of Price Discovery on the NYSE and Regional Exchanges by Tse, Yiuman
353-71 Temporal Changes in the Determinants of Mutual Fund Flows by Fant, L Franklin & O'Neal, Edward S
373-90 The Effect of CEO Tenure on the Relation between Firm Performance and Turnover by Allgood, Sam & Farrell, Kathleen A
2000, Volume 23, Issue 2 129-43 Time-Varying Volatility in Canadian and U.S. Stock Index and Index Futures Markets: A Multivariate Analysis by Racine, M D & Ackert, Lucy F
145-56 The Information Content of Orders on the Saudi Stock Market by Al-Suhaibani, Mohammad & Kryzanowski, Lawrence
157-78 The Long-Run Performance of Companies That Withdraw Seasoned Equity Offerings by Alderson, Michael J & Betker, Brian L
179-95 Segmentation of the A- and B-Share Chinese Equity Markets by Fung, Hung-Gay & Lee, Wai & Leung, Wai Kin
197-222 Bank Loan Sales: A New Look at the Motivations for Secondary Market Activity by Demsetz, Rebecca S
223-41 On the Shareholder Wealth Effects of Deposit Insurance Premium Revisions on Large, Publicly Traded Commercial Banks by Biswas, Rita & Fraser, Donald R & Hebb, Gregory
2000, Volume 23, Issue 1 1-13 Clientele Trading in Response to Published Information: Evidence from the Dartboard Column by Pruitt, Stephen W & Van Ness, Bonnie F & Van Ness, Robert A
15-43 The Effect of U.S. Trade Deficit Announcements on the Stock Prices of U.S. and Japanese Automakers by Sun, Qian & Tong, Wilson H S
45-76 A Sequential Signaling Model of Convertible Debt Issue and Call Policies by Lee, Yul W
77-102 The Value of Experiential Learning by Organizations: Evidence from International Joint Ventures by Gupta, Atul & Misra, Lalatendu
103-28 Nonnested Procedures in Econometric Tests of Asset Pricing Theories by Elyasiani, Elyas & Nasseh, Alireza
1999, Volume 22, Issue 4 371-83 Random Walk Tests for Latin American Equity Indexes and Individual Firms by Grieb, Terrance & Reyes, Mario G
385-411 An Empirical Examination of Financial Liberalization and the Efficiency of Emerging Market Stock Prices by Kawakatsu, Hiroyuki & Morey, Matthew R
413-27 Information Asymmetry, Management Control, and Method of Payment in Acquisitions by Yook, Ken C & Gangopadhyay, Partha & McCabe, George M
429-48 The Effect of Institutional Interest on the Information Content of Dividend-Change Announcements by Alangar, Sadhana & Bathala, Chenchuramaiah T & Rao, Ramesh P
449-70 Market Volatility and Perverse Timing Performance of Mutual Fund Managers by Volkman, David A
471-87 Linear Conditional Expectation, Return Distributions, and Capital Asset Pricing Theories by Wei, K C John & Lee, Cheng F & Lee, Alice C
489-501 Recent Growth in NASDAQ Trading Volume and Its Relation to Market Volatility by Freund, Steven & Webb, Gwendolyn P
503-14 Further Evidence on Dividend Yields and the Ex-Dividend Day Stock Price Effect by Bhardwaj, Ravinder K & Brooks, LeRoy D
1999, Volume 22, Issue 3 247-63 Evidence of Managerial Timing: The Case of Exchange Listings by Webb, Gwendolyn P
265-85 Risk Preferences and Information Flows in Racetrack Betting Markets by Rhoda, Kenneth L & Olson, Gerard T & Rappaport, Jack M
287-99 Liquidity and Tick Size: Does Decimalization Matter? by MacKinnon, Greg & Nemiroff, Howard
301-15 Asset-Allocation Decisions When Risk Is Changing by Sheedy, Elizabeth & Trevor, Robert & Wood, Justin
317-29 Are the Structural Changes in Mutual Funds Investing Driving the U.S. Stock Market to Its Current Levels? by Mosebach, Michael & Najand, Mohammad
