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Elsevier International Review of Financial Analysis Contact information of
Elsevier: http://www.elsevier.com/locate/inca/620166
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More pages of listings: 0 |1
2003, Volume 12, Issue 1
2002, Volume 11, Issue 4 407-431 Stochastic chaos or ARCH effects in stock series?: A comparative study by Kyrtsou, Catherine & Terraza, Michel [Downloadable! (restricted)]
433-448 Contingent claims valuation of optional calling plan contracts in telephone industry by Choi, Hyun-Woo & Kim, In Joon & Kim, Tong Suk [Downloadable! (restricted)]
449-466 On the usefulness of linear factor models in predicting expected returns in mean-variance analysis by Fletcher, Jonathan & Hillier, Joe [Downloadable! (restricted)]
467-489 'Information effect' of economic news: SPI futures by Tan, Oon Geok & Gannon, Gerard L. [Downloadable! (restricted)]
491-510 Violation of the iid-normal assumption: Effects on tests of asset-pricing models using Australian data by Groenewold, Nicolaas & Fraser, Patricia [Downloadable! (restricted)]
533-547 The information spillover between stock returns and institutional investors' trading behavior in Taiwan by Yang, Jack J. W. [Downloadable! (restricted)]
2002, Volume 11, Issue 3 249-249 Erratum to "A perspective on credit derivatives" by Batten, Jonathan & Hogan, Warren [Downloadable! (restricted)]
251-278 A perspective on credit derivatives by Batten, Jonathan & Hogan, Warren [Downloadable! (restricted)]
279-295 Credit spreads and the term structure of interest rates by Christiansen, Charlotte [Downloadable! (restricted)]
297-309 An empirical analysis of credit default swaps by Skinner, Frank S. & Townend, Timothy G. [Downloadable! (restricted)]
311-329 A hidden Markov chain model for the term structure of bond credit risk spreads by Thomas, Lyn C. & Allen, David E. & Morkel-Kingsbury, Nigel [Downloadable! (restricted)]
331-344 Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds by Batten, Jonathan & Ellis, Craig & Hogan, Warren [Downloadable! (restricted)]
375-406 Corporate bankruptcy prognosis: An attempt at a combined prediction of the bankruptcy event and time interval of its occurrence by Philosophov, Leonid V. & Philosophov, Vladimir L. [Downloadable! (restricted)]
2002, Volume 11, Issue 2 111-138 Dividend policy theories and their empirical tests by Frankfurter, George M. & Wood, Bob Jr. [Downloadable! (restricted)]
139-158 Applying a three-factor defaultable term structure model to the pricing of credit default options by Schmid, Bernd & Kalemanova, Anna [Downloadable! (restricted)]
159-181 The stochastic-volatility American put option of banks' credit line commitments:: Valuation and policy implications by Chateau, J. -P. & Dufresne, D. [Downloadable! (restricted)]
183-218 Modeling credit spreads: An application to the sterling Eurobond market by Manzoni, Katiuscia [Downloadable! (restricted)]
219-227 The aggregate credit spread and the business cycle by Guha, Debashis & Hiris, Lorene [Downloadable! (restricted)]
229-248 Credit risk: The case of First Interstate Bankcorp by Brown, Christine A. & Wang, Sally [Downloadable! (restricted)]
2002, Volume 11, Issue 1 1-27 The explanatory power of political risk in emerging markets by Bilson, Christopher M. & Brailsford, Timothy J. & Hooper, Vincent C. [Downloadable! (restricted)]
29-38 The volatility of Japanese interest rates: evidence for Certificate of Deposit and Gensaki rates by Nowman, K. Ben [Downloadable! (restricted)]
39-57 The costs of bankruptcy: A review by Branch, Ben [Downloadable! (restricted)]
59-71 Information and volatility linkage under external shocks: Evidence from dually listed Australian stocks by Alaganar, Vaira T. & Bhar, Ramaprasad [Downloadable! (restricted)]
