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Content
August 2010, Volume 45, Issue 3
- 659-681 Earnings Management Surrounding New Debt Issues
by Yixin Liu & Yixi Ning & Wallace N. Davidson III - 683-706 Information Transfer Effects of Bond Rating Downgrades
by Philippe Jorion & Gaiyan Zhang - 707-728 Treasury Bond Volatility and Uncertainty about Monetary Policy
by Ivo J. M. Arnold & Evert B. Vrugt - 729-741 SEO Cycles
by John S. Howe & Shaorong Zhang - 743-759 Partial Price Adjustments and Equity Carve‐Outs
by Thomas H. Thompson - 761-783 Price Movers on the Stock Exchange of Thailand: Evidence from a Fully Automated Order‐Driven Market
by Charlie Charoenwong & David K. Ding & Nattawut Jenwittayaroje - 785-802 Prior Payment Status and the Likelihood to Pay Dividends: International Evidence
by Mia Twu - 803-824 Corporate Hedging Policy and Equity Mispricing
by J. Barry Lin & Christos Pantzalis & Jung Chul Park - 825-843 Restructuring Using Operating Asset Exchanges: Issues and Evidence
by Kaysia Campbell & James E. Owers - 845-872 What are the Capital Structure Determinants for Tax‐Exempt Organizations?
by Geoffrey Peter Smith - 873-889 Political Risk and Purchases of Privatized State‐Owned Enterprises
by Mina C. Glambosky & Kimberly C. Gleason & Jeff Madura
May 2010, Volume 45, Issue 2
- 217-229 Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
by Dirk G. Baur & Brian M. Lucey - 231-262 50+ Years of Diversification Announcements
by Mehmet E. Akbulut & John G. Matsusaka - 263-275 Terrorism and Stock Market Sentiment
by Jussi Nikkinen & Sami Vähämaa - 277-285 On Model Testing in Financial Economics
by Robert A. Jarrow - 287-305 Investment Irreversibility, Cash Flow Risk, and Value‐Growth Stock Return Effects
by Wikrom Prombutr & Larry Lockwood & J. David Diltz - 307-330 Does Inclusion in a Smaller S&P Index Create Value?
by John R. Becker‐Blease & Donna L. Paul - 331-354 The Efficacy of Regulation Fair Disclosure
by Praveen Sinha & Christopher Gadarowski - 355-373 Yes, The Value Line Enigma Is Still Alive: Evidence from Online Timeliness Rank Changes
by Ying Zhang & Giao X. Nguyen & Steven V. Le - 375-386 Stock Splits and Bond Yields: Isolating the Signaling Hypothesis
by David Michayluk & Ruoyun Zhao - 387-414 Does the Quality of Financial Advice Affect Prices?
by Arthur Allen & Donna Dudney - 415-447 The Moving Average Ratio and Momentum
by Seung‐Chan Park - 449-468 Arbitrage and the Evaluation of Linear Factor Models in UK Stock Returns
by Jonathan Fletcher - 469-484 Short‐Horizon Return Predictability in International Equity Markets
by Abul Shamsuddin & Jae H. Kim - 485-499 Asset Pricing and Welfare Analysis with Bounded Rational Investors
by Lei Lu
February 2010, Volume 45, Issue 1
- 1-19 CEO Pay‐For‐Performance Heterogeneity Using Quantile Regression
by Kevin F. Hallock & Regina Madalozzo & Clayton G. Reck - 21-56 Signaling, Free Cash Flow and “Nonmonotonic” Dividends
by Kathleen Fuller & Benjamin M. Blau - 57-81 Dividends versus Share Repurchases Evidence from Canada: 1985–2003
by Maher Kooli & Jean‐François L'Her - 83-103 The Ex‐dividend Day: Action On and Off the Danish Exchange
by Umid Akhmedov & Keith Jakob - 105-127 Debt Issuance in the Face of Tax Loss Carryforwards
by Anne‐Marie Anderson & Nandu Nayar - 129-152 Investors' Use of Historical Forecast Bias to Adjust Current Expectations
by Seung‐Woog (Austin) Kwag & Ronald E. Shrieves - 153-165 Changes in the Information Efficiency of Stock Prices: Additional Evidence
by Richard A. DeFusco & Suchi Mishra & K. Raghunandan - 167-203 Predictability in Consumption Growth and Equity Returns: A Bayesian Investigation
by Alex Paseka & George Theocharides - 205-216 A Note on Affordability and the Optimal Share Price
by William T. Chittenden & Janet D. Payne & J. Holland Toles
November 2009, Volume 44, Issue 4
- 461-468 EFA Keynote Speech: “Corporate Governance and Corporate Social Responsibility: What Do Investors Care about? What Should Investors Care about?”
