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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
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1996, Volume 19, Issue 3
359-76 The Relation between the Federal Funds Cash and Futures Markets by Griffiths, Mark D & Winters, Drew B
377-94 The Determinants and Dynamics of Bid-Ask Spreads on the London Stock Exchange by Menyah, Kojo & Paudyal, Krishna
395-416 Macroeconomic Variables and Seasonal Mean Reversion in Stock Returns by Gangopadhyay, Partha
417-28 Leverage, Risk-Shifting Incentive, and Stock-Based Compensation by Harikumar, T
429-42 The Negative Relation between Daily Index Return Serial Correlations and Conditional Variances: Does It Have Mathematical or Economic Origins? by Peterson, David R
443-57 Excess Returns and Risk at the Long End of the Treasury Market: An EGARCH-M Approach by Brunner, Allan D & Simon, David P
1996, Volume 19, Issue 2 157-73 Takeover Rights and the Value of Restricted Shares by Maynes, Elizabeth
175-92 Skewness and Kurtosis in S&P 500 Index Returns Implied by Option Prices by Corrado, Charles J & Su, Tie
193-207 On the Dynamic Relation between Stock Prices and Exchange Rates by Ajayi, Richard A & Mougoue, Mbodja
209-28 Bank Regulations, Capital Structure, and Risk by Mazumdar, Sumon C
229-42 The Effect of the Federal Deposit Insurance Corporation Improvement Act of 1991 on Bank Stocks by Liang, Youguo & Mohanty, Sunil & Song, Frank
243-71 The Dealers' Price/Size Quote and Market Liquidity by Mann, Steven V & Ramanlal, Pradipkumar
273-92 Mutual Fund Brokerage Commissions by Livingston, Miles & O'Neal, Edward S
293-307 The Effects of Spin-Offs on Corporate Investment and Performance by Johnson, Shane A & Klein, Daniel P & Thibodeaux, Verne L
1996, Volume 19, Issue 1 1-19 An Analysis of the Decision to Opt Out of Pennsylvania Senate Bill 1310 by Janjigian, Vahan & Trahan, Emery A
21-40 Detecting Abnormal Returns Using the Market Model with Pre-tested Data by Graham, A Steven & Pirie, Wendy L & Powell, William A
41-58 Who Gains from Corporate Asset Sales? by Datta, Sudip & Iskandar-Datta, Mai E
59-74 The Costs of Raising Capital by Lee, Inmoo & et al
75-90 Trading Patterns of Small and Large Traders around Stock Split Ex-dates by Kryzanowski, Lawrence & Zhang, Hao
91-103 Seasoned Equity Offerings for New Investment and the Information Content of Insider Trades by Johnson, Dana J & Serrano, Jan M & Thompson, G Rodney
105-19 An Empirical Investigation of Stock Dividends-in-Kind by Fields, L Paige & Wilkins, Michael S
121-34 Business Cycles and Stock Market Returns: Evidence Using Industry-Based Portfolios by Eleswarapu, Venkat R & Tiwari, Ashish
135-56 Adverse Contract Incentives and Investment Banker Reputation: Target Firm Tender Offer Fees by McLaughlin, Robyn M
1995, Volume 18, Issue 4 383-400 Evidence on the Behavior of Bid and Ask Prices at the Turn of the Year: Implications for the Survival of Stock Return Seasonality by Jones, Steven L & Lee, Winson
401-14 Bid-Ask Spread and Ownership Structure by Kini, Omesh & Mian, Shehzad
415-30 Determinants of Persistence in Relative Performance of Mutual Funds by Volkman, David A & Wohar, Mark E
431-47 Long-Run Relations in Exchange Markets: A Test of Covered Interest Parity by Abeysekera, Sarath P & Turtle, Harry J
449-63 On Estimating Stock Market Volatility: An Exploratory Approach by MacDonald, John A & Shawky, Hany A
