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Content
June 2001, Volume 24, Issue 2
- 161-178 Systematic Liquidity
by Gur Huberman & Dominika Halka - 179-204 Do U.S. Stock Market Indexes Over- Or Underreact?
by Oliver Schnusenberg & Jeff Madura - 205-218 Number Of Transactions And Volatility: An Empirical Study Using High-Frequency Data From Nasdaq Stocks
by Saji Gopinath & Chandrasekhar Krishnamurti - 219-238 Divergent Expectations And The Asian Financial Crisis Of 1997
by Ming-Shiun Pan & Kam C. Chan & David J. Wright - 239-259 The Proposed Introduction Of Futures-Style Margining In The United States: An Australian Comparison
by George W. Kutner & David C. Porter & John G. Thatcher - 261-287 Individual, Institutional, And Specialist Trade Patterns Before And After Disclosure
by Michael Welker & H. Charles Sparks - 289-307 Marginal Conditional Stochastic Dominance, Statistical Inference, And Measuring Portfolio Performance
by K. Victor Chow - 309-310 Book Review
by Carl R. Chen
March 2001, Volume 24, Issue 1
- 1-1 Letter From The Editor
by William T. Moore - 1-13 Organizational Architecture And Corporate Finance
by Clifford W. Smith - 15-26 Strategic Rules On Speculation In The Foreign Exchange Market
by Dilip K. Ghosh & Arun J. Prakash - 27-43 Is There A Signaling Effect Of Underwriter Reputation?
by Abe Helou & Gonyung Park - 45-63 Influences And Trends In Mutual Fund Expense Ratios
by Michele LaPlante - 65-82 Adverse Selection, Inventory‐Holding Costs, And Depth
by Frank Heflin & Kenneth W. Shaw - 83-98 Market Segmentation And International Asset Prices: Evidence From The Listing Of World Equity Benchmark Shares
by Dilip Kumar Patro - 99-118 Financing Decisions And Signaling By Partially Acquired Firms
by Aigbe Akhigbe & Jeff Madura & Carol Spencer - 119-131 Short‐Term Effects Of Privatization On Operating Performance In The Czech Republic
by Joel T. Harper - 133-155 Foreign Ownership Restrictions And Market Segmentation In China'S Stock Markets
by G. M. Chen & Bong‐Soo Lee & Oliver Rui - 157-158 Book Reviews
by Anthony K. Byrd - 158-160 Book Reviews
by Jennifer S. Conrad
December 2000, Volume 23, Issue 4
- 1-1 Letter From The Editor
by William T. Moore - 395-410 Mainbanks And Investment Efficiency In Financial Distress
by David M. Reeb & Chuck C. Y. Kwok - 411-420 Regulatory Threats And Political Vulnerability
by Robert G. Bowman & Farshid Navissi & Richard C. Burgess - 421-447 Effect Of Federal Reserve Policies On Bank Equity Returns
by Jeff Madura & Oliver Schnusenberg - 449-468 Brokerage Analysts' Rationale For Investment Recommendations: Market Responses To Different Types Of Information
by Michael J. Ho & Robert S. Harris - 469-493 Alternative Tests Of The Zero-Beta Capm
by Pin-Huang Chou - 495-522 International Evidence On Weekend Anomalies
by Wilson Tong - 523-544 A State-Space Model Of Short- And Long-Horizon Stock Returns
by Chunsheng Zhou & Chang Qing - 545-546 Book Reviews
by Bradford D. Jordan - 546-547 Book Reviews
by Joseph D. Vu
September 2000, Volume 23, Issue 3
- 1-1 Letter From The Editor
by William T. Moore - 245-260 Beta, Size, Risk, And Return
by Thomas W. Downs & Robert W. Ingram - 261-284 Portfolio Formation, Measurement Errors, And Beta Shifts: A Random Sampling Approach
by Bing Liang - 285-310 The Relation Between The Magnitude Of Growth Opportunities And The Duration Of Equity
by Padmaja Kadiyala - 311-330 Is There News In The Club?
