Review of Financial Economics
2007, Volume 16, Issue 1
- 5-28 Who chooses whom? Syndication, skills and reputation
by Tykvova, Tereza
- 29-67 Joint ventures around the globe from 1990-2000: Forms, types, industries, countries and ownership patterns
by Moskalev, Sviatoslav A. & Swensen, R. Bruce
- 69-90 Costs, valuation, and long-term operating effects of global strategic alliances
by Ojah, Kalu
- 91-110 Dynamic market entry and the value of flexibility in transitional international joint ventures
by Lukas, Elmar
- 111-126 The potential for expropriation through joint ventures
by Case, Spencer A. & Lee, D. Scott & Martin, John D.
2006, Volume 15, Issue 4
- 289-304 The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity
by Baum, Christopher F. & Caglayan, Mustafa & Ozkan, Neslihan & Talavera, Oleksandr
- 305-321 Testing for international equity market integration using regime switching cointegration techniques
by Davies, Andrew
- 323-329 Asymmetric adjustment in the prime lending-deposit rate spread
by Thompson, Mark A.
- 331-349 Variations in effects of monetary policy on stock market returns in the past four decades
by He, Ling T.
2006, Volume 15, Issue 3
- 193-221 Financial deregulation and efficiency: An empirical analysis of Indian banks during the post reform period
by Das, Abhiman & Ghosh, Saibal
- 223-236 Globalization and portfolio risk over time: The role of exchange rate
by Fooladi, Iraj J. & Rumsey, John
- 237-250 The long-run stock performance of preferred stock issuers
by Howe, John S. & Lee, Hongbok
- 251-269 Determinants of stock option use by Japanese companies
by Uchida, Konari
- 271-285 Risk and wealth effects of U.S. firm joint venture activity
by Denning, Karen C. & Hulburt, Heather & Ferris, Stephen P.
2006, Volume 15, Issue 2
- 95-112 Real options and games: Competition, alliances and other applications of valuation and strategy
by Smit, Han T.J. & Trigeorgis, Lenos
- 113-128 Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts
by Daal, Elton & Farhat, Joseph & Wei, Peihwang P.
- 129-157 Extending the universality of the Heath-Jarrow-Morton model
by Grant, Dwight & Vora, Gautam
- 159-175 Co-integrating currencies and yield differentials
by Inci, Ahmet Can
- 177-191 An evaluation of the professional forecasts of U.S. long-term interest rates
by Baghestani, Hamid
2006, Volume 15, Issue 1
- 1-18 In search of a residual dividend policy
by Baker, H. Kent & Smith, David M.
- 19-27 Back on the balance sheet: The tax effects of contingent claims in commercial banking
by Reagle, Derrick
- 28-48 Fractional integration in daily stock market indexes
by Gil-Alana, L.A.
- 49-75 Factor-product markets and firm's capital structure: A literature review
by Istaitieh, Abdulaziz & Rodriguez-Fernandez, Jose M.
- 76-94 Stock returns and inflation in Greece: A Markov switching approach
by Hondroyiannis, George & Papapetrou, Evangelia
2005, Volume 14, Issue 3-4
- 187-187 Acknowledgement
by Shastri, Kuldeep & Trigeorgis, Lenos
- 189-208 VaR in real options analysis
by Alesii, Giuseppe
- 209-224 Rivalry under price and quantity uncertainty
by Paxson, Dean & Pinto, Helena
- 225-239 License valuation in the aerospace industry: A real options approach
by Miller, Luke & Bertus, Mark
- 241-254 Investment, irreversibility, and options: An empirical framework
by Shaanan, Joseph
- 255-279 Real options, irreversible investment and firm uncertainty: New evidence from U.S. firms
by Bulan, Laarni T.
- 281-295 An option pricing framework for valuation of football players
by Tunaru, Radu & Clark, Ephraim & Viney, Howard
- 297-310 Real options and the value of generation capacity in the German electricity market
by Hlouskova, Jaroslava & Kossmeier, Stephan & Obersteiner, Michael & Schnabl, Alexander
- 311-322 How to analyze the investment-uncertainty relationship in real option models?
by Lund, Diderik
- 323-351 The option value of patent litigation: Theory and evidence
by Marco, Alan C.
