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Content
May 1997, Volume 8, Issue 3
March 1997, Volume 8, Issue 2
- 91-107 An Examination of UK Unit Trust Performance within the Arbitrage Pricing Theory Framework
by Fletcher, Jonathan
- 109-128 Capital Budgeting for Advertising Expenditures: A Contingent Claims Approach
by Tannous, George F
- 129-150 Evidence on the Timing and Determinants of Overfunded Pension Plan Termination
by Hsieh, Su-Jane & Ferris, Kenneth R & Chen, Andrew H
- 151-162 An Event Option Pricing Model with Scheduled and Unscheduled Announcement Effects
by Abraham, Abraham & Taylor, William M
- 163-179 Implications of Debt Renegotiation for Optimal Bank Policy and Firm Behavior
by Cho, Joonmo & Linn, Scott C & Nakibullah, Ashraf
January 1997, Volume 8, Issue 1
- 5-18 Valuation of Callable Warrants: Theory and Evidence
by Burney, Robert B & Moore, William T
- 19-36 Alternative Liquidity Measures and Stock Returns
by Kluger, Brian D & Stephan, Jens
- 37-49 Debt and Equity Characteristics of Mandatorily Redeemable Preferred Stock
by Chan, Kam C & Seow, Gim S
- 51-68 Risk Aversion, Uncertain Information, and Market Efficiency
by Corrado, Charles J & Jordan, Bradford D
- 69-81 Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields
by Wu, Yangru & Zhang, Hua
November 1996, Volume 7, Issue 3
- 221-238 Corporate Performance Following Stock Offerings
by Akhigbe, Aigbe & Madura, Jeff & Zera, Stephen P
- 239-257 Wealth Effects and Committed Cost Allocation: An Agency Theory Perspective
by Balachandran, Kashi R & Ronen, Joshua & Radhakrishnan, Suresh
- 259-278 Accrual Usage to Manage Earnings toward Financial Analysts' Forecasts
by Bannister, James W & Newman, Harry A
- 279-288 Bond Price Representations and the Volatility of Spot Interest Rates
by Ritchken, Peter & Sankarasubramanian, L
- 289-298 Time Diversification and Security Preferences: A Stochastic Dominance Analysis
by Hodges, Charles W & Yoder, James A
- 299-305 Portfolio Selection under the Condition of Value Preservation
by Hellwig, Klaus
- 307-307 "Error Correction": A Positive Analysis of Corporate Capital Budgeting Practices
by Binder, John J & Chaput, J Scott
September 1996, Volume 7, Issue 2
- 119-136 Incomplete-Information Capital Market Equilibrium with Heterogeneous Expectations and Short Sale Restrictions
by Wu, Chunchi & Li, Qiang & Weii, K C John
- 137-162 Loan Sales, Implicit Contracts, and Bank Structure
by Haubrich, Joseph G & Thomson, James B
- 163-176 Valuation of Complex Financial Instruments via Basic Components
by Cheung, Joseph K & Chung, Richard
- 177-186 Optimal Growth Portfolios Reconciling Theory and Practice
by Gunthorpe, Deborah & Levy, Azriel
- 187-203 Arbitrage Risk and Market Efficiency: The Case of Treasury Bill Futures
by Lin, James Wuh
- 205-220 The Effect of Time-Varying Covariances on Asset Risk Premia: A Test of an Intertemporal CAPM
by Nanisetty, Prasad & Bharati, Rakesh & Gupta, Monoj
July 1996, Volume 7, Issue 1
- 5-28 Dynamic Price Discovery
by Handa, Puneet & Schwartz, Robert A
- 29-43 Return and Risk in Initial Public Offerings of Both Shares and Warrants
by Hauser, Shmuel & Levy, Azriel
- 45-63 Market Segmentation and the Valuation of Closed-End Country Funds: An Empirical Analysis
by Choi, Jongmoo Jay & Lee, Insup
- 65-79 Refining the Bootstrap Method of Stochastic Dominance Analysis: The Case of the January Effect
by Larsen, Glen A, Jr & Resnick, Bruce G
- 81-96 Do Corporate Insiders Circumvent Insider Trading Regulations? The Case of Stock Repurchases
by Pettit, R Richardson & Ma, Yulong & He, Jia
- 97-112 Capital Budgeting with Multiple Criteria and Multiple Decision Makers
by Kwak, Wikil & Shi, Yong & Lee, Heeseok & Lee, Cheng F.