by Hamid Rahman & Kenneth Yung - 331-351 Further Examination Of Price Discovery On The Nyse And Regional Exchanges
by Yiuman Tse - 353-371 Temporal Changes In The Determinants Of Mutual Fund Flows
by L. Franklin Fant & Edward S. O'Neal - 373-390 The Effect Of Ceo Tenure On The Relation Between Firm Performance And Turnover
by Sam Allgood & Kathleen A. Farrell - 391-392 Book Review
by Bruce D. Grundy - 393-394 Software Review
by Pradipkumar Ramanlal
June 2000, Volume 23, Issue 2
- 1-1 Letter From The Editor
by William T. Moore - 129-143 Time-Varying Volatility In Canadian And U.S. Stock Index And Index Futures Markets: A Multivariate Analysis
by M. D. Racine & Lucy F. Ackert - 145-156 The Information Content Of Orders On The Saudi Stock Market
by Mohammad Al-Suhaibani & Lawrence Kryzanowski - 157-178 The Long-Run Performance Of Companies That Withdraw Seasoned Equity Offerings
by Michael J. Alderson & Brian L. Betker - 179-195 Segmentation Of The A- And B-Share Chinese Equity Markets
by Hung-Gay Fung & Wai Lee & Wai Kin Leung - 197-222 Bank Loan Sales: A New Look At The Motivations For Secondary Market Activity
by Rebecca S. Demsetz - 223-241 On The Shareholder Wealth Effects Of Deposit Insurance Premium Revisions On Large, Publicly Traded Commercial Banks
by Rita Biswas & Donald R. Fraser & Gregory Hebb
March 2000, Volume 23, Issue 1
- 1-1 Letter From The Editor
by William T. Moore - 1-13 Clientele Trading In Response To Published Information: Evidence From The Dartboard Column
by Stephen W. Pruitt & Bonnie F. Van Ness & Robert A. Van Ness - 15-43 The Effect Of U.S. Trade Deficit Announcements On The Stock Prices Of U.S. And Japanese Automakers
by Qian Sun & Wilson H.S. Tong - 45-76 A Sequential Signaling Model Of Convertible Debt Issue And Call Policies
by Yul W. Lee - 77-102 The Value Of Experiential Learning By Organizations: Evidence From International Joint Ventures
by Atul Gupta & Lalatendu Misra - 103-128 Nonnested Procedures In Econometric Tests Of Asset Pricing Theories
by Elyas Elyasiani & Alireza Nasseh
December 1999, Volume 22, Issue 4
- 1-1 Letter From The Editors
by Robert S. Hansen & Arthur J. Keown - 371-383 Random Walk Tests For Latin American Equity Indexes And Individual Firms
by Terrance Grieb & Mario G. Reyes - 385-411 An Empirical Examination Of Financial Liberalization And The Efficiency Of Emerging Market Stock Prices
by Hiroyuki Kawakatsu & Matthew R. Morey - 413-427 Information Asymmetry, Management Control, And Method Of Payment In Acquisitions
by Ken C. Yook & Partha Gangopadhyay & George M. McCabe - 429-448 The Effect Of Institutional Interest On The Information Content Of Dividend-Change Announcements
by Sadhana Alangar & Chenchuramaiah T. Bathala & Ramesh P. Rao - 449-470 Market Volatility And Perverse Timing Performance Of Mutual Fund Managers
by David A. Volkman - 471-487 Linear Conditional Expectation, Return Distributions, And Capital Asset Pricing Theories
by K. C. John Wei & Cheng F. Lee & Alice C. Lee - 489-501 Recent Growth In Nasdaq Trading Volume And Its Relation To Market Volatility
by Steven Freund & Gwendolyn P. Webb - 503-514 Further Evidence On Dividend Yields And The Ex-Dividend Day Stock Price Effect
by Ravinder K. Bhardwaj & LeRoy D. Brooks
September 1999, Volume 22, Issue 3
- 247-263 Evidence Of Managerial Timing: The Case Of Exchange Listings
by Gwendolyn P. Webb - 265-285 Risk Preferences And Information Flows In Racetrack Betting Markets
by Kenneth L. Rhoda & Gerard T. Olson & Jack M. Rappaport - 287-299 Liquidity And Tick Size: Does Decimalization Matter?