by Laura T. Starks - 469-488 Earnings‐Based Bonus Compensation
by António Câmara - 489-524 Excess Control, Corporate Governance and Implied Cost of Equity: International Evidence
by Omrane Guedhami & Dev Mishra - 525-539 Director Compensation and the Reliability of Accounting Information
by Anwar Boumosleh - 541-558 The Intertemporal Risk‐Return Relation in the Stock Market
by Xiaoquan Jiang & Bong Soo Lee - 559-582 Out‐of‐Sample Predictability in International Equity Markets: A Model Selection Approach
by Xiaojing Su & Tao Wang & Jian Yang - 583-602 Fractional Integration in Commodity Futures Returns
by John Elder & Hyun J. Jin - 603-623 The Corporate Acquisition Policy of Financially Distressed Firms
by Dror Parnes - 625-645 The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests
by Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty - 647-663 Personal Bankruptcy Law and New Business Formation
by Bill Francis & Iftekhar Hasan & Haizhi Wang
August 2009, Volume 44, Issue 3
- 311-344 An Analysis of Individual NYSE Specialist Portfolios and Execution Quality
by Jerry W. Liu - 345-369 Higher‐Order Systematic Comoments and Asset Pricing: New Evidence
by Duong Nguyen & Tribhuvan N. Puri - 371-404 The Forex Forward Puzzle: The Career Risk Hypothesis
by Fang Liu & Piet Sercu - 405-436 The Impact of Large Changes in Asset Prices on Intra‐Market Correlations in the Domestic and International Markets
by Ehud I. Ronn & Akin Sayrak & Stathis Tompaidis - 437-459 The Halloween Effect in U.S. Sectors
by Ben Jacobsen & Nuttawat Visaltanachoti
May 2009, Volume 44, Issue 2
- 151-178 Interactions between Corporate Agency Conflicts
by Alan V. S. Douglas - 179-212 One Man Two Hats: What's All the Commotion!
by Jay Dahya & Laura Galguera Garcia & Jos Van Bommel - 213-237 Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective
by Darren D. Lee & Robert W. Faff - 239-262 The “Best Corporate Citizens”: Are They Good for Their Shareholders?
