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Content
May 1997, Volume 21, Issue 5
April 1997, Volume 21, Issue 4
- 441-468 Optimal bank reorganization and the fair pricing of deposit guarantees
by Fries, Steven & Mella-Barral, Pierre & Perraudin, William
- 469-490 The benefits from international diversification for Nordic investors
by Liljeblom, Eva & Loflund, Anders & Krokfors, Svante
- 491-507 Risk-taking behavior of banks under regulation
by Park, Sangkyun
- 509-527 Banks' changing incentives and opportunities for risk taking
by Galloway, Tina M. & Lee, Winson B. & Roden, Dianne M.
- 529-540 Tender offers to influential shareholders
by Liebler, Robert J.
- 541-562 A path-dependent approach to security valuation with application to interest rate contingent claims
by Breeden, Douglas T. & Gilkeson, James H.
- 563-571 An empirical analysis of common stock call exercise: A note
by Finucane, Thomas J.
- 573-585 A note on economic news and intraday exchange rates
by Tanner, Glenn
March 1997, Volume 21, Issue 3
- 295-313 IPO underpricing as tax-efficient compensation
by Rydqvist, Kristian
- 315-335 Asset pricing, time-varying risk premia and interest rate risk
by Flannery, Mark J. & Hameed, Allaudeen S. & Harjes, Richard H.
- 369-391 Portfolio selection under institutional procedures for short selling: Normative and market-equilibrium considerations
by Kwan, Clarence C. Y.
- 393-416 A dynamic model of firewalls and non-traditional banking
by Chen, Andrew H. & Mazumdar, Sumon C.
- 417-432 Nonshareholder constituency statutes and shareholder wealth: A note
by Alexander, John C. & Spivey, Michael F. & Wayne Marr, M.
- 433-435 Focus : Al Ries, (Harper-Collins Publishers, New York, NY, 1996) 300 pp
by Nail, Lance
- 435-437 Wise Choices (Decisions, Games and Negotiations) : Richard J. Zeckhauser, Ralph L. Keeney and James K. Sebenius, (Harvard Business School Press, Boston, MA, 1996) 478 pp
by Lipson, Marc Lars
February 1997, Volume 21, Issue 2
- 127-141 Hedging against interest rate risk: Reconsidering volatility-adjusted immunization
by Carcano, Nicola & Foresi, Silverio
- 143-167 Portfolio selection and skewness: Evidence from international stock markets
by Chunhachinda, Pornchai & Dandapani, Krishnan & Hamid, Shahid & Prakash, Arun J.
- 169-196 Stochastic volatility, movements in short term interest rates, and bond option values
by Vetzal, Kenneth R.
- 197-219 A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions
by Brooks, Robert D. & Faff, Robert W. & Yew, Kee Ho
- 221-250 Evaluating the cost-efficiency of the Italian Banking System: What can be learned from the joint application of parametric and non-parametric techniques
by Resti, Andrea
- 251-271 On the determinants of bank interest margins under credit and interest rate risks
by Kit, Pong Wong
January 1997, Volume 21, Issue 1
- 1-16 Duration for bonds with default risk
by Fooladi, Iraj J. & Roberts, Gordon S. & Skinner, Frank
- 17-35 Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices
by Chiang, Raymond & Davidson, Ian & Okunev, John
- 37-53 Takeover activity among financial mutuals: An analysis of target characteristics
by Thompson, Steve
- 55-87 Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking
by Angbazo, Lazarus
- 89-112 On competition, risk, and hidden assets in the market for bank credit cards
by Nash, Robert C. & Sinkey Jr., Joseph F.
- 113-123 A note on market efficiency, institutional practice, and economic constraints in the experience of the Canadian bond market
by Halpern, Paul & Rumsey, John
December 1996, Volume 20, Issue 10
- 1635-1650 Comparative measures of performance for U.S.-based international equity mutual funds
by Gallo, John G. & Swanson, Peggy E.
- 1651-1671 The composite cost function and efficiency in giant Japanese banks
by McKillop, Donal G. & Glass, J. Colin & Morikawa, Yukio
- 1673-1694 The behavior of consumer loan rates during the 1990 credit slowdown
by Lown, Cara & Peristiani, Stavros
- 1695-1713 Trading mechanisms and trading preferences on a 24-hour futures market: A case study of the Floor/GLOBEX switch on MATIF
by Chow, Edward H. & Lee, Jie-Haun & Shyy, Gang
- 1715-1729 The accuracy of the tick test: Evidence from the Australian stock exchange
by Aitken, Michael & Frino, Alex
- 1731-1757 Trading frequency and event study test specification
by Cowan, Arnold R. & Sergeant, Anne M. A.