by Greg MacKinnon & Howard Nemiroff - 301-315 Asset-Allocation Decisions When Risk Is Changing
by Elizabeth Sheedy & Robert Trevor & Justin Wood - 317-329 Are The Structural Changes In Mutual Funds Investing Driving The U.S. Stock Market To Its Current Levels?
by Michael Mosebach & Mohammad Najand - 331-339 Economies Of Scale In Mutual Fund Administration
by David A. Latzko - 341-352 Borrowing Relationships, Monitoring, And The Influence On Loan Rates
by Manoj Athavale & Robert O. Edmister - 353-370 Illiquidity Risk, Project Characteristics, And The Optimal Maturity Of Corporate Debt
by Sudipto Sarkar
June 1999, Volume 22, Issue 2
- 131-146 Exchange Listings And Delistings: The Role Of Insider Information And Insider Trading
by Asjeet S. Lamba & Walayet A. Khan - 147-160 Market Interpretation Of Iso 9000 Registration
by Diane Scott Docking & Richard J. Dowen - 161-187 How Firm Characteristics Affect Capital Structure: An International Comparison
by John K. Wald - 189-206 Interest Rate Parity And The Behavior Of The Bid-Ask Spread
by Henock Louis & Lloyd P. Blenman & Janet S. Thatcher - 207-225 Shareholder-Management Conflict And Event Risk Covenants
by Greg Roth & Cynthia G. McDonald - 227-246 Bid-Ask Spread Components In An Order-Driven Environment
by Paul Brockman & Dennis Y. Chung
March 1999, Volume 22, Issue 1
- 1-13 The Cross‐Autocorrelation Of Size‐Based Portfolio Returns Is Not An Artifact Of Portfolio Autocorrelation
by Terry Richardson & David R. Peterson - 15-28 Underwriting Spreads And Reputational Capital: An Analysis Of New Corporate Securities
by Kenneth A. Carow - 29-45 Information Transmission In The Shanghai Equity Market
by D. Michael Long & Janet D. Payne & Chenyang Feng - 47-67 Liquidity And Maturity Effects Around News Releases
by Rohan Christie‐David & Mukesh Chaudhry - 69-81 On The Wealth Effects Of The Supervisory Goodwill Controversy
by Leonard Bierman & Donald R. Fraser & Asghar Zardkoohi - 83-106 International Investors' Exposure To Risk In Emerging Markets
by Babak Eftekhari & Stephen E. Satchell - 107-130 A State‐Space Approach To Estimate And Test Multifactor Cox‐Ingersoll‐Ross Models Of The Term Structure
by Alois L. J. Geyer & Stefan Pichler
December 1998, Volume 21, Issue 4
- 373-388 The Long-Run Performance Of Convertible Debt Issuers
by Robyn McLaughlin & Assem Safieddine & Gopala K. Vasudevan - 389-406 The Intra-Industry Effects Of Open Market Share Repurchases: Contagion Or Competitive?