73-84 Insider trading, tax-loss selling, and the turn-of-the-year effect by Hillier, David & Marshall, Andrew [Downloadable! (restricted)]
85-100 A benchmark for measuring bias in estimated daily value at risk by Moosa, Imad A. & Bollen, Bernard [Downloadable! (restricted)]
101-110 The relationship between conditional stock market volatility and conditional macroeconomic volatility: Empirical evidence based on UK data by Morelli, David [Downloadable! (restricted)]
2001, Volume 10, Issue 4 343-363 American depositary receipts: An analysis of international stock price movements by Ely, David & Salehizadeh, Mehdi [Downloadable! (restricted)]
365-394 A contingent claim analysis of closed-end fund premia by Korkie, Bob & Nakamura, Mansao & Turtle, Harry J. [Downloadable! (restricted)]
395-406 Multiperiod hedging in the presence of stochastic volatility by Lien, Donald & Wilson, Bradley K. [Downloadable! (restricted)]
407-429 Anomalies in finance: What are they and what are they good for? by Frankfurter, George M. & McGoun, Elton G. [Downloadable! (restricted)]
431-442 Fixed income excess returns and time to maturity by Drakos, Konstantinos [Downloadable! (restricted)]
2001, Volume 10, Issue 3 201-201 Introduction to the Latin American Financial Markets Special Issues of the International Review of Financial Analysis by Leal, Ricardo & Nail, Lance & Parisi, Franco [Downloadable! (restricted)]
203-218 What drives contagion: Trade, neighborhood, or financial links? by Hernandez, Leonardo F. & Valdes, Rodrigo O. [Downloadable! (restricted)]
219-235 Co-movements of U.S. and Latin American equity markets before and after the 1987 crash by Meric, Gulser & Leal, Ricardo P. C. & Ratner, Mitchell & Meric, Ilhan [Downloadable! (restricted)]
275-285 Volume and autocovariance in short-horizon stock returns: Evidence from 1992 to 1998 in Chile by Parisi, Franco & Acevedo, Carlos [Downloadable! (restricted)]
287-305 Heterokedastic behavior of the Latin American emerging stock markets by Ortiz, Edgar & Arjona, Enrique [Downloadable! (restricted)]
307-322 Brazil: Company partnership models by Procianoy, Jairo Laser [Downloadable! (restricted)]
323-332 A note using mergers and acquisitions to gain competitive advantage in the United States in the case of Latin American MNCs by Milman, Claudio D. & D'Mello, James P. & Aybar, Bulent & Arbelaez, Harvey [Downloadable! (restricted)]
333-341 CAPM performance in the Caracas Stock Exchange from 1992 to 1998 by Gonzalez F., Maximiliano [Downloadable! (restricted)]
2001, Volume 10, Issue 2 97-97 Introduction to the Latin American Financial Markets Special Issues of the International Review of Financial Analysis by Leal, Ricardo & Nail, Lance & Parisi, Franco [Downloadable! (restricted)]
99-122 A nonparametric approach to model the term structure of interest rates: The case of Chile by Fernandez, Viviana [Downloadable! (restricted)]
123-134 Elusive anomalies in the Brazilian stock market by Madureira, Leonardo L. & Leal, Ricardo P. C. [Downloadable! (restricted)]
135-156 Trading rule profits in Latin American currency spot rates by Lee, Chun I & Gleason, Kimberly C. & Mathur, Ike [Downloadable! (restricted)]
157-174 Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market by Verschoor, Willem F. C. & Wolff, Christian C. P. [Downloadable! (restricted)]
175-185 Response asymmetries in the Latin American equity markets by Pagan, Jose A. & Soydemir, Gokce A. [Downloadable! (restricted)]
187-199 Empirical tests of the Dogs of the Dow strategy in Latin American stock markets by Da Silva, Andre L. C. [Downloadable! (restricted)]
2001, Volume 10, Issue 1 1-18 The Monday merger effect by Branch, Ben & Jung, Jay & Yang, Taewon [Downloadable! (restricted)]
19-36 Impact of stock option listings on return and risk characteristics in Finland by Sahlstrom, Petri [Downloadable! (restricted)]