465-77 Abnormal Returns and Analysts' Earnings Forecast Revisions Associated with the Publication of "Stock Highlights" by Value Line Investment Survey by Peterson, David R & Peterson, Pamela P
479-93 Volatility and Liquidity at NYSE Opening Calls: A Closer Look by Lee, Jie-Haun & Lin, Ji-Chai
1995, Volume 18, Issue 3 261-79 A Multifactor Model of the Quality Option in Treasury Futures Contracts by Ritchken, Peter & Sankarasubramanian, L
281-97 Managerial Ownership Change and Firm Value: Evidence from Dual-Class Recapitalizations and Insider Trading by Hanson, Robert C & Song, Moon H
299-309 Tests of Random Walk and Market Efficiency for Latin American Emerging Equity Markets by Urrutia, Jorge L
311-27 Informed Trading Risk and Bid-Ask Spread Changes around Open Market Stock Repurchases in the NASDAQ Market by Franz, Diana R & Rao, Ramesh P & Tripathy, Niranjan
329-50 Price and Volume Effects Associated with the Creation of Standard & Poor's MidCap Index by Collins, M Cary & Wansley, James W & Robinson, Breck
351-81 A No-Arbitrage Martingale Analysis for Jump-Diffusion Valuation by Chang, Carolyn W
1995, Volume 18, Issue 2 129-42 The Effect of Size, Book-to-Market Equity, Prior Returns, and Beta on Stock Returns: January versus the Remainder of the Year by Fant, L Franklin & Peterson, David R
143-56 The Speed of Adjustment of Prices to Private Information: Empirical Tests by Lin, Ji-Chai & Rozeff, Michael S
157-70 Equity Valuation Effects of Forced Warrant Exercise by Fields, L Paige & Moore, William T
171-88 Long-Term and Short-Term Causal Relations between Dividends and Stock Prices: A Test of Lintner's Dividend Model and the Present Value Model of Stock Prices by Sung, Hyun Mo & Urrutia, Jorge L
189-206 Anatomy of Satellite Trading in the National Market System for NYSE-Listed Stocks by Hamilton, James L
207-22 External Financing, Liquidity, and Capital Expenditures by Beranek, William & Cornwell, Christopher & Choi, Sunho
223-37 Dynamic Relations between Macroeconomic Variables and the Japanese Stock Market: An Application of a Vector Error Correction Model by Mukherjee, Tarun K & Naka, Atsuyuki
239-60 The Role of Information and the Time between Trades: An Empirical Investigation by Fletcher, Roy A
1995, Volume 18, Issue 1 1-13 Bank Exposure to Interest Rate Risk: A Global Perspective by Madura, Jeff & Zarruk, Emilio R
15-32 Reorganization and Financial Distress: An Empirical Investigation by Datta, Sudip & Iskandar-Datta, Mai E
33-44 The Influence of Organized Options Trading on Stock Price Behavior following Large One-Day Stock Price Declines by Peterson, David R
45-57 Insider Trading Effects on Stock Returns around Open-Market Stock Repurchase Announcements: An Empirical Study by Raad, Elias & Wu, H K
59-74 The Individual Investor by Brennan, M J
75-88 The Relation among Dividend Policy, Firm Size, and the Information Content of Earnings Announcements by Mozes, Haim & Rapaccioli, Donna
89-101 An Indirect Test for Dividend Relevance by Siddiqi, Mazhar A
103-14 Evidence on the Role of Taxes on Financing Choice: Consideration of Mandatorily Redeemable Preferred Stock by Carter, Mary Ellen & Manzon, Gil B, Jr
115-27 Time-to-Build Effects and the Term Structure by Strauss, Jack & Zhou, Guofu
1994, Volume 17, Issue 4 449-64 The Dividend Payouts of Private Firms: Evidence from Tax Court Decisions by Rao, Ramesh K S & White, Susan A
465-79 Tactical Asset Allocation: Can It Work? by Nam, Joong-soo & Branch, Ben
481-93 The Valuation Effects of Out-of-the-Money Calls of Convertible Securities by Tang, Alex P & Kadapakkam, Palani-Rajan & Singer, Ronald F
