Printed from https://ideas.repec.org/s/wly/revfec3.html
Content
2007, Volume 16, Issue 3
- 305-320 A portfolio balance approach to the Canadian–U.S. exchange rate
by David O. Cushman
2007, Volume 16, Issue 2
- 127-147 Real option analysis of a technology portfolio
by Petri Hilli & Maarit Kallio & Markku Kallio - 149-175 Forecasting the macroeconomy with contemporaneous financial market information: Europe and the United States
by Juha Junttila - 177-201 Do investors overreact to earnings warnings?
by Oranee Tawatnuntachai & Devrim Yaman - 203-215 Momentum and industry growth
by Assem Safieddine & Ramana Sonti - 217-230 Psychological barriers in gold prices?
by Raj Aggarwal & Brian M. Lucey
2007, Volume 16, Issue 1
- 1-3 Leveraging corporate strategic advantage using alliances and joint ventures
by Su Han Chan & John Kensinger & John Martin - 5-28 Who chooses whom? Syndication, skills and reputation
by Tereza Tykvová - 29-67 Joint ventures around the globe from 1990–2000: Forms, types, industries, countries and ownership patterns
by Sviatoslav A. Moskalev & R. Bruce Swensen - 69-90 Costs, valuation, and long‐term operating effects of global strategic alliances
by Kalu Ojah - 91-110 Dynamic market entry and the value of flexibility in transitional international joint ventures
by Elmar Lukas - 111-126 The potential for expropriation through joint ventures
by Spencer A. Case & D. Scott Lee & John D. Martin
2006, Volume 15, Issue 4
- 289-304 The impact of macroeconomic uncertainty on non‐financial firms' demand for liquidity
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera - 305-321 Testing for international equity market integration using regime switching cointegration techniques
by Andrew Davies - 323-329 Asymmetric adjustment in the prime lending–deposit rate spread
by Mark A. Thompson - 331-349 Variations in effects of monetary policy on stock market returns in the past four decades
by Ling T. He
2006, Volume 15, Issue 3
- 193-221 Financial deregulation and efficiency: An empirical analysis of Indian banks during the post reform period
by Abhiman Das & Saibal Ghosh - 223-236 Globalization and portfolio risk over time: The role of exchange rate
by Iraj J. Fooladi & John Rumsey - 237-250 The long‐run stock performance of preferred stock issuers
by John S. Howe & Hongbok Lee - 251-269 Determinants of stock option use by Japanese companies
by Konari Uchida - 271-285 Risk and wealth effects of U.S. firm joint venture activity
by Karen C. Denning & Heather Hulburt & Stephen P. Ferris
2006, Volume 15, Issue 2
- 95-112 Real options and games: Competition, alliances and other applications of valuation and strategy
by Han T.J. Smit & Lenos Trigeorgis - 113-128 Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts
by Elton Daal & Joseph Farhat & Peihwang P. Wei - 129-157 Extending the universality of the Heath–Jarrow–Morton model
by Dwight Grant & Gautam Vora - 159-175 Co‐integrating currencies and yield differentials
by Ahmet Can Inci - 177-191 An evaluation of the professional forecasts of U.S. long‐term interest rates
by Hamid Baghestani
2006, Volume 15, Issue 1
- 1-18 In search of a residual dividend policy
by H. Kent Baker & David M. Smith - 19-27 Back on the balance sheet: The tax effects of contingent claims in commercial banking
by Derrick Reagle - 28-48 Fractional integration in daily stock market indexes
by L.A. Gil‐Alana - 49-75 Factor‐product markets and firm's capital structure: A literature review
by Abdulaziz Istaitieh & José M. Rodríguez‐Fernández - 76-94 Stock returns and inflation in Greece: A Markov switching approach
by George Hondroyiannis & Evangelia Papapetrou
2005, Volume 14, Issue 3-4
- 187-187 Acknowledgement
by Kuldeep Shastri & Lenos Trigeorgis - 189-208 VaR in real options analysis
by Giuseppe Alesii - 209-224 Rivalry under price and quantity uncertainty
by Dean Paxson & Helena Pinto - 225-239 License valuation in the aerospace industry: A real options approach
by Luke Miller & Mark Bertus - 241-254 Investment, irreversibility, and options: An empirical framework
by Joseph Shaanan - 255-279 Real options, irreversible investment and firm uncertainty: New evidence from U.S. firms
by Laarni T. Bulan - 281-295 An option pricing framework for valuation of football players
by Radu Tunaru & Ephraim Clark & Howard Viney - 297-310 Real options and the value of generation capacity in the German electricity market
by Jaroslava Hlouskova & Stephan Kossmeier & Michael Obersteiner & Alexander Schnabl - 311-322 How to analyze the investment–uncertainty relationship in real option models?
