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Content
December 1994, Volume 18, Issue 6
- 1047-1061 Common stochastic trends in a system of Eurocurrency rates
by Arshanapalli, Bala & Doukas, John
- 1063-1082 Conduct in a banking duopoly
by Shaffer, Sherrill & DiSalvo, James
- 1083-1094 On the computation of returns in tests of the stock market overreaction hypothesis
by Dissanaike, Gishan
- 1095-1111 The impact of calls of preferred stock on common shareholders' wealth
by Hingorani, Archana & Makhija, Anil K. & Shastri, Kuldeep
- 1113-1133 Do dividends signal earnings? The case of omitted dividends
by Sant, Rajiv & Cowan, Arnold R.
- 1135-1154 Long-term valuation effects of bank acquisitions
by Madura, Jeff & Wiant, Kenneth J.
- 1155-1176 The overall gains from large bank mergers
by Houston, Joel F. & Ryngaert, Michael D.
- 1177-1183 Trading cost premiums in capital asset returns--a closed form solution
by Kane, Alex
- 1185-1203 Term structure effects on default risk premia and the relationship of default-risky tax-exempt yields to risk-free taxable yields -- a note
by Stock, Duane
- 1205-1215 CEBA of 1987 and the security returns and market risk of savings and loan institutions: a note
by Alexander, John Jr. & Spivey, Michael F.
- 1217-1219 Universal banking in the United States: What could we gain? What could we lose? : Saunders, Anthony and Ingo Walter. New York: Oxford University Press, 1994. Pp 276. $39.95
by Rogers, Kevin
October 1994, Volume 18, Issue 5
- 807-807 Editor's introduction
by Stapleton, R. C.
- 823-839 The pricing of forward-starting asian options
by Bouaziz, Laurent & Briys, Eric & Crouhy, Michel
- 841-859 Robustness of option-like warrant valuation
by Schulz, G. Uwe & Trautmann, Siegfried
- 861-880 The interaction between the financial and investment decisions of the firm: the case of issuing warrants in a levered firm
by Crouhy, Michel & Galai, Dan
- 881-893 Stock and option markets: the Swiss evidence
by Stucki, Thomas & Wasserfallen, Walter
- 895-920 The efficiency of the Finnish market for right issues
by Hietala, Pekka T.
- 955-977 Default, market microstructure, and changing trade patterns in forward markets: A case study of North-Sea oil
by Weiner, Robert J.
- 979-996 Margins and the safety of clearing houses
by Gemmill, Gordon
- 997-1025 Cross-sectional versus time series estimation of term structure models: empirical results for the Dutch bond market
by de Munnik, Jeroen F. J. & Schotman, Peter C.
September 1994, Volume 18, Issue 4
- 603-620 Equity price behavior: Some evidence from markets around the world
by Hawawini, Gabriel
- 621-632 The size effect in the Mexican stock market
by Herrera, Martin J. & Lockwood, Larry J.
- 633-642 Overreaction in the Brazilian stock market
by da Costa, Newton Jr.
- 643-658 An application of variance ratio test to the Korean securities market
by Ayadi, O. Felix & Pyun, C. S.
- 659-672 The impact of the return interval on common factors in stock returns: Evidence from a thin security market
by Martikainen, Teppo & Perttunen, Jukka & Yli-Olli, Paavo & Gunasekaran, A.
- 673-685 The mean-variance efficiency of benchmark portfolios: UK evidence
by Fletcher, Jonathan
- 687-704 Corporate cross-ownership and market aggregates: Oslo stock exchange 1980-1990
by Bohren, Oyvind & Michalsen, Dag
- 705-723 Why initial public offerings are underpriced: Evidence from Switzerland
by Kunz, Roger M. & Aggarwal, Reena
- 725-742 Family groupings on performance of portfolio selection in the Hong Kong stock market
by Lam, Kin & Mok, Henry M. K. & Cheung, Iris & Yam, H. C.
- 743-755 Valuation effects of international stock exchange listings
by Lau, Sie Ting & Diltz, J. David & Apilado, Vincent P.
- 757-773 The relationship between daily U.S. and Japanese equity prices: Evidence from spot versus futures markets
by Aggarwal, Raj & Park, Young S.
- 775-803 Sources of risk and expected returns in global equity markets
by Ferson, Wayne E. & Harvey, Campbell R.