37-52 Introduction and expiration effects of derivative equity warrants in Hong Kong by Chen, K. C. & Wu, Lifan [Downloadable! (restricted)]
53-67 Pre-offering earnings and the long-run performance of IPOs by Yi, Jong-Hwan [Downloadable! (restricted)]
69-86 Banking regulation and market forces in Australia by Thomson, Di & Abbott, Malcolm [Downloadable! (restricted)]
87-96 Dynamic interdependence and volatility transmission of Asian stock markets: Evidence from the Asian crisis by In, Francis & Kim, Sangbae & Yoon, Jai Hyung & Viney, Christopher [Downloadable! (restricted)]
2000, Volume 9, Issue 4 327-349 Bankruptcy prediction: Application of the Taylor's expansion in logistic regression by Laitinen, Erkki K. & Laitinen, Teija [Downloadable! (restricted)]
351-368 Determinants of American Depositary Receipts and their underlying stock returns: Implications for international diversification by Choi, Yoon K. & Kim, Dong-soon [Downloadable! (restricted)]
369-388 A generalised Bayesian model of market microstructure behaviour applied to the market in Irish government securities by Dunne, Peter G. [Downloadable! (restricted)]
389-404 The dynamics of Australian dollar bonds with different credit qualities by Batten, Jonathan & Hogan, Warren & Pynnonen, Seppo [Downloadable! (restricted)]
405-420 Volatility and information flows in emerging equity market: A case of the Korean Stock Exchange by Pyun, Chong Soo & Lee, Sa Young & Nam, Kiseok [Downloadable! (restricted)]
421-432 A sociological explanation of financial market growth by Allen, Douglas E. & McGoun, Elton G. & Kester, George W. [Downloadable! (restricted)]
2000, Volume 9, Issue 3 235-245 On the conditional relationship between beta and return in international stock returns by Fletcher, Jonathan [Downloadable! (restricted)]
247-258 Payback criterion, hurdle rates and the gain of waiting by Wambach, Achim [Downloadable! (restricted)]
281-297 Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle by Huang, Bwo-Nung & Yang, Chin-Wei & Hu, John Wei-Shan [Downloadable! (restricted)]
299-314 The young finance faculty's guide to publishing: Inspired by and after (rather loosely) Benjamin Britten by Frankfurter, George M. [Downloadable! (restricted)]
315-326 Corporate diversification, ownership structure, and firm value: The Singapore evidence by Chen, Sheng-Syan & Ho, Kim Wai [Downloadable! (restricted)]
2000, Volume 9, Issue 2 117-120 Introduction to the special issues on international mergers and acquisitions by Nail, Lance [Downloadable! (restricted)]
121-145 The effect of foreign diversification on analysts' prediction errors by Erwin, Gayle R. & Perry, Susan E. [Downloadable! (restricted)]
147-162 The identification of U.K. takeover targets using published historical cost accounting data Some empirical evidence comparing logit with linear discriminant analysis and raw financial ratios with industry-relative ratios by Barnes, Paul [Downloadable! (restricted)]
163-174 International acquisitions and shareholder wealth Evidence from the Netherlands by Corhay, Albert & Rad, Alireza Tourani [Downloadable! (restricted)]
175-195 The real estate takeover: Application of Grossman and Hart theory by Deman, S. [Downloadable! (restricted)]
197-218 Restructuring the Japanese banking system Has Japan gone far enough? by Anderson, Christopher W. & CampbellII, Terry L. [Downloadable! (restricted)]
219-234 Integration problems and turnaround strategies in a cross-border merger A clinical examination of the Pharmacia-Upjohn merger by Belcher, Terry & Nail, Lance [Downloadable! (restricted)]
2000, Volume 9, Issue 1 1-4 Introduction to the special issues on international mergers and acquisitions by Nail, Lance [Downloadable! (restricted)]
5-20 Wealth effects for acquirers and divestors related to foreign divested assets by Gleason, Kimberly C. & Mathur, Ike & Singh, Manohar [Downloadable! (restricted)]