by Diderik Lund - 323-351 The option value of patent litigation: Theory and evidence
by Alan C. Marco - 353-369 Interaction between real options and financial hedging: Fact or fiction in managerial decision‐making
by Tom Aabo & Betty J. Simkins - 371-393 Flexibility and technology choice in gas fired power plant investments
by Erkka Näsäkkälä & Stein‐Erik Fleten
2005, Volume 14, Issue 2
- 93-101 Money and macroeconomic performance: revisiting divisia money
by Ali F. Darrat & Marc C. Chopin & Bento J. Lobo - 103-126 Takeover bids, unconditional offer price and investor protection
by Hubert de la Bruslerie & Catherine Deffains‐Crapsky - 127-145 Parity conditions and the efficiency of the Australian 90‐ and 180‐day forward markets
by Bruce Felmingham & SuSan Leong - 147-171 Interest rate smoothing and financial stability
by R. Todd Smith & Henry van Egteren - 173-186 A text book treatment of calculating returns on non‐traditional portfolios
by G.D. Hancock
2005, Volume 14, Issue 1
- 1-23 Information flow between the stock and option markets: Where do informed traders trade?
by Carl R. Chen & Peter P. Lung & Nicholas S.P. Tay - 25-45 Long‐horizon abnormal performance following rights issues and placings: Additional evidence from the U.K. market
by Keng‐Yu Ho - 47-60 The nominal duration of TIPS bonds
by Francis E. Laatsch & Daniel P. Klein - 61-79 Stock market speculation and managerial myopia
by Ingmar Nyman - 81-91 Non‐linear dynamics in international stock market returns
by David G. McMillan
2004, Volume 13, Issue 4
- 305-326 Mutual fund characteristics, managerial attributes, and fund performance
by Laurie Prather & William J. Bertin & Thomas Henker - 327-340 Fractional cointegration and real exchange rates
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - 341-356 The interaction between opening call auctions and ongoing trade: Evidence from the NYSE
by Raymond M. Brooks & Jonathan Moulton - 357-370 On the estimation of stock‐market reaction to corporate layoff announcements
by TeWhan Hahn & Mario G. Reyes - 371-396 The efficiency and the conduct of European banks: Developments after 1992
by Paul Schure & Rien Wagenvoort & Dermot O'Brien
2004, Volume 13, Issue 3
- 211-229 Catching up with the Americans
by H.J Smoluk & David VanderLinden - 231-243 On the determinants of “small” and “large” foreign exchange market interventions: The case of the Japanese interventions in the 1990s
by Michael Frenkel & Christian Pierdzioch & Georg Stadtmann - 245-258 Fractional cointegration and tests of present value models
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - 259-267 Agency theory and the House bank affair
by Dianna C Preece & Donald J Mullineaux & Greg Filbeck & Steven A Dennis - 269-281 Relative risk aversion among the elderly
by Don Bellante & Carole A. Green - 283-304 Sale of monopoly information and behavior of rivaling clients: A theoretical perspective
by Chun‐Hao Chang & Arun J. Prakash & Shu Yeh
2004, Volume 13, Issue 1-2
- 1-1 Commercial Banks: Performance, Regulation and Market Value
by Tarun K. Mukherjee & Gerald Whitney - 1-5 An overview of commercial banks: performance, regulation, and market value
by Marcia M Cornett & Hassan Tehranian - 7-39 Consolidation in US banking: Which banks engage in mergers?
