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August 2003, Volume 38, Issue 3
May 2003, Volume 38, Issue 2
February 2003, Volume 38, Issue 1
November 2002, Volume 37, Issue 4
August 2002, Volume 37, Issue 3
May 2002, Volume 37, Issue 2
February 2002, Volume 37, Issue 1
November 2001, Volume 36, Issue 4
- 7-25 Rational Pricing of Internet Companies Revisited
by Schwartz, Eduardo S & Moon, Mark
- 27-47 A Comparison of Cost of Equity Estimates of Local and Global CAPMs
by Mishra, Dev R & O'Brien, Thomas J
- 49-73 The Effect of Serial Dependence on Multiperiod Holding Period Return Performance
by Spahr, Ronald W & Schwebach, Robert G
- 75-98 How Do Investors' Expectations Drive Asset Prices?
by Luders, Erik & Peisl, Bernhard
- 99-118 Volume and Volatility: News or Noise?
by Mixon, Scott
- 119-138 The Market's Assessment of the Financial Services Modernization Act of 1999
by Akhigbe, Aigbe & Whyte, Ann Marie
- 139-155 The Effect of Bank Debt Downgrades on Stock Prices of Other Banks
by Schweitzer, Robert & Szewczyk, Samuel H & Varma, Raj
- 157-174 A Multivariate Test of a Dual-Beta CAPM: Australian Evidence
by Faff, Robert
August 2001, Volume 36, Issue 3
- 1-18 A Comparison of Reverse Leveraged Buyouts and Original Initial Public Offers: Factors Impacting Their Issuance in the IPO Market
by Hogan, Karen M & Olson, Gerard T & Kish, Richard J
- 19-37 Factors Influencing Dividend Policy Decisions of NASDAQ Firms
by Baker, H Kent & Veit, E Theodore & Powell, Gary E
- 39-61 Reward-to-Risk Ratios in the Treasury-Bill Market
by Pilotte, Eugene A & Sterbenz, Frederic P
- 63-88 The Lead-Lag Relation between Spot and Futures Markets under Different Short-Selling Regimes
by Jiang, Li & Fung, Joseph K W & Cheng, Louis T W
- 89-99 An Improved Approach to Computing Implied Volatility
by Chambers, Donald R & Nawalkha, Sanjay K
- 101-122 Motivation and Performance of Seasoned Offerings by Closed-End Funds
by Akhigbe, Aigbe & Madura, Jeff
- 123-151 Post-reform Market-Order Execution Quality: Multidimensional Comparisons across Market Centers
by Hatch, Brian & Battalio, Robert & Jennings, Robert
- 153-173 The Dynamic Relation between Stock Returns, Trading Volume, and Volatility
by Chen, Gong-meng & Firth, Michael & Rui, Oliver M
- 175-190 Stochastic Properties of Time-Averaged Financial Data: Explanation and Empirical Demonstration Using Monthly Stock Prices
by Wilson, Jack W & Jones, Charles P & Lundstrum, Leonard L
May 2001, Volume 36, Issue 2
- 1-20 Underwriter Lock-up Releases, Initial Public Offerings and After-Market Performance
by Keasler, Terrill R
- 21-44 Evidence and Implications of Increases in Trading Volume around Exchange Listings
by Tandon, Kishore & Webb, Gwendolyn P
- 45-74 Informed Testing around Merger Announcements: An Empirical Test Using Transaction Volume and Open Interest in Options Markets
by Jayaraman, Narayanan & Frye, Melissa B & Sabherwal, Sanjiv
- 75-96 Combining Bond Rating Forecasts Using Logit
by Kamstra, Mark & Kennedy, Peter & Suan, Teck-Kin
- 97-113 Internal Finance and Corporate Investment
by Kholdy, Shady & Sohrabian, Ahmad
- 115-138 Market Quote and Spread Component Cost Behavior around Trading Halts for Stocks Interlisted on the Montreal and Toronto Stock Exchanges
by Kryzanowski, Lawrence & Nemiroff, Howard
- 139-159 Sources of Capital Market Segmentation: Empirical Evidence from Finland
by Vaihekoski, Mika & Nummelin, Kim
- 161-175 Determinants of Foreign Ownership in Newly Privatized Companies in Transition Economies
by Anderson, Christopher W & Jandik, Tomas & Makhija, Anil K
- 177-199 Synthetic Trades and Calendar Day Patterns: The Case of the Dollar/Sterling Markets
by Thatcher, Janet S & Blenman, Lloyd P
February 2001, Volume 36, Issue 1
- 1-22 Forced versus Voluntary Dividend Reduction: An Agency Cost Explanation
by D'Mello, Ranjan & Mukherjee, Tarun & Tawatnuntachai, Oranee
- 23-38 Aggregate Dividend Behavior and Permanent Earnings Hypothesis
by Pan, Ming-Shiun
- 39-54 Selectivity and Market Timing Performance of Fidelity Sector Mutual Funds
by Dellva, Wilfred L & DeMaskey, Andrea L & Smith, Colleen A
- 55-70 Is Volatility Risk for the British Pound Priced in U.S. Options Markets?
