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Editor: B.M. Lucey
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Brian M. Lucey .
Series handle: RePEc:eee:finana
ISSN: 1057-5219
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Content
1997, Volume 6, Issue 1
1996, Volume 5, Issue 3
- 161-169 Equilibrium asset price ranges
by Bergman, Yaacov Z.
- 171-183 Implied foreign exchange rates using options prices
by Brenner, Menachem & Eom, Young Ho & Landskroner, Yoram
- 185-195 Can we reconcile finance with nature?
by Robinson, Chris
- 197-221 Management's perception of leveraged buyouts
by Frankfurter, George M. & Kosedag, Arman
- 223-235 The statistical properties of parameters inferred from the black-scholes formula
by Butler, J. S. & Schachter, Barry
- 237-257 The determinants of institutional demand for common stock: Tests of the capm vs. individual stock attributes
by Eakins, Stanley G. & Stansell, Stanley R. & Below, Scott D.
- 259-272 It is high time we take our ignorance more seriously
by Koppl, Roger G.
1996, Volume 5, Issue 2
- 87-97 The investment decisions of individuals and firms
by Chamberlain, Trevor W.
- 99-111 Dispersion of analysts' forecasts, precision of earnings, and trading volume reaction
by Bildersee, John & Radhakrishnan, Suresh & Ronen, Joshua
- 113-130 Capital flows and net international investment
by Puri, Tribhuvan N.
- 131-143 Primary privatization goal in economies in transition
by Mramor, Dusan
- 145-160 Pricing of foreign exchange options with transaction costs: The choice of trading interval
by Hauser, Schmuel & Levy, Azriel
1996, Volume 5, Issue 1
- 1-18 An examination of the issue of form versus substance in an experimental asset market: A pilot study
by Salandro, Daniel & Peterson, Steven
- 19-38 Prospect theory: A literature review
by Edwards, Kimberley D.
- 39-53 Common factors in international stock prices: Evidence from a cointegration study
by Bachman, Daniel & Choi, Jongmoo Jay & Jeon, Bang Nan & Kopecky, Kenneth J.
- 55-64 Testing for common autocorrelation features of two scandinavian stock markets
by Knif, Johan & Pynnonen, Seppo & Luoma, Martti
- 65-78 Fashion and finance
by McGoun, Elton G.
- 79-81 The market model and the event study method: A synthesis of econometric criticisms: Comment
by Rumsey, John
- 83-86 The market model and the event study method: A rejoinder
by Coutts, J. Andrew & Mills, Terence C. & Roberts, Jennifer
1995, Volume 4, Issue 2-3
- 85-105 Expectations, technological change, information and the theory of financial markets
by Nawrocki, David N.
- 107-121 Economic evaluation of remuneration from patents and technology transfers
by Galai, Dan & Ilan, Yael
- 123-142 Repackaging cashflows and the creation of value: The case of primes and scores
by Huckins, Nancy White
- 143-154 Expected stock returns, real business activity and consumption smoothing
by Shawky, Hany & Peng, Yajun
- 155-167 Signaling effects of junk bond issuance: Has the interest rate swap age made a difference?
by Samant, Ajay & Burnie, David & D'Mello, James
- 169-181 Efficiency tests of options on Treasury bond futures contracts at the Chicago Board of Trade
by Blomeyer, Edward C. & Boyd, James C.
- 183-184 Event studies and replication: A commentary
by Chandy, P. R. & Cheung, M. T.
- 185-199 Machomatics in egonomics
by McGoun, Elton G.
1995, Volume 4, Issue 1
- 1-18 Rational deviations from absolute priority rules
by Bergman, Yaacov & Callen, Jeffrey L.
- 19-34 Trading hours, information flow, and international cross-listing
by Forster, Margaret M. & George, Thomas J.
- 35-66 Stein and CAPM estimators of the means in asset allocation
by Grauer, Robert R. & Hakansson, Nils H.