by Greg Filbeck & Raymond Gorman & Xin Zhao - 263-290 The Correlation Structure of Unexpected Returns in U.S. Equities
by R. Brian Balyeat & Jayaram Muthuswamy - 291-310 The Pricing of IPOs Post‐Sarbanes‐Oxley
by Jarrod Johnston & Jeff Madura
February 2009, Volume 44, Issue 1
- 1-29 Price Clustering: Evidence Using Comprehensive Limit‐Order Data
by Chaoshin Chiao & Zi‐May Wang - 31-57 Short Selling and the Weekend Effect in Nasdaq Stock Returns
by Stephen E. Christophe & Michael G. Ferri & James J. Angel - 59-85 Division Manager Lobbying Power and the Allocation of Capital
by Chris R. McNeil & Thomas I. Smythe - 87-111 Pedigree or Placement? An Analysis of Research Productivity in Finance
by Kam C. Chan & Carl R. Chen & Hung‐Gay Fung - 113-135 The Diversification Discount Puzzle: Evidence for a Transaction‐Cost Resolution
by Raj Aggarwal & Shelly Zhao - 137-149 Entrepreneurial Financing and Costly Due Diligence
by Chris Yung
November 2008, Volume 43, Issue 4
- 477-507 The External Funding of Academic Finance Research
by David R. Kuipers & Stephen W. Pruitt - 509-541 U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look
by Tao Wang & Jian Yang & Marc W. Simpson - 543-567 The Information Content of Multiple Stock Splits
by Gow‐Cheng Huang & Kartono Liano & Herman Manakyan & Ming‐Shiun Pan - 569-589 Industry Signals Relayed by Corporate Earnings Restatements
by Aigbe Akhigbe & Jeff Madura - 591-611 Globalization and Investment Opportunities: A Cointegration Study of Arab, U.S., and Emerging Stock Markets
by Said Elfakhani & Mahmoud Arayssi & Hanin A. Smahta
August 2008, Volume 43, Issue 3
- 323-335 Real‐Time Forecasting and Political Stock Market Anomalies: Evidence for the United States
by Martin T. Bohl & Jörg Döpke & Christian Pierdzioch - 337-360 Political Views and Corporate Decision Making: The Case of Corporate Social Responsibility
by Amir Rubin - 361-382 The Sarbanes‐Oxley Act of 2002 and Market Liquidity
by Pankaj K. Jain & Jang‐Chul Kim & Zabihollah Rezaee - 383-401 Risk Shifts Following Sarbanes‐Oxley: Influences of Disclosure and Governance
by Aigbe Akhigbe & Anna D. Martin & Melinda Newman - 403-437 Lease Financing and Corporate Governance
by Sara H. Robicheaux & Xudong Fu & James A. Ligon - 439-460 Cointegration and Exogeneity in Eurobanking and Latin American Banking: Does Systemic Risk Linger?
by John L. Simpson - 461-476 Do Commodity Traders Herd?
by Bahram Adrangi & Arjun Chatrath
May 2008, Volume 43, Issue 2
- 159-190 Price Momentum and Idiosyncratic Volatility
by Matteo P. Arena & K. Stephen Haggard & Xuemin (Sterling) Yan - 191-218 Expected Time Value Decay of Options: Implications for Put‐Rolling Strategies
by George F. Tannous & Clifton Lee‐Sing - 219-239 Price Discovery and Liquidity in Basket Securities
by Thomas Henker & Martin Martens - 241-271 Information Asymmetry and Corporate Investment Decisions: A Dynamic Approach
by Shih‐Chuan Tsai - 273-302 Tactical Industry Allocation and Model Uncertainty
by Manuel Ammann & Michael Verhofen - 303-321 Isolating the Information Content of Equity Analysts' Recommendation Changes, Post Reg FD
by Delbert Goff & Heather Hulburt & Terrill Keasler & Joe Walsh
February 2008, Volume 43, Issue 1
- 1-26 Corporate Bond Returns and Volatility
by Nianyun Cai & Xiaoquan Jiang - 27-49 Security Concentration and Active Fund Management: Do Focused Funds Offer Superior Performance?
by Travis Sapp & Xuemin (Sterling) Yan - 51-84 Emerging Market Bond Funds: A Comprehensive Analysis
by Sirapat Polwitoon & Oranee Tawatnuntachai - 85-106 Dual Class IPOs ARE Underpriced Less Severely
by Scott B. Smart & Chad J. Zutter - 107-127 Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets
by Alexander Kurov - 129-157 Voluntary Listing Requirements and Corporate Performance: The Case of the Dey Report and Canadian Firms
by Christine Panasian & Andrew K. Prevost & Harjeet S. Bhabra
November 2007, Volume 42, Issue 4
- 485-506 Stock‐Split Post‐Announcement Returns: Underreaction or Market Friction?
by Rodney D. Boehme & Bartley R. Danielsen - 507-535 Can Asset Pricing Models Price Idiosyncratic Risk in U.K. Stock Returns?