331-39 Economies of Scale in Mutual Fund Administration by Latzko, David A
341-52 Borrowing Relationships, Monitoring, and the Influence on Loan Rates by Athavale, Manoj & Edmister, Robert O
353-70 Illiquidity Risk, Project Characteristics, and the Optimal Maturity of Corporate Debt by Sarkar, Sudipto
1999, Volume 22, Issue 2 131-46 Exchange Listings and Delistings: The Role of Insider Information and Insider Trading by Lamba, Asjeet S & Khan, Walayet A
147-60 Market Interpretation of ISO 9000 Registration by Docking, Diane Scott & Dowen, Richard J
161-87 How Firm Characteristics Affect Capital Structure: An International Comparison by Wald, John K
189-206 Interest Rate Parity and the Behavior of the Bid-Ask Spread by Louis, Henock & Blenman, Lloyd P & Thatcher, Janet S
207-25 Shareholder-Management Conflict and Event Risk Covenants by Roth, Greg & McDonald, Cynthia G
227-46 Bid-Ask Spread Components in an Order-Driven Environment by Brockman, Paul & Chung, Dennis Y
1999, Volume 22, Issue 1 1-13 The Cross-Autocorrelation of Size-Based Portfolio Returns Is Not an Artifact of Portfolio Autocorrelation by Richardson, Terry & Peterson, David R
15-28 Underwriting Spreads and Reputational Capital: An Analysis of New Corporate Securities by Carow, Kenneth A
29-45 Information Transmission in the Shanghai Equity Market by Long, D Michael & Payne, Janet D & Feng, Chenyang
47-67 Liquidity and Maturity Effects around News Releases by Christie-David, Rohan & Chaudhry, Mukesh
69-81 On the Wealth Effects of the Supervisory Goodwill Controversy by Bierman, Leonard & Fraser, Donald R & Zardkoohi, Asghar
83-106 International Investors' Exposure to Risk in Emerging Markets by Eftekhari, Babak & Satchell, Stephen E
107-30 A State-Space Approach to Estimate and Test Multifactor Cox-Ingersoll-Ross Models of the Term Structure by Geyer, Alois L J & Pichler, Stefan
1998, Volume 21, Issue 4 373-88 The Long-Run Performance of Convertible Debt Issuers by McLaughlin, Robyn M & Safieddine, Assem & Vasudevan, Gopala K
389-406 The Intra-industry Effects of Open Market Share Repurchases: Contagion or Competitive? by Erwin, Gayle R & Miller, James M
407-18 Junk Bond Behavior with Daily Returns and Business Cycles by Patel, Jayen B & Evans, Dorla A & Burnett, John E
419-30 The Survival Zone for a Bond with Both Call and Put Options Embedded by Martzoukos, Spiros H & Barnhill, Theodore M, Jr
431-46 Time Variations in Risk Premia, Volatility, and Reward-to-Volatility by Li, Yuming
447-67 Early Unwinding Strategy in Index Options-Futures Arbitrage by Cheng, Louis T W & Fung, Joseph K W & Pang, Castor
469-82 Co-movements of the Prime Rate, CD Rate, and the S&P Financial Stock Index by Ewing, Bradley T & Payne, James E & Forbes, Shawn M
1998, Volume 21, Issue 3 247-54 The Effect of the SEC's Order-Handling Rules on NASDAQ by McInish, Thomas H & Van Ness, Bonnie F & Van Ness, Robert A
255-75 A Comparison of Indexing and Beta among Pension and Nonpension Assets by Horan, Stephen M
277-91 Small Firm and Value Effects in the Canadian Stock Market by Elfakhani, Said & Lockwood, Larry J & Zaher, Tarek S
293-313 Rational Timing of Calls of Convertible Preferred Stocks by Byrd, Anthony K & et al
315-31 The Effect of Analysts' Forecasts on Earnings Management in Financial Institutions by Robb, Sean W G
333-53 Cross-Autocorrelation between A Shares and B Shares in the Chinese Stock Market by Chui, Andy C W & Kwok, Chuck C Y
355-71 The Dynamics of Quoted Liquidity around Large Trades on the NYSE by Moulton, Jonathan S