by David C Wheelock & Paul W Wilson - 41-63 Portuguese banking: A structural model of competition in the deposits market
by Ana Canhoto - 65-77 Effects of IPO mispricing on the risk and reputational capital of commercial banks
by L.Paige Fields & Donald R. Fraser - 79-102 The impact of banks' expanded securities powers on small‐business lending
by David P. Ely & Kenneth J. Robinson - 103-119 The wealth effects from a subordinated debt policy: evidence from passage of the Gramm–Leach–Bliley Act
by Andrew H Chen & Kenneth J Robinson & Thomas F Siems - 121-148 Postmortem on the Federal Reserve's Functional Cost Analysis Program: how useful was the FCA?
by Evren Ors - 149-164 Continuing dangers of disinformation in corporate accounting reports
by Edward J. Kane - 165-177 Deposit insurance and specialization in commercial bank lending
by James R. Booth & Lena Chua Booth - 179-198 Credit card rates and consumer search
by Mitchell Berlin & Loretta J. Mester - 199-210 Monetary secrecy and selective disclosure: The emerging market case of Mexico's monetary reporting
by Berry Wilson & Anthony Saunders
2003, Volume 12, Issue 4
- 327-344 Explaining credit rating differences between Japanese and U.S. agencies
by Yoon S. Shin & William T. Moore - 345-362 The pricing of U.S. IPOs by seasoned foreign firms
by Timothy R. Burch & Larry Fauver - 363-380 The day of the week effect on stock market volatility and volume: International evidence
by Halil Kiymaz & Hakan Berument - 381-396 Liquidity costs: Screen‐based trading versus open outcry
by Carlos A. Ulibarri & John Schatzberg - 397-411 The survivorship bias, share price effect, and small firm effect in Canadian markets
by Said Elfakhani & Jason Wei
2003, Volume 12, Issue 3
- 233-246 The paper‐bill spread and real output: what matters more, a change in the paper rate or a change in the bill rate?
by Bradley T Ewing & Gerald J Lynch & James E Payne - 247-270 Return predictability in African stock markets
by Joe Appiah‐Kusi & Kojo Menyah - 271-286 Stock price reactions to earnings announcements: evidence from Chinese markets
by Dongwei Su - 287-300 Conditional performance, portfolio rebalancing, and momentum of small‐cap mutual funds
by Larry Gorman - 301-313 Dollar exchange rate and stock price: evidence from multivariate cointegration and error correction model
by Ki‐ho Kim - 315-326 The minimum variance hedge and the bankruptcy risk of the firm
by Lutz Hahnenstein & Klaus Röder
2003, Volume 12, Issue 2
- 131-159 Is presidential cycle in security returns merely a reflection of business conditions?
by James R Booth & Lena Chua Booth - 161-172 Corporate governance and market valuation of capital and R&D investments
by Kee H. Chung & Peter Wright & Ben Kedia - 173-189 The impact of firm size on bank debt use
by Linda M. Hooks - 191-205 The macroeconomic determinants of technology stock price volatility
by Perry Sadorsky - 207-231 Macroeconomic influences on optimal asset allocation
by T.J. Flavin & M.R. Wickens
2003, Volume 12, Issue 1
- 3-3 Studies in the Industrial Organization and Banking and Financial Markets Special Issue
by T.K Mukherjee & G Whitney - 5-6 Special issue: studies in the industrial organization and banking and financial markets
by William C. Hunter - 7-33 The failure of new entrants in commercial banking markets: a split‐population duration analysis
by Robert DeYoung - 35-47 Do credit unions use their tax advantage to benefit members? Evidence from a cost function
by W Scott Frame & Gordon V Karels & Christine A McClatchey - 49-63 Market structure, consumer banking, and optimal level of service quality
by William E. Jackson & Purushottaman Nandakumar & Aleda V. Roth - 65-81 An analysis of advisor choice, fees, and effort in mergers and acquisitions
by William C. Hunter & Julapa Jagtiani - 83-98 The determination of commercial bank reserve requirements