495-516 Simultaneous Debt and Equity Issues and Capital Structure Targets by Billingsley, Randall S & Smith, David M & Lamy, Robert E
517-30 An Investigation into the Causality among Firms' Dividend, Investment, and Financing Decisions by Mougoue, Mbodja & Mukherjee, Tarun K
531-38 The Nonparallel Weekend Effect in the Stock and Bond Markets by Singleton, J Clay & Wingender, John R
539-49 Foreign Exchange Market Reaction to the U.S.-Canada Free Trade Agreement by Hogan, Kedreth & Sultan, Jahangir
551-59 Is the Real Interest Rate Really Unstable? by Choi, Seungmook
561-84 The Pricing and Hedging of Limited Exercise Caps and Spreads by Chance, Don M
585-96 Commercial Bank Risk: Market, Interest Rate, and Foreign Exchange by Wetmore, Jill L & Brick, John R
1994, Volume 17, Issue 3 301-19 Variance, Return, and High-Low Price Spreads by Lin, Ji-Chai & Rozeff, Michael S
321-32 Compensation Contracts of Chief Executive Officers: Determinants of Pay-Performance Sensitivity by Lippert, Robert L & Moore, William T
333-46 Excess Returns of Index Replacement Stocks: Evidence of Liquidity and Substitutability by Edmister, Robert O & Graham, A Steven & Pirie, Wendy L
347-61 Risk-Return Seasonality and Macroeconomic Variables by Gangopadhyay, Partha
363-73 Using Dividend Policy and Managerial Ownership to Reduce Agency Costs by Schooley, Diane K & Barney, L Dwayne, Jr
375-86 Bid-Ask Spread Components around Anticipated Announcements by Brooks, Raymond M
387-401 Rational Expectations and the Dynamic Adjustment of Security Analysts' Forecasts to New Information by Ackert, Lucy F & Hunter, William C
403-15 On Computing Bond Returns: The Evaluation of Low-Grade Debt by Alderson, Michael J & Zivney, Terry L
417-26 The Valuation Effects of Frequent Common Stock Issuances by McDaniel, William R & Madura, Jeff & Akhigbe, Aigbe
427-38 Regularities in the Variation of Skewness in Asset Returns by Alles, Lakshman A & Kling, John L
439-48 Stock Price Behavior of Pure Capital Structure Issuance and Cancellation Announcements by Hull, Robert M
1994, Volume 17, Issue 2 147-59 Probability of Price Reversal and Relative Noise in Stock and Option Markets by Gendron, Michel & Khoury, Nabil & Yourougou, Pierre
161-73 An Analysis of the Wall Street Journal's Coverage of Corporate News and the Research Design of Event Studies by Yau, Jot & Ferri, Michael G & Sugrue, Timothy F
175-86 The Effect of the 1986 Tax Reform Act on Ex-dividend Day Return Behavior by Han, Ki C
187-203 Nonlinear Dynamics and the Distribution of Daily Stock Index Returns by Brorsen, B Wade & Yang, Seung-Ryong
205-16 The Wealth Effects of Announcements of R&D Expenditure Increases by Zantout, Zaher Z & Tsetsekos, George P
217-29 Open Market Stock Repurchase Programs and Liquidity by Wiggins, James B
231-40 A Re-examination of the Effect of 12B-1 Plans on Mutual Fund Expense Ratios by McLeod, Robert W & Malhotra, D K
241-54 Thin Trading and the Estimation of Betas: The Efficacy of Alternative Techniques by Bartholdy, Jan & Riding, Allan
255-70 Intraday Changes in Target Firms' Share Price and Bid-Ask Quotes around Takeover Announcements by Jennings, Robert
271-88 Causality Tests of the Real Stock Return-Real Activity Hypothesis by Gallinger, George W
289-300 The Differential Effects of Deregulation on Savings and Loan Associations and Banks by Graddy, Duane B & Kyle, Reuben & Strickland, Thomas H