by Gayle R. Erwin & James M. Miller - 407-418 Junk Bond Behavior With Daily Returns And Business Cycles
by Jayen B. Patel & Dorla A. Evans & John E. Burnett - 419-430 The Survival Zone For A Bond With Both Call And Put Options Embedded
by Spiros H. Martzoukos & Theodore M. Barnhill Jr. - 431-446 Time Variations In Risk Premia, Volatility, And Reward-To-Volatility
by Yuming Li - 447-467 Early Unwinding Strategy In Index Options-Futures Arbitrage
by Louis T. W. Cheng & Joseph K. W. Fung & Castor Pang - 469-482 Co-Movements Of The Prime Rate, Cd Rate, And The S&P Financial Stock Index
by Bradley T. Ewing & James E. Payne & Shawn M. Forbes
September 1998, Volume 21, Issue 3
- 247-254 The Effect Of The Sec'S Order-Handling Rules On Nasdaq
by Thomas H. McInish & Bonnie F. Van Ness & Robert A. Van Ness - 255-275 A Comparison Of Indexing And Beta Among Pension And Nonpension Assets
by Stephen M. Horan - 277-291 Small Firm And Value Effects In The Canadian Stock Market
by Said Elfakhani & Larry J. Lockwood & Tarek S. Zaher - 293-313 Rational Timing Of Calls Of Convertible Preferred Stocks
by Anthony K. Byrd & Steven V. Mann & William T. Moore & Pradipkumar Ramanlal - 315-331 The Effect Of Analysts' Forecasts On Earnings Management In Financial Institutions
by Sean W. G. Robb - 333-353 Cross-Autocorrelation Between A Shares And B Shares In The Chinese Stock Market
by Andy C. W. Chui & Chuck C. Y. Kwok - 355-371 The Dynamics Of Quoted Liquidity Around Large Trades On The Nyse
by Jonathan S. Moulton
June 1998, Volume 21, Issue 2
- 123-138 The Effect Of Self-Tender Offers On Earnings Expectations
by Ronald W. Best & Roger J. Best & Charles W. Hodges - 139-157 International Transfer Of Pricing Information Between Dually Listed Stocks
by Shmuel Hauser & Yael Tanchuma & Uzi Yaari - 159-183 Changes In Trading Activity Following Stock Splits And Their Effect On Volatility And The Adverse-Information Component Of The Bid-Ask Spread
by Anand S. Desai & M. Nimalendran & S. Venkataraman - 185-204 Split Ratings, Bond Yields, And Underwriter Spreads
by Jeff Jewell & Miles Livingston - 205-218 The Cost Of Mutual Fund Distribution Fees
by Miles Livingston & Edward S. O'Neal - 219-228 The Market Reaction To Straight Debt Issues: The Effects Of Free Cash Flow
by Shawn D. Howton & Shelly W. Howton & Steven B. Perfect - 229-246 On Stock Return Seasonality And Conditional Heteroskedasticity
by Kenneth Beller & John R. Nofsinger
March 1998, Volume 21, Issue 1
- 1-16 Risk‐Taking Behavior And Management Ownership In Depository Institutions
by Carl R. Chen & Thomas L. Steiner & Ann Marie Whyte - 17-35 The Security Price Effects Of Public Debt Defaults
by Brian L. Betker - 37-51 A Test Of The Two‐Tier Corporate Governance Structure: The Case Of Japanese Keiretsu
by Kenneth A. Kim & Piman Limpaphayom - 53-64 Winners And Losers On Nyse: A Re‐Examination Using Daily Closing Bid‐Ask Spreads
by Aigbe Akhigbe & Thomas Gosnell & T. Harikumar - 65-84 Serial Issue Evidence For The Relation Between The Risk Structure And Maturity: A Decomposition Methodology
by R. M. Robinson & M. A. Robinson - 85-104 The Causes Of Volatility In A Small, Internationally Integrated Stock Market: Ireland, July 1975–June 1994
by Colm Kearney - 105-121 Changes In The Stock Price Reaction Of Small Firms To Common Information
by Neil L. Fargher & Robert A. Weigand
December 1997, Volume 20, Issue 4
- 435-458 Time-Varying Factors And Cross-Autocorrelations In Short-Horizon Stock Returns
by Allaudeen Hameed - 459-482 Volatility Transmission And Patterns In Bund Futures