- 1759-1773 Stock reaction to dividend savings of convertible preferred calls: Free cash flow or price pressure effects?
by Kadapakkam, Palani-Rajan & Tang, Alex P.
- 1775-1791 Commercial bank mutual fund activities: Implications for bank risk and profitability
by Gallo, John G. & Apilado, Vincent P. & Kolari, James W.
November 1996, Volume 20, Issue 9
- 1447-1461 The impact of firm specific news on implied volatilities
by Donders, Monique W. M. & Vorst, Ton C. F.
- 1463-1484 The day-of-the-week effect: The international evidence
by Dubois, M. & Louvet, P.
- 1485-1508 The stock-market reaction to dividend cuts and omissions by commercial banks
by Bessler, Wolfgang & Nohel, Tom
- 1531-1558 The effect of mergers and acquisitions on the efficiency and profitability of EC credit institutions
by Vennet, Rudi Vander
- 1559-1582 Cross-border acquisitions and shareholder wealth: Tests of the synergy and internalization hypotheses
by Eun, Cheol S. & Kolodny, Richard & Scheraga, Carl
- 1583-1599 Market-to-book ratios, equity retention, and management ownership in Finnish initial public offerings
by Keloharju, Matti & Kulp, Kaj
- 1601-1621 Do consumers pay for one-stop banking? Evidence from an alternative revenue function
by Berger, Allen N. & Humphrey, David B. & Pulley, Lawrence B.
September 1996, Volume 20, Issue 8
- 1305-1327 The federal deposit insurance fund that didn't put a bite on U.S. taxpayers
by Kane, Edward J. & Hendershott, Robert
- 1329-1350 Risk-taking behavior in the U.S. thrift industry: Ownership structure and regulatory changes
by Knopf, John D. & Teall, John L.
- 1351-1363 Optimal bond trading and the tax-timing option in Canada
by Prisman, Eliezer Z. & Roberts, Gordon S. & Tian, Yisong
- 1365-1380 A friction model of daily Bundesbank and Federal Reserve intervention
by Almekinders, Geert J. & Eijffinger, Sylvester C. W.
- 1381-1405 Bank capital requirements for securitized loan pools
by McAllister, Patrick H. & Mingo, John J.
- 1407-1425 Takeover bids and the relative prices of shares that differ in their voting rights
by Rydqvist, Kristian
August 1996, Volume 20, Issue 7
- 1135-1159 Executive ownership, corporate value, and executive compensation: A unifying framework
by Chung, Kee H. & Pruitt, Stephen W.
- 1161-1187 Information, trading and stock returns: Lessons from dually-listed securities
by Chan, K. C. & Fong, Wai-Ming & Kho, Bong-Chan & Stulz, ReneM.
- 1189-1210 Australian IPO pricing in the short and long run
by Lee, Philip J. & Taylor, Stephen L. & Walter, Terry S.
- 1211-1229 Pricing Black-Scholes options with correlated credit risk
by Klein, Peter
- 1231-1250 Takeover defenses and wealth effects on securityholders: The case of poison pill adoptions
by Datta, Sudip & Iskandar-Datta, Mai
- 1251-1269 Return generating process and the determinants of term premiums
by Elton, Edwin J. & Gruber, Martin J. & Mei, Jianping
- 1271-1287 Scale and scope economies at large banks: Including off-balance sheet products and regulatory effects (1984-1991)
by Jagtiani, Julapa & Khanthavit, Anya
- 1289-1301 Ownership changes and lending at minority banks: A note
by Dahl, Drew
July 1996, Volume 20, Issue 6
- 965-983 Testing for micro-structure effects of international dual listings using intraday data
by Noronha, Gregory M. & Sarin, Atulya & Saudagaran, Shahrokh M.
- 985-1001 Valuing futures and options on volatility
by Grunbichler, Andreas & Longstaff, Francis A.
- 1003-1023 Efficiency and technical progress in banking Empirical results for a panel of German cooperative banks
by Lang, Gunter & Welzel, Peter
- 1025-1045 A study of bank efficiency taking into account risk-preferences
by Mester, Loretta J.
- 1047-1068 Intercorporate shareholdings and corporate control in the Japanese firm
by Osano, Hiroshi
- 1069-1092 Capital and risk in property-liability insurance markets
by David Cummins, J. & Sommer, David W.
