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July 1985, Volume 40, Issue 3
- 895-908 Determinants of Corporate Leasing Policy
by Smith, Clifford W, Jr & Wakeman, L MacDonald
- 909-910 Determinants of Corporate Leasing Policy: Discussion
by Hawkins, Gregory D
- 911-924 Spinoff-Terminations and the Value of Pension Insurance
by Marcus, Alan J
- 924-926 Spinoff-Terminations and the Value of Pension Insurance: Discussion
by Merville, Larry
- 927-940 The Usefulness of the Wind-Up Measure of Pension Liabilities: A Labor Market Perspective
by Pesando, James E
- 940-942 The Usefulness of the Wind-Up Measure of Pension Liabilities: A Labor Market Perspective: Discussion
by Logue, Dennis E
- 943-955 The Integration of Insurance and Taxes in Corporate Pension Strategy
by Bicksler, James L
- 955-957 The Integration of Insurance and Taxes in Corporate Pension Strategy: Discussion
by Babcock, Guilford C
- 959-974 Depositors' Welfare, Deposit Insurance, and Deregulation
by Chan, Yuk-Shee & Mak, King-Tim
- 975-975 Depositors' Welfare, Deposit Insurance, and Deregulation: Discussion
by Heinkel, Robert
- 977-988 A Micro Model of the Federal Funds Market
by Ho, Thomas S Y & Saunders, Anthony
- 988-990 A Micro Model of the Federal Funds Market: Discussion
by Spindt, Paul A
- 991-1006 A Test of the OPEC Cartel Hypothesis: 1974-1983
by Loderer, Claudio
- 1006-1008 A Test of the OPEC Cartel Hypothesis: 1974-1983: Discussion
by Castanias, Richard P
- 1009-1018 The Pricing of Oil and Gas: Some Further Results
by Miller, Merton H & Upton, Charles W
- 1018-1020 The Pricing of Oil and Gas: Some Further Results: Discussion
by Kyle, Albert S
June 1985, Volume 40, Issue 2
- 359-381 A Simple Econometric Approach for Utility-based Asset Pricing Models
by Brown, David P & Gibbons, Michael R
- 383-399 Differential Information and Performance Measurement Using a Security Market Line
by Dybvig, Philip H & Ross, Stephen A
- 401-416 The Analytics of Performance Measurement Using a Security Market Line
by Dybvig, Philip H & Ross, Stephen A
- 417-431 On Determination of Stochastic Dominance Optimal Sets
by Bawa, Vijay S, et al
- 433-454 The Week-End Effect in Common Stock Returns: The International Evidence
by Jaffe, Jeffrey F & Westerfield, Randolph
- 455-480 Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 through August 31, 1978
by Rubinstein, Mark
- 481-500 Empirical Tests of Boundary Conditions for Toronto Stock Exchange Options
by Halpern, Paul J & Turnbull, Stuart M
- 501-517 On the Interaction of Real and Financial Decisions of the Firm under Uncertainty
by Dotan, Amihud & Ravid, S Abraham
- 519-536 Corporate Combinations and Common Stock Returns: The Case of Joint Ventures
by McConnell, John J & Nantell, Timothy J
- 537-548 Return, Risk, and Yield: Evidence from Ex Ante Data
by Ang, James S & Peterson, David R
- 549-561 The Choice of Call Provision Terms: Evidence of the Existence of Agency Costs of Debt
by Thatcher, Janet Solverson
- 563-575 Joint Effects of Interest Rate Deregulation and Capital Requirements on Optimal Bank Portfolio Adjustments
by Lam, Chun H & Chen, Andrew H
- 577-581 On the Theory of Rational Insurance Purchasing: A Note
by Briys, Eric P & Louberge, Henri
- 583-588 The Weekly Pattern in Stock Returns: Cash versus Futures: A Note
by Cornell, Bradford
- 589-594 The Pricing of Short-term Debt and the Miller Hypothesis: A Note [Debt and Taxes]