- 353-369 Interaction between real options and financial hedging: Fact or fiction in managerial decision-making
by Aabo, Tom & Simkins, Betty J.
- 371-393 Flexibility and technology choice in gas fired power plant investments
by Nasakkala, Erkka & Fleten, Stein-Erik
2005, Volume 14, Issue 2
- 93-101 Money and macroeconomic performance: revisiting divisia money
by Darrat, Ali F. & Chopin, Marc C. & Lobo, Bento J.
- 103-126 Takeover bids, unconditional offer price and investor protection
by de La Bruslerie, Hubert & Deffains-Crapsky, Catherine
- 127-145 Parity conditions and the efficiency of the Australian 90- and 180-day forward markets
by Felmingham, Bruce & Leong, SuSan
- 147-171 Interest rate smoothing and financial stability
by Smith, R. Todd & van Egteren, Henry
- 173-186 A text book treatment of calculating returns on non-traditional portfolios
by Hancock, G.D.
2005, Volume 14, Issue 1
- 1-23 Information flow between the stock and option markets: Where do informed traders trade?
by Chen, Carl R. & Lung, Peter P. & Tay, Nicholas S. P.
- 25-45 Long-horizon abnormal performance following rights issues and placings: Additional evidence from the U.K. market
by Ho, Keng-Yu
- 47-60 The nominal duration of TIPS bonds
by Laatsch, Francis E. & Klein, Daniel P.
- 61-79 Stock market speculation and managerial myopia
by Nyman, Ingmar
- 81-91 Non-linear dynamics in international stock market returns
by McMillan, David G.
2004, Volume 13, Issue 4
- 305-326 Mutual fund characteristics, managerial attributes, and fund performance
by Prather, Laurie & Bertin, William J. & Henker, Thomas
- 327-340 Fractional cointegration and real exchange rates
by Caporale, Guglielmo Maria & Gil-Alana, Luis A.
- 341-356 The interaction between opening call auctions and ongoing trade: Evidence from the NYSE
by Brooks, Raymond M. & Moulton, Jonathan
- 357-370 On the estimation of stock-market reaction to corporate layoff announcements
by Hahn, TeWhan & Reyes, Mario G.
- 371-396 The efficiency and the conduct of European banks: Developments after 1992
by Schure, Paul & Wagenvoort, Rien & O'Brien, Dermot
2004, Volume 13, Issue 3
- 211-229 Catching up with the Americans
by Smoluk, H. J. & VanderLinden, David
- 231-243 On the determinants of "small" and "large" foreign exchange market interventions: The case of the Japanese interventions in the 1990s
by Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg
- 245-258 Fractional cointegration and tests of present value models
by Caporale, Guglielmo Maria & Gil-Alana, Luis A.
- 259-267 Agency theory and the House bank affair
by Preece, Dianna C. & Mullineaux, Donald J. & Filbeck, Greg & Dennis, Steven A.
- 269-281 Relative risk aversion among the elderly
by Bellante, Don & Green, Carole A.
- 283-304 Sale of monopoly information and behavior of rivaling clients: A theoretical perspective
by Chang, Chun-Hao & Prakash, Arun J. & Yeh, Shu
2004, Volume 13, Issue 1-2
- 1-5 An overview of commercial banks: performance, regulation, and market value
by Cornett, Marcia M. & Tehranian, Hassan
- 7-39 Consolidation in US banking: Which banks engage in mergers?
by Wheelock, David C. & Wilson, Paul W.
- 41-63 Portuguese banking: A structural model of competition in the deposits market
by Canhoto, Ana
- 65-77 Effects of IPO mispricing on the risk and reputational capital of commercial banks
by Fields, L. Paige & Fraser, Donald R.
- 79-102 The impact of banks' expanded securities powers on small-business lending
by Ely, David P. & Robinson, Kenneth J.
- 103-119 The wealth effects from a subordinated debt policy: evidence from passage of the Gramm-Leach-Bliley Act
by Chen, Andrew H. & Robinson, Kenneth J. & Siems, Thomas F.
- 121-148 Postmortem on the Federal Reserve's Functional Cost Analysis Program: how useful was the FCA?
by Ors, Evren
- 149-164 Continuing dangers of disinformation in corporate accounting reports
by Kane, Edward J.