1994, Volume 17, Issue 1 1-14 Investment Performance of International Mutual Funds by Droms, William G & Walker, David A
15-29 Convertible Debt and Investment Incentives by Harikumar, T & Kadapakkam, Palani-Rajan & Singer, Ronald F
31-43 Overreaction and Reverse Anticipation: Two Related Puzzles? by Liang, Youguo & Mullineaux, Donald J
45-63 Stockholder Returns among Homogeneous Groups of Mergers by Sawyer, Granville M, Jr & Shrieves, Ronald E
65-75 Investor Tax-Trading Opportunities and Discounts on Closed-End Mutual Funds by Kim, Chang-Soo
77-90 An Analysis of the Underwriter Selection Process for Initial Public Offerings by Wolfe, Glenn A & Cooperman, Elizabeth S & Ferris, Stephen P
91-104 Capital Structure Management as a Motivation for Calling Convertible Debt by Emery, Douglas R & Iskandar-Datta, Mai E & Rhim, Jong-Chul
105-16 Time-Series Properties of the Equity Risk Premium by Clinebell, John M & Kahl, Douglas R & Stevens, Jerry L
117-31 The Influence of Predictability on Differences in the Market Reaction to Debt and Equity Issue Announcements by Bayless, Mark
133-46 The Changing Risk Profile of U.S.-Based Multinational Corporations Exposed to European Community Markets by Chambliss, Karen & Madura, Jeff & Wright, Francis W
1993, Volume 16, Issue 4 269-83 Dual Betas from Bull and Bear Markets: Reversal of the Size Effect by Bhardwaj, Ravinder K & Brooks, LeRoy D
285-97 Intraday Trading Patterns in the Equity Options Markets by Aggarwal, Raj & Gruca, Edward
299-308 Golden Parachutes: Incentive Aligners, Management Entrenchers, or Takeover Bid Signals? by Born, Jeffery A & Trahan, Emery A & Faria, Hugo J
309-20 The Debt Maturity Choice: An Empirical Investigation by Mitchell, Karlyn
321-36 The Financing and Investment of a Levered Firm under Asymmetric Information by Raymar, Steven
337-50 Mean and Volatility Spillovers across Major National Stock Markets: Further Empirical Evidence by Theodossiou, Panayiotis & Lee, Unro
351-65 The Effects of Overpayment and Form of Financing on Bidder Returns in Mergers and Tender Offers by Sung, Hyun Mo
367-76 On Improving the Performance of the Market Model by Robin, Ashok J
377-84 Tax-Loss Selling, Institutional Investors, and the January Effect: A Note by Eakins, Stan & Sewell, Susan
1993, Volume 16, Issue 3 181-92 Firm Performance and Security Type in Seasoned Offerings: An Empirical Examination of Alternative Signaling Models by Patel, Ajay & Emery, Douglas R & Lee, Yul W
193-207 Informational versus Price-Pressure Effects: Evidence from Secondary Offerings by Hudson, Carl D & Jensen, Marlin R H & Pugh, William N
209-20 Security Return Distributions and Market Structure: Evidence from the NYSE/AMEX and the NASDAQ Markets by Aggarwal, Raj & Aggarwal, Reena
221-36 Unlisted Trading Privileges, Liquidity, and Stock Returns by Khan, Walayet A & Baker, H Kent
237-49 Trade Sizes and Theories of the Bid-Ask Spread by Laux, Paul A
251-60 A Test of the Easterbrook Hypothesis Regarding Dividend Payments and Agency Costs by Born, Jeffery A & Rimbey, James N
261-68 A Re-examination of the Proxy Hypothesis by Liu, Y Angela & Hsueh, L Paul & Clayton, Ronnie J
1993, Volume 16, Issue 2 89-106 Variance Bound Tests of Bond Market Efficiency by Huang, Chao-Hsi & Ederington, Louis H
107-21 Intraday Market Behavior and the Extent of Feedback between S&P 500 Futures Prices and the S&P 500 Index by Kawaller, Ira G & Koch, Paul D & Koch, Timothy W
123-38 Did Black Monday Have a Permanent Effect? by Albert, Robert L, Jr & Smaby, Timothy R & Wyatt, Steve B
