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Content
August 2005, Volume 40, Issue 3
- 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
August 2003, Volume 38, Issue 3
- 323-350 Why Do Firms Issue Equity after Splitting Stocks?
by Ranjan D'Mello & Oranee Tawatnuntachai & Devrim Yaman - 351-368 Dividend Initiations and Asymmetric Information: A Hazard Model
by Sanjay Deshmukh - 369-397 IPO Prospectus Information and Subsequent Performance
by Harjeet S. Bhabra & Richard H. Pettway - 399-413 A Reduced Form Coefficients Analysis of Executive Ownership, Corporate Value, and Executive Compensation
by Marsha Weber & Donna Dudney - 415-433 Stock Splits and Liquidity: The Case of the Nasdaq‐100 Index Tracking Stock
by Patrick Dennis - 435-454 New Evidence on Optimal Asset Allocation
by Gerald R. Jensen & Jeffrey M. Mercer - 455-471 First‐ and Second‐Moment Exchange Rate Exposure: Evidence from U.S. Stock Returns
by Gregory Koutmos & Anna D. Martin - 473-496 Profit Possibilities in Currency Markets: Arbitrage, Hedging, and Speculation
by Dilip K. Ghosh & Augustine C. Arize
May 2003, Volume 38, Issue 2
- 179-196 The Effect of Managerial Ownership on the Short‐ and Long‐run Response to Cash Distributions
by Keith M. Howe & Steve Vogt & Jia He - 197-211 Institutional Investors and Information Asymmetry: An Event Study of Self‐Tender Offers
by Michele O'Neill & Judith Swisher - 213-234 Evidence on Value Creation in the Financial Services Industries through the Use of Joint Ventures and Strategic Alliances
by Kimberly C. Gleason & Ike Mathur & Roy A. Wiggins, III - 235-256 The Impact of Trust‐Preferred Issuance on Bank Default Risk and Cash Flow: Evidence from the Debt and Equity Securities Markets
by Keith D. Harvey & M. Cary Collins & James W. Wansley - 257-272 Adverse‐Selection Costs and the Probability of Information‐Based Trading
by Kee H. Chung & Mingsheng Li - 273-291 Evidence on the Mean‐Reverting Tendencies of Closed‐End Fund Discounts
by Dominic Gasbarro & Richard D. Johnson & J. Kenton Zumwalt - 293-309 Trade Imbalances and Inventory Effects in Long‐term S&P 500 Index Options
by Anu Bharadwaj & James B. Wiggins - 311-322 Creating Fama and French Factors with Style
by Robert W. Faff
February 2003, Volume 38, Issue 1
- 1-24 The Emergence of Corporate Governance from Wall St. to Main St.: Outside Directors, Board Diversity, Earnings Management, and Managerial Incentives to Bear Risk
by M. Andrew Fields & Phyllis Y. Keys - 25-31 Outside Directors (Distinguished Scholar of 2002 Keynote Address to the Annual Meeting of the Eastern Finance Association)
by John J. McConnell - 33-53 Corporate Governance, Board Diversity, and Firm Value
by David A. Carter & Betty J. Simkins & W. Gary Simpson - 55-76 An Empirical Examination of Sponsor Influence over the Board of Directors
by Raj Varma - 77-101 The Effect of Managerial Incentives to Bear Risk on Corporate Capital Structure and R&D Investment
by Jouahn Nam & Richard E. Ottoo & John H. Thornton Jr. - 103-125 Why Do IPO Firms Conduct Primary Seasoned Equity Offerings?