- 165-177 Deposit insurance and specialization in commercial bank lending
by Booth, James R. & Booth, Lena Chua
- 179-198 Credit card rates and consumer search
by Berlin, Mitchell & Mester, Loretta J.
- 199-210 Monetary secrecy and selective disclosure: The emerging market case of Mexico's monetary reporting
by Wilson, Berry & Saunders, Anthony
- iii-iii Commercial Banks: Performance, Regulation and Market Value
by Mukherjee, Tarun K. & Whitney, Gerald
2003, Volume 12, Issue 4
- 327-344 Explaining credit rating differences between Japanese and U.S. agencies
by Shin, Yoon S. & Moore, William T.
- 345-362 The pricing of U.S. IPOs by seasoned foreign firms
by Burch, Timothy R. & Fauver, Larry
- 363-380 The day of the week effect on stock market volatility and volume: International evidence
by Kiymaz, Halil & Berument, Hakan
- 381-396 Liquidity costs: Screen-based trading versus open outcry
by Ulibarri, Carlos A. & Schatzberg, John
- 397-411 The survivorship bias, share price effect, and small firm effect in Canadian markets
by Elfakhani, Said & Wei, Jason
2003, Volume 12, Issue 3
- 233-246 The paper-bill spread and real output: what matters more, a change in the paper rate or a change in the bill rate?
by Ewing, Bradley T. & Lynch, Gerald J. & Payne, James E.
- 247-270 Return predictability in African stock markets
by Appiah-Kusi, Joe & Menyah, Kojo
- 287-300 Conditional performance, portfolio rebalancing, and momentum of small-cap mutual funds
by Gorman, Larry
- 301-313 Dollar exchange rate and stock price: evidence from multivariate cointegration and error correction model
by Kim, Ki-ho
- 315-326 The minimum variance hedge and the bankruptcy risk of the firm
by Hahnenstein, Lutz & Roder, Klaus
2003, Volume 12, Issue 2
- 131-159 Is presidential cycle in security returns merely a reflection of business conditions?
by Booth, James R. & Booth, Lena Chua
- 161-172 Corporate governance and market valuation of capital and R&D investments
by Chung, Kee H. & Wright, Peter & Kedia, Ben
- 173-189 The impact of firm size on bank debt use
by Hooks, Linda M.
- 191-205 The macroeconomic determinants of technology stock price volatility
by Sadorsky, Perry
- 207-231 Macroeconomic influences on optimal asset allocation
by Flavin, T. J. & Wickens, M. R.
2003, Volume 12, Issue 1
- 3-3 Studies in the Industrial Organization and Banking and Financial Markets Special Issue
by Mukherjee, T. K. & Whitney, G.
- 5-6 Special issue: studies in the industrial organization and banking and financial markets
by Hunter, William C.
- 7-33 The failure of new entrants in commercial banking markets: a split-population duration analysis
by DeYoung, Robert
- 35-47 Do credit unions use their tax advantage to benefit members? Evidence from a cost function
by Scott Frame, W. & Karels, Gordon V. & McClatchey, Christine A.
- 49-63 Market structure, consumer banking, and optimal level of service quality
by Jackson, William III & Nandakumar, Purushottaman & Roth, Aleda V.
- 65-81 An analysis of advisor choice, fees, and effort in mergers and acquisitions
by Hunter, William C. & Jagtiani, Julapa
- 83-98 The determination of commercial bank reserve requirements
by Lown, Cara S. & Wood, John H.
- 99-126 The Basel Committee proposals for a new capital accord: implications for Italian banks
by Sironi, Andrea & Zazzara, Cristiano
2002, Volume 11, Issue 4
- 241-261 Revisiting the dividend puzzle: Do all of the pieces now fit?
by Baker, H. Kent & Powell, Gary E. & Veit, E. Theodore
- 263-285 The performance persistence of foreign closed-end funds
by Madura, Jeff & Bers, Martina K.
- 287-297 After-hours trading of NYSE stocks on the regional stock exchanges
by McInish, Thomas H. & Van Ness, Bonnie F. & Van Ness, Robert A.
- 299-315 Long-term trends and cycles in ASEAN stock markets
by Sharma, Subhash C. & Wongbangpo, Praphan
- 317-333 Long-horizon seasoned equity offerings performance in Pacific Rim markets
by Mathew, Prem G.