139-50 Considering Dividend Stability in the Relation between Dividend Yields and Stock Returns by Gombola, Michael J & Liu, Feng-Ying
151-60 Consistent Estimation of Residual Variance in Regulatory Event Studies by Ingram, Marcus A & Ingram, Virginia C
161-70 The Effects of the Insider Trading Sanctions Act of 1984: The Case of Seasoned Equity Offerings by Eyssell, Thomas H & Reburn, James P
171-79 A Note on the Value Line Stock Highlight Effect by Chandy, P R & Peavy, John W, III & Reichenstein, William
1993, Volume 16, Issue 1 1-9 Prepayment Risk and the Duration of Default-Free Mortgage-Backed Securities by Anderson, Gary A & Barber, Joel R & Chang, Chun-Hao
11-21 Valuation Effect of Issuing Nonsubordinated versus Subordinated Debt by Tang, Alex P & Singer, Ronald F
23-37 Optimal Bond Call Policies under Transactions Costs by Mauer, David C
39-48 Dutch Auction Versus Fixed-Price Self-Tender Offers: Do Firms Overpay in Fixed-Price Offers? by Peterson, David R & Peterson, Pamela P
49-59 Insiders, Outsiders, or Trend Chasers?: An Investigation of Pre-takeover Transactions in the Shares of Target Firms by Eyssell, Thomas H & Arshadi, Nasser
61-70 Twenty-five Years of Tax Law Changes and Investor Response by Skinner, David Lynn
71-75 An Implicit Measure of the Effective Bid-Ask Spread: A Note by Chang, Carolyn W & Chang, Jack S K
77-88 The Costs of Equity Issues since Rule 415: A Closer Look by Denis, David J
1992, Volume 15, Issue 4 297-305 Division Management Buyouts of Unrelated Divisions without a Sales Price Reported by Roenfeldt, Rodney L & Sicherman, Neil W & Trifts, Jack W
307-15 Quality Dispersion and the Feasibility of Dividends as Signals by Rodriguez, Ricardo J
317-21 Effects of Agency and Transaction Costs on Dividend Payout Ratios: Further Evidence of the Agency-Transaction Cost Hypothesis by Dempsey, Stephen J & Laber, Gene
323-39 Equity Issues and Tobin's Q: New Evidence Regarding Alternative Information Release Hypotheses by Brous, Peter A & Kini, Omesh
341-54 Underwriter Reputation and Repetitive Public Offerings by Carter, Richard B
355-68 Hedging Interest Rate Risk under Term Structure Effects: An Application to Financial Institutions by Hilliard, Jimmy E & Jordan, Susan D
369-87 Filter Rule Tests of the Economic Significance of Serial Dependencies in Daily Stock Returns by Corrado, Charles J & Lee, Suk-Hun
1992, Volume 15, Issue 3 189-205 A Further Understanding of Stock Distributions: The Case of Reverse Stock Splits by Peterson, David R & Peterson, Pamela P
207-17 Stock Price Reactions to Dividend and Earnings Announcements: Contemporaneous versus Noncontemporaneous Announcements by Eddy, Albert & Seifert, Bruce
219-30 An Empirical Test of the Timing of Bond-Refunding Decisions by Thatcher, Janet S & Thatcher, John G
231-51 Pricing Nikkei Put Warrants: Some Empirical Evidence by Chen, K C & Sears, R Stephen & Shahrokhi, Manuchehr
253-63 The Analytics of Relative Holding-Period Risks for Bonds by Stock, Duane
265-76 Intraday Variations in Trading Activity, Price Variability, and the Bid-Ask Spread by Wei, Pei-Hwang
277-83 Market Model Corrected for Generalized Autoregressive Conditional Heteroscedasticity and the Small Firm Effect by Ghosh, Asim K
285-96 The Term Structure of Interest Rates as a Cointegrated System: Empirical Evidence from the Eurocurrency Market by Mougoue, Mbodja
1992, Volume 15, Issue 2 91-100 The Links between Trading Time and Market Volatility by Houston, Joel F & Ryngaert, Michael D