by Sarwar, Ghulam
- 71-94 Index Options-Futures Arbitrage: A Comparative Study with Bid/Ask and Transaction Data
by Fung, Joseph K W & Mok, Henry M K
- 95-124 Further Evidence on Mean Reversion in Index Basis Changes
by He, Yan & Wu, Chunchi
- 125-141 The Effects of the Asian Crisis on Global Equity Markets
by Tuluca, Sorin A & Zwick, Burton
November 2000, Volume 35, Issue 4
- 1-8 Corporate Finance, Incentives, and Strategy
by Noe, Thomas H
- 9-29 The Impact of Capital Structure on Efficient Sourcing and Strategic Behavior
by Krishnaswami, Sudha & Subramaniam, Venkat
- 31-50 Corporate Bankruptcy in Korea: Only the Strong Survive?
by Bongini, Paola & Ferri, Giovanni & Hahm, Hongjoo
- 51-67 Asset Maturity, Debt Covenants, and Debt Maturity Choice
by Goswami, Gautam
- 69-93 Incentive Compensation and the Stock Price Response to Dividend Increase Announcements
by Lippert, Robert L & Nixon, Terry D & Pilotte, Eugene A
- 95-108 Open-Market Stock Repurchase and Stock Price Behavior When Management Values Real Investment
by Isagawa, Nobuyuki
- 109-121 Multiple Bids, Management Opposition, and the Market for Corporate Control
by Lefanowicz, Craig E & Robinson, John R
- 123-137 The Pricing of Equity Carve-Outs
by Prezas, Alexandros P & Tarimcilar, Murat & Vasudevan, Gopala K
- 139-152 Managerial Motives and Merger Financing
by Chang, Saeyoung & Mais, Eric
August 2000, Volume 35, Issue 3
- 1-31 Ownership Structure as a Determinant of Firm Value: Evidence from Newly Privatized Czech Firms
by Makhija, Anil K & Spiro, Michael
- 33-51 The Performance Persistence of Closed-End Funds
by Bers, Martina K & Madura, Jeff
- 53-78 Fund Manager Succession in Closed-End Mutual Funds
by Rowe, Wei Wang & Davidson, Wallace N, III
- 79-104 Market Efficiency in Specialist Markets Before and After Automation
by Freund, William C & Pagano, Michael S
- 105-124 On Testing the Random-Walk Hypothesis: A Model-Comparison Approach
by Darrat, Ali F & Zhong, Maosen
- 125-143 Asymmetric Effects of Interest Rate Changes on Stock Prices
by Lobo, Bento J
- 145-168 The Impact of the Financial Institutions Reform, Recovery and Enforcement Act on the Risk of Savings Institutions
by Madura, Jeff & Wiley, Marilyn K
May 2000, Volume 35, Issue 2
- 1-15 The "Dogs of the Dow" Myth
by Hirschey, Mark
- 17-35 Valuing the Potential Transformation of Banks into Financial Service Conglomerates: Evidence from the Citigroup Merger
by Johnston, Jarrod & Madura, Jeff
- 37-58 The Impact of Country Diversification on Wealth Effects in Cross-Border Mergers
by Kiymaz, Halil & Mukherjee, Tarun K
- 59-77 Real Activity, Inflation, Stock Returns, and Monetary Policy
by Park, Kwangwoo & Ratti, Ronald A
- 79-96 January Anomalies: Implications for the Market's Incorporation of News
by Christie-David, Rohan & Chaudhry, Mukesh
- 97-123 The Predictive Ability of Dividend and Earnings Yields for Long-Term Stock Returns
by Wu, Chunchi & Wang, Xu-Ming
- 125-146 Informed and Uninformed Trading in an Electronic, Order-Driven Environment
by Brockman, Paul & Chung, Dennis Y