May 1994, Volume 18, Issue 3
- 421-432 Branch office economies of scale and scope: evidence from savings banks in Finland
by Zardkoohi, Asghar & Kolari, James
- 433-443 Market structure and performance in Spanish banking
by Lloyd-Williams, D. M. & Molyneux, Phil & Thornton, John
- 445-459 Competitive conditions in european banking
by Molyneux, Phil & Lloyd-Williams, D. M. & Thornton, John
- 461-475 Investigating the interest rate impact of changing secret bank deposit laws: Switzerland
by English, Mary & Shahin, Wassim
- 477-493 How well have major Australian trading banks managed their foreign currency exposures?
by Sharpe, Ian G. & Vance, James & McDermott, Neil
- 495-504 What determines the supply of international financial services?
by Moshirian, Faroborz
- 505-529 Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)
by Altman, Edward I. & Marco, Giancarlo & Varetto, Franco
- 531-552 Deposit insurance pricing and social welfare
by Landskroner, Yoram & Paroush, Jacob
- 553-573 Standby letters of credit and bank capital: Evidence of market discipline
by Koppenhaver, G. D. & Stover, Roger D.
- 575-593 Deposit insurance, market discipline and off-balance sheet banking risk of large U.S. commercial banks
by Hassan, M. Kabir & Karels, Gordon V. & Peterson, Manfred O.
- 595-599 On the gains to acquiring capital stock S&Ls in merger conversions: A comment
by Gupta, Atul & LeCompte, Richard L. B. & Misra, Lalatendu
January 1994, Volume 18, Issue 2
- 229-230 Introduction
by Saunders, Anthony & Schoff, John M.
- 231-254 Banking and commerce: An overview of the public policy issues
by Saunders, Anthony
- 255-270 Banking and commerce in the United States
by Shull, Bernard
- 271-306 On the performance of differently regulated financial institutions: Some empirical evidence
by Steinherr, A. & Huveneers, Ch.
- 307-323 Universal banking and firm risk-taking
by John, Kose & John, Teresa A. & Saunders, Anthony
- 325-349 The stock market perception of industry risk and the separation of banking and commerce
by Isimbabi, Michael J.
- 351-395 The underwriting experience of commercial bank affiliates prior to the Glass-Steagall Act: A reexamination of evidence for passage of the act
by Ang, James S. & Richardson, Terry
- 397-418 The long-term default performance of bank underwritten security issues
by Puri, Manju
January 1994, Volume 18, Issue 1
- 9-25 Employee stock ownership and corporate control: An empirical study
by Dhillon, Upinder S. & Ramirez, Gabriel G.
- 27-41 Exchange rate forecasts with the Michigan quarterly econometric model of the US economy
by Howrey, E. Philip
- 43-72 Tax management and investment strategies of property-liability insurers
by Cummins, J. David & Grace, Elizabeth
- 73-91 The pricing of convexity risk and timedecay in options markets
by Figlewski, Stephen & Freund, Steven
- 93-111 An empirical investigation of the role of indenture provisions in determining bond ratings
by Iskandar-Datta, Mai E. & Emery, Douglas R.
- 113-138 Liquidation costs and risk-based bank capital
by Mullins, Helena M. & Pyle, David H.
- 139-151 Further evidence on segmentation in the treasury bill market
by Simon, David P.
- 153-165 Modelling real interest rates
by Evans, L. T. & Keef, S. P. & Okunev, J.
- 167-181 Cointegration and the US term structure
by Engsted, Tom & Tanggaard, Carsten
- 183-197 An empirical investigation of the determinants of discount window borrowing: a disaggregate analysis
by Peristiani, Stavros
- 199-206 Variance increases following large stock distributions: the role of changing bid-ask spreads and true variances
by Peterson, David R. & Peterson, Pamela P.
- 207-226 Seasoned common stock issuance following an IPO
by Slovin, Myron B. & Sushka, Marie E. & Bendeck, Yvette M.
December 1993, Volume 17, Issue 6
- 1079-1095 The analysis and valuation of interest rate options
by Stapleton, R. C. & Subrahmanyam, M. G.
- 1097-1110 Comparative study of complete tender offers and partial acquisitions
by Amoako-Adu, Ben & Smith, Brian
- 1111-1131 The private placement of bank equity
by Varma, Raj & Szewczyk, Samuel H.
- 1133-1146 On flexibility, capital structure and investment decisions for the insured bank
by Ritchken, Peter & Thomson, James B. & DeGennaro, Ramon P. & Li, Anlong
- 1147-1170 Designing an immunized portfolio: Is M-squared the key?
by Bierwag, Gerald O. & Fooladi, Iraj & Roberts, Gordon S.