by Cara S. Lown & John H. Wood - 99-126 The Basel Committee proposals for a new capital accord: implications for Italian banks
by Andrea Sironi & Cristiano Zazzara
2002, Volume 11, Issue 4
- 241-261 Revisiting the dividend puzzle
by H.Kent Baker & Gary E. Powell & E.Theodore Veit - 263-285 The performance persistence of foreign closed‐end funds
by Jeff Madura & Martina K. Bers - 287-297 After‐hours trading of NYSE stocks on the regional stock exchanges
by Thomas H McInish & Bonnie F Van Ness & Robert A Van Ness - 299-315 Long‐term trends and cycles in ASEAN stock markets
by Subhash C. Sharma & Praphan Wongbangpo - 317-333 Long‐horizon seasoned equity offerings performance in Pacific Rim markets
by Prem G Mathew
2002, Volume 11, Issue 3
- 151-151 J. Ernest Tanner and Walton Terry Wilford
by Charles W Smithson & Bluford H Putnam & Gerald Whitney & D.Sykes Wilford - 153-158 Risk and return: two sides of the same coin and the tools to turn the coin over
by G Whitney - 163-173 A Bayesian methodology to explore the effects of memory loss in currency markets
by Bluford H Putnam - 175-189 VaR
by Neil D. Pearson & Charles Smithson - 191-203 Irving Fisher and statistical approaches to risk
by Donald R Stabile & Bluford H Putnam - 205-212 A short note on the concept of risk management and VaR for asset management firms
by Bluford H Putnam & D Sykes Wilford & Philip D Zecher - 213-224 Global portfolios should be optimized in excess, not total returns
by Erik Norland & D.Sykes Wilford - 225-239 Leverage, liquidity, volatility, time horizon, and the risk of ruin
by Erik Norland & D.Sykes Wilford
2002, Volume 11, Issue 2
- 79-90 Are the Arab Maghreb countries really integratable?
by Ali F Darrat & Anita Pennathur - 91-108 Interrelationships among regional stock indices
by Orawan Ratanapakorn & Subhash C Sharma - 109-118 The temporal relationship between large‐ and small‐capitalization stock returns:
by Terrance Grieb & Mario G. Reyes - 119-130 Long‐term nominal interest rates and domestic fundamentals
by Guglielmo Maria Caporale & Geoffrey Williams - 131-150 Financial development and economic growth
by Yousif Khalifa Al‐Yousif
2002, Volume 11, Issue 1
- 1-17 An empirical analysis of the impact of stock index futures trading on securities dealers' inventory risk in the NASDAQ market
by Salil K. Sarkar & Niranjan Tripathy - 19-36 A model of broker's trading, with applications to order flow internalization
by Sugato Chakravarty & Asani Sarkar - 37-46 Membership growth, multiple membership groups and agency control at credit unions
by Keith J Leggett & Robert W Strand - 47-62 Consumption and asset prices
by H.J Smoluk & Raymond P Neveu - 63-77 Consistent pricing of warrants and traded options
by Michael Hanke & Klaus Pötzelberger
2001, Volume 10, Issue 3
- 189-189 Corporate Governance Special Issue
by T.K. Mukherjee - 191-212 Twenty‐five years of corporate governance research … and counting
by Diane K Denis - 213-225 Junior‐for‐senior announcements
by Robert M Hull & JuliAnn Mazachek - 227-250 Maturity and exercise price of executive stock options
by Chongwoo Choe - 251-277 CEO compensation, option incentives, and information disclosure
by Martin J Conyon & Graham V Sadler
June 2001, Volume 10, Issue 2
- 81-83 From the Editors' Desk
by Tarun K. Mukherjee & Gerald Whitney
March 2001, Volume 10, Issue 1
- 1-21 Further evidence on optimism and underreaction in analysts' forecasts
by Reza Espahbodi & Amitabh Dugar & Hassan Tehranian - 23-39 Comparing lending decisions of minority‐owned and White‐owned banks
by Harold A. Black & Breck L. Robinson & Robert L. Schweitzer - 41-55 The fixed payment financing decision
by Sungjune Kang & Michael S Long - 57-70 Mother Jones
by Greg Filbeck - 71-80 Does the January effect exist in high‐yield bond market?