by Philip Hans Franses & Reinoud leperen & Paul Kofman & Martin Martens & Bert Menkveld - 483-502 Earnings Announcements, Quality And Quantity Of Information, And Stock Price Changes
by Carl R. Chen & James Wuh Lin & David A. Sauer - 503-507 Time-Varying Term Premia And The Behavior Of Forward Interest Rate Prediction Errors
by Sridhar Iyer - 509-527 Corporate Control In Commercial Banks
by Stephen Prowse - 529-543 The Differential Information Conveyed By Share Repurchase Tender Offers And Dividend Increases
by Dosoung Choi & Sheng-Syan Chen - 545-561 Intra-Industry Effects Of Bond Rating Adjustments
by Aigbe Akhigbe & Jeff Madura & Ann Marie Whyte
September 1997, Volume 20, Issue 3
- 291-304 Market Structure And Reported Trading Volume: Nasdaq Versus The Nyse
by Allen B. Atkins & Edward A. Dyl - 305-322 Co-Movements In International Equity Markets
by Salim M. Darbar & Partha Deb - 323-342 Optimal Bidding For Tender Offers
by Naveen Khanna - 343-353 An Investigation Of Preferred Stock Financing By Bank And Nonbank Financial Institutions
by L. Paige Fields & Shelly E. Webb - 355-372 Fractional Differencing Modeling And Forecasting Of Eurocurrency Deposit Rates
by John T. Barkoulas & Christopher F. Baum - 373-388 Firm Characteristics And The Presence Of Event Risk Covenants In Bond Indentures
by Sung C. Bae & Daniel P. Klein & Raj Padmaraj - 389-406 Changes In Market Perception Of Riskiness: The Case Of Too-Big-To-Fail
by Harold A. Black & M. Cary Collins & Breck L. Robinson & Robert L. Schweitzer - 407-422 Market Reaction To Dividend-Decrease Announcements: Public Utilities Vs. Unregulated Industrial Firms
by Michael Impson - 423-434 Investment Opportunities And Multinationality: Evidence From Capital Structure Changes
by Manzur Rahman
June 1997, Volume 20, Issue 2
- 145-158 Cognitive Dissonance And Mutual Fund Investors
by William N. Goetzmann & Nadav Peles - 159-174 The Effect Of Fdicia Regulation On Bank Holding Companies
by Kenneth A. Carow & Glen A. Larsen Jr. - 175-190 An Empirical Analysis Of Mutual Fund Expenses
by D. K. Malhotra & Robert W. McLeod - 191-210 The Economic Exposure Of U.S. Multinational Firms
by Edward H. Chow & Wayne Y. Lee & Michael E. Solt - 211-229 Price Pressure And The Role Of Institutional Investors In Closed-End Funds
by Richard W. Sias - 231-241 The Corporate Sell-Off Decision Of Diversified Firms
by Thomas Lorenz Steiner - 243-262 Emerging Equity Markets: Are They For Real?
by Kent Hargis & William F. Maloney - 263-273 Prior Uncertainty, Analyst Bias, And Subsequent Abnormal Returns
by Lucy F. Ackert & George Athanassakos - 275-289 Banking Relationships And The Effect Of Monitoring On Loan Pricing
by David W. Blackwell & Drew B. Winters
March 1997, Volume 20, Issue 1
- 1-12 The Relation Between Option Mispricing And Volume In The Black‐Scholes Option Model
by D. Michael Long & Dennis T. Officer - 13-32 A Simultaneous Test Of Competing Theories Regarding The January Effect
by James A. Ligon - 33-51 January Return Seasonality In Real Estate Investment Trusts: Information Vs. Tax‐Loss Selling Effects
by H. Swint Friday & David R. Peterson - 53-69 Intertemporal Asset Pricing Without Consumption Data: Empirical Tests
by Yuming Li - 71-91 A Variance Decomposition Analysis Of The Information In The Term Structure
by Louis H. Ederington & Jeremy C. Goh - 93-110 The Survival Of Initial Public Offerings In The Aftermarket
by Douglas A. Hensler & Ronald C. Rutherford & Thomas M. Springer - 111-128 The Value Of A Regulatory Seal Of Approval