- 1171-1190 Non-marketable assets and households' portfolio choices: A case study of Italy
by Giraldi, Claudio & Hamaui, Rony & Rossi, Nicola
- 1207-1207 Erratum
by Szego, G. P.
- 1209-1214 Recent developments in international banking and finance: Sarkis J. Khoury, editor volume VI (Blackwell Publishers, Cambridge, MA, 1992), US $84.95
by Schwartz, Adam
- 1214-1219 Financial regulation: Changing the rules of the game : Dimitri Vittas, editor (The World Bank, Washington, DC, 1992)
by Warren, Lee
- 1220-1224 Finance and the international economy : Richard O'Brien, editor, (Oxford University Press, New York, 1993) US$18.95
by Weis, C. Jr.
- 1225-1228 Books received
by Sinkey, Joseph Jr.
September 1993, Volume 17, Issue 5
- 771-771 Preface
by Szego, G.
- 773-783 Introduction
by Szego, Giorgio
- 785-817 Financial structure and reforms in Central and Eastern Europe in the 1980s
by Catte, Pietro & Mastropasqua, Cristina
- 819-847 Creation of financial markets in (previously) centrally planned economies
by Checchi, Daniele
- 849-868 Payment system reform in formerly centrally planned economics
by Folkerts-Landau, David & Garber, Peter & Lane, Timothy
- 869-881 Futures and options markets: Their new role in Eastern Europe
by Kilcollin, T. Eric & Frankel, Michael E. S.
- 883-911 The financial reforms in central and Eastern European countries and in China
by Miurin, Paolo & Sommariva, Andrea
- 913-929 Equity markets in economies in transition
by Mendelson, Morris & Peake, Junius W.
- 931-957 Banking sector and restructuring in Eastern Europe
by Saunders, Anthony & Sommariva, Andrea
- 959-1000 Eastern Europe's experience with banking reform: Is there a role for banks in the transition?
by Thorne, Alfredo
- 1001-1019 Reconstruction of the financial system in East Germany: Description and comparison with Eastern Europe
by Wagner, Helmut
- 1021-1032 Bank lending in transition economies
by Perotti, Enrico C.
- 1033-1057 An innovatory package for financial sector reforms in Eastern European countries
by Steinherr, A.
- 1059-1072 The role of banks in financial restructuring in countries of the former Soviet Union
by Schiffman, Henry N.
June 1993, Volume 17, Issue 4
- 575-589 Risk premia and the ex-dividend stock price behavior : Empirical evidence
by Fedenia, Mark & Grammatikos, Theoharry
- 591-608 Market reaction to the thrift bailout
by Madura, Jeff & Tucker, Alan L. & Zarruk, Emilio R.
- 609-628 Measuring global money market interrelationships: An investigation of five major world currencies
by Lin, Antsong & Swanson, Peggy E.
- 629-643 Forbearance and valuation of deposit insurance as a callable put
by Allen, Linda & Saunders, Anthony
- 645-661 Loan commitments, investment decisions and the signalling equilibrium
by Duan, Jin-Chuan & Yoon, Suk Heun
- 689-707 Duration measures, immunization, and utility maximization
by Prisman, Eliezer Z. & Tian, Yisong
- 709-732 The multibank holding company effect on cost efficiency in banking
by Newman, Joseph A. & Shrieves, Ronald E.
- 733-745 The 1990 Mexico and Venezuela recapture clauses: An application of average price options
by Claessens, Stijn & van Wijnbergen, Sweder
- 747-762 Market discipline, bank subordinated debt, and interest rate uncertainty
by Cakici, Nusret & Chatterjee, Sris
- 764-766 The twilight of sovereignty: How the information revolution is transforming our world : Walter B. Wriston, (Charles Scribner's Sons, New York, NY, 1992) pp. 192, $25
by Sinkey, Joseph Jr.
April 1993, Volume 17, Issue 2-3
- 221-249 The efficiency of financial institutions: A review and preview of research past, present and future
by Berger, Allen N. & Hunter, William C. & Timme, Stephen G.
- 251-265 Evaluating the performance of US credit unions
by Fried, Harold O. & Knox Lovell, C. A. & Eeckaut, Philippe Vanden
- 267-286 Efficiency in the savings and loan industry
by Mester, Loretta J.
- 287-311 The efficiency of the Federal Reserve in providing check processing services
by Bauer, Paul W. & Hancock, Diana
- 313-315 Discussants' comments on Fried et al., Mester and Bauer and Hancock
by White, Lawrence J.