21-43 Pre-bid price run-ups and insider trading activity: Evidence from Canadian acquisitions by Jabbour, Alain R. & Jalilvand, Abolhassan & Switzer, Jeannette A. [Downloadable! (restricted)]
45-65 Takeover targets and the probability of bid success: Evidence from the Australian market by Hutson, Elaine [Downloadable! (restricted)]
67-76 The impact of firm's ownership advantages and economic status of destination country on the wealth effects of international joint ventures by Ueng, C. Joe & Kim, Seung H. & Lee, C. Christopher [Downloadable! (restricted)]
77-102 Value creation and challenges of an international transaction The DaimlerChrysler merger by Blasko, Matej & Netter, Jeffry M. & SinkeyJr., Joseph F. [Downloadable! (restricted)]
103-116 The deal of the century in Chile Endesa Espana's takeover of Enersis by Parisi, Franco & Yanez, Guillermo [Downloadable! (restricted)]
1999, Volume 8, Issue 3 199-214 Optimization of corporate capital structure A probabilistic Bayesian approach by Philosophov, Leonid V. & Philosophov, Vladimir L. [Downloadable! (restricted)]
215-234 Tests of the Contrarian Investment Strategy Evidence from the French and German stock markets by Mun, Johnathan C. & Vasconcellos, Geraldo M. & Kish, Richard [Downloadable! (restricted)]
235-245 Pricing UK and US securities within the CKLS model Further results by Nowman, K. Ben & Sorwar, Ghulam [Downloadable! (restricted)]
247-267 Domestic variance and international comovement bonds tests of interest rates by Smoluk, H. J. [Downloadable! (restricted)]
269-282 The impacts of racial differences on demand for financial assets by Tin, Jan [Downloadable! (restricted)]
283-301 Modeling daily price limits by Chou, Pin-Huang [Downloadable! (restricted)]
1999, Volume 8, Issue 2 97-121 Predicting a corporate credit analyst's risk estimate by logistic and linear models by Laitinen, Erkki K. [Downloadable! (restricted)]
123-138 Scaling laws in variance as a measure of long-term dependence by Batten, Jonathan & Ellis, Craig & Mellor, Robert [Downloadable! (restricted)]
139-151 Much ado about nothing: Long-term memory in Pacific Rim equity markets by Howe, John S. & Martin, Deryl W. & WoodJr., Bob G. [Downloadable! (restricted)]
153-163 Share price volatility with the introduction of individual share futures on the Sydney Futures Exchange by Dennis, Steven A. & Sim, Ah Boon [Downloadable! (restricted)]
165-175 What happened to the utility functions?: Imprecise expectations of security prices by Kane, Stephen A. [Downloadable! (restricted)]
177-197 Agency problems and the simultaneity of financial decision making: The role of institutional ownership by Crutchley, Claire E. & Jensen, Marlin R. H. & JaheraJr., John S. & Raymond, Jennie E. [Downloadable! (restricted)]
1999, Volume 8, Issue 1 1998, Volume 7, Issue 3 191-206 Forecasting U.K. and U.S. interest rates using continuous time term structure models by Byers, S. L. & Nowman, K. B. [Downloadable! (restricted)]
207-220 Stochastic properties and predictability of intraday Taiwan exchange rates by Chen, An-Sing & Leung, Mark T. [Downloadable! (restricted)]
221-236 Evaluation of volatility forecasts in an economic value framework by Elder, Adam & Gannon, Gerard [Downloadable! (restricted)]
237-252 Changes in earnings-price ratios and excess returns: A case of investor over-reaction by Bartholdy, Jan [Downloadable! (restricted)]
253-275 Determinants of the cross-section of stock returns in the Malaysian stock market by Allen, D. E. & Cleary, F. [Downloadable! (restricted)]
277-298 Interest rate hedging and equity duration: Australian evidence by Sweeney, Mary Elizabeth [Downloadable! (restricted)]
1998, Volume 7, Issue 2 95-111 Two puzzles in the analysis of foreign exchange market efficiency by Newbold, Paul & Wohar, Mark E. & Rayner, Tony & Kellard, Neil & Ennew, Christine [Downloadable! (restricted)]