- 147-174 Stock-Price Effects of Internet Buy-Sell Recommendations: The Motley Fool Case
by Hirschey, Mark & Richardson, Vernon J & Scholz, Susan
February 2000, Volume 35, Issue 1
- 1-14 Market Response to Liquidity Improvements: Evidence from Exchange Listings
by Elyasiani, Elyas & Hauser, Shmuel & Lauterbach, Beni
- 15-28 "Marking-to-Market" and Treasury-Bill Futures Prices: Some Empirical Evidence
by Choi, Seungmook & Jameson, Mel
- 29-48 Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System
by Kearney, Colm & Patton, Andrew J
- 49-66 Bank Growth Choices and Changes in Market Performance
by Cyree, Ken B & Wansley, James W & Black, Harold A
- 67-84 An Examination of the 1992 Increase in the Allowable Carryover of Reserves in the Bank Settlement Process
by Griffiths, Mark D & Winters, Drew B
- 85-104 Closed-End Fund Expenses and Investment Selection
by Malhotra, D K & McLeod, Robert W
- 105-120 Industry Distributional Characteristics of Financial Ratios: An Acquisition Theory Application
by Cudd, Mike & Duggal, Rakesh
- 121-136 Contagion Effects of Dividend Reduction or Omission Announcements in the Electric Utility Industry
by Impson, Michael
November 1999, Volume 34, Issue 4
- 1-27 Symposium on Market Microstructure: A Review of Empirical Research
by Coughenour, Jay & Shastri, Kuldeep
- 29-54 Market-Making in the Third Market for NYSE-Listed Securities
by Doran, Lynn
- 55-73 The Impact of Market Maker Competition on Nasdaq Spreads
by Klock, Mark & McCormick, D Timothy
- 75-94 Changing the Size of a Futures Contract: Liquidity and Microstructure Effects
by Karagozoglu, Ahmet K & Martell, Terrence F
- 95-117 The Cross-Sectional Relationship between Trading Costs and Lead/Lag Effects in Stock and Option Markets
by O'Connor, Matthew L
- 119-144 Information Production, Insider Trading, and the Role of Managerial Compensation
by Narayanan, Ranga
- 145-157 Nasdaq and the Chicago Stock Exchange: An Analysis of Multiple Market Trading
by Van Ness, Bonnie F & Van Ness, Robert A & Hsieh, Wen-Liang
- 159-170 Day-of-the-Week Autocorrelations, Cross-Autocorrelations, and the Weekend Phenomenon
by Higgins, Eric James & Peterson, David R
August 1999, Volume 34, Issue 3
- 1-17 The Industry Effects Regarding the Probability of Takeovers
by Akhigbe, Aigbe & Madura, Jeff
- 19-32 Private Placement of Common Equity and Earnings Expectations
by Goh, Jeremy, et al
- 33-46 Examining the Impact of the 1986 Tax Reform Act on Corporate Dividend Policy: A New Methodology
by Casey, K Mike, et al
- 47-63 A Cross-Sectional Empirical Test of a Dual-State Multi-factor Pricing Model
by Howton, Shelly W & Peterson, David R
- 65-77 An Empirical Examination of the Nasdaq/CHX Dual-Trading Experiment
by Van Ness, Bonnie F & Van Ness, Robert A & Pruitt, Stephen W
- 79-94 Comparing the Effectiveness of Traditional and Time Varying Hedge Ratios Using New Zealand and Australian Debt Futures Contracts
by Wilkinson, Katherine J & Rose, Lawrence C & Young, Martin R
- 95-111 Futures Commitments and Commodity Price Jumps
by Chatrath, Arjun & Song, Frank