101-12 Stock Price and Degree of Neglect as Determinants of Stock Returns by Bhardwaj, Ravinder K & Brooks, LeRoy D
113-25 Empirical Evidence on the Impact of the Bid-Ask Spread on the Characteristics of CRSP Daily Returns by Venkatesh, P C
127-37 Early Exercise of American Index Options by French, Dan W & Maberly, Edwin D
139-47 A Re-examination of the Relationship between Closed-End Fund Discounts and Expenses by Kumar, Raman & Noronha, Gregory M
149-66 Leveraging the Underinvestment Problem: How High Debt and Management Shareholdings Solve the Agency Costs of Free Cash Flow by Garvey, Gerald T
167-80 Production Technology, Nondebt Tax Shields, and Financial Leverage by Manuel, Timothy & Pilotte, Eugene
181-88 The Impact of the Insider Trading Scandal on the Information Content of the Wall Street Journal's "Heard on the Street" Column by Liu, Pu & Smith, Stanley D & Syed, Azmat A
1992, Volume 15, Issue 1 1-10 Dividend Policy and the Bid-Ask Spread: An Empirical Analysis by Howe, John S & Lin, Ji-Chai
11-26 A Test of a Risk-Adjusted Dividend Capitalization Model: The Case of Liquidating Firms by Skantz, Terrance R & Marchesini, Roberto
27-37 The Intraday Interdependence Structure between U.S. and Japanese Equity Markets by Becker, Kent G & Finnerty, Joseph E & Tucker, Alan L
39-56 Adverse Selection, Spread Behavior, and Over-the-Counter Seasoned Equity Offerings by Tripathy, Niranjan & Rao, Ramesh P
57-67 Antitakeover Charter Amendments: Effects on Corporate Decisions by Pugh, William N & Page, Daniel E & Jahera, John S, Jr
69-76 The Weekend Effect and Corporate Dividend Announcements by Schatzberg, John D & Datta, Prabir
77-90 All-Equity Firms and the Balancing Theory of Capital Structure by Gardner, John C & Trzcinka, Charles A
1991, Volume 14, Issue 4 287-302 Bond Refunding in Efficient Markets: A Dynamic Analysis with Tax Effects by Chiang, Raymond C & Narayanan, M P
303-15 Hourly Returns, Volume, Trade Size, and Number of Trades by McInish, Thomas H & Wood, Robert A
317-25 Dealer Bid-Ask Spreads and Options Trading on Over-the-Counter Stocks by Rao, Ramesh P & Tripathy, Niranjan & Dukes, William P
327-36 Forecasting the Treasury Bill Rate: A Time-Varying Coefficient Approach by Chiang, Thomas C & Kahl, Douglas R
337-43 Default Risk Premia in the Near-Cash Investment Market: The Case of Auction Rate Preferred Stock versus Commercial Paper by Winkler, Daniel T & Flanigan, George B
345-58 Eroding Market Imperfections, Reintermediation, and Disintermediation by Easterwood, John C & Morgan, George Emir
359-69 Benchmark Error and the Small Firm Effect: A Revisit by Wei, K C John & Stansell, Stanley R
1991, Volume 14, Issue 3 181-96 The Arbitrage Pricing Theory and Cost-of-Capital Estimation: The Case of Electric Utilities by Goldenberg, David H & Robin, Ashok J
197-206 Private Information Acquisition in Experimental Markets Prone to Bubble and Crash by King, Ronald R
207-16 A Test of the Risk Premium Hypothesis by Najand, Mohammad
217-32 Further Analysis of the Put-Call Parity Implied Risk-Free Interest Rate by Frankfurter, George M & Leung, Wai K
233-39 Risk-Taking Incentives of Banks and Risk-Adjusted Deposit Insurance by Goldberg, Lawrence G & Harikumar, T
241-47 A Certainty Equivalent Approach to Municipal Bond Default Risk Estimation by Wu, Chunchi
249-53 Tax Schedule Changes and Discount Bond Prices by Rodriguez, Ricardo J
255-62 Ex-dividend Day Price Changes and Implied Tax Rates: An Evaluation by Gagnon, Jean-Marie & Suret, Jean-Marc