113-136 External information costs and the adverse selection problem: A comparison of NASDAQ and NYSE stocks by Lin, Ji-Chai & Sanger, Gary C. & Geoffrey Booth, G. [Downloadable! (restricted)]
137-152 Industry differences in NAFTA's impact on the valuation of U.S. companies by Aggarwal, Raj & Long, Michael & Moore, Scott & Ervin, Danny [Downloadable! (restricted)]
153-169 Explicit versus implicit contracting in the debt market: The case of leasing by Ang, James S. & Jung, Min-Je [Downloadable! (restricted)]
171-179 Estimating the market risk for nontraded securities: An application to Canadian public utilities by Berkowitz, Michael K. [Downloadable! (restricted)]
181-190 The relationship between international bond markets and international stock markets by Lim, Edward S. & Gallo, John G. & Swanson, Peggy E. [Downloadable! (restricted)]
1998, Volume 7, Issue 1 1-18 Cross-sectional relationships between stock returns and market beta, trading volume, and sales-to-price in Taiwan by Sheu, Her-Jiun & Wu, Soushan & Ku, Kuang-Ping [Downloadable! (restricted)]
19-36 Structural models: Intra/Inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures by Gannon, Gerard L. & Choi, Daniel F. S. [Downloadable! (restricted)]
51-64 An analytical comparison of the durations and price sensitivities of fixed-rate, constant payment and constant amortization mortgages by Followill, Richard [Downloadable! (restricted)]
65-82 Random walks in the U.K. pound/ U.S. dollar exchange rates by Smoluk, Herbert J. & Vasconcellos, Geraldo M. & Kramer, Jonathan K. [Downloadable! (restricted)]
83-94 Investment implications of the korean financial market reform by Ayadi, O. Felix & Dufrene, Uric B. & Chatterjee, Amitava [Downloadable! (restricted)]
1997, Volume 6, Issue 3 179-192 The Big Mac: More than a junk asset allocator? by Annaert, Jan & De Ceuster, Marc J. K. [Downloadable! (restricted)]
193-207 First Republic and the FDIC: A case study by Branch, Ben & Ray, Hugh [Downloadable! (restricted)]
209-228 Stock returns and volatility in two regime markets: International evidence by Paudyal, Krishna & Saldanha, Liesl [Downloadable! (restricted)]
229-240 International interest rates linkages: Evidence from OECD countries by Monadjemi, Mehdi S. [Downloadable! (restricted)]
241-256 The Value of convertible preferred stock in transactions with "relationship investors" like Warren Buffett by Murphy, Austin & Kleiman, Robert & Nathan, Kevin [Downloadable! (restricted)]
257-262 Robustness of selectivity and timing measures of performance based on quadratic and dummy variable regressions by Chung, Richard & Kryzanowski, Lawrence [Downloadable! (restricted)]
1997, Volume 6, Issue 2 1997, Volume 6, Issue 1 1996, Volume 5, Issue 3 161-169 Equilibrium asset price ranges by Bergman, Yaacov Z. [Downloadable! (restricted)]
171-183 Implied foreign exchange rates using options prices by Brenner, Menachem & Eom, Young Ho & Landskroner, Yoram [Downloadable! (restricted)]
185-195 Can we reconcile finance with nature? by Robinson, Chris [Downloadable! (restricted)]
197-221 Management's perception of leveraged buyouts by Frankfurter, George M. & Kosedag, Arman [Downloadable! (restricted)]
223-235 The statistical properties of parameters inferred from the black-scholes formula by Butler, J. S. & Schachter, Barry [Downloadable! (restricted)]
237-257 The determinants of institutional demand for common stock: Tests of the capm vs. individual stock attributes by Eakins, Stanley G. & Stansell, Stanley R. & Below, Scott D. [Downloadable! (restricted)]
259-272 It is high time we take our ignorance more seriously by Koppl, Roger G. [Downloadable! (restricted)]
1996, Volume 5, Issue 2 87-97 The investment decisions of individuals and firms by Chamberlain, Trevor W. [Downloadable! (restricted)]