by Maretno Harjoto & John Garen - 127-150 Why Some Firms Use Collar Offers in Mergers
by Kathleen P. Fuller - 151-160 Ownership of Cross–Listed Equities: An Investigation of Turnover, Diversification, and Risk
by Sie Ting Lau & Thomas H. McInish - 161-177 Intra–day Behavior of Treasury Sector Index Option Implied Volatilities around Macroeconomic Announcements
by Andrea J. Heuson & Tie Su
November 2002, Volume 37, Issue 4
- 481-505 Spreads, Depths, and Quote Clustering on the NYSE and Nasdaq: Evidence after the 1997 Securities and Exchange Commission Rule Changes
by Kee H. Chung & Bonnie F. Van Ness & Robert A. Van Ness - 507-524 An Intraday Examination of the Components of the Bid–Ask Spread
by Thomas H. McInish & Bonnie F. Van Ness - 525-550 The Performance of Internet Firms Following Their Initial Public Offering
by Jarrod Johnston & Jeff Madura - 551-561 Information Transfers across Same–Sector Funds When Closed–End Funds Issue Equity
by Eric J. Higgins & Shawn Howton & Shelly Howton - 563-588 Information Flows across Markets: Evidence from China–Backed Stocks Dual–Listed in Hong Kong and New York
by Xiaoqing Eleanor Xu & Hung–Gay Fung - 589-612 Market Structure and Return Volatility: Evidence from the Hong Kong Stock Market
by Wilson H. S. Tong & K. S. Maurice Tse - 613-636 The Effect of the Common Bond and Membership Expansion on Credit Union Risk
by W. Scott Frame & Gordon V. Karels & Christine McClatchey
August 2002, Volume 37, Issue 3
- 317-349 Debt vs. Equity and Asymmetric Information: A Review
by Linda Schmid Klein & Thomas J. O’Brien & Stephen R. Peters - 351-367 Sources of Bank Interest Rate Risk
by Donald R. Fraser & Jeff Madura & Robert A. Weigand - 369-383 Determinants of Institutional Responses to Self–Tender Offers
by Judith Swisher - 385-402 Is Off–Board Trading Detrimental to Market Liquidity?
by Joanne Hamet - 403-419 The Effect of Market Structure on the Incentives to Quote Aggressively: An Empirical Study of Nasdaq Market Makers
by Mark Klock & D. Timothy McCormick - 421-446 Contrarian Investing in a Small Capitalization Market: Evidence from New Zealand
by Jim Y. F. Chin & Andrew K. Prevost & Aron A. Gottesman - 447-468 Examination of Conditional Asset Pricing in UK Stock Returns
by Jonathan Fletcher - 469-480 Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets
by Abraham Abraham & Fazal J. Seyyed & Sulaiman A. Alsakran
May 2002, Volume 37, Issue 2
- 123-135 Payment For Risk: Constant Beta Vs. Dual‐Beta Models
by Glenn Pettengill & Sridhar Sundaram & Ike Mathur - 137-163 Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries
by Angelos Kanas & Georgios P. Kouretas - 165-183 Wealth Effects of Private Equity Placements: Evidence from Singapore
by Sheng‐Syan Chen & Kim Wai Ho & Cheng‐few Lee & Gillian H.H. Yeo - 185-205 Conflict of Interest in Commercial Bank Equity Underwriting
by Gregory M. Hebb - 207-226 A Simple Option‐Pricing Formula
by Robert Savickas - 227-256 Crises, Cronyism, and Credit
by Michael S. Pagano - 257-279 Cost and Profit Efficiency of the Turkish Banking Industry: An Empirical Investigation
by Ihsan Isik & M. Kabir Hassan - 281-293 Does Price Discreteness Affect the Increase in Return Volatility Following Stock Splits?
by Dan W. French & Taylor W. Foster, III - 295-315 Information, Trading Demand, and Futures Price Volatility
by Changyun Wang
February 2002, Volume 37, Issue 1
- 1-15 Initial Margin Requirements, Volatility, and the Individual Investor: Insights from Japan
by Kenneth A. Kim & Henry R. Oppenheimer - 17-33 Contagion Effects from the 1994 Mexican Peso Crisis: Evidence from Chilean Stocks
by Ike Mathur & Kimberly C. Gleason & Selahattin Dibooglu & Manohar Singh - 35-51 Permanent and Transitory Driving Forces in the Asian‐Pacific Stock Markets
by Ali F. Darrat & Maosen Zhong - 53-72 Winners and Losers as Financial Service Providers Converge: Evidence from the Financial Modernization Act of 1999
by Robert J. Hendershott & Darrell E. Lee & James G. Tompkins - 73-91 Interest Rate Surprises and Stock Prices
by Bento J. Lobo - 93-104 Forecasting Stock Index Futures Price Volatility: Linear vs. Nonlinear Models
by Mohammad Najand - 105-121 Price Limits and Margin Requirements in Futures Markets
by Haiwei Chen
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