by Atul Gupta - 129-143 An Investigation Of Alternative Estimators Of Expected Returns In Mean‐Variance Analysis
by Jonathan Fletcher
December 1996, Volume 19, Issue 4
- 459-476 PERFORMANCE OF STOLL's SPREAD COMPONENT ESTIMATOR: EVIDENCE FROM SIMULATIONS, TIME-SERIES, AND CROSS-SECTIONAL DATA
by Raymond Brooks & Jean Masson - 477-491 Hedging With International Stock Index Futures: An Intertemporal Error Correction Model
by Asim Ghosh & Ronnie Clayton - 493-513 An Empirical Study Of A New Class Of No-Arbitrage-Based Discrete Models Of The Term Structure
by Ah Boon Sim & David C. Thurston - 515-539 The Cross-Sectional Effects Of Option Listing On Firm Stock Return Variances
by Bruce D. Niendorf & David R. Peterson - 541-559 Post-Announcement Drifts Associated With Dividend Changes
by Gil S. Bae - 561-577 Wealth Effects Of Enforcement Actions Against Financially Distressed Banks
by Peter A. Brous & Keith Leggett - 579-584 Trading Of Nasdaq Stocks On The Chicago Stock Exchange
by Sie Ting Lau & Michael S. McCorry & Thomas H. McInish & Robert A. Van Ness - 585-602 Bivariate Binomial Options Pricing With Generalized Interest Rate Processes
by Jimmy E. Hilliard & Adam L. Schwartz & Alan L. Tucker
September 1996, Volume 19, Issue 3
- 309-326 Optimal Futures Hedge With Marking-To-Market And Stochastic Interest Rates
by Carolyn W. Chang & Jack S. K. Chang & Hsing Fang - 327-337 Evidence On The Effect Of Taxes On Firms' Decisions To Retire Debt Early
by Gil B. Manzon Jr. & Thomas L. Porter & Mark E. Potter - 339-357 Market Reaction To National Discretion In Implementing The Basle Accord
by John Wagster & James Kolari & Kerry Cooper - 359-376 The Relation Between The Federal Funds Cash And Futures Markets
by Mark D. Griffiths & Drew B. Winters - 377-394 The Determinants And Dynamics Of Bid-Ask Spreads On The London Stock Exchange
by Kojo Menyah & Krishna Paudyal - 395-416 Macroeconomic Variables And Seasonal Mean Reversion In Stock Returns
by Partha Gangopadhyay - 417-428 Leverage, Risk-Shifting Incentive, And Stock-Based Compensation
by T. Harikumar - 429-442 The Negative Relation Between Daily Index Return Serial Correlations And Conditional Variances: Does It Have Mathematical Or Economic Origins?
by David R. Peterson - 443-457 Excess Returns And Risk At The Long End Of The Treasury Market: An Egarch-M Approach
by Allan D. Brunner & David P. Simon
June 1996, Volume 19, Issue 2
- 157-173 Takeover Rights And The Value Of Restricted Shares
by Elizabeth Maynes - 175-192 Skewness And Kurtosis In S&P 500 Index Returns Implied By Option Prices
by Charles J. Corrado & Tie Su - 193-207 On The Dynamic Relation Between Stock Prices And Exchange Rates
by Richard A. Ajayi & Mbodja Mougouė - 209-228 Bank Regulations, Capital Structure, And Risk
by Sumon C. Mazumdar - 229-242 The Effect Of The Federal Deposit Insurance Corporation Improvement Act Of 1991 On Bank Stocks
by Youguo Liang & Sunil Mohanty & Frank Song - 243-271 The Dealers' Price/Size Quote And Market Liquidity
by Steven V. Mann & Pradipkumar Ramanlal - 273-292 Mutual Fund Brokerage Commissions
by Miles Livingston & Edward S. O'Neal - 293-307 The Effects Of Spin-Offs On Corporate Investment And Performance
by Shane A. Johnson & Daniel P. Klein & Verne L. Thibodeaux
March 1996, Volume 19, Issue 1
- 1-19 An Analysis Of The Decision To Opt Out Of Pennsylvania Senate Bill 1310
by Vahan Janjigian & Emery A. Trahan - 21-40 Detecting Abnormal Returns Using The Market Model With Pre‐Tested Data
by A. Steven Graham & Wendy L. Pirie & William A. Powell - 41-58 Who Gains From Corporate Asset Sales?