- 1093-1119 On alternative interest rate processes
by Dahlquist, Magnus
- 1121-1132 A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994
by Hudson, Robert & Dempsey, Michael & Keasey, Kevin
June 1996, Volume 20, Issue 5
- 783-803 The valuation effects of the 1977 Community Reinvestment Act and its enforcement
by Johnson, Shane A. & Sarkar, Salil K.
- 805-833 On measuring credit risks of derivative instruments
by Duffee, Gregory R.
- 835-852 Considerations of cost trade-offs in insurance solvency surveillance policy
by Lamm-Tennant, Joan & Starks, Laura & Stokes, Lynne
- 853-868 Systemic risk in the netting system
by Angelini, P. & Maresca, G. & Russo, D.
- 869-890 The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes
by Priestley, Richard
- 891-900 Efficient investment and financial intermediation
by Qi, Jianping
- 901-915 The effects of declining capitalization on equity acquisition by commercial banks
by Dahl, Drew & Spivey, Michael F.
- 917-948 The design of financial systems: An overview
by Thakor, Anjan V.
- 949-962 Trading rule profits in european currency spot cross-rates
by Lee, Chun I. & Mathur, Ike
May 1996, Volume 20, Issue 4
- 617-643 Market reaction to Business Week 'Inside Wall Street' column: A self-fulfilling prophecy
by Sant, Rajiv & Zaman, Mir A.
- 645-653 On the valuation of an option to exchange one interest rate for another
by Qiang Fu
- 655-672 Operational efficiency in banking: An international comparison
by Allen, Linda & Rai, Anoop
- 673-685 The determinants of the duration of commercial bank debt renegotiation for sovereigns
by Baek, In-Mee & Bandopadhyaya, Arindam
- 687-697 ARCH effects and cointegration: Is the foreign exchange market efficient?
by Alexakis, Panayotis & Apergis, Nicholas
- 699-721 Assessing the FDIC's premium and examination policies using 'Soviet' put options
by Epps, T. W. & Pulley, Lawrence B. & Humphrey, David B.
- 723-744 Risk, regulation, and S & L diversification into nontraditional assets
by Brewer, Elijah III & Jackson, William III & Mondschean, Thomas S.
- 745-771 The structure-performance relationship for European banking
by Goldberg, Lawrence G. & Rai, Anoop
April 1996, Volume 20, Issue 3
- 419-438 An evaluation of volatility forecasting techniques
by Brailsford, Timothy J. & Faff, Robert W.
- 439-454 The monitoring rationale for dividends and the interaction of capital structure and dividend decisions
by Noronha, Gregory M. & Shome, Dilip K. & Morgan, George E.
- 455-472 Taxes and dividends: The UK evidence
by Lasfer, M. Ameziane
- 473-494 The influence on Congress by the thrift industry
by Colburn, Christopher B. & Hudgins, Sylvia C.
- 495-509 The technical efficiency of large bank production
by Miller, Stephen M. & Noulas, Athanasios G.
- 511-536 The value of recourse and cross-default clauses in commercial mortgage contracting
by Childs, Paul D. & Ott, Steven H. & Riddiough, Timothy J.
- 537-554 The behavior of secondary market prices of LDC syndicated loans
by Lee, Suk Hun & Sung, Hyun Mo & Urrutia, Jorge L.
- 577-593 Monitoring, loan renegotiability, and firm value: The role of lending syndicates
by Preece, Dianna & Mullineaux, Donald J.
- 595-603 A note on a simple, accurate formula to compute implied standard deviations
by Corrado, Charles J. & Miller, Thomas Jr.
- 605-613 A note on the performance of foreign exchange forecasters in a portfolio framework
by Marsh, Ian W. & Power, David M.
March 1996, Volume 20, Issue 2
- 207-225 Financial innovation, new assets, and the behavior of money demand
by Glennon, Dennis & Lane, Julia
- 227-245 A contingent claims analysis of the interest rate risk characteristics of corporate liabilities
by Nawalkha, Sanjay K.
- 247-266 The intraday speed of stock price adjustment to major dividend changes: Bid-ask bounce and order flow imbalances
by Gosnell, Thomas F. & Keown, Arthur J. & Pinkerton, John M.