1998, Volume 21, Issue 2 123-38 The Effect of Self-Tender Offers on Earnings Expectations by Best, Ronald W & Best, Roger J & Hodges, Charles W
139-57 International Transfer of Pricing Information between Dually Listed Stocks by Hauser, Shmuel & Tanchuma, Yael & Yaari, Uzi
159-83 Changes in Trading Activity Following Stock Splits and Their Effect on Volatility and the Adverse-Information Component of the Bid-Ask Spread by Desai, Anand S & Nimalendran, M & Venkataraman, S
185-204 Split Ratings, Bond Yields, and Underwriter Spreads by Jewell, Jeff & Livingston, Miles
205-18 The Cost of Mutual Fund Distribution Fees by Livingston, Miles & O'Neal, Edward S
219-28 The Market Reaction to Straight Debt Issues: The Effects of Free Cash Flow by Howton, Shawn D & Howton, Shelly W & Perfect, Steven B
229-46 On Stock Return Seasonality and Conditional Heteroskedasticity by Beller, Kenneth & Nofsinger, John R
1998, Volume 21, Issue 1 1-16 Risk-Taking Behavior and Management Ownership in Depository Institutions by Chen, Carl R & Steiner, Thomas L & Whyte, Ann Marie
17-35 The Security Price Effects of Public Debt Defaults by Betker, Brian L
37-51 A Test of the Two-Tier Corporate Governance Structure: The Case of Japanese Keiretsu by Kim, Kenneth A & Limpaphayom, Piman
53-64 Winners and Losers on NYSE: A Re-examination Using Daily Closing Bid-Ask Spreads by Akhigbe, Aigbe & Gosnell, Thomas & Harikumar, T
65-84 Serial Issue Evidence for the Relation between the Risk Structure and Maturity: A Decompositon Methodology by Robinson, R M & Robinson, M A
85-104 The Causes of Volatility in a Small, Internationally Integrated Stock Market: Ireland, July 1975-June 1994 by Kearney, Colm
105-21 Changes in the Stock Price Reaction of Small Firms to Common Information by Fargher, Neil L & Weigand, Robert A
1997, Volume 20, Issue 4 435-58 Time-Varying Factors and Cross-Autocorrelations in Short-Horizon Stock Returns by Hameed, Allaudeen
459-82 Volatility Transmission and Patterns in Bund Futures by Franses, Philip Hans & et al
483-502 Earnings Announcements, Quality and Quantity of Information, and Stock Price Changes by Chen, Carl R & Lin, James Wuh & Sauer, David A
503-07 Time-Varying Term Premia and the Behavior of Forward Interest Rate Prediction Errors by Iyer, Sridhar
509-27 Corporate Control in Commercial Banks by Prowse, Stephen
529-43 The Differential Information Conveyed by Share Repurchase Tender Offers and Dividend Increases by Choi, Dosoung & Chen, Sheng-Syan
545-61 Intra-industry Effects of Bond Rating Adjustments by Akhigbe, Aigbe & Madura, Jeff & Whyte, Ann Marie
1997, Volume 20, Issue 3 291-304 Market Structure and Reported Trading Volume: NASDAQ versus the NYSE by Atkins, Allen B & Dyl, Edward A
305-22 Co-movements in International Equity Markets by Darbar, Salim M & Deb, Partha
323-42 Optimal Bidding for Tender Offers by Khanna, Naveen
343-53 An Investigation of Preferred Stock Financing by Bank and Nonbank Financial Institutions by Fields, L Paige & Webb, Shelly E
355-72 Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates by Barkoulas, John T & Baum, Christopher F
373-88 Firm Characteristics and the Presence of Event Risk Covenants in Bond Indentures by Bae, Sung C & Klein, Daniel P & Padmaraj, Raj
389-406 Changes in Market Perception of Riskiness: The Case of Too-Big-to-Fail by Black, Harold A & et al
407-22 Market Reaction to Dividend-Decrease Announcements: Public Utilities vs. Unregulated Industrial Firms by Impson, Michael