by Jordan, Bradford D & Pettway, Richard H
- 595-599 Expected Inflation and Interest Rates in a Multi-asset Model: A Note
by Mitchell, Douglas W
- 601-602 Mean-Variance versus Direct Utility Maximization: A Comment
by Pulley, Lawrence B
- 603-605 Optimal Distribution-Free Tests and Further Evidence of Heteroscedasticity in the Market Model: A Comment
by Lehmann, Bruce & Warga, Arthur
- 607-607 Optimal Distribution-Free Tests and Further Evidence of Heteroscedasticity in the Market Model: A Reply
by Giaccotto, Carmelo & Ali, Mukhtar M
March 1985, Volume 40, Issue 1
- 1-20 On the Feasibility of Automated Market Making by a Programmed Specialist
by Hakansson, Nils H & Beja, Avraham & Kale, Jivendra
- 21-42 The Trading Decision and Market Clearing under Transaction Price Uncertainty
by Ho, Thomas S Y & Schwartz, Robert A & Whitcomb, David K
- 43-61 Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory
by Gultekin, N Bulent & Rogalski, Richard J
- 63-83 A Rational Expectations Model of Term Premia with Some Implications for Empirical Asset Demand Equations
by Walsh, Carl E
- 85-103 Capital Asset Pricing Compatible with Observed Market Value Weights
by Best, Michael J & Grauer, Robert R
- 105-124 International Asset Pricing under Mild Segmentation: Theory and Test
by Errunza, Vihang & Losq, Etienne
- 125-133 More on Estimation Risk and Simple Rules for Optimal Portfolio Selection
by Alexander, Gordon J & Resnick, Bruce G
- 135-153 Implications of the Discreteness of Observed Stock Prices
by Gottlieb, Gary & Kalay, Avner
- 155-173 On Jumps in Common Stock Prices and Their Impact on Call Option Pricing
by Ball, Clifford A & Torous, Walter N
- 175-191 An Investigation of Commodity Futures Prices Using the Consumption-based Intertemporal Capital Asset Pricing Model
by Jagannathan, Ravi
- 193-208 Returns to Speculators and the Theory of Normal Backwardation
by Chang, Eric C
- 209-224 The Effect of Voluntary Sell-off Announcements on Shareholder Wealth
by Jain, Prem C
- 225-239 The Price Elasticity of Demand for Whole Life Insurance
by Babbel, David F
- 241-255 Bank Funding Risks, Risk Aversion, and the Choice of Futures Hedging Instrument
by Koppenhaver, G D
- 257-268 Risk Aversion and Arbitrage
by Green, Richard C & Srivastava, Sanjay
- 269-291 Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress
by Frydman, Halina & Altman, Edward I & Kao, Duen-Li
- 293-308 An Analysis of Mortgage Contracting: Prepayment Penalties and the Due-on-Sale Clause
by Dunn, Kenneth B & Spatt, Chester S
- 309-317 Divergence of Opinion in Complete Markets: A Note
by Varian, Hal R
- 319-325 Interest Rate Term Structure Estimation with Exponential Splines: A Note
by Shea, Gary S
- 327-332 Marginal Tax Rates: Evidence from Nontaxable Corporate Bonds: A Note
by Ang, James & Peterson, David & Peterson, Pamela
- 333-343 Personal Income Taxes and the January Effect: Small Firm Stock Returns before the War Revenue Act of 1917: A Note
by Schultz, Paul
- 345-345 Acknowledgment: Kinks on the Mean-Variance Frontier
by Dybvig, Philip H
- 347-349 Weekend Effects on Stock Returns: A Comment
by Dyl, Edward A & Martin, Stanley A, Jr
- 351-352 Weekend Effects on Stock Returns: A Reply
by Lakonishok, Josef & Levi, Maurice
December 1984, Volume 39, Issue 5
- 1257-1292 An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns
by Dimson, Elroy & Marsh, Paul R
- 1293-1310 Stock Returns, Inflation, and Economic Activity: The Survey Evidence
by Hasbrouck, Joel
- 1311-1324 Estimating the Correlation Structure of International Share Prices
by Eun, Cheol S & Resnick, Bruce G
- 1325-1344 Shareholder Benefits from Corporate International Diversification
by Fatemi, Ali M
- 1345-1357 Are Real Interest Rates Equal across Countries? An Empirical Investigation of International Parity Conditions
by Mishkin, Frederic S
- 1359-1382 Credit Rationing and Financial Disorder
by Guttentag, Jack & Herring, Richard
- 1383-1396 Stability of the U.S. Short-run Money Demand Function, 1959-81
by Lin, Kuan-Pin & Oh, John S
- 1397-1415 New Evidence that Taxes Affect the Valuation of Dividends
by Poterba, James M & Summers, Lawrence H
- 1417-1435 The Structure of Asset Prices and Socially Useless-Useful Information
by Ohlson, James A
- 1437-1448 Additional Evidence on the Relation between Divestiture Announcements and Shareholder Wealth
by Rosenfeld, James D
- 1449-1468 Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets
by Shalit, Haim & Yitzhaki, Shlomo
- 1469-1483 Portfolio Analysis Using Single Index, Multi-index, and Constant Correlation Models: A Unified Treatment
by Kwan, Clarence C Y
- 1485-1502 On Testing the Arbitrage Pricing Theory: Inter-battery Factor Analysis
by Cho, David Chinhyung
- 1503-1509 A Simple Formula for the Expected Rate of Return of an Option over a Finite Holding Period
by Rubinstein, Mark
- 1511-1524 The American Put Option Valued Analytically
by Geske, Robert & Johnson, Herb E
- 1525-1539 The Valuation of Options When Asset Returns Are Generated by a Binomial Process
by Stapleton, Richard C & Subrahmanyam, Marti G
- 1541-1546 A Risk Minimizing Strategy for Portfolio Immunization
by Fong, H Gifford & Vasicek, Oldrich A
- 1547-1570 Hedging Interest Rate Risk with Futures Portfolios under Term Structure Effects
by Hilliard, Jimmy E
- 1571-1595 Production and Risk Leveling in the Intertemporal Capital Asset Pricing Model
by Grinols, Earl L
- 1597-1602 The Impact of Seniority and Security Covenants on Bond Yields: A Note
by Roberts, Gordon S & Viscione, Jerry A
- 1603-1614 New Findings Regarding Day-of-the-Week Returns over Trading and Non-trading Periods: A Note
by Rogalski, Richard J
- 1615-1618 Direct Equity Financing; A Resolution of a Paradox: A Comment
by Smith, Richard L & Dhatt, Manjeet
- 1619-1624 Direct Equity Financing; A Resolution of a Paradox: A Reply
by Hansen, Robert S & Pinkerton, John M
September 1984, Volume 39, Issue 4
- 937-953 Marketmaker Behavior in an Auction Market: An Analysis of Scalpers in Futures Markets
by Silber, William L
- 955-981 Futures Markets and Informational Efficiency: A Laboratory Examination
by Forsythe, Robert & Palfrey, Thomas R & Plott, Charles R
- 983-1010 Theory and Behavior of Multiple Unit Discriminative Auctions
by Cox, James C & Smith, Vernon L & Walker, James M
- 1011-1020 Money Market Funds and Shareholder Dilution
by Lyon, Andrew B
- 1021-1039 Some Results in the Theory of Arbitrage Pricing
by Ingersoll, Jonathan E, Jr
- 1041-1054 Arbitrage Pricing Theory and Utility Stock Returns
by Bower, Dorothy H & Bower, Richard S & Logue, Dennis E
- 1055-1065 The Leasing Puzzle
by Ang, James & Peterson, Pamela P
- 1067-1089 A Further Empirical Investigation of the Bankruptcy Cost Question
by Altman, Edward I
- 1091-1099 Earnings and Dividend Announcements: Is There a Corroboration Effect?
by Kane, Alex & Lee, Young Ki & Marcus, Alan
- 1101-1117 Continuous Maturity Diversification of Default-Free Bond Portfolios and a Generalization of Efficient Diversification
by Heaney, W John & Cheng, Pao L
- 1119-1125 Rational Expectations and the Measurement of a Stock's Elasticity of Demand
by Allen, Franklin & Postlewaite, Andrew
- 1127-1139 A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market
by Roll, Richard
- 1141-1153 The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions
by Flannery, Mark J & James, Christopher M
- 1155-1168 A Theoretic Framework for the Analysis of Credit Union Decision Making
by Smith, Donald J
- 1169-1176 Taxes and the Theory of Trade Debt
by Brick, Ivan E & Fung, William K H
- 1177-1188 The Effects of Inflation and Money Supply Announcements on Interest Rates
by Urich, Thomas J & Wachtel, Paul
- 1189-1197 Rankings of Finance Departments by Faculty Representation on Editorial Boards of Professional Journals: A Note
by Kaufman, George G
- 1199-1206 Bank Income Taxes and Interest Rate Risk Management: A Note
by Gurel, Eitan & Pyle, David
- 1207-1213 Comparing Time-Series and Survey Forecasts of Weekly Changes in Money: A Methodological Note
by Hafer, R W
- 1215-1221 The Effects of Transaction Costs and Different Borrowing and Lending Rates on the Option Pricing Model: A Note
by Gilster, John E, Jr & Lee, William
- 1223-1229 Ordering Uncertain Options under Inflation: A Note
by Levy, Haim & Levy, Azriel
- 1231-1237 Signaling and the Valuation of Unseasoned New Issues: A Comment
by Ritter, Jay R
July 1984, Volume 39, Issue 3
- 575-592 The Capital Structure Puzzle
by Myers, Stewart C
- 593-607 Optimal Financial Policy and Firm Valuation
by Brennan, Michael J & Schwartz, Eduardo S
- 607-609 Optimal Financial Policy and Firm Valuation: Discussion
by Emanuel, David
- 611-625 Contingent Claims Analysis of Corporate Capital Structures: An Empirical Investigation
by Jones, E Philip & Mason, Scott P & Rosenfeld, Eric
- 625-627 Contingent Claims Analysis of Corporate Capital Structures: An Empirical Investigation
by Fisher, Lawrence
- 629-642 Estimation of Implicit Bankruptcy Costs
by Kalaba, Robert E, et al
- 643-645 Estimation of Implicit Bankruptcy Costs: Discussion
by Ruback, Richard
- 647-655 Consumption Betas and Backwardation in Commodity Markets
by Hazuka, Thomas B
- 657-669 Hedging Performance and Basis Risk in Stock Index Futures
by Figlewski, Stephen
- 671-682 The Behavior of U.S. Short-Term Interest Rates since October 1979
by Clarida, Richard H & Friedman, Benjamin M
- 682-683 The Behavior of U.S. Short-Term Interest Rates since October 1979: Discussion
by Craine, Roger
- 685-696 Expectations, Surprises and Treasury Bill Rates: 1960-82
by Hendershott, Patric H
- 696-698 Expectations, Surprises and Treasury Bill Rates: 1960-82
by Mullineaux, Donald J
- 699-712 Inflation and Real Interest Rates on Assets with Different Risk Characteristics
by Huizinga, John & Mishkin, Frederic S
- 712-714 Inflation and Real Interest Rates on Assets with Different Risk Characteristics: Discussion
by Curran, Ward S
- 715-724 Purchasing Power Parity as a Trading Strategy
by Bilson, John F O
- 724-725 Purchasing Power Parity as a Trading Strategy: Discussion
by Cornell, Bradford
- 727-743 International Corporate Diversification, Market Valuation, and Size-Adjusted Evidence
by Errunza, Vihang R & Senbet, Lemma W
- 743-745 International Corporate Diversification, Market Valuation, and Size-Adjusted Evidence: Discussion
by Bicksler, James L
- 747-755 Term Premia on Euro Rates
by Logue, Dennis E & Sweeney, Richard James
- 755-757 Term Premia on Euro Rates: Discussion
by Herring, Richard J
- 759-772 Technological and Regulatory Forces in the Developing Fusion of Financial-Services Competition
by Kane, Edward J
- 772-773 Technological and Regulatory Forces in the Developing Fusion of Financial-Services Competition: Discussion
by Kidwell, David S
- 775-785 Deposit Insurance in a Deregulated Environment
by Campbell, Tim S & Glenn, David
- 785-787 Deposit Insurance in a Deregulated Environment: Discussion
by Horvitz, Paul M
- 789-803 Consequences of Deregulation for Commercial Banking
by Kaufman, George G & Mote, Larry R & Rosenblum, Harvey
- 803-805 Consequences of Deregulation for Commercial Banking: Discussion
by Eisenbeis, Robert A
- 807-815 Anomalies in Security Returns and the Specification of the Market Model
by Brown, Stephen J & Barry, Christopher B
- 815-817 Anomalies in Security Returns and the Specification of the Market Model: Discussion
by French, Kenneth R
- 819-835 A Further Investigation of the Weekend Effect in Stock Returns
by Keim, Donald B & Stambaugh, Robert F
- 835-837 A Further Investigation of the Weekend Effect in Stock Returns
by Rogalski, Richard J
- 837-840 Valuation Anomalies-Empirical: Discussion: What the Anomalies Mean
by Reinganum, Marc R
- 841-853 How Big Is the Tax Advantage to Debt?
by Kane, Alex & Marcus, Alan J & McDonald, Robert L
- 853-855 How Big Is the Tax Advantage to Debt? Discussion
by Masulis, Ronald W
- 857-878 On the Existence of an Optimal Capital Structure: Theory and Evidence
by Bradley, Michael & Jarrell, Gregg A & Kim, E Han
- 878-880 On the Existence of an Optimal Capital Structure: Theory and Evidence: Discussion
by Mikkelson, Wayne H
- 881-892 Benefits of Bank Diversification: The Evidence from Shareholder Returns
by Eisenbeis, Robert A & Harris, Robert S & Lakonishok, Josef
- 893-894 Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion
by Brown, Stephen J
- 895-908 External Financing and Liquidity
by Huberman, Gur
- 908-910 External Financing and Liquidity: Discussion
by Chen, Andrew H
- 911-924 Non-Standard C.A.P.M.'s and the Market Portfolio
by Elton, Edwin J & Gruber, Martin J
June 1984, Volume 39, Issue 2
- 323-346 A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory
by Dhrymes, Phoebus J & Friend, Irwin & Gultekin, N Bulent
- 347-350 A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply
by Roll, Richard & Ross, Stephen A
- 351-376 Intertemporal Commodity Futures Hedging and the Production Decision
by Ho, Thomas S Y
- 377-392 Seasonality Estimation in Thin Markets
by Theobald, Michael & Price, Vera
- 393-406 Tax Effects in Term Structure Estimation
by Jordan, James V
- 407-424 The Demand for Borrowed Reserves: A Switching Regression Model
by Dutkowsky, Donald H
- 425-442 Conditions for Myopic Valuation and Serial Independence of the Market Excess Return in Discrete Time Models
by Franke, Gunter
- 443-455 On Valuing American Call Options with the Black-Scholes European Formula
by Geske, Robert & Roll, Richard
- 457-476 The Ex-Dividend Day Behavior of Canadian Stock Prices: Tax Changes and Clientele Effects
by Booth, Laurence D & Johnston, David J
- 477-491 Investment Management and Risk Sharing with Multiple Managers
by Barry, Christopher B & Starks, Laura T
- 493-502 Real Stock Returns and Inflation
by Day, Theodore E
- 503-517 Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs
by Alexander, Gordon J & Benson, P George & Kampmeyer, Joan M
- 519-525 Option Pricing Bounds in Discrete Time
by Perrakis, Stylianos & Ryan, Peter J
- 527-534 The Harmonic Mean and Other Necessary Conditions for Stochastic Dominance
by Jean, William H
- 535-539 Municipal Bond Demand Premiums and Bond Price Volatility: A Note
by Stock, Duane & Schrems, Edward L
- 541-550 A General Diversification Theorem: A Note
by MacMinn, Richard D
- 551-556 The Ex-Dividend Day Behavior of Stock Prices; a Re-Examination of the Clientele Effect: A Comment
by Elton, Edwin J & Gruber, Martin J & Rentzler, Joel
- 556-561 The Ex-Dividend Day Behavior of Stock Prices; a Re-Examination of the Clientele Effect: A Reply
by Kalay, Avner
- 563-563 Erratum: Flotation Cost Adjustment in Rate of Return Regulation: A Reply
by Arzac, Enrique R & Marcus, Matityahu
March 1984, Volume 39, Issue 1
- 1-22 An International Study of Tax Effects on Government Bonds
by Litzenberger, Robert H & Rolfo, Jacques
- 23-45 Dealer Bid-Ask Quotes and Transaction Prices: An Empirical Study of Some AMEX Options
by Ho, Thomas S Y & Macris, Richard G
- 47-61 Mean-Variance versus Direct Utility Maximization
by Kroll, Yoram & Levy, Haim & Markowitz, Harry M
- 63-75 On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio
by Kandel, Shmuel
- 77-92 Consumption and Equilibrium Interest Rates in Stochastic Production Economies
by Sundaresan, Mahadevan
- 93-103 Capital Structure Equilibrium under Market Imperfections and Incompleteness
by Senbet, Lemma W & Taggart, Robert A, Jr
- 105-126 Taxes, Inflation and Corporate Financial Policy
by Schall, Lawrence D
- 127-145 Corporate Behavior in Adjusting to Capital Structure and Dividend Targets: An Econometric Study
by Jalilvand, Abolhassan & Harris, Robert S
- 147-165 Models of Stock Returns-A Comparison
by Kon, Stanley J
- 167-183 A Partial Theory of Takeover Bids
by Ashton, D J & Atkins, D R
- 185-192 The Turn-of-the-Year in China
by Berges, Angel & McConnell, John J & Schlarbaum, Gary G
- 193-206 Commodity Bonds and Consumption Risks
by O'Hara, Maureen
- 207-228 The Valuation of Multivariate Contingent Claims in Discrete Time Models
by Stapleton, Richard C & Subrahmanyam, Marti G
- 229-238 The Valuation of Assets under Moral Hazard
by Ramakrishnan, Ram T S & Thakor, Anjan V
- 239-244 Short Sales Restrictions and Kinks on the Mean Variance Frontier
by Dybvig, Philip H
- 245-251 On the Jensen Measure and Marginal Improvements in Portfolio Performance: A Note
by Jobson, J D & Korkie, Bob
- 253-259 The Value of the Tax Treatment of Original-Issue Deep-Discount Bonds: A Note
by Arak, Marcelle & Silver, Andrew
- 261-265 Option Pricing When the Underlying Asset Earns a Below-Equilibrium Rate of Return: A Note
by McDonald, Robert & Siegel, Daniel
- 267-273 Stock Market Returns and Real Activity: A Note
by Huang, Roger D & Kracaw, William A
- 275-281 Conglomerate Merger, Wealth Redistribution and Debt: A Note
by Lam, Chun H & Boudreaux, Kenneth J
- 283-288 Negative Cash Flows, Duration, and Immunization: A Note
by Little, Patricia Knain
- 289-291 Flotation Cost Allowance for the Regulated Firm: A Comment
by Howe, Keith M
- 293-294 Flotation Cost Allowance for the Regulated Firm: A Reply
by Arzac, E R & Marcus, M
- 295-297 Information Diversity and Market Behavior: A Comment
by Minassian, Donald P
- 299-302 Information Diversity and Market Behavior: A Reply
by Figlewski, Stephen
- 303-308 Notes on Multiperiod Valuation and the Pricing of Options: A Comment
by Stapleton, Richard C & Subrahmanyam, Marti G
- 309-312 Notes on Multiperiod Valuation and the Pricing of Options: A Reply
by Bhattacharya, Sudipto
December 1983, Volume 38, Issue 5
- 1363-1380 Fixed versus Variable Rate Loans
by Santomero, Anthony M
- 1381-1391 On the Distributional Conditions for a Consumption-Oriented Three Moment CAPM
by Kraus, Alan & Litzenberger, Robert
- 1393-1414 Some Empirical Tests of the Theory of Arbitrage Pricing
by Chen, Nai-fu
- 1415-1429 Bond Systematic Risk and the Option Pricing Model
by Weinstein, Mark I
- 1431-1455 Spot and Futures Prices and the Law of One Price
by Protopapadakis, Aris & Stoll, Hans R
- 1457-1469 Information Effects on the Bid-Ask Spread
by Copeland, Thomas E & Galai, Dan
- 1471-1487 Deviations from Purchasing Power Parity in the Long Run
by Adler, Michael & Lehmann, Bruce
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