by Jonathan Fletcher - 537-555 Price Performance Following Share‐Repurchase Announcements by Closed‐End Funds
by Aigbe Akhigbe & Doseong Kim & Jeff Madura - 557-570 Diversification in Portfolios of Individual Stocks: 100 Stocks Are Not Enough
by Dale L. Domian & David A. Louton & Marie D. Racine
August 2007, Volume 42, Issue 3
- 319-348 IPO Pricing, Block Sales, and Long‐Term Performance
by Kuntara Pukthuanthong‐Le & Nikhil Varaiya - 349-372 Short‐ and Long‐Term Effects of Multimarket Trading
by Vanthuan Nguyen & Bonnie F. Van Ness & Robert A. Van Ness - 373-400 Deal Size, Bid Premium, and Gains in Bank Mergers: The Impact of Managerial Motivations
by Atul Gupta & Lalatendu Misra - 401-427 Loan Rates and Collateral
by Aron A. Gottesman & Gordon S. Roberts - 429-459 Trading Volume and Market Volatility: Developed versus Emerging Stock Markets
by Eric Girard & Rita Biswas - 461-484 The Impact of Changes in the FTSE 100 Index
by Bryan Mase
May 2007, Volume 42, Issue 2
- 161-190 Are the Insider Trades of a Large Institutional Investor Informed?
by Joseph Golec - 191-209 Hedging, Financing and Investment Decisions: A Simultaneous Equations Framework
by Chen‐Miao Lin & Stephen D. Smith - 211-226 Cash Flows and Discount Rates, Industry and Country Effects and Co‐Movement in Stock Returns
by John Ammer & Jon Wongswan - 227-245 The Agency Structure of Loan Syndicates
by Pascal François & Franck Missonier‐Piera - 247-265 Discounting Mean Reverting Cash Flows with the Capital Asset Pricing Model
by Carmelo Giaccotto - 267-288 Convertible Securities, Employee Stock Options and the Cost of Equity
by Phillip R. Daves & Michael C. Ehrhardt - 289-301 Price Clustering on the Tokyo Stock Exchange
by Aslı Aşçıoğlu & Carole Comerton‐Forde & Thomas H. McInish - 303-317 A New Variance Ratio Test of Random Walk in Emerging Markets: A Revisit
by Osamah M. Al‐Khazali & David K. Ding & Chong Soo Pyun
February 2007, Volume 42, Issue 1
- 1-22 Reconcilable Differences: Momentum Trading by Institutions
by Richard W. Sias - 23-51 The U.S. Share of Trading Volume in Cross‐Listings: Evidence from Canadian Stocks
by Sanjiv Sabherwal - 53-73 Climate for Scandal: Corporate Environments that Contribute to Accounting Fraud
by Claire E. Crutchley & Marlin R. H. Jensen & Beverly B. Marshall - 75-97 Market Underreaction to Free Cash Flows from IPOs
by Steven X. Zheng - 99-119 CEO Cash and Stock‐Based Compensation Changes, Layoff Decisions, and Shareholder Value
by Jeffrey T. Brookman & Saeyoung Chang & Craig G. Rennie - 121-141 Repricing and Executive Turnover
by Narayanan Subramanian & Atreya Chakraborty & Shahbaz Sheikh - 143-160 Equity with Warrants in Private Placements
by Dalia Marciukaityte & Anita K. Pennathur
November 2006, Volume 41, Issue 4
- 451-482 Optimal Incentive Contracts for Loss‐Averse Managers: Stock Options versus Restricted Stock Grants
by Anna Dodonova & Yuri Khoroshilov - 483-511 Initial Public Offerings: CFO Perceptions
by James C. Brau & Patricia A. Ryan & Irv DeGraw - 513-545 Dynamic Interactions among the Stock Market, Federal Funds Rate, Inflation, and Economic Activity
by Nikiforos T. Laopodis - 547-564 The Equity Premium: Consistent with GDP Growth and Portfolio Insurance
by Christophe Faugère & Julian Van Erlach - 565-587 The Risk‐Return Relation in International Stock Markets
by Hui Guo - 589-597 Faster Implied Volatilities via the Implicit Function Theorem
by Michael A. Kelly