99-111 Dispersion of analysts' forecasts, precision of earnings, and trading volume reaction by Bildersee, John & Radhakrishnan, Suresh & Ronen, Joshua [Downloadable! (restricted)]
113-130 Capital flows and net international investment by Puri, Tribhuvan N. [Downloadable! (restricted)]
131-143 Primary privatization goal in economies in transition by Mramor, Dusan [Downloadable! (restricted)]
145-160 Pricing of foreign exchange options with transaction costs: The choice of trading interval by Hauser, Schmuel & Levy, Azriel [Downloadable! (restricted)]
1996, Volume 5, Issue 1 1-18 An examination of the issue of form versus substance in an experimental asset market: A pilot study by Salandro, Daniel & Peterson, Steven [Downloadable! (restricted)]
19-38 Prospect theory: A literature review by Edwards, Kimberley D. [Downloadable! (restricted)]
39-53 Common factors in international stock prices: Evidence from a cointegration study by Bachman, Daniel & Choi, Jongmoo Jay & Jeon, Bang Nan & Kopecky, Kenneth J. [Downloadable! (restricted)]
55-64 Testing for common autocorrelation features of two scandinavian stock markets by Knif, Johan & Pynnonen, Seppo & Luoma, Martti [Downloadable! (restricted)]
65-78 Fashion and finance by McGoun, Elton G. [Downloadable! (restricted)]
79-81 The market model and the event study method: A synthesis of econometric criticisms: Comment by Rumsey, John [Downloadable! (restricted)]
83-86 The market model and the event study method: A rejoinder by Coutts, J. Andrew & Mills, Terence C. & Roberts, Jennifer [Downloadable! (restricted)]
1995, Volume 4, Issue 2-3 85-105 Expectations, technological change, information and the theory of financial markets by Nawrocki, David N. [Downloadable! (restricted)]
107-121 Economic evaluation of remuneration from patents and technology transfers by Galai, Dan & Ilan, Yael [Downloadable! (restricted)]
123-142 Repackaging cashflows and the creation of value: The case of primes and scores by Huckins, Nancy White [Downloadable! (restricted)]
143-154 Expected stock returns, real business activity and consumption smoothing by Shawky, Hany & Peng, Yajun [Downloadable! (restricted)]
155-167 Signaling effects of junk bond issuance: Has the interest rate swap age made a difference? by Samant, Ajay & Burnie, David & D'Mello, James [Downloadable! (restricted)]
169-181 Efficiency tests of options on Treasury bond futures contracts at the Chicago Board of Trade by Blomeyer, Edward C. & Boyd, James C. [Downloadable! (restricted)]
183-184 Event studies and replication: A commentary by Chandy, P. R. & Cheung, M. T. [Downloadable! (restricted)]
185-199 Machomatics in egonomics by McGoun, Elton G. [Downloadable! (restricted)]
1995, Volume 4, Issue 1 1-18 Rational deviations from absolute priority rules by Bergman, Yaacov & Callen, Jeffrey L. [Downloadable! (restricted)]
19-34 Trading hours, information flow, and international cross-listing by Forster, Margaret M. & George, Thomas J. [Downloadable! (restricted)]
35-66 Stein and CAPM estimators of the means in asset allocation by Grauer, Robert R. & Hakansson, Nils H. [Downloadable! (restricted)]
67-79 Introduction of dual-class shares: Further evidence on Canadian pro-rata distributions by Kryzanowski, Lawrence & Zhang, Hao [Downloadable! (restricted)]
81-84 A note on currency option pricing by Nawalkha, Sanjay K. & Chambers, Donald R. [Downloadable! (restricted)]
1994, Volume 3, Issue 3 173-207 The methodology of finance: A round table discussion by Frankfurter, George M. & Carleton, Willard & Gordon, Myron & Horrigan, James & McGoun, Elton & Philippatos, George & Robinson, Chris [Downloadable! (restricted)]
209-224 Storytellers, stories, and "free cash flow" by Reiter, Sara Ann [Downloadable! (restricted)]
225-234 The nature of man: II by Frankfurter, George M. [Downloadable! (restricted)]
1994, Volume 3, Issue 2 97-111 The relevance of financial policy in perfect capital markets by Ho, Kwok & Robinson, Chris [Downloadable! (restricted)]