- 317-347 Bank efficiency derived from the profit function
by Berger, Allen N. & Hancock, Diana & Humphrey, David B.
- 349-366 Output allocative and technical efficiency of banks
by English, M. & Grosskopf, S. & Hayes, K. & Yaisawarng, S.
- 367-370 Discussants' comments on Berger et al. and English et al
by Lovell, C. A. K.
- 371-388 Banking efficiency in the Nordic countries
by Berg, Sigbjorn Atle & Forsund, Finn R. & Hjalmarsson, Lennart & Suominen, Matti
- 389-405 Resolving the scale efficiency puzzle in banking
by McAllister, Patrick H. & McManus, Douglas
- 407-410 Discussants' comments on Berg . and McAllister and McManus
by Mester, Loretta J.
- 411-422 Efficiency effects of horizontal (in-market) bank mergers
by Rhoades, Stephen A.
- 423-436 Can megamergers improve bank efficiency?
by Shaffer, Sherrill
- 451-455 Discussants' comments on Rhoades, Shaffer, and Fixler and Zieschang
by Wall, Larry D.
- 463-481 Measuring cost efficiency in the property-liability insurance industry
by Cummins, J. David & Weiss, Mary A.
- 483-496 The measurement of efficiency in life insurance: Estimates of a mixed normal-gamma error model
by Yuengert, Andrew M.
- 497-510 X-Efficiency in the US life insurance industry
by Gardner, Lisa A. & Grace, Martin F.
- 511-513 Discussants' comments on Cummins and Weiss, Yuengert and Grace and Gardner
by Grosskopf, Shawna
- 515-530 Corporate control and bank efficiency
by Pi, Lynn & Timme, Stephen G.
- 531-538 Organizational forms in banking: An empirical investigation of cost efficiency
by Grabowski, Richard & Rangan, Nanda & Rezvanian, Rasoul
- 539-544 Measuring the efficiency of multiunit banking: An activity analysis approach
by Fare, Rolf & Primont, Daniel
- 545-549 Discussants' comments on Pi and Timme, Grabowski et al. and Fare and Primont
by Ferrier, Gary D.
February 1993, Volume 17, Issue 1
- 7-18 Determinants of international financial services
by Moshirian, Fariborz
- 19-26 Did regulatory actions discourage consumer demand for treasury bills?
by Black, Harold A. & Schweitzer, Robert L.
- 27-42 The valuation of options on coupon bonds
by Longstaff, Francis A.
- 43-63 Bank holding company mergers with nonbank financial firms: Effects on the risk of failure
by Boyd, John H. & Graham, Stanley L. & Hewitt, R. Shawn
- 65-89 Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors
by Chen, Su-Jane & Jordan, Bradford D.
- 91-103 The impact of international cross listings on risk and return : The evidence from American depository receipts
by Jayaraman, Narayanan & Shastri, Kuldeep & Tandon, Kishore
- 105-116 A note on market expectations of risk-free rates and volatilities before and after October 1987
by Benninga, Simon & Loewenstein, Uri & Sarig, Oded
- 117-129 Asymmetric information, investment banking contracts and the certification hypothesis
by Kumar, P. C. & Tsetsekos, George P.
- 131-144 New evidence on the impact of tax-loss selling on the turn of the year effect
by Brailsford, Timothy J. & Easton, Stephen A.
- 145-157 Conducting event studies with thinly traded stocks
by Maynes, Elizabeth & Rumsey, John
- 159-174 Bank capital regulation and the valuation effects of Latin American debt moratoriums
by Slovin, Myron B. & Jayanti, Subbarao V.
- 175-191 Testing the random walk hypothesis on Swedish stock prices: 1919-1990
by Frennberg, Per & Hansson, Bjorn
- 193-208 International stock market linkages: Evidence from the pre- and post-October 1987 period
by Arshanapalli, Bala & Doukas, John
- 211-213 Cases on financial policy and banking deregulation in Indonesia : David C. Cole and Ross H. McLeod, editors. (Gadjah Mada University Press, Yogyakarta, Indonesia, 1991) Rp 20,000 (approx US$10)
by Flannery, Mark J.
December 1992, Volume 16, Issue 6
- 1037-1046 The impact of standby letters of credit on bank risk: A note
by Brewer, Elijah III & Koppenhaver, G. D.
- 1047-1056 The effect of contemporaneous reserve accounting on the market for federal funds
by Lasser, Dennis J.