August 2006, Volume 41, Issue 3
- 307-337 The Importance of Board Quality in the Event of a CEO Death
by Kenneth A. Borokhovich & Kelly R. Brunarski & Maura S. Donahue & Yvette S. Harman - 339-360 Market Reaction to Changes in the S&P SmallCap 600 Index
by S. Gowri Shankar & James M. Miller - 361-386 Corporate Governance and Asset Sales: The Effect of Internal and External Control Mechanisms
by Robert C. Hanson & Moon H. Song - 387-404 Information Content of Business Methods Patents
by Brian Boscaljon & Greg Filbeck & Tim Smaby - 405-418 IPO Placement Risk and the Number of Co‐Managers
by Wallace N. Davidson & Biao Xie & Weihong Xu - 419-433 Effect of Governance Characteristics on the State of the Firm after an Initial Public Offering
by Shelly W. Howton - 435-448 Institutional Ownership and Return Reversals Following Short‐Term Return Consistency
by Boyce D. Watkins - 449-450 Erratum: Noninterest Income and Financial Performance at U.S. Commercial Banks
by Robert DeYoung & Tara Rice
May 2006, Volume 41, Issue 2
- 157-185 The Effect of Information Quality on Optimal Portfolio Choice
by Frederik Lundtofte - 187-203 The Original Maturity of Corporate Bonds: The Influence of Credit Rating, Asset Maturity, Security, and Macroeconomic Conditions
by Geetanjali Bali & Frank S. Skinner - 205-227 The Subjective Valuation of Indexed Stock Options and Their Incentive Effects
by A. Louis Calvet & Abdul H. Rahman - 229-246 Valuation and Performance of Reacquisitions Following Equity Carve‐Outs
by Kimberly Gleason & Jeff Madura & Anita K. Pennathur - 247-271 Block Trade Price Asymmetry and Changes in Depth: Evidence from the Australian Stock Exchange
by Hamish D. Anderson & Sapphire Cooper & Andrew K. Prevost - 273-288 The Impact of Pennies on the Market Quality of the Toronto Stock Exchange
by Brian F. Smith & D. Alasdair S. Turnbull & Robert W. White - 289-303 The Asymmetric Impact of Monetary Policy on Currency Markets
by Bento J. Lobo & Ali F. Darrat & Sanjay Ramchander
February 2006, Volume 41, Issue 1
- 1-8 Tools for Financial Innovation: Neoclassical versus Behavioral Finance
by Robert J. Shiller - 9-31 An Examination of the Differential Impact of Regulation FD on Analysts' Forecast Accuracy
by Scott Findlay & Prem G. Mathew - 33-54 Uncertain Demand, Heterogeneous Expectations, and Unintentional IPO Underpricing
by Bruce K. Gouldey - 55-76 Portfolio Effects and Valuation of Weather Derivatives
by Patrick L. Brockett & Mulong Wang & Chuanhou Yang & Hong Zou - 77-94 The Impact of Inflation Measures on the Real Returns and Risk of U.S. Stocks
by Charles P. Jones & Jack W. Wilson - 95-117 Inferring Public and Private Information from Trades and Quotes
by Bart Frijns - 119-137 Price Movements, Information, and Liquidity in the Night Trading Market
by Antoine Giannetti & Stephen J. Larson & Chun I. Lee & Jeff Madura - 139-156 Variance Spillover and Skewness in Financial Asset Returns
by Bob Korkie & Ranjini Sivakumar & Harry J. Turtle
November 2005, Volume 40, Issue 4
- 429-458 Asset Pricing and the Illiquidity Premium
by Howard W. Chan & Robert W. Faff - 459-479 Performance of Enhanced Index and Quantitative Equity Funds
by Parvez Ahmed & Sudhir Nanda - 481-495 Optimal Number of Stock Holdings in Mutual Fund Portfolios Based on Market Performance
by Hany A. Shawky & David M. Smith - 497-518 Marketing Closed‐End Fund IPOs: An Analysis of the International Stock Funds