by Sudip Datta & Mai E. Iskandar‐Datta - 59-74 The Costs Of Raising Capital
by Inmoo Lee & Scott Lochhead & Jay Ritter & Quanshui Zhao - 75-90 Trading Patterns Of Small And Large Traders Around Stock Split Ex‐Dates
by Lawrence Kryzanowski & Hao Zhang - 91-103 Seasoned Equity Offerings For New Investment And The Information Content Of Insider Trades
by Dana J. Johnson & Jan M. Serrano & G. Rodney Thompson - 105-119 An Empirical Investigation Of Stock Dividends‐In‐Kind
by L. Paige Fields & Michael S. Wilkins - 121-134 Business Cycles And Stock Market Returns: Evidence Using Industry‐Based Portfolios
by Venkat R. Eleswarapu & Ashish Tiwari - 135-156 Adverse Contract Incentives And Investment Banker Reputation: Target Firm Tender Offer Fees
by Robyn M. McLaughlin
December 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 Steven L. Jones & Winson Lee - 401-414 Bid-Ask Spread And Ownership Structure
by Omesh Kini & Shehzad Mian - 415-430 Determinants Of Persistence In Relative Performance Of Mutual Funds
by David A. Volkman & Mark E. Wohar - 431-447 Long-Run Relations In Exchange Markets: A Test Of Covered Interest Parity
by Sarath P. Abeysekera & Harry J. Turtle - 449-463 On Estimating Stock Market Volatility: An Exploratory Approach
by John A. MacDonald & Hany A. Shawky - 465-477 Abnormal Returns And Analysts' Earnings Forecast Revisions Associated With The Publication Of “Stock Highlights” By Value Line Investment Survey
by David R. Peterson & Pamela P. Peterson - 479-493 Volatility And Liquidity At Nyse Opening Calls: A Closer Look
by Jie-Haun Lee & Ji-Chai Lin
September 1995, Volume 18, Issue 3
- 261-279 A Multifactor Model Of The Quality Option In Treasury Futures Contracts
by Peter Ritchken & L. Sankarasubramanian - 281-297 Managerial Ownership Change And Firm Value: Evidence From Dual-Class Recapitalizations And Insider Trading
by Robert C. Hanson & Moon H. Song - 299-309 Tests Of Random Walk And Market Efficiency For Latin American Emerging Equity Markets
by Jorge L. Urrutia - 311-327 Informed Trading Risk And Bid-Ask Spread Changes Around Open Market Stock Repurchases In The Nasdaq Market
by Diana R. Franz & Ramesh P. Rao & Niranjan Tripathy - 329-350 Price And Volume Effects Associated With The Creation Of Standard & Poor'S Midcap Index
by M. Cary Collins & James W. Wansley & Breck Robinson - 351-381 A No-Arbitrage Martingale Analysis For Jump-Diffusion Valuation
by Carolyn W. Chang
June 1995, Volume 18, Issue 2
- 129-142 The Effect Of Size, Book-To-Market Equity, Prior Returns, And Beta On Stock Returns: January Versus The Remainder Of The Year
by L. Franklin Fant & David R. Peterson - 143-156 The Speed Of Adjustment Of Prices To Private Information: Empirical Tests
by Ji-Chai Lin & Michael S. Rozeff - 157-170 Equity Valuation Effects Of Forced Warrant Exercise
by L. Paige Fields & William T. Moore - 171-188 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 Hyun Mo Sung & Jorge L. Urrutia - 189-206 Anatomy Of Satellite Trading In The National Market System For Nyse-Listed Stocks
by James L. Hamilton - 207-222 External Financing, Liquidity, And Capital Expenditures
by William Beranek & Christopher Cornwell & Sunho Choi - 223-237 Dynamic Relations Between Macroeconomic Variables And The Japanese Stock Market: An Application Of A Vector Error Correction Model
by Tarun K. Mukherjee & Atsuyuki Naka