- 267-281 Risk aversion and the yield of corporate debt
by Wu, Chunchi & Yu, Chih-Hsien
- 283-306 Cost structures in multinational and domestic banking
by Mahajan, Arvind & Rangan, Nanda & Zardkoohi, Asghar
- 307-329 Foreign acquisitions in the United States: Effect on shareholder wealth of foreign acquiring firms
by Cakici, Nusret & Hessel, Chris & Tandon, Kishore
- 331-350 Managerial rents and regulatory intervention in troubled banks
by Noe, Thomas H. & Rebello, Michael J. & Wall, Larry D.
- 351-375 Charter value, minimum bank capital requirement and deposit insurance pricing in equilibrium
by Acharya, Sankarshan
- 377-387 A note on cost structure and economies of scale in Greek banking
by Karafolas, S. & Mantakas, G.
- 389-400 A note on price-volume dynamics in an emerging stock market
by Basci, Erdem & Ozyildirim, Suheyla & Aydogan, Kursat
- 401-415 A note on noise in the market for bankrupt firms' securities
by Eberhart, Allan C. & Sweeney, Richard J.
January 1996, Volume 20, Issue 1
- 1-23 On the strategic role of high leverage in entry deterrence
by Fulghieri, P. & Nagarajan, S.
- 25-40 Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner
by Jordan, Bradford D. & Jordan, Susan D.
- 41-56 An empirical reconciliation of the Miller model and the generalized capital structure models
by Simon, David P.
- 57-69 Additional evidence on the information-based contagion effects of bank failures
by Aharony, Joseph & Swary, Itzhak
- 71-84 Modelling implied volatility with OLS and panel data models
by Ncube, Mthuli
- 85-113 Deregulation in investment banking: Industry concentration following Rule 415
by Cornett, Marcia Millon & Davidson, Wallace III & Rangan, Nanda
- 115-133 Liquidation under moral hazard: Optimal debt maturity and loan commitments
by Houston, Joel F. & Venkataraman, S.
- 135-149 Investigating the behavior and characteristics of the Madrid Stock Exchange
by Ratner, Mitchell
- 151-164 Wealth effects of asset securitization
by Lockwood, Larry J. & Rutherford, Ronald C. & Herrera, Martin J.
- 165-177 A note on the temporal variability of Canadian financial services stock returns
by Adjaoud, Fodil & Rahman, Abdul
- 179-188 A note on the determinants of unexpected exchange rate movements
by Cavaglia, Stefano M. F. G. & Wolff, Christian C. P.
- 189-201 Are stock price reversals really asymmetric? A note
by Dissanaike, Gishan
November 1995, Volume 19, Issue 8
- 1327-1340 Modelling mean reversion of asset prices towards their fundamental value
by Chiang, Raymond & Liu, Peter & Okunev, John
- 1341-1358 Short interest and the asymmetry of the price-volume relationship in the Canadian stock market
by Assogbavi, T. & Khoury, N. & Yourougou, P.
- 1359-1366 The duration vector: A continuous-time extension to default-free interest rate contingent claims
by Nawalkha, Sanjay K.
- 1379-1400 Debt and market incompleteness
by Ronn, Ehud I. & Senbet, Lemma W.
- 1401-1418 Anticipating bailouts: The incentive-conflict model and the collapse of the Ohio deposit guarantee fund
by DeGennaro, Ramon P. & Thomson, James B.
- 1419-1436 Loan covenants and corporate debt policy under bank regulations
by Chen, Andrew H. & Hung, Mao-Wei & Mazumdar, Sumon C.
- 1437-1458 Investment trust IPOs: Issuing behaviour and price performance Evidence from the London Stock Exchange
by Levis, Mario & Thomas, Dylan C.
- 1459-1477 Measuring the true profile of taxpayer losses in the S & L insurance mess
by Kane, Edward J. & Min-Teh Yu
- 1479-1487 A note on the spread between the rates of fixed and variable rate loans
by Chang Eric C. & Moon-Whoan Rhee & Kit Pong Wong
October 1995, Volume 19, Issue 7
- 1135-1157 Long-run estimates of technological change and scale economies in a dynamic framework: Australian permanent building societies, 1974-1990
by Esho, Neil & Sharpe, Ian G.
- 1159-1173 Risk-based capital requirements and bank portfolio risk
by Gjerde, Oystein & Semmen, Kristian
- 1175-1189 Scale economies and cost complementarities in commercial banks: On-and off-balance-sheet activities
by Jagtiani, Julapa & Nathan, Alli & Sick, Gordon
- 1191-1210 Economic news and equity market linkages between the U.S. and U.K
by Becker, Kent G. & Finnerty, Joseph E. & Friedman, Joseph
- 1211-1236 The wealth effects of deregulation of Canadian financial institutions
by Amoako-Adu, Ben & Smith, Brian F.