- 1073-1095 An instantaneous control model of bank reserves and Federal funds management
by Chen, Andrew H. & Mazumdar, Sumon C.
- 1097-1122 The market valuation effects of the Financial Institutions Reform, Recovery and Enforcement Act of 1989
by Sundaram, Sridhar & Rangan, Nanda & Davidson, Wallace III
- 1123-1141 Banks as information specialists: The case of hospital lending
by Calem, Paul S. & Rizzo, John A.
- 1143-1158 Differential impact on bank valuation of interstate banking law changes
by Goldberg, Lawrence G. & Hanweck, Gerald A. & Sugrue, Timothy F.
- 1159-1171 A note on weekday, intraday, and overnight patterns in the interbank foreign exchange and listed currency options markets
by Hilliard, Jimmy E. & Tucker, Alan L.
- 1173-1178 Determinants of European bank profitability: A note
by Molyneux, Philip & Thornton, John
- 1179-1193 DIDMCA and bank market risk: Theory and evidence
by Bundt, Thomas P. & Cosimano, Thomas F. & Halloran, John A.
- 1201-1202 Books received
by Sinkey, Joseph Jr.
September 1992, Volume 16, Issue 5
- 853-868 Reaction of bank share prices to the Third-World debt reduction plan
by Madura, Jeff & Tucker, Alan L. & Zarruk, Emilio
- 869-890 Optimal investment strategies with investor liabilities
by Elton, Edwin J. & Gruber, Martin J.
- 891-908 Are US treasury bills underpriced in the primary market?
by Spindt, Paul A. & Stolz, Richard W.
- 909-932 Banking deregulation: Allocational consequences of relaxing entry barriers
by Besanko, David & Thakor, Anjan V.
- 933-948 Productive efficiency performance of minority and nonminority-owned banks: A nonparametric approach
by Elyasiani, Elyas & Mehdian, Seyed
- 949-972 Tests of integration, mild segmentation and segmentation hypotheses
by Errunza, Vihang & Losq, Etienne & Padmanabhan, Prasad
- 973-981 Interest rates, income taxes and anticipated inflation: Some new evidence
by Gupta, Kanhaya L.
- 983-1004 The sensitivity of bank stock returns to market, interest and exchange rate risks
by Choi, Jongmoo Jay & Elyasiani, Elyas & Kopecky, Kenneth J.
- 1005-1013 Derivation of theoretical Ecu yields
by Steinherr, Alfred & Girard, Jacques
- 1015-1033 UK unit trust performance 1980-1989: A passive time-varying approach
by Black, A. & Fraser, P. & Power, D.
August 1992, Volume 16, Issue 4
- 665-686 Regional reciprocal interstate banking: The Supreme Court and the resolution of uncertainty
by Billingsley, Randall S. & Lamy, Robert E.
- 687-703 Determinants of the call option on corporate bonds
by Kish, Richard J. & Livingston, Miles
- 705-714 Durations for portfolios of bonds priced on different term structures
by Bierwag, Gerald O. & Corrado, Charles J. & Kaufman, George G.
- 715-742 Fixed-rate deposit insurance and risk-shifting behavior at commercial banks
by Duan, Jin-Chuan & Moreau, Arthur F. & Sealey, C. W.
- 757-769 The international transmission of eurodollar and US interest rates: A cointegration analysis
by Fung, Hung-Gay & Isberg, Steven C.
- 771-790 Discount window borrowing across federal reserve districts: Evidence under contemporaneous reserve accounting
by Mitchell, Karlyn & Pearce, Douglas K.
- 791-797 A note on an interest rate immunization strategy
by Okunev, John & Tippett, Mark
- 799-812 Reserve requirements, bank share prices, and the uniqueeness of bank loans
by Osborne, Dale K. & Zaher, Tarek S.
- 813-829 Factors influencing the decisions of bank managers: The evidence from investment portfolios
by Heggestad, Arnold A. & Houston, Joel F.
- 831-837 A note on the transmission of public informtion across inetrnational stock markets
by Cheung, C. Sherman & Kwan, Clarence C. Y.
June 1992, Volume 16, Issue 3
- 477-496 Tests of the nominal contracting hypothesis using stocks and bonds of the same firms
by Chang, Eric C. & McQueen, Grant R. & Pinegar, J. Michael
- 497-509 Turn-of-month and pre-holiday effects on stock returns: Some international evidence
by Cadsby, Charles Bram & Ratner, Mitchell
- 511-522 Sources of wealth loss in new equity issues
by Diltz, J. David & Lockwood, Larry J. & Min, Sungky
- 523-543 The effects of monetary targeting on business activity and financial market stability in the United Kingdom
by Barnhart, Scott W. & Darrat, Ali F.