by Osamah M Al‐Khazali
December 2000, Volume 9, Issue 2
- 65-82 A comparative analysis of the price‐process model of mortgage valuation
by Austin Murphy - 83-99 Information conveyed by seasoned security offerings: evidence from components of the bid–ask spread
by Raymond M Brooks & Ajay Patel - 101-120 Market perception of efficiency in bank holding company mergers: the roles of the DEA and SFA models in capturing merger potential
by Theodor Kohers & Ming‐hsiang Huang & Ninon Kohers - 121-128 Microeconomic foundations of an optimal currency area
by James L Swofford
March 2000, Volume 9, Issue 1
- 1-13 Effectiveness of CEO pay‐for‐performance
by Chandra S Mishra & Daniel L McConaughy & David H Gobeli - 15-26 Convertible debt: an effective financial instrument to control managerial opportunism
by Nobuyuki Isagawa - 27-41 Equilibrium with divergence of opinion
by Edward M Miller - 43-53 A stochastic model of superstardom: evidence from institutional investor's All‐American Research Team
by Raymond A.K. Cox & Robert T. Kleiman - 55-63 Dividend initiations in reverse‐LBO firms
by Arman Kosedag & David Michayluk
September 1999, Volume 8, Issue 2
- 101-119 The changing long‐run linkage between yields on Treasury and municipal bonds and the 1986 Tax Act
by William J. Crowder & Mark E. Wohar - 121-138 Futures and realized cash or settle prices for gold, silver, and copper
by Oscar Varela - 139-148 Weekday variations in short‐term contrarian profits in futures markets
by J.Barry Lin & Joseph I. Onochie & Avner S. Wolf - 149-163 Jump risk in the U.S. stock market: Evidence using political information
by Bento J. Lobo
1999, Volume 8, Issue 1
- 1-10 Size, time‐varying beta, and conditional heteroscedasticity in UK stock returns
by Mario G. Reyes - 11-24 New evidence on the impact of size and taxation on the seasonality of UK equity returns
by Kojo Menyah - 25-39 An analysis of nontraditional activities at U.S. commercial banks
by Kevin Rogers & Joseph F. Sinkey - 41-60 An empirical analysis of the equity markets in China
by Rajen Mookerjee & Qiao Yu - 61-72 The wealth effects of shareholder‐sponsored proposals
by James M. Forjan - 73-91 Evidence of psychological barriers in the conditional moments of major world stock indices
by Ken B. Cyree & Dale L. Domian & David A. Louton & Elizabeth J. Yobaccio - 93-99 Presidential administrations and the day‐of‐the‐week effect in stock returns
by Kartono Liano & Kadir Liano & Herman Manakyan
1998, Volume 7, Issue 2
- 121-141 ‘No‐load’ dividend reinvestment plans
by Paul John Steinbart & Zane Swanson - 143-155 The effect of ownership structure on firm performance: Additional evidence
by Ki C. Han & David Y. Suk - 157-172 A comparative analysis of leveraged recapitalization versus leveraged buyout as a takeover defense
by Sung C. Bae & Daniel P. Simet - 173-182 An accounting analysis of the risk‐return relationship in bull and bear markets
by Moon K. Kim & Badr E. Ismail - 183-195 Trading volume and firm‐specific announcements: Implications for the market model
by John A. Helmuth & Ashok J. Robin - 197-211 Can insiders bail themselves out before private renegotiation?