2002, Volume 11, Issue 3
- 151-151 J. Ernest Tanner and Walton Terry Wilford
by Smithson, Charles W. & Putnam, Bluford III & Whitney, Gerald & Wilford, D. Sykes
- 153-158 Risk and return: two sides of the same coin and the tools to turn the coin over
by Whitney, G.
- 163-173 A Bayesian methodology to explore the effects of memory loss in currency markets
by Putnam, Bluford H.
- 175-189 VaR: The state of play
by Pearson, Neil D. & Smithson, Charles
- 191-203 Irving Fisher and statistical approaches to risk
by Stabile, Donald R. & Putnam, Bluford H.
- 205-212 A short note on the concept of risk management and VaR for asset management firms
by Putnam, Bluford H. & Sykes Wilford, D. & Zecher, Philip D.
- 213-224 Global portfolios should be optimized in excess, not total returns
by Norland, Erik & Wilford, D. Sykes
- 225-239 Leverage, liquidity, volatility, time horizon, and the risk of ruin: A barrier option approach
by Norland, Erik & Wilford, D. Sykes
2002, Volume 11, Issue 2
- 79-90 Are the Arab Maghreb countries really integratable?: Some evidence from the theory of cointegrated systems
by Darrat, Ali F. & Pennathur, Anita
- 91-108 Interrelationships among regional stock indices
by Ratanapakorn, Orawan & Sharma, Subhash C.
- 109-118 The temporal relationship between large- and small-capitalization stock returns:: Evidence from the UK
by Grieb, Terrance & Reyes, Mario G.
- 119-130 Long-term nominal interest rates and domestic fundamentals
by Caporale, Guglielmo Maria & Williams, Geoffrey
- 131-150 Financial development and economic growth: Another look at the evidence from developing countries
by Khalifa Al-Yousif, Yousif
2002, Volume 11, Issue 1
- 19-36 A model of broker's trading, with applications to order flow internalization
by Chakravarty, Sugato & Sarkar, Asani
- 37-46 Membership growth, multiple membership groups and agency control at credit unions
by Leggett, Keith J. & Strand, Robert W.
- 47-62 Consumption and asset prices: An analysis across income groups
by Smoluk, H. J. & Neveu, Raymond P.
- 63-77 Consistent pricing of warrants and traded options
by Hanke, Michael & Potzelberger, Klaus
2001, Volume 10, Issue 3
- 189-189 Corporate Governance Special Issue
by Mukherjee, T. K.
- 191-212 Twenty-five years of corporate governance research ... and counting
by Denis, Diane K.
- 227-250 Maturity and exercise price of executive stock options
by Choe, Chongwoo
- 251-277 CEO compensation, option incentives, and information disclosure
by Conyon, Martin J. & Sadler, Graham V.
2001, Volume 10, Issue 2
- 81-83 From the Editors' Desk
by Mukherjee, Tarun K. & Whitney, Gerald
2001, Volume 10, Issue 1
- 1-21 Further evidence on optimism and underreaction in analysts' forecasts
by Espahbodi, Reza & Dugar, Amitabh & Tehranian, Hassan
- 23-39 Comparing lending decisions of minority-owned and White-owned banks: Is there discrimination in mortgage lending?
by Black, Harold A. & Robinson, Breck L. & Schweitzer, Robert L.
- 41-55 The fixed payment financing decision: To borrow or lease
by Kang, Sungjune & Long, Michael S.
- 57-70 Mother Jones: Do better places to work imply better places to invest?
by Filbeck, Greg
- 71-80 Does the January effect exist in high-yield bond market?
by Al-Khazali, Osamah M.
2000, Volume 9, Issue 2
- 65-82 A comparative analysis of the price-process model of mortgage valuation
by Murphy, Austin
- 83-99 Information conveyed by seasoned security offerings: evidence from components of the bid-ask spread
by Brooks, Raymond M. & Patel, Ajay
- 101-120 Market perception of efficiency in bank holding company mergers: the roles of the DEA and SFA models in capturing merger potential
by Kohers, Theodor & Huang, Ming-hsiang & Kohers, Ninon
- 121-128 Microeconomic foundations of an optimal currency area
by Swofford, James L.