- 545-566 Traditional and nontraditional banking: An information-theoretic approach
by Mester, Loretta J.
- 567-583 US business credit sources, demand deposits, and the 'missing money'
by Duca, John V.
- 585-623 Bank window dressing: Theory and evidence
by Allen, Linda & Saunders, Anthony
- 625-642 Testing for the fundamental determinants of the long run real exchange rate
by Lim, G. C.
- 643-656 Forecasting the correlation structure of share prices: A test of new models
by Eun, Cheol S. & Resnick, Bruce G.
April 1992, Volume 16, Issue 2
- 275-287 Capital gains tax and equity values: Empirical test of stock price reaction to the introduction and reduction of capital gains tax exemption
by Amoako-Adu, Ben & Rashid, M. & Stebbins, M.
- 289-297 A note on the existence and characteristics of fair deposit insurance premia
by Kendall, Sarah B.
- 299-312 An analysis of default risk in mobile home credit
by Lawrence, Edward C. & Smith, L. Douglas & Rhoades, Malcolm
- 313-330 Investment policy, financing policy, and performance characteristics of de novo savings and loan associations
by Lindley, James T. & Verbrugge, James A. & McNulty, James E. & Gup, Benton E.
- 331-349 Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986
by Bagliano, Fabio-Cesare & Favero, Carlo A.
- 351-371 The impact of the new bankruptcy code upon the average liability of bankrupt firms
by Hudson, John
- 373-379 A note on the no premature exercise condition of dividend payout unprotected american call options: A clarification
by Klemkosky, Robert C. & Resnick, Bruce G.
- 381-403 Put-call parity theory and an empirical test of the efficiency of the London Traded Options Market
by Nisbet, Mary
- 405-421 Choice of entry timing and scale by foreign banks in Japan and Korea
by Ursacki, Terry & Vertinsky, Ilan
- 423-437 An empirical analysis of scale and scope economies and technical change in an Irish multiproduct banking firm
by Glass, J. C. & McKillop, D. G.
- 439-457 The relationship between risk and capital in commercial banks
by Shrieves, Ronald E. & Dahl, Drew
- 460-462 Continuous-time finance : Robert C. Merton, (Basil Blackwell, Cambridge, MA, 1990) pp. xix + 700. US$55.00
by Yeoman, John Jr.
- 463-466 Financial options: From theory to practice : Stephen Figlewski, William L. Silber and Marti G. Subrahmanyam (Business one, Irwin, IL, 1990) pp. v + 580, US$47.50
by Kleimeier, Stefanie
February 1992, Volume 16, Issue 1
- 11-36 A contribution to event study methodology with an application to the Dutch stock market
by de Jong, Frank & Kemna, Angelien & Kloek, Teun
- 37-59 Stock returns and volatility: An empirical study of the UK stock market
by Poon, Ser-Huang & Taylor, Stephen J.
- 61-73 The intervalling effect bias in beta: A note
by Corhay, Albert
- 75-95 The relative importance of common factors across the European equity markets
by Beckers, Stan & Grinold, Richard & Rudd, Andrew & Stefek, Dan
- 97-114 Differentiated bids for voting and restricted voting shares in public tender offers
by Bergstrom, Clas & Rydqvist, Kristian
- 115-135 The effect of corporate divestments on shareholder wealth: The UK experience
by Afshar, K. A. & Taffler, R. J. & Sudarsanam, P. S.
- 137-153 ECU interest rates and ECU basket adjustments: An arbitrage pricing approach
by Klein, Martin & Muller, Sigrid M.
- 155-182 Exchange rate volatility, international trade, and the value of exporting firms
by Sercu, Piet & Vanhulle, Cynthia
- 183-196 An empirical comparison of alternative models of capital asset pricing in Germany
by Sauer, Andreas & Murphy, Austin
- 197-210 Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia
by Butler, Kirt C. & Malaikah, S. J.
- 211-231 Political risk and market efficiency: Tests based in British stock and options markets in the 1987 election
by Gemmill, Gordon
- 233-270 Intraweek and intraday seasonalities in stock market risk premia: Cash and futures
by Yadav, Pradeep K. & Pope, Peter F.
December 1991, Volume 15, Issue 6
Printed from https://ideas.repec.org/s/eee/jbfina29.html