- 113-125 Price Elasticity of Demand and an Optimal Cash Discount Rate in Credit Policy
by Rashid, Muhammad & Mitra, Devashis
May 1999, Volume 34, Issue 2
- 1-20 Effects of Executive Share Option Plans on Shareholder Wealth and Firm Performance: The Singapore Evidence
by Yeo, Gillian H H, et al
- 21-36 Economic Exchange Rate Exposure of U.S.-Based MNCs Operating in Europe
by Martin, Anna D & Madura, Jeff & Akhigbe, Aigbe
- 37-56 Ownership Restrictions and Stock Prices: Evidence from Chinese Markets
by Su, Dongwei
- 57-72 Random Walks and Market Efficiency Tests of Latin American Emerging Equity Markets: A Revisit
by Ojah, Kalu & Karemera, David
- 73-88 The Reaction of Closed End Funds to Stock Distribution Announcements
by Datar, Vinay & Dubofsky, David A
- 89-108 An Examination of Mandatorily Convertible Preferred Stock
by Huckins, Nancy White
- 109-126 The Effects of Inverted Yield Curves on Asset Returns
by McCown, James Ross
- 127-140 Bond Immunization for Affine Term Structures
by Barber, Joel R
February 1999, Volume 34, Issue 1
- 1-26 The Influence of Information Arrival on Market Microstructure: Evidence from Three Related Markets
by Lee, Chun I & Mathur, Ike
- 27-44 Market Making and Trading in Nasdaq Stocks
by Goldstein, Michael A & Nelling, Edward F
- 45-70 Filter Tests in Nasdaq Stocks
by Szakmary, Andrew & Davidson, Wallace N, III & Schwarz, Thomas V
- 71-90 Do Beta Pricing Models Explain January Mean Reversion in Stock Returns?
by Gangopadhyay, Partha & Sen, Jishnu
- 91-100 Long Memory In Futures Prices
by Barkoulas, John T & Labys, Walter C & Onochie, Joseph I
- 101-118 Explicit versus Implicit Contracts: The Case of DIFF and CROSS Futures
by Karagozoglu, Ahmet K
- 119-136 Managerial Ownership and Agency Conflicts: A Nonlinear Simultaneous Equation Analysis of Managerial Ownership, Risk Taking, Debt Policy, and Dividend Policy
by Chen, Carl R & Steiner, Thomas L
- 137-158 The Industry-Wide Implications of Dividend Omission and Initiation Announcements and the Determinants of Information Transfer
by Kohers, Ninon
- 159-170 Who Moves the Asia-Pacific Stock Markets--US or Japan? Empirical Evidence Based on the Theory of Cointegration
by Ghosh, Asim & Saidi, Reza & Johnson, Keith H
November 1998, Volume 33, Issue 4
- 1-16 Board Composition, Managerial Ownership, and Firm Performance: An Empirical Analysis
by Barnhart, Scott W & Rosenstein, Stuart
- 17-32 Golden Parachutes, Board and Committee Composition, and Shareholder Wealth
by Davidson, Wallace N, III & Pilger, Theodore & Szakmary, Andrew
- 33-46 Stock Splits: An Institutional Investor Preference
by Mason, Helen B & Shelor, Roger M
- 47-60 The Effect of Junk Bond Defaults on Common Stock Returns
by Vu, Joseph D
- 61-80 A Futures Duration-Convesity Hedging Method
by Daigler, Robert T & Copper, Mark
- 81-92 Option Pricing with Heterogeneous Expectations
by Guo, Chen
- 93-106 Further Evidence on Equity Market Contagion: The FSLIC's Solvency and the Liguidity Crisis of Financial Corporation of America
by Cooperman, Elizabeth S, et al
- 107-124 Is There Excess Capacity in Rural Banking Markets?