- 1237-1263 International diversification through closed-end country funds
by Chang, Eric & Eun, Cheol S. & Kolodny, Richard
- 1265-1284 Day-of-the-week effects in federal funds rates: Further empirical findings
by Griffiths, Mark D. & Winters, Drew B.
- 1285-1303 Overinvestment, Tobin's q and gains from foreign acquisitions
by Doukas, John
- 1305-1307 A note on an equilibrium debt option pricing model in discrete time
by Mathis, Roswell III
- 1309-1321 A note on Euroyen and domestic yen interest rates
by Wai-Chung Lo & Hung-Gay Fung & Morse, Joel N.
September 1995, Volume 19, Issue 6
- 959-985 Forecasting losses on a liquidating long-term loan portfolio
by Smith, L. Douglas & Lawrence, Edward C.
- 987-1003 Data frequency and the number of factors in stock returns
by Huang, Roger D. & Jo, Hoje
- 1005-1023 Self-tender offers: The effects of free cash flow, cash flow signalling, and the measurement of Tobin's q
by Perfect, Steven B. & Peterson, David R. & Peterson, Pamela P.
- 1025-1046 Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts
by Kee, H. Chung & McInish, Thomas H. & Wood, Robert A. & Wyhowski, Donald J.
- 1047-1054 Another look on bond market seasonality: a note
by Kam, C. Chan & H., K. Wu
- 1055-1072 Tests for tax-clientele and tax-option effects in U.S. treasury bonds
by Ehrhardt, Michael C. & Jordan, James V. & Prisman, Eliezer Z.
- 1073-1089 Separating the likelihood and timing of bank failure
by Cole, Rebel A. & Gunther, Jeffery W.
- 1091-1108 Deposit insurance and bank interest rate risk: Pricing and regulatory implications
by Jin-Chuan, Duan & Moreau, Arthur F. & Sealey, C. W.
- 1109-1130 Forbearance, deposit insurance pricing, and incentive compatible bank regulation
by Nagarajan, S. & Sealey, C. W.
August 1995, Volume 19, Issue 5
- 743-764 When does the prime rate change?
by Mester, Loretta J. & Saunders, Anthony
- 765-784 Discrete exchange rate hedging strategies
by Brealey, R. A. & Kaplanis, E. C.
- 803-821 Conditional volatility and the informational efficiency of the PHLX currency options market
by Xu, Xinzhong & Taylor, Stephen J.
- 823-842 Wealth effects of foreign expansion by U.S. banks
by Waheed, Amjad & Mathur, Ike
- 843-869 Seasonalities and intraday return patterns in the foreign currency futures market
by Cornett, Marcia Millon & Schwarz, Thomas V. & Szakmary, Andrew C.
- 871-889 Optimal portfolio selection under institutional procedures for short selling
by Kwan, Clarence C. Y.
- 937-948 A note on the effects of contract adjustments on the prices of put and call options
by Brown, Robert L. & Easton, Stephen A. & Lalor, Paul A.
- 949-953 A note on GARCH predictable variances and stock market efficiency
by Schwaiger, Walter S. A.
June 1995, Volume 19, Issue 3-4
- 393-430 The role of capital in financial institutions
by Berger, Allen N. & Herring, Richard J. & Szego, Giorgio P.
- 431-459 Three paradigms for the role of capitalization requirements in insured financial institutions
by Kane, Edward J.
- 461-481 Financial innovation and the management and regulation of financial institutions
by Merton, Robert C.
- 483-489 Do the M & M propositions apply to banks?
by Miller, Merton H.
- 491-510 The implementation of prompt corrective action: An assessment
by Jones, David S. & King, Kathleen Kuester
- 511-527 Insolvency experience, risk-based capital, and prompt corrective action in property-liability insurance
by Cummins, J. David & Harrington, Scott E. & Klein, Robert
- 529-530 Comment on Jones and King and Cummins et al
by Eisenbeis, Robert A.
- 531-562 A market evaluation of the risk-based capital standards for the U.S. financial system
by Cordell, Lawrence R. & King, Kathleen Kuester
- 563-574 Bank holding company capital targets in the early 1990s: The regulators versus the markets
by Wall, Larry D. & Peterson, David R.
- 575-576 Discussant's comments on Wall and Peterson, and Cordell and King
by Santomero, Anthony M.
- 577-605 Fair value accounting: Effects on banks' earnings volatility, regulatory capital, and value of contractual cash flows
by Barth, Mary E. & Landsman, Wayne R. & Wahlen, James M.