by David C. Leonard & Terry D. Nixon & David M. Shull - 519-532 Bond Option Valuation for Non‐Markovian Interest Rate Processes
by Joel R. Barber - 533-548 Return Characteristics of State‐Owned and Non‐State‐Owned Chinese A Shares
by Michael J. Seiler & David M. Harrison & Pim Van Vliet & Kit Ching Yeung - 549-574 Post‐Merger Performance of Bank Holding Companies, 1987–1998
by Morris Knapp & Alan Gart & David Becher - 575-586 Do CRA‐Related Events Affect Shareholder Wealth? The Case of Bank Mergers
by Harold A. Black & Raphael W. Bostic & Breck L. Robinson & Robert L. Schweitzer
August 2005, Volume 40, Issue 3
- 281-304 Nasdaq Trading and Trading Costs: 1993–2002
by Bonnie F. Van Ness & Robert A. Van Ness & Richard S. Warr - 305-333 Determinants of Bank Debt in a Continental Financial System: Evidence from Spanish Companies
by Pablo de Andrés Alonso & Félix J. López Iturriaga & Juan A. Rodríguez Sanz & Eleuterio Vallelado González - 335-359 Risk‐Adjusted Long‐Term Contrarian Profits: Evidence from Non‐S&P 500 High‐Volume Stocks
by Udomsak Wongchoti & Chong Soo Pyun - 361-379 Capital Structure and the Ex‐Dividend Day Return
by Dan W. French & Paula L. Varson & Kenneth P. Moon - 381-407 Asymmetric Volatility and Trading Activity in Index Futures Options
by Kam C. Chan & Louis T. W. Cheng & Peter P. Lung - 409-428 Underpricing, Share Overhang, and Insider Selling in Follow‐on Offerings
by Shaorong Zhang
May 2005, Volume 40, Issue 2
- 131-153 Asymmetric Information in the IPO Aftermarket
by Mingsheng Li & Thomas H. McInish & Udomsak Wongchoti - 155-172 Who's Monitoring the Monitor? Do Outside Directors Protect Shareholders' Interests?
by Eric Helland & Michael Sykuta - 173-194 Imperfect Information and Stock Market Volatility
by Jeffrey R. Gerlach - 195-221 Price Movement Effects on the State of the Electronic Limit‐Order Book
by Yue‐cheong Chan - 223-255 Specialist Risk Attitudes and the Bid‐Ask Spread
by Brian Prucyk - 257-279 Director Quality and Firm Performance
by Lisa Fairchild & Joanne Li
February 2005, Volume 40, Issue 1
- 1-9 Reflections on the Efficient Market Hypothesis: 30 Years Later
by Burton G. Malkiel - 11-35 Distinguishing Between Rationales for Short‐Horizon Predictability of Stock Returns
by Avanidhar Subrahmanyam - 37-65 Dividends, Corporate Monitors and Agency Costs
by Kenneth A. Borokhovich & Kelly R. Brunarski & Yvette Harman & James B. Kehr - 67-93 FX Dynamics, Limited Participation, and the Forward Bias Anomaly
by O. Miguel Villanueva - 95-112 Leverage and the Complexity of Takeovers
by Tomas Jandik & Anil K. Makhija - 113-129 Trade Duration: Information and Trade Disposition
by Peter R. Locke & Zhan Onayev
November 2004, Volume 39, Issue 4
- 489-526 Governance and Performance Implications of Diversification Strategies: Evidence from Large U.S. Firms
by Manohar Singh & Ike Mathur & Kimberly C. Gleason - 527-547 Stock Returns and the Business Cycle
by Michael DeStefano - 549-577 The Impact of Regulation Fair Disclosure on Information Asymmetry and Trading: An Intraday Analysis
by Chiraphol N. Chiyachantana & Christine X. Jiang & Nareerat Taechapiroontong & Robert A. Wood - 579-600 Bank Loan Availability and Trade Credit Demand
by Morris G. Danielson & Jonathan A. Scott
August 2004, Volume 39, Issue 3
- 343-365 The Puzzling Increase in the Underpricing of Seasoned Equity Offerings
by Kenneth A. Kim & Hyun‐Han Shin - 367-387 Mixed Messages: Open‐Market Repurchases Following Stock Acquisitions