423-34 Investment Opportunities and Multinationality: Evidence from Capital Structure Changes by Rahman, Manzur
1997, Volume 20, Issue 2 145-58 Cognitive Dissonance and Mutual Fund Investors by Goetzmann, William N & Peles, Nadav
159-74 The Effect of FDICIA Regulation on Bank Holding Companies by Carow, Kenneth A & Larsen, Glen A, Jr
175-90 An Empirical Analysis of Mutual Fund Expenses by Malhotra, D K & McLeod, Robert W
191-210 The Economic Exposure of U.S. Multinational Firms by Chow, Edward H & Lee, Wayne Y & Solt, Michael E
211-29 Price Pressure and the Role of Institutional Investors in Closed-End Funds by Sias, Richard W
231-41 The Corporate Sell-Off Decision of Diversified Firms by Steiner, Thomas Lorenz
243-62 Emerging Equity Markets: Are They For Real? by Hargis, Kent & Maloney, William F
263-73 Prior Uncertainty, Analyst Bias, and Subsequent Abnormal Returns by Ackert, Lucy F & Athanassakos, George
275-89 Banking Relationships and the Effect of Monitoring on Loan Pricing by Blackwell, David W & Winters, Drew B
1997, Volume 20, Issue 1 1-12 The Relation between Option Mispricing and Volume in the Black-Scholes Option Model by Long, D Michael & Officer, Dennis T
13-32 A Simultaneous Test of Competing Theories Regarding the January Effect by Ligon, James A
33-51 January Return Seasonality in Real Estate Investment Trusts: Information vs. Tax-Loss Selling Effects by Friday, H Swint & Peterson, David R
53-69 Intertemporal Asset Pricing without Consumption Data: Empirical Tests by Li, Yuming
71-91 A Variance Decomposition Analysis of the Information in the Term Structure by Ederington, Louis H & Goh, Jeremy C
93-110 The Survival of Initial Public Offerings in the Aftermarket by Hensler, Douglas A & Rutherford, Ronald C & Springer, Thomas M
111-28 The Value of a Regulatory Seal of Approval by Gupta, Atul
129-43 An Investigation of Alternative Estimators of Expected Returns in Mean-Variance Analysis by Fletcher, Jonathan
1996, Volume 19, Issue 4 459-76 Performance of Stoll's Spread Component Estimator: Evidence from Simulations, Time-Series, and Cross-Sectional Data by Brooks, Raymond & Masson, Jean
477-91 Hedging with International Stock Index Futures: An Intertemporal Error Correction Model by Ghosh, Asim & Clayton, Ronnie
493-513 An Empirical Study of a New Class of No-Arbitrage-Based Discrete Models of the Term Structure by Sim, Ah Boon & Thurston, David C
515-39 The Cross-Sectional Effects of Option Listing on Firm Stock Return Variances by Niendorf, Bruce D & Peterson, David R
541-59 Post-announcement Drifts Associated with Dividend Changes by Bae, Gil S
561-77 Wealth Effects of Enforcement Actions against Financially Distressed Banks by Brous, Peter A & Leggett, Keith
579-84 Trading of NASDAQ Stocks on the Chicago Stock Exchange by Lau, Sie Ting & et al
585-602 Bivariate Binomial Options Pricing with Generalized Interest Rate Processes by Hilliard, Jimmy E & Schwartz, Adam L & Tucker, Alan L
1996, Volume 19, Issue 3 309-26 Optimal Futures Hedge with Marketing-to-Market and Stochastic Interest Rates by Chang, Carolyn W & Chang, Jack S K & Fang, Hsing
327-37 Evidence on the Effect of Taxes on Firms' Decisions to Retire Debt Early by Manzon, Gil B, Jr & Porter, Thomas L & Potter, Mark E
339-57 Market Reaction to National Discretion in Implementing the Basle Accord by Wagster, John & Kolari, James & Cooper, Kerry
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