- 67-79 Introduction of dual-class shares: Further evidence on Canadian pro-rata distributions
by Kryzanowski, Lawrence & Zhang, Hao
- 81-84 A note on currency option pricing
by Nawalkha, Sanjay K. & Chambers, Donald R.
1994, Volume 3, Issue 3
- 173-207 The methodology of finance: A round table discussion
by Frankfurter, George M. & Carleton, Willard & Gordon, Myron & Horrigan, James & McGoun, Elton & Philippatos, George & Robinson, Chris
- 209-224 Storytellers, stories, and "free cash flow"
by Reiter, Sara Ann
- 225-234 The nature of man: II
by Frankfurter, George M.
1994, Volume 3, Issue 2
- 97-111 The relevance of financial policy in perfect capital markets
by Ho, Kwok & Robinson, Chris
- 113-123 A commentary on financial research in the Asia Pacific region
by McGoun, Eiton G. & Kester, George W.
- 125-135 Do markets produce crime?
by Clarke, Michael
- 137-148 The financial system of a small, emerging market economy
by Ribnikar, Ivan
- 149-171 The market model and the event study method: A synthesis of the econometric criticisms
by Coutts, J. Andrew & Mills, Terence C. & Roberts, Jennifer
1994, Volume 3, Issue 1
1993, Volume 2, Issue 3
- 147-153 The pricing of risk in common shares
by Gordon, Myron J.
- 155-176 The use of information contained in annual reports and prediction of small business failures
by Laitinen, Erkki K.
- 177-190 New money and adjustment policies
by Landskroner, Yoram & Paroush, Jacob
- 191-198 The effect of antitakeover legislation on banking firms: Empirical evidence from Pennsylvania Act 36
by Collins, M. Cary & Black, Harold A. & Wansley, James W.
- 199-210 Dependency in Pacific basin stock returns
by Lo, Wai-Chung & Fung, Hung-Gay & Chen, Shaw K. & Lai, Gene C.
1993, Volume 2, Issue 2
1993, Volume 2, Issue 1
- 1-1 Letter from the editor
by Frankfurter, George M.
- 1-16 The WPPSS mess, or "What's in a bond rating?" : A case study
by Carleton, Willard T. & Dragun, Brian & Lazear, Victoria
- 17-31 The French Notional futures contract in risk/return management
by Geman, Helyette & Schneeweis, Thomas
- 33-50 Management buyouts and anticipated gains to shareholders--theory and testing
by Frankfurter, George M. & Gunay, Erdal
- 51-68 Tests for cumulative abnormal returns over long periods: Simulation evidence
by Cowan, Arnold Richard
1992, Volume 1, Issue 3
- 1-1 Letter from the editor
by Frankfurter, George M.
- 161-177 On knowledge of finance
by McGoun, Elton G.
- 179-193 Prices and hedge ratios of average exchange rate options
by Vorst, Ton
- 195-209 The characteristics of portfolios selected by n-degree Lower Partial Moment
by Nawrocki, David N.
- 211-224 Market reactions to corporate presentations to the New York Society of Security Analysts
by Lane, William R. & Orgeron, Stacy
- 225-236 Predicting the value of foreign currency call options with the Constant Elasticity of Variance diffusion process
by Hauser, Shmuel & Galai, Dan & Bagley, Charles
- 237-245 The predictive power of January returns and the political-business cycle
by Aggarwal, Raj & Schirm, David C.
1992, Volume 1, Issue 1
- 1-15 Financial theory and the growth of scientific knowledge: From Modigliani and Miller to "an organizational theory of capital structure"
by Frankfurter, George M. & Philippatos, George C.
- 17-37 The analytics of sensitivity analysis for mean-variance portfolio problems
by Best, Michael J. & Grauer, Robert R.
- 51-63 Pricing corporate debt with event-risk provisions
by Bicksler, James L. & Chen, Andrew H.
- 65-76 Stock returns, inflation, and interest rates: Ex post and ex ante relationships
by Boyle, Glenn W. & Young, Leslie
- 77-93 Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975
by Malliaris, A. G.
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