by McNulty, James E & Akhigbe, Aigbe
- 125-140 Adjustment Process of the Price to Book Ratio for Regulated Utilities
by Nwaeze, Emeka T
- 141-162 Pension Benefits, Wealth Accumulation, and Capital Market Equilibrium: A Life Cycle Hypothesis-Based Dynamic Model
by Lin, Winston T & Chen, Yueh H
August 1998, Volume 33, Issue 3
- 1-20 Insider Trading and the Bid-Ask Spread
by Chung, Kee H & Charoenwong, Charlie
- 21-34 Stock Returns in Thinly Traded Markets
by Butler, Kirt C & Osborne, Richard M
- 35-51 Bid-Ask Spread Estimation for a Correlated Value Innovation Process
by Bhardwaj, Ravinder K & Moore, William T
- 53-67 Earnings Forecasts and the Information Contained in Spinoff Announcements
by Best, Ronald W & Best, Roger J & Agapos, A M
- 69-83 The Impact of Asymmetric Information on Proxy Outcomes: An Empirical Test
by Mensah, Sam
- 85-98 The Impact of Ownership Structure on Corporate Debt Policy: A Time-Series Cross-Sectional Analysis
by Moh'd, Mahmoud A & Perry, Larry G & Rimbey, James N
- 99-114 Leveraged Recapitalizations, Operating Efficiency, and Stockholder Wealth
by Walker, M Mark
- 115-128 Stock Prices and the Secondary Dissemination of Information: The Wall Street Journal's "Insider Trading Spotlight" Column
by Chang, Saeyoung & Suk, David Y
- 129-148 Optimal Asset Allocation over the Business Cycle
by Brocato, Joe & Steed, Steve
- 149-168 Changes in Factor Betas and Risk Premiums over Varying Market Conditions
by Ahmed, Parvez & Lockwood, Larry J
- 169-182 Sufficiency Conditions for Inclusion of One Asset over Another in Investment Portfolios
by Trainor, William J, Jr
- 183-197 An Examination of Blume and Vasicek Betas
by Lally, Martin
- 199-212 An Examination of Cross-Sectional Realized Stock Returns Using a Varying-Risk Beta Model
by Howton, Shelly W & Peterson, David R
- 213-223 Integration of International Long-Term Interest Rates: A Fractional Cointegration Analysis
by Hsueh, L Paul & Pan, Ming-Shiun
May 1998, Volume 33, Issue 2
- 1-18 Insider Ownership and Signals: Evidence from Stock Split Announcement Effects
by Han, Ki C & Suk, David Y
- 19-34 Failed Takeovers, Methods of Payment, and Bidder Returns
by Chang, Saeyoung & Suk, David Y
- 35-53 An Empirical Comparison of Bankruptcy Models
by Mossman, Charles E, et al
- 55-68 The Evidence of Bidders' Overpayment in Takeovers: The Valuation Ratios Approach
by Han, Ki C & Suk, David Y & Sung, Hyun Mo
- 69-83 Properties of Time-Series Estimates of Degree of Leverage Measures
by Lord, Richard A
- 85-98 Geographical Deregulation and Competition in U.S. Banking Markets
by Zardkoohi, Asghar & Fraser, Donald R
- 99-113 Alternative Adjustments to Analysts' Earnings Forecasts: Relative and Complementary Performance
by Lo, May H & Elgers, Pieter T
- 115-125 Active Management, Fund Size, and Bond Mutual Fund Returns
by Philpot, James, et al
- 127-144 International Mutual Fund Selectivity and Market Time during Up and Down Market Conditions
by Kao, G Wenchi & Cheng, Louis T W & Chan, Kam C
- 145-160 Price Reversal and Drift Following Earnings Announcements
by Ho, Li-Chin Jennifer & Liu, Chao-Shin & Ziebart, David A
- 161-175 A Test of the Investor's Daily Stock Ranking System
by Olson, Dennis O, et al
- 177-193 Indirect Tests of the Haugen-Lakonishok Small-Firm/January Effect Hypotheses: Window Dressing versus Performance Hedging
by Lee, Cheng-few & Porter, David C & Weaver, Daniel G
- 195-212 Price Discovery around Trading Halts on the Montreal Exchange Using Trade-by-Trade Data
by Kryzanowski, Lawrence & Nemiroff, Howard
- 213-225 A Transactions Data Analysis of Intraday Betas
by Kim, Suhkyong & Lockwood, Larry J & McInish, Thomas H
February 1998, Volume 33, Issue 1
- 1-16 The Effect of Leverage on Bargaining with a Corporation
by Sarig, Oded H
- 17-30 Risk Adjusted Discount Rates and the Present Value of Risky Costs
by Ariel, Robert
- 31-44 Correlated Interest Rate Risk and Funding Strategies for Nonfinancial Firms
by McNulty, James E & Smith, Stephen D
- 45-63 Deterministic Nonlinearity in the Stock Returns of Major European Equity Markets and the United States
by Pandey, Vivek & Kohers, Theodor & Kohers, Gerald
- 65-76 Economically Significant Stock Market Forecasts
by Pelaez, Rolando F
- 77-83 The Generation of Stock Market Cycles
by Bolten, Steven E & Weigand, Robert A
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