263-75 The Earnings-Price and Standardized Unexpected Earnings Effects: One Anomaly or Two? by Wiggins, James B
277-86 Causality Tests of Short Sales on the New York Stock Exchange by Bhattacharya, Anand K & Gallinger, George W
1991, Volume 14, Issue 2 93-103 Equity Valuation Effects of Warrant-Debt Financing by Phelps, Katherine L & Moore, William T & Roenfeldt, Rodney L
105-15 The Two-State Interest Rate Model for Pricing Bonds: An Empirical Analysis by Bhagwat, Yatin N & Ehrhardt, Michael C & Johnson, David W
117-27 The Relationship between OTC Bid-Ask Spreads and Dealer Size: The Impact of Order-Processing and Diversification Costs by Tripathy, Niranjan & Peterson, Richard L
129-39 The Dealer and Market Concepts of Bid-Ask Spread: A Comparison for NASDAQ Stocks by Hamilton, James L
141-53 The Effect of Traded Option Introduction on Shareholder Wealth by Kim, Wi Saeng & Young, Colin M
155-65 Bank Failure and Contagion Effects: Evidence from Hong Kong by Gay, Gerald D & Timme, Stephen G & Yung, Kenneth
167-80 An Analysis of Regulated Rates of Return for Wholly Owned Subsidiaries by Ezzell, John R & Hsu, H Christine & Miles, James A
1991, Volume 14, Issue 1 1-13 Raising Capital with Private Placements of Debt by Szewczyk, Samuel H & Varma, Raj
15-26 Inflation, Investment, and Debt by Prezas, Alexandros P
27-35 Measuring Risk Aversion: Allocation, Leverage, and Accumulation by Siegel, Frederick W & Hoban, James P, Jr
37-49 Dividend Change Announcement Effects and Earnings Volatility and Timing by Wansley, James W & et al
51-64 Pe Ratios, Earnings Expectations, and Abnormal Returns by Klein, April & Rosenfeld, James
65-82 The Magnitude of Pricing Errors in the Arbitrage Pricing Theory by Robin, Ashok & Shukla, Ravi
83-92 New Evidence Concerning the Expectations Theory for the Short End of the Maturity Spectrum by Choi, Seungmook & Wohar, Mark E
1990, Volume 13, Issue 4 265-77 Dividends, Uncertainty, and Underwriting Costs under Asymmetric Information by Kale, Jayant R & Noe, Thomas H
279-83 Is the Distribution of Betas Stationary? by Kolb, Robert W & Rodriguez, Ricardo J
285-96 Call Option Valuation for Discrete Normal Mixtures by Ritchey, Robert J
297-306 The Pricing of Futures Contracts and the Arbitrage Pricing Theory by Chang, Jack S K & Loo, Jean C H & Chang, Carolyn C Wu
307-23 Hedging Performance and Hedging Objectives: Tests of New Performance Measures in the Foreign Currency Market by Hammer, Jerry A
325-38 OTC Market Switching and Stock Returns: Some Empirical Evidence by Baker, H Kent & Edelman, Richard B
339-47 The 1982 Depository Institutions Act and Security Returns in the Savings and Loan Industry by Fraser, Donald R & Kolari, James W
1990, Volume 13, Issue 3 173-85 Stock Returns and Option Prices: An Exploratory Study by Ancel, Esther Weinstock & Rao, Ramesh K S
187-99 Units of Debt with Warrants: Evidence of the "Penalty-Free" Issuance of an Equity-Like Security by Billingsley, Randall S & Lamy, Robert E & Smith, David M
201-10 An Empirical Examination of the Existence of a Signaling Value Function for Dividends by Manakyan, Herman & Carroll, Carolyn
211-19 Regional Variation of Mortgage Yields and Simultaneity Bias by Jameson, Mel & Shilling, James D & Sirmans, C F
221-31 State Antitakeover Legislation and Shareholder Wealth by Pugh, William N & Jahera, John S, Jr
233-41 Using the CAPM as a General Framework for Asset Pricing Analysis by Murphy, J Austin
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