- 607-622 Partial market value accounting, bank capital volatility, and bank risk
by Carey, Mark
- 623-625 Discussion of Carey and Barth, Landsman, and Wahlen
by Beatty, Anne
- 627-646 Loan sales as a response to market-based capital constraints
by Carlstrom, Charles T. & Samolyk, Katherine A.
- 647-658 The effect of bank capital requirements on bank off-balance sheet financial innovations
by Jagtiani, Julapa & Saunders, Anthony & Udell, Gregory
- 659-660 Comments on papers presented by Carlstrom and Samolyk, and Jagtiani, Saunders, and Udell
by Oldfield, George S.
- 661-677 Bank capital shocks: Dynamic effects on securities, loans, and capital
by Hancock, Diana & Laing, Andrew J. & Wilcox, James A.
- 679-692 Bank regulation and the credit crunch
by Peek, Joe & Rosengren, Eric
- 693-711 Capital requirements, loan renegotiation and the borrower's choice of financing source
by Thakor, Anjan V. & Furlong Wilson, Patricia
- 713-715 Comment on Hancock, Laing and Wilcox and Peek and Rosengren
by Avery, Robert B.
- 717-718 Comment on Thakor and Wilson
by Allen, Franklin
- 721-722 FDICIA and bank capital
by Kaufman, George G.
- 723-725 Implementing FDICIA's mandatory closure rule
by Garcia, Gillian
- 727-729 Risk-based capital in the European economic community
by Szego, Giorgio P.
- 733-734 An analysis of inefficiencies in banking
by Kwan, Simon H. & Eisenbeis, Robert A.
- 735-737 Perspectives on bank capital regulation and managerial compensation
by John, Kose & Saunders, Anthony & Senbet, Lemma W.
May 1995, Volume 19, Issue 2
- 187-206 Equity financing and corporate convertible bond policy
by Jalan, P. & Barone-Adesi, G.
- 207-223 Parameter uncertainty and the rational expectations model of the term structure
by Ederington, Louis H. & Huang, Chao-Hsi
- 225-243 Prompt corrective action and bank efforts to recover from undercapitalization
by Dahl, Drew & Spivey, Michael F.
- 245-259 Pension plan terminations, excess asset reversions and securityholder wealth
by Datta, Sudip & Iskandar-Datta, Mai E. & Zychowicz, Edward J.
- 261-279 A market evaluation of FDIC assisted transactions
by Cochran, Bruce & Rose, Lawrence C. & Fraser, Donald R.
- 281-297 Banker judgement versus formal forecasting models: The case of country risk assessment
by Somerville, R. A. & Taffler, R. J.
- 299-322 The impact of default risk on the prices of options and other derivative securities
by Hull, John & White, Alan
- 323-345 Bids and asks in disequilibrium market microstructure: The case of IBM
by deB. Harris, Frederick H. & McInish, Thomas H. & Chakravarty, Ranjan R.
- 347-362 Disclosure environment and listing on foreign stock exchanges
by Sherman Cheung, C. & Lee, Jason
- 363-386 Interest rate differentials and exchange rate policies in Austria, The Netherlands, and Belgium
by Knot, Klaas & de Haan, Jakob
April 1995, Volume 19, Issue 1
- 11-44 On the structure of take-over models, and insider-outsider conflicts in negotiated take-overs
by Sercu, P. & Van Hulle, C.
- 45-60 Financial ratio proportionality and inter-temporal stability: An empirical analysis
by Sudarsanam, P. S. & Taffler, R. J.
- 61-77 The optimal pricing of exports invoiced in different currencies
by Ahtiala, Pekka & Orgler, Yair E.
- 79-95 Discount rate changes and security returns in the U.S., 1962-1991
by Jensen, Gerald R. & Johnson, Robert R.
- 97-115 Corporate partial acquisitions, total firm valuation and the effect of financing method
by Datta, Sudip & E. Iskandar-Datta, Mai
- 131-152 Should bond funds be added to M2?
by Duca, John V.
- 153-164 Face value convergence for stochastic bond price processes: a note on Merton's partial equilibrium option pricing model
by K. Nawalkha, Sanjay
- 165-170 Savings and loan ownership structure and expense-preference
by Krinsky, Itzhak & Thomas, Hugh
- 171-172 Savings savings and loan ownership structure and expense-preference: Reply
by R. Akella, Srinivas & I. Greenbaum, Stuart
December 1994, Volume 18, Issue 6
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