by Jann C. Howell & Janet D. Payne - 389-407 Equity Ownership and Firm Value: Evidence from Targeted Stock Repurchases
by Saeyoung Chang & Michael Hertzel - 409-434 Informed Trading Around Earnings Announcements: Another Look
by Dennis J. Whalen & Charles D. Collver - 435-454 Pricing Efficiency in a Thin Market with Competitive Market Makers: Box Spread Strategies in the Hang Seng Index Options Market
by Joseph K. W. Fung & Henry M. K. Mok & Kenneth C. K. Wong - 455-472 The Effect of Demand on Stock Prices: Evidence from Index Fund Rebalancing
by Ernest N. Biktimirov - 473-488 An International Investigation of the Factors that Determine Conditional Gold Betas
by Robert Faff & David Hillier
May 2004, Volume 39, Issue 2
- 179-202 Closed‐End Fund Discounts and Expected Investment Performance
by Robert Ferguson & Dean Leistikow - 203-229 Bank Mergers and Insider Nontrading
by Tom Madison & Greg Roth & Andy Saporoschenko - 231-253 The Pricing of Sequential Bank Loans
by Manoj Athavale & Robert O. Edmister - 255-270 Specialists, Limit‐Order Traders, and the Components of the Bid‐Ask Spread
by Kee H. Chung & Bonnie F. Van Ness & Robert A. Van Ness - 271-292 To Trade or Not to Trade: The Effect of Broker Search and Discretionary Trading on Securities Market Performance
by Wei Zhang & Jinliang Li & Chunchi Wu - 293-315 Orange County Bankruptcy: Financial Contagion in the Municipal Bond and Bank Equity Markets
by John M. Halstead & Shantaram Hegde & Linda Schmid Klein - 317-341 Who Benefits from Deregulating the Separation of Banking Activities? Differential Effects on Commercial Bank, Investment Bank, and Thrift Stock Returns
by Kathy Czyrnik & Linda Schmid Klein
February 2004, Volume 39, Issue 1
- 1-11 Symposium on Financial Institutions
by Larry D. Wall - 13-33 What's Special About Banks?
by George J. Benston - 35-54 Credit Scoring and the Availability of Small Business Credit in Low‐ and Moderate‐Income Areas
by W. Scott Frame & Lynn Woosley - 55-77 Maturity and Corporate Loan Pricing
by Aron A. Gottesman & Gordon S. Roberts - 79-99 When Are Commercial Loans Secured?
by John S. Gonas & Michael J. Highfield & Donald J. Mullineaux - 101-127 Noninterest Income and Financial Performance at U.S. Commercial Banks
by Robert DeYoung & Tara Rice - 129-152 Determinants of the Loan Loss Allowance: Some Cross‐Country Comparisons
by Iftekhar Hasan & Larry D. Wall - 153-179 The Relative Cost Efficiency of Stock versus Mutual Thrifts: A Bayesian Approach
by James M. Sfiridis & Kenneth N. Daniels
November 2003, Volume 38, Issue 4
- 497-513 Profit Warnings and Timing
by Dave Jackson & Jeff Madura - 515-529 What Can “Nine‐Eleven” Tell Us about Closed‐end Fund Discounts and Investor Sentiment?
by Timothy R. Burch & Douglas R. Emery & Michael E. Fuerst - 531-551 Does an Industry Effect Exist for Initial Public Offerings?
by Aigbe Akhigbe & Stephen F. Borde & Ann Marie Whyte - 553-569 Motives in the Acquisitions of NASDAQ Targets during the Aftermath of the 1987 Crash
by Vijay Gondhalekar & Yatin Bhagwat - 571-590 Pricing U.S. Dollar Index Futures Options: An Empirical Investigation
by Vivek Bhargava & John M. Clark - 591-609 Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis
by Jian Yang - 611-633 Return Linkages between Dual Listings under Arbitrage Restrictions: A Study of Indian Stocks and Their London Global Depositary Receipts
by Palani‐Rajan Kadapakkam & Lalatendu Misra