113-123 A commentary on financial research in the Asia Pacific region by McGoun, Eiton G. & Kester, George W. [Downloadable! (restricted)]
125-135 Do markets produce crime? by Clarke, Michael [Downloadable! (restricted)]
137-148 The financial system of a small, emerging market economy by Ribnikar, Ivan [Downloadable! (restricted)]
149-171 The market model and the event study method: A synthesis of the econometric criticisms by Coutts, J. Andrew & Mills, Terence C. & Roberts, Jennifer [Downloadable! (restricted)]
1994, Volume 3, Issue 1 1993, Volume 2, Issue 3 147-153 The pricing of risk in common shares by Gordon, Myron J. [Downloadable! (restricted)]
155-176 The use of information contained in annual reports and prediction of small business failures by Laitinen, Erkki K. [Downloadable! (restricted)]
177-190 New money and adjustment policies by Landskroner, Yoram & Paroush, Jacob [Downloadable! (restricted)]
191-198 The effect of antitakeover legislation on banking firms: Empirical evidence from Pennsylvania Act 36 by Collins, M. Cary & Black, Harold A. & Wansley, James W. [Downloadable! (restricted)]
199-210 Dependency in Pacific basin stock returns by Lo, Wai-Chung & Fung, Hung-Gay & Chen, Shaw K. & Lai, Gene C. [Downloadable! (restricted)]
1993, Volume 2, Issue 2 1993, Volume 2, Issue 1 1-16 The WPPSS mess, or "What's in a bond rating?" : A case study by Carleton, Willard T. & Dragun, Brian & Lazear, Victoria [Downloadable! (restricted)]
17-31 The French Notional futures contract in risk/return management by Geman, Helyette & Schneeweis, Thomas [Downloadable! (restricted)]
33-50 Management buyouts and anticipated gains to shareholders--theory and testing by Frankfurter, George M. & Gunay, Erdal [Downloadable! (restricted)]
51-68 Tests for cumulative abnormal returns over long periods: Simulation evidence by Cowan, Arnold Richard [Downloadable! (restricted)]
v-vi Letter from the editor by Frankfurter, George M. [Downloadable! (restricted)]
1992, Volume 1, Issue 3 161-177 On knowledge of finance by McGoun, Elton G. [Downloadable! (restricted)]
179-193 Prices and hedge ratios of average exchange rate options by Vorst, Ton [Downloadable! (restricted)]
195-209 The characteristics of portfolios selected by n-degree Lower Partial Moment by Nawrocki, David N. [Downloadable! (restricted)]
211-224 Market reactions to corporate presentations to the New York Society of Security Analysts by Lane, William R. & Orgeron, Stacy [Downloadable! (restricted)]
225-236 Predicting the value of foreign currency call options with the Constant Elasticity of Variance diffusion process by Hauser, Shmuel & Galai, Dan & Bagley, Charles [Downloadable! (restricted)]
237-245 The predictive power of January returns and the political-business cycle by Aggarwal, Raj & Schirm, David C. [Downloadable! (restricted)]
v-vi Letter from the editor by Frankfurter, George M. [Downloadable! (restricted)]
1992, Volume 1, Issue 1 1-15 Financial theory and the growth of scientific knowledge: From Modigliani and Miller to "an organizational theory of capital structure" by Frankfurter, George M. & Philippatos, George C. [Downloadable! (restricted)]
17-37 The analytics of sensitivity analysis for mean-variance portfolio problems by Best, Michael J. & Grauer, Robert R. [Downloadable! (restricted)]
51-63 Pricing corporate debt with event-risk provisions by Bicksler, James L. & Chen, Andrew H. [Downloadable! (restricted)]
65-76 Stock returns, inflation, and interest rates: Ex post and ex ante relationships by Boyle, Glenn W. & Young, Leslie [Downloadable! (restricted)]
77-93 Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975 by Malliaris, A. G. [Downloadable! (restricted)]
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IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .