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Content
June 1989, Volume 12, Issue 2
- 173-181 Estimation And Selection Bias In Mean-Variance Portfolio Selection
by George M. Frankfurter & Christopher G. Lamoureux
March 1989, Volume 12, Issue 1
- 1-13 The Effect Of A Sinking Fund On The Reoffering Yields Of New Public Utility Bonds
by David S. Kidwell & M. Wayne Marr & Joseph P. Ogden - 15-21 The Coupon Effect On Term Premiums
by Robert Brooks & Haim Levy & Miles Livingston - 23-32 A Bias‐Correcting Procedure For Beta Estimation In The Presence Of Thin Trading
by David J. Fowler & C. Harvey Rorke & Vijay M. Jog - 33-50 The Risk Behavior Of Equity Of Firms Approaching Bankruptcy
by Dana J. Johnson - 51-55 On Stochastic Dominance Analysis Of Day‐Of‐The‐Week Return Patterns
by John Wingender & James E. Groff - 57-67 Holiday Closings And Security Returns
by Glenn N. Pettengill - 69-81 The Informational Content Of Forward Rates: Further Evidence
by Daniel T. Walz & Roger W. Spencer - 83-91 Financing And House Prices
by J. Sa‐Aadu & C. F. Sirmans & John D. Benjamin
December 1988, Volume 11, Issue 4
- 265-280 The Shareholder Wealth Effects Of Corporate Greenmail
by James S. Ang & Alan L. Tucker - 281-294 An Analysis Of Shareholder Reaction To Dividend Cuts And Omissions
by Chinmoy Ghosh & J. Randall Woolridge - 295-302 Firm Size And Dividend Announcements
by Albert Eddy & Bruce Seifert - 303-319 Management Earnings Forecasts: Their Usefulness As A Source Of Firm-Specific Information To Security Analysts
by John M. Hassell & Robert H. Jennings & Dennis J. Lasser - 321-333 Some Empirical Evidence On The Use Of Financial Leases
by Thomas J. Finucane - 335-347 The Seasonality In Convertible Bond Markets: A Stock Effect Or Bond Effect?
by Christopher K. Ma & Ramesh P. Rao & Herbert J. Weinraub
September 1988, Volume 11, Issue 3
- 173-188 Costly Short Sales And The Correlation Of Returns With Volume
by Jonathan M. Karpoff - 189-200 Yield Volatility Of Discount Coupon Bonds
by RH Gilmer Jr. & Duane R. Stock - 201-214 Tests Of The Black-Scholes And Constant Elasticity Of Variance Currency Call Option Valuation Models
by Alan L. Tucker & David R. Peterson & Elton Scott - 215-225 The Value Line Stock Rankings And The Option Model Implied Standard Deviations
by Ahmet Tezel - 227-240 An Evaluation Of The Performance Of Portfolios Selected From Value Line Rank One Stocks: 1976–1982
by Thomas W. Hall & Jeffrey J. Tsay - 241-254 Testing The Predictive Power Of Ex-Post Efficient Portfolios
by Haim Levy & Zvi Lerman - 255-263 Economies Of Scope, Synergy, And The Capm
by Philip Chang
June 1988, Volume 11, Issue 2
- 89-97 The Impact Of Targeted Share Repurchases On The Wealth Of Non-Participating Shareholders
by April Klein & James Rosenfeld - 99-110 Tax-Timing Options, Leverage, And The Choice Of Corporate Form
by Douglas R. Emery & Wilbur G. Lewellen & David C. Mauer - 111-123 Evidence Of A Relation Between Stock Price Reactions Around Cash Dividend Changes And Yields
by Donald H. Fehrs & Gary A. Benesh & David R. Peterson - 125-136 Returns to Initial Shareholders in Savings Institution Conversions: Evidence and Regulatory Implications
by Bradford D. Jordan & James A. Verbrugge & Richard M. Burns - 137-142 Some Evidence On The Efficacy Of Security Credit Regulation In The Otc Equity Market
by R. Corwin Grube & O. Maurice Joy - 143-152 Mortgage Terminations and Pool Characteristics: Some Additional Evidence
by Andrea J. Heuson - 153-163 Optimal Portfolios: Markowitz Full Covariance Versus Simple Selection Rules
by Richard C. Burgess & Roger P. Bey - 165-172 Common Stock Returns, Expected Inflation, And The Rational Expectations Hypothesis
by Jean C. H. Loo
March 1988, Volume 11, Issue 1
- 1-12 An Empirical Analysis Of Insured Portfolio Strategies Using Listed Options
by Gary L. Trennepohl & James R. Booth & Hassan Tehranian - 13-20 The Term Premia Relationship Implicit In The Term Structure Of Treasury Bills
by Andrea J. Heuson - 21-31 Boundary Condition Tests Of Bid And Ask Prices Of Index Call Options
by Don M. Chance - 33-42 Valuation Of The Preferred Stock Sinking Fund Feature: A Time-Series Approach
by Michael J. Gombola & Douglas R. Kahl & Kenneth P. Nunn Jr. - 43-55 The Choice Among Debt, Equity, And Convertible Bonds
by Randall S. Billingsley & Robert E. Lamy & G. Rodney Thompson - 57-70 A Comprehensive Examination Of Volume Effects And Seasonality In Daily Security Returns
by Glenn N. Pettengill & Bradford D. Jordan - 71-80 Investor Expectations Of Volatility Increases Around Large Stock Splits As Implied In Call Option Premia
by Linda S. Klein & David R. Peterson - 81-88 Investor Evaluation Of Overfunded Pension Plan Terminations
by In-Mu Haw & William Ruland & Ahmed Hamdallah
December 1987, Volume 10, Issue 4
- 1-1 From The Editor
by Michael D. Joehnk & Richard L. Smith - 283-293 The Valuation Of Currency Options For Alternate Stochastic Processes
by Kuldeep Shastri & Kulpatra Wethyavivorn - 295-303 An Analytical Model Of Risky Yield Curves
by James W. Kolari - 305-313 Interstate Bank Mergers: The Early Evidence
by Jack W. Trifts & Kevin P. Scanlon - 313-319 Leveraged Buyouts And Shareholder Returns
by Khalil M. Torabzadeh & William J. Bertin - 321-328 Evidence Of The Effect On Shareholder Wealth Of Corporate Spinoffs: The Creation Of Royalty Trusts
by Wallace N. Davidson III & James L. McDonald - 329-340 Determinants Of The Ratings And Yields On Corporate Bonds: Tests Of The Contingent Claims Model
by Joseph P. Ogden - 341-352 Personal Taxes, Inflation And Market Valuation
by Muhammad Rashid & Ben Amoako-Adu - 353-362 Intervalling Effects In Hong Kong Stocks
by John C. Larson & Joel N. Morse
September 1987, Volume 10, Issue 3
- 1-1 From The Editor
by David A. Walker - 177-190 Allocating Capital Among A Firm'S Divisions: Hurdle Rates Vs. Budgets
by Robert A. Taggart Jr. - 191-209 Bond Returns, Discrete Stochastic Processes, And Duration
by Gerald O. Bierwag - 211-226 The Informational Content Of Bond Ratings
by Louis H. Ederington & Jess B. Yawitz & Brian E. Roberts - 227-238 Apt Vs. Capm Estimates Of The Return-Generating Function Parameters For Regulated Public Utilities
by Richard H. Pettway & Bradford D. Jordan - 239-247 The Effect Of The Wppss Crisis On The Tax-Exempt Bond Market
by John W. Peavy III & George H. Hempel - 249-257 More Evidence On Expected Value-Variance Analysis Versus Direct Utility Maximization
by Bernard V. Tew & Donald W. Reid - 259-268 Sampling Error In First Order Stochastic Dominance
by William E. Stein & Roger C. Pfaffenberger & Dan W. French - 269-280 Compound Distribution Models Of Stock Returns: An Empirical Comparison
by Vedat Akgiray & G. Geoffrey Booth
June 1987, Volume 10, Issue 2
- 1-1 From The Editor
by David A. Walker - 87-98 Macro-Economic Factors And Stock Returns
by Moon K. Kim & Chunchi Wu - 99-110 Relative Stock Prices And The Firm Size Effect
by Terry L. Zivney & Donald J. Thompson II - 111-120 Arbitrage Pricing Models: The Sufficient Number Of Factors And Equilibrium Conditions
by Michael C. Ehrhardt - 121-131 Maturity And Refunding Effects On Treasury-Bond Futures Price Variance
by Theodore M. Barnhill & James V. Jordan & William E. Seale - 133-142 Interest Rate Risk Hedging For Due-On-Sale Mortgages With Early Termination
by Gary Anderson & Raymond Chiang - 143-152 Systematic Risk In A Purely Random Market Model: Some Empirical Evidence For Individual Public Utilities
by Abdul Rahman & Lawrence Kryzanowski & Ah Boon Sim - 153-160 The Market Pricing Of Net Operating Loss Carryforwards: Implications Of The Tax Motivations Of Mergers
by Norman H. Moore & Stephen W. Pruitt - 161-175 Product Market Structure, Capital Intensity, And Systematic Risk: Empirical Results From The Theory Of The Firm
by Manuel L. Jose & Jerry L Stevens
March 1987, Volume 10, Issue 1
- 1-1 From The Editor
by David A. Walker - 1-16 Option Pricing And The Arbitrage Pricing Theory
by Jack S. K. Chang & Latha Shanker - 17-24 Flattening Of Bond Yield Curves
by Miles Livingston - 25-32 Pricing Fast-Pay Mortgages: Some Simulation Results
by James D. Shilling & C. F. Sirmans - 33-46 The Role Of Capital Adequacy Regulation In The Hedging Decisions Of Financial Intermediaries
by George Emir Morgan & Stephen D. Smith - 47-55 Interest Rate Risk, Market Value, And Hedging Financial Portfolios
by Michael T. Belongia & G. J. Santoni - 57-63 Stock Market Signals Of Changes In Expected Inflation
by David C. Leonard & Michael E. Solt - 65-75 The Effect Of Voluntary Corporate Liquidation On Shareholder Wealth
by Terrance R. Skantz & Roberto Marchesini - 77-86 An Examination Of The Small-Firm Effect On The Basis Of Skewness Preference
by James R. Booth & Richard L. Smith
December 1986, Volume 9, Issue 4
- 1-1 From The Editor
by David A. Walker - 281-290 Recent Evidence On The Accuracy And Rationality Of Popular Inflation Forecasts
by David C. Leonard & Michael E. Solt - 291-301 Determinants Of The Execution Costs Of Common Stock Trades By Individual Investors
by Gerald A. Blum & William A. Kracaw & Wilbur G. Lewellen - 303-312 The Differential Effects Of Sinking Funds On Bond Risk Premia
by W. Brian Barrett & Andrea J. Heuson & Robert W. Kolb - 313-318 Regulatory Environment And Market Response To Public Utility Rate Decisions
by Stephen P. Ferris & Dana J. Johnson & Dilip K. Shome - 319-324 On Preferred Stock
by Iraj Fooladi & Gordon S. Roberts - 325-329 Interest Rate Risk And Equity Values Of Hedged And Unhedged Financial Intermediaries
by William L. Scott & Richard L Peterson - 331-341 Capital Adequacy And The Valuation Of Large Commercial Banking Organizations
by Dilip K. Shome & Stephen D. Smith & Arnold A. Heggestad - 343-348 Non-Representative Trading Frequencies And The Detection Of Abnormal Performance
by Michael D. Atchison
September 1986, Volume 9, Issue 3
- 1-1 From The Editor
by David A. Walker - 193-202 Inflation Measurement, Inflation Risk, And The Pricing Of Treasury Bills
by Bradford Cornell - 203-214 An Empirical Test Of An Ex-Ante Model Of The Determination Of Stock Return Volatility
by David R. Peterson - 215-227 Market Reaction To Nyse Listings: Tests Of The Marketability Gains Hypothesis
by Theoharry Grammatikos & George Papaioannou - 229-238 Announcement Effects Of Withdrawn Security Offerings: Evidence On The Wealth Redistribution Hypothesis
by Dennis T. Officer & Richard L. Smith II - 239-250 Portfolio Choices, Consumption, And Prices In A Market With Durable Assets
by J. C. Bosch - 251-259 Valuation Of Primary Issue Convertible Bonds
by Randall S. Billingsley & Robert E. Lamy & G. Rodney Thompson - 261-270 A Comparison Of Intervention And Residual Analysis
by Jeffery A. Born & Seth C. Anderson - 271-279 A Programming Model For Bank Hedging Decisions
by G. Geoffrey Booth & Peter E. Koveos
June 1986, Volume 9, Issue 2
- 1-1 From The Editor
by David A. Walker - 103-111 Penn Square, Problem Loans, And Insolvency Risk
by Robert E. Lamy & G. Rodney Thompson - 113-122 Security Price Reactions Around Product Recall Announcements
by Stephen W. Pruitt & David R. Peterson - 123-135 Comparative Efficiency Of Market Indices: An Empirical Study
by Chi-Cheng Hsia - 137-151 An Empirical Test Of The Commodity Option Pricing Model Using Ginnie Mae Call Options
by Carl F. Luft & Bruce D. Fielitz - 153-162 Empirical Analysis On The Predictors Of Future Spot Rates
by Thomas C. Chiang - 163-170 Issuer Sophistication And Underpricing In The Negotiated Municipal Bond Market
by Peyton Foster Roden & Robert L. Bland - 171-177 The Relation Between Returns, Ownership Structure, And Market Value
by William P. Lloyd & John S. Jahera Jr. & Steven J. Goldstein - 179-191 Stock Repurchases And Securityholder Returns: A Case Study Of Teledyne
by James W. Wansley & Elayan Fayez
March 1986, Volume 9, Issue 1
- 1-1 From The Editor
by David A. Walker - 1-12 Financial Futures And Immunization
by Patricia Knain Little - 13-24 Institutional Trading And Security Prices: The Case Of Changes In The Composition Of The S&P 500 Index
by J. Randall Woolridge & Chinmoy Ghosh - 25-39 Treasury Bill Futures As A Hedging Tool: A Risk-Return Approach
by Charles T. Howard & Louis J. D'Antonio - 41-51 Human Capital And Life-Cycle Effects On Risk Aversion
by Don Bellante & Richard P. Saba - 53-69 Convertible Bond Valuation: An Empirical Test
by Raymond King - 71-86 Creditors' Use Of Collection Remedies
by Richard L. Peterson - 87-96 Selectivity, Market Timing, And Random Beta Behavior Of Mutual Funds: A Generalized Model
by Carl R. Chen & Steve Stockum - 97-101 The Contribution Of Inflation Uncertainty To The Variable Impacts Of Money On Stock Prices
by Shee Q. Wong
December 1985, Volume 8, Issue 4
- 1-1 From The Editor
by David A. Walker - 251-263 Partial Exercise Of Loan Commitments Under Adaptive Pricing
by Stuart I. Greenbaum & Itzhak Venezia - 265-274 Changing Volatility And The Pricing Of Options On Stock Index Futures
by Hun Y. Park & R. Stephen Sears - 275-285 Empirical Tests Of The Efficiency Of The Currency Option Market
by Alan L. Tucker - 287-296 The Relative Importance Of Journals Used In Finance Research
by Rodney H. Mabry & Arthur D. Sharplin - 297-306 New Estimates Of The Term Structure Of Interest Rates: 1920–1939
by Clifford F. Thies - 307-315 The Effect Of Bond Rating Agencies On Bond Rating Models
by Larry G. Perry - 317-325 The Announcement Effects Of Preferred Stock Re-Ratings
by Wallace N. Davidson III & John L. Glascock - 327-334 Risk Differences And Financial Reporting
by William Beranek & Ronnie Clayton
September 1985, Volume 8, Issue 3
- 1-1 From The Editor
by David A. Walker - 169-179 The Size Effect Is Primarily A Price Effect
by William Kross - 181-191 Markowitz Allocation–Fixed Income Securities
by Tom Barnes - 193-202 Black-Controlled Credit Unions: A Comparative Analysis
by Harold A. Black & Robert L. Schweitzer - 203-216 Why Ira And Keogh Plans Should Avoid Growth Stocks
by Uzi Yaari & Frank J. Fabozzi - 217-226 A Further Examination Of Stock Price Changes And Transaction Volume
by Michael Smirlock & Laura Starks - 227-236 The Wealth Effects Of Voluntary Selloffs: Implications For Divesting And Acquiring Firms
by Janis K. Zaima & Douglas Hearth - 237-244 Risk-Adjusted Discount Rates-Extensions From The Average-Risk Case
by Robert S. Harris & John J. Pringle - 245-249 A Simple Formula For Duration
by John Caks & William R. Lane & Robert W. Greenleaf & Reginald G. Joules
June 1985, Volume 8, Issue 2
- 1-1 From The Editor
by David A. Walker - 83-94 The Risk Structure Of Interest Rates And Interdependent Borrowing Costs: The Impact Of Major Defaults
by Richard L. Smith & James R. Booth - 95-105 Yield Structure Of Taxable Vs. Nontaxable Bonds
by Moon Kim & Geoffrey Booth - 107-117 The Estimation Of Mortgage Prepayment Rates
by Frank J. Navratil - 119-126 Intraday And Overnight Returns And Day-Of-The-Week Effects
by Thomas H. McInish & Robert A. Wood - 127-136 Changes In Capital Structure, New Equity Issues, And Scale Effects
by Richard Kolodny & Diane Rizzuto Suhler - 137-144 Factors Influencing The New York Stock Exchange Specialists' Price-Setting Behavior: An Experiment
by Joseph J. Schultz Jr. & Sandra G. Gustavson & Frank K. Reilly - 145-156 Bank Holding Company Acquisitions, Stockholder Returns, And Regulatory Uncertainty
by Anand S. Desai & Roger D. Stover - 157-167 A Pricing Anomaly In Treasury Bill Futures
by Robert W. Kolb & Gerald D. Gay
March 1985, Volume 8, Issue 1
- 1-1 From The Editor
by David A. Walker - 1-14 Price Volatility Of Municipal Discount Bonds
by Duane Stock - 15-30 An Arbitrage Pricing Approach To Evaluating Mutual Fund Performance
by Eric C. Chang & Wilbur G. Lewellen - 31-42 The Impact Of Creditwatch Placement On Equity Returns And Bond Prices
by James W. Wansley & Terrence M. Clauretie - 43-50 The Agency Cost Rationale For Refunding Discounted Bonds
by Dan S. Dhaliwal - 51-58 Expectations, Interest Rates, And Commercial Bank Stocks
by James R. Booth & Dennis T. Officer - 59-68 Further Evidence On The Liquidity Effects Of Stock Splits And Stock Dividends
by Dennis Murray - 69-76 A New Approach To Controlling For Thin Trading
by Thomas H. McInish & Robert A. Wood - 77-81 Distributions Of Financial Ratios In The Commercial Banking Industry
by James P. Bedingfield & Philip M. J. Reckers & A. J. Stagliano
December 1984, Volume 7, Issue 4
- 1-1 From The Editor
by David A. Walker - 269-280 The Sensitivity Of The Prime Rate To Money Market Conditions
by Michael A. Goldberg - 281-290 The Response Of Forward Exchange Rates To Interest Rate Forecasting Errors
by Fred R. Kaen & Evangelos O. Simos & George A. Hachey - 291-302 Exchange Listing And Stock Liquidity
by David A. Dubofsky & John C. Groth - 303-314 The Geometry Of Asset Adjustment With Adjustment Costs
by Reuven Glick - 315-322 Nonstationarity Of Beta And Tests Of Market Efficiency
by Bill McDonald & William D. Nichols - 323-328 The Influence Of Offering Yield On Underwriting Spread
by M. Wayne Marr & G. Rodney Thompson - 329-339 Synergy, Diversification, And Incentive Effects Of Corporate Merger On Bondholder Wealth: Some Evidence
by John W. Settle & Glenn H. Petry & Chi-Cheng Hsia - 341-349 How Many Small Firms Are Enough?
by K. C. Chen & R. Stephen Sears
September 1984, Volume 7, Issue 3
- 1-1 From The Editor
by David A. Walker - 185-196 Moving Stochastic Dominance: An Alternative Method For Testing Market Efficiency
by Roger P. Bey & Richard C. Burgess & Richard B. Kearns - 197-207 Strong Form Efficiency Of The Foreign Exchange Market And Bank Positions
by Arvind Mahajan & Dileep Mehta - 209-217 Financial Transactions Within Bank Holding Companies
by John T. Rose & Samuel H. Talley - 219-229 An Empirical Study Of The Diffusion Process Of Securities And Portfolios
by James S. Ang & David R. Peterson - 231-241 Coskewness, Dividend Yield And Capital Asset Pricing
by Thomas J. Cook & Michael S. Rozeff - 243-254 Bond Beta And Default Risk
by Richard M. Duvall & John M. Cheney - 255-258 Returns On High-Quality And Low-Quality Preferred Stocks In Periods Of Common-Stock Dividend Reductions
by James D. Rosenfeld - 259-267 The Growth Optimal Capital Structure: Manager Versus Shareholder Objectives
by Murad J. Antia & Richard L. Meyer
June 1984, Volume 7, Issue 2
- 1-1 From The Editor
by David A. Walker - 95-103 The Value Impacts Of Capital Adequacy Regulation And Stochastic Deposits
by Greggory A. Brauer - 105-119 Selective Hedging Of Bank Assets With Treasury Bill Futures Contracts
by G. D. Koppenhaver - 121-130 An Empirical Test Of The Arbitrage Pricing Theory
by Robert A. Pari & Son-Nan Chen - 131-142 An Examination Of Market Reaction To Substantial Shifts In Dividend Policy
by Gary A. Benesh & Arthur J. Keown & John M. Pinkerton - 143-150 Market Timing And Mutual Fund Portfolio Composition
by Michael G. Ferri & H. Dennis Oberhelman & Rodney L. Roenfeldt - 151-160 The Anomalous And Asymmetric Nature Of Equity Returns: An Empirical Synthesis
by William L. Beedles - 161-174 The Writings Of Henry A. Latané: A Compilation And Analysis
by Robert H. Trent & Robert S. Kemp - 175-183 Who Holds Alternative Market-Yield Accounts?
by Joseph A. McKenzie
March 1984, Volume 7, Issue 1
- 1-1 From The Editor
by David A. Walker - 1-16 A Model Of Heterogeneous Expectations As A Determinant Of Short Sales
by David R. Peterson & Donald M. Waldman - 17-26 Portfolio Performance In Relation To Quality, Earnings, Dividends, Firm Size, Leverage, And Return On Equity
by Frederick L. Muller & Bruce D. Fielitz & Myron T. Greene - 27-36 Multivariate Analysis Of Corporate Bond Ratings And Industry Classifications
by Larry G. Perry & Glenn V. Henderson Jr. & Timothy P. Cronan - 37-45 A Financial Management Theory Of The Nonprofit Organization
by Richard F. Wacht - 47-56 Intraweek Seasonality In The Federal Funds Market
by Peter C. Eisemann & Stephen G. Timme - 57-68 Diversification In The Real Estate Portfolio
by Mike Miles & Tom McCue - 69-80 Financial Structure And Financial Strategy
by Adam K. Gehr Jr. - 81-93 The Effect Of Rate Cases On Public Utility Stock Returns
by Wallace N. Davidson III
December 1983, Volume 6, Issue 4
- 1-1 From The Editor
by David A. Walker - 265-273 Taxes And The Refunding Of Discount Bonds
by Edward A. Dyl & Ronald W. Spahr - 275-288 The Market Model As An Appropriate Description Of The Stochastic Process Generating Security Returns
by Roger P. Bey - 289-300 Diversification, Double Leverage, And The Cost Of Capital
by Richard H. Pettway & Bradford D. Jordan - 301-312 Evidence On The Existence Of Common Stock Inflation Hedges
by Victor L Bernard & Thomas J. Frecka - 313-321 Short Term Impact Of Option Trading On Underlying Securities
by Mary M. Whiteside & William P. Dukes & Patrick M. Dunne - 323-332 The Interaction Between Pricing And Underwriting Spread In The New Issue Convertible Debt Market
by Roger D. Stover - 333-343 International Diversification Of Equities And Fixed-Income Securities
by Joanne Hill & Thomas Schneeweis - 345-349 Evaluating The Finance Journals: The Department Chairperson'S Perspective
by Robert K. Coe & Irwin Weinstock
September 1983, Volume 6, Issue 3
- 1-1 From The Editor
by David A. Walker - 175-185 Capital Budgeting Decisions When Cash Flows And Project Lives Are Stochastic And Dependent
by Roger P. Bey - 187-197 Interest Rate Hedging: An Empirical Test Of Alternative Strategies
by Gerald D. Gay & Robert W. Kolb & Raymond Chiang - 199-212 Diversification And Skewness In Option Portfolios
by R. Stephen Sears & Gary L. Trennepohl - 213-215 Incorporation Of Tax Considerations Into The Computation Of Duration
by Christopher A. Hessel & Lucy T. Huffman - 217-222 The Effect Of Market Conditions And Risk Classifications On Market Model Parameters
by J. David Spiceland & Jerry E. Trapnell - 223-229 The Effects Of Default Risk On The Market Model
by Michael D. Carpenter & I. Keong Chew