by Jasmine Yur‐Austin - 213-220 Does money matter in developing economies? Some evidence from the Solow estimator
by Ali F. Darrat & Yousif K. Al‐Yousif
1998, Volume 7, Issue 1
- 1-19 Founding family controlled firms: Efficiency and value
by Daniel L. McConaughy & Michael C. Walker & Glenn V. Henderson & Chandra S. Mishra - 21-33 The implication of discount rate changes for market timing
by Laurie Prather & William J. Bertin - 35-53 The impact of dealer failures on primary dealers and on the market for repurchase agreements
by Ann Marie Whyte - 55-64 An empirical analysis of the impact of federal budget deficits on long‐term nominal interest rate yields, 1973.2–1995.4, using alternative expected inflation measures
by Richard J. Cebula - 65-86 Seasonality in Canadian treasury bond returns: An institutional explanation
by George Athanassakos & Yisong Sam Tian - 87-101 Holding company affiliation versus branching by independent banks: A cost analysis for interstate banking
by Joyce T. Chen & Chong‐Tong Chen & Rasoul Rezvanian - 103-119 Closed‐end funds and sentiment risk
by Alan K. Severn
1997, Volume 6, Issue 2
- 121-135 Participation rates of dividend reinvestment plans: Differences between utility and nonutility firms
by Janet M. Todd & Dale L. Domian - 137-149 The impact of social‐responsibility screens on investment performance: Evidence from the Domini 400 social index and Domini Equity Mutual Fund
by David A. Sauer - 151-166 The effect of work stoppages on the value of firms in Canada
by Robert Hanrahan & Joseph Kushner & Felice Martinello & Isidore Masse - 167-186 Robust beta estimation: Some empirical evidence
by Wai Mun Fong - 187-198 A nonparametric investigation of the 90‐day t‐bill rate
by John T. Barkoulas & Christopher F. Baum & Joseph Onochie - 199-209 Default probability on corporate bonds: A contingent claims model
by John Trussel - 211-223 The one‐share‐one‐vote‐rule and managerial compensation
by John L. Teall - 225-232 Prospect theory as an explanation of risky choice by professional investors: Some evidence
by Robert A. Olsen
1997, Volume 6, Issue 1
- 1-14 The ex ante effects of trade halting rules on informed trading strategies and market liquidity
by Avanidhar Subrahmanyam - 15-27 “Wall street week with Louis Rukheyser” recommendations:Trading activity and performance
by Jess Beltz & Robert Jennings - 29-56 Market efficiency before and after the introduction of electronic trading at the Toronto stock exchange
by William C. Freund & Maurice Larrain & Michael S. Pagano - 57-75 Listing of put options: Is there any volatility effect?
by Mohammed Chaudhury & Said Elfakhami - 77-93 An empirical note on demand for speculation and futures risk premium: A Kalman Filter application
by Ahmet E. Kocagil & Kudret Topyan - 95-112 Foreign trade and exchange‐rate risk in the G‐7 countries: Cointegration and error‐correction models
by A.C. Arize - 113-119 Riding the yield curve: Term premiums and excess returns
by Rolando F. Pelaez
1996, Volume 5, Issue 2
- 101-116 Abnormal profits and relative strength in mutual fund returns
by David A. Volkman & Mark E. Wohar - 117-129 Catastrophic events, contagion, and stock market efficiency: the case of the space shuttle challenger
by Laurence E. Blose & Robin Bornkamp & Marci Brier & Kendis Brown & Jerry Frederick - 131-145 Determinants of time‐series properties of earnings and cash flows
by Badr Ismail & Kwan Choi - 147-162 Behavior of earnings, stock returns, accruals, and analysts' forecasts following negative annual earnings
by Michael Ettredge & Richard Toolson & Steve Hall & Chongkil Na - 163-179 The policy content of the yield curve slope
by Edward N. Gamber - 181-190 Mergers and macro‐economic factors
by Joseph Yagil - 191-204 Wealth effects of reserve requirement reductions in the 1990s on depository institutions
by Kenneth S. Bartunek & Jeff Madura
December 1996, Volume 5, Issue 1
- 1-17 A re‐examination of international seasonalities
by Alan Alford & Daryl M. Guffey - 19-29 Portfolio rebalancing, institutional ownership, and the small firm‐January effect
by David C. Porter & Gary E. Powell & Daniel G. Weaver - 31-46 An examination of the day‐of‐the‐week effect in junk bond returns over business cycles
by Theodor Kohers & Jayen B. Patel - 47-58 Trading volume and firm size: A test of the information spillover hypothesis
by Robert A. Weigand - 59-74 Market response to analyst recommendations in the “dartboard” column: the information and price‐pressure effects
by Robert L. Albert & Timothy R. Smaby - 75-89 The prediction of default for high yield bond issues
by Stephen P. Huffman & David J. Ward - 91-100 Dividend reinvestment plans as efficient methods of raising equity financing
by Foster Roden & Tom Stripling
March 1995, Volume 4, Issue 2
- 109-123 The impact of equity option expirations on the prices of non‐expiring options
by John B. Broughton & Don M. Chance & David M. Smith