May 1996, Volume 6, Issue 3
- 203-221 Valuing Debt in a Complex Capital Structure
by Riddiough, Timothy J & Thompson, Howard E
- 223-231 Cross-Hedging Foreign Currency Risk: Empirical Evidence from an Error Correction Model
by Ghosh, Asim
- 233-243 The Over/Underpricing of Initial Public Offerings
by Hensler, Douglas A
- 245-257 A Positive Analysis of Corporate Capital Budgeting Practices
by Binder, John J & Chaput, J Scott
- 259-276 Tests of the Efficiency of the U.S. Rights Offering Market: An Option Pricing Approach
by Bae, Sung C & Levy, Haim
- 277-292 An Examination of Real Interest Rates in the United States, Canada, France, and Germany during the Recent Floating Exchange Rate Period
by Patel, Ajay & Akella, Srinivas R
- 293-307 An Empirical Analysis of the Day-of-the-Week Effect in Stock Returns: The Case of U.S. and Japan
by Ajayi, Richard A & Haddad, Mahmoud M & Tetrick, Lois E
- 309-326 Measuring Abnormal Daily Trading Volume for Samples of NYSE/ASE and NASDAQ Securities Using Parametric and Nonparametric Test Statistics
by Campbell, Cynthia J & Wasley, Charles E
March 1996, Volume 6, Issue 2
- 103-131 Sequential Parameter Nonstationarity in Stock Market Returns
by Kim, Dongcheol & Kon, Stanley J
- 133-147 CVP under Uncertainty and the Manager's Utility Function
by Kim, Sangphill & Abdolmohammadi, Mohammad J & Klein, Lawrence A
- 149-160 Time-Varying Term Premium in T-Bill Futures Rate and the Expectations Hypothesis
by Lee, Jae Ha & Jo, Hoje
- 161-165 Why Do Japanese Giant Trading Companies Prefer Foreign Currency to Japanese Yen?: A Supplementary Note
by Lin, Chung-Cheng
- 167-180 Estimating Bid-Ask Spread Components: Specialist versus Multiple Market Maker Systems
by Porter, David C & Weaver, Daniel G
- 181-194 On the Long-Term or Short-Term Dependence in Stock Prices: Evidence from International Stock Markets
by Chow, K Victor & Pan, Ming-Shium & Sakano, Ryoichi
January 1996, Volume 6, Issue 1
- 5-17 Dynamic Analysis of Stock Return Volatility in an Integrated International Capital Market
by Chiang, Thomas C & Chiang, Jeannette Jin
- 19-37 Bid-Ask Bounce and Spreads in the Foreign Exchange Futures Market
by Chu, Quentin C & Ding, David K & Pyun, C S
- 39-46 Testing the Unbiasedness Hypothesis of Foreign Exchange Rates and the Analysis of Transformations
by Okunade, Albert A & Haryanto, H & Means, Dwight B, Jr
- 47-62 Utility Maximizing Portfolio Insurance Strategies When Hedgers Consider the Impact of Their Trading on Security Prices
by Ramanlal, Pradipkumar & Mann, Steven V
- 63-77 On the Robustness of the Results of Adoption Data Choice Studies: The Case of Pension Accounting
by Espahbodi, Reza & Hamer, Michelle M
- 79-94 Perceptions of Postretirement Benefit Obligations by Bond Rating Analysts
by Maher, John J
December 1995, Volume 5, Issue 4
- 339-354 International Market Segmentation and Eurodebt Issues
by Thomadakis, Stavros B & Usmen, Nilufer
- 355-363 Block versus Nonblock Trading Patterns
by Choe, Hyuk & McInish, Thomas H & Wood, Robert A
- 365-373 The Early Exercise Premia of American Put Options on Stocks
by Sung, Hyun Mo
- 375-392 Antitakover Devices and Management Efficiency: An Empirical Study Using Accounting Measures
by Meade, Nancy L & Brown, Robert M
- 393-402 The Pricing of Exchange Rate Risk and Stock Market Segmentation: The Canadian Case
by Cheung, C Sherman & Kwan, Clarence C Y & Lee, Jason
- 403-418 The Information Content of a Convertible Debt Offer Announcement
by Corrado, Charles J & Patel, Amy
- 419-426 An Anlaysis of the Weekend Effect within the Monthly Effect
by Liano, Kartono & Lindley, James T
September 1995, Volume 5, Issue 3
- 231-240 Return Generating Processes of Long-Term Bonds and Measurement of Risk: Theory and Empirical Tests
by Kazemi, Hossein B & Milonas, Nikolaos T & Nanisetty, Prasad
- 241-251 Auditor Quality, Corporate Risk, and the Valuation of New Issues
by Firth, Michael & Smith, Andrew
- 253-270 Theory of the Dominant Firm: A Capital Market Test
by Schoderbek, Michael P
- 271-290 Asymmetric Information, Dividends, and External Financing
by Anderson, Michael & Kanatas, George
- 291-308 Some Evidence on Ross' Resolution Irrelevancy Hypothesis
by Zdanowicz, John S & Sanders, Ralph W, Jr
- 309-325 The Information Content of a Convertible Debt Offer Announcement
by Corrado, Charles J & Patel, Ajay
June 1995, Volume 5, Issue 2
- 111-126 Intraindustry Information Transfer: An Analysis of Research Methods and Additional Evidence
by Frost, Carol A
- 127-153 Further Evidence on Performance Evaluation: Portfolio Holdings, Recommendations, and Turnover Costs
by Rubio, Gonzalo
- 155-167 GARCH-Stable as a Model of Futures Price Movements
by Liu, Shi-Miin & Brorsen, B Wade
- 169-177 Microstructure and Reverse Stock Splits
by Hwang, Chuan Yang
- 179-201 Options and Efficiency: Some Experimental Evidence
by Kluger, Brian D & Wyatt, Steve B
- 203-221 Detecting Trading Response Using Transaction-Based Research Designs
by Cready, William M & Ramanan, Ramachandran
March 1995, Volume 5, Issue 1
- 5-25 The Effect of Self-Selection Bias on the Testing of a Stock Price Reaction to Management's Earnings Forecasts
by Yeo, Gillian Hian Heng & Ziebart, David A
- 27-41 A Microstructure Examination of Trading Activity following Stock Splits
by Ferris, Stephen P & Hwang, Chuan-Yang & Sarin, Atulya
- 43-54 Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications
by Karson, Marvin J & Cheng, David C & Lee, Cheng F
- 55-70 Simultaneous Estimation of the Demand and Supply of Differentiated Audits
by Gaver, Jennifer J & Gaver, Kenneth M
- 71-92 An Empirical Investigation of the Two-Factor Brennan-Schwartz Term Structure Model
by Hsin, Chin-Wen
- 93-103 Decomposition of Inflation and Its Volatility: A Stochastic Approach
by Malliaris, A G & Malliaris, Mary E
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