2000, Volume 9, Issue 1
- 1-13 Effectiveness of CEO pay-for-performance
by Mishra, Chandra S. & McConaughy, Daniel L. & Gobeli, David H.
- 15-26 Convertible debt: an effective financial instrument to control managerial opportunism
by Isagawa, Nobuyuki
- 27-41 Equilibrium with divergence of opinion
by Miller, Edward M.
- 43-53 A stochastic model of superstardom: evidence from institutional investor's All-American Research Team
by Cox, Raymond A. K. & Kleiman, Robert T.
- 55-63 Dividend initiations in reverse-LBO firms
by Kosedag, Arman & Michayluk, David
1999, Volume 8, Issue 2
- 101-119 The changing long-run linkage between yields on Treasury and municipal bonds and the 1986 Tax Act
by Crowder, William J. & Wohar, Mark E.
- 121-138 Futures and realized cash or settle prices for gold, silver, and copper
by Varela, Oscar
- 139-148 Weekday variations in short-term contrarian profits in futures markets
by Lin, J. Barry & Onochie, Joseph I. & Wolf, Avner S.
- 149-163 Jump risk in the U.S. stock market: Evidence using political information
by Lobo, Bento J.
1999, Volume 8, Issue 1
- 1-10 Size, time-varying beta, and conditional heteroscedasticity in UK stock returns
by Reyes, Mario G.
- 11-24 New evidence on the impact of size and taxation on the seasonality of UK equity returns
by Menyah, Kojo
- 25-39 An analysis of nontraditional activities at U.S. commercial banks
by Rogers, Kevin & SinkeyJr., Joseph F.
- 41-60 An empirical analysis of the equity markets in China
by Mookerjee, Rajen & Yu, Qiao
- 61-72 The wealth effects of shareholder-sponsored proposals
by Forjan, James M.
- 73-91 Evidence of psychological barriers in the conditional moments of major world stock indices
by Cyree, Ken B. & Domian, Dale L. & Louton, David A. & Yobaccio, Elizabeth J.
- 93-99 Presidential administrations and the day-of-the-week effect in stock returns
by Liano, Kartono & Liano, Kadir & Manakyan, Herman
1998, Volume 7, Issue 2
- 121-141 'No-load' dividend reinvestment plans
by Steinbart, Paul John & Swanson, Zane
- 143-155 The effect of ownership structure on firm performance: Additional evidence
by Han, Ki C. & Suk, David Y.
- 157-172 A comparative analysis of leveraged recapitalization versus leveraged buyout as a takeover defense
by Bae, Sung C. & Simet, Daniel P.
- 173-182 An accounting analysis of the risk-return relationship in bull and bear markets
by Kim, Moon K. & Ismail, Badr E.
- 197-211 Can insiders bail themselves out before private renegotiation?
by Yur-Austin, Jasmine
- 213-220 Does money matter in developing economies? Some evidence from the Solow estimator
by Darrat, Ali F. & Al-Yousif, Yousif K.
1998, Volume 7, Issue 1
- 1-19 Founding family controlled firms: Efficiency and value
by McConaughy, Daniel L. & Walker, Michael C. & Henderson, Glenn Jr. & Mishra, Chandra S.
- 21-33 The implication of discount rate changes for market timing
by Prather, Laurie & Bertin, William J.
- 35-53 The impact of dealer failures on primary dealers and on the market for repurchase agreements
by Whyte, Ann Marie
- 55-64 An empirical analysis of the impact of federal budget deficits on long-term nominal interest rate yields, 1973.2-1995.4, using alternative expected inflation measures
by Cebula, Richard J.
- 65-86 Seasonality in Canadian treasury bond returns: An institutional explanation
by Athanassakos, George & Tian, Yisong Sam
- 87-101 Holding company affiliation versus branching by independent banks: A cost analysis for interstate banking
by Chen, Joyce T. & Chen, Chong-Tong & Rezvanian, Rasoul
- 103-119 Closed-end funds and sentiment risk
by Severn, Alan K.
1997, Volume 6, Issue 2
- 121-135 Participation rates of dividend reinvestment plans: Differences between utility and nonutility firms
by Todd, Janet M. & Domian, Dale L.
- 151-166 The effect of work stoppages on the value of firms in Canada
by Hanrahan, Robert & Kushner, Joseph & Martinello, Felice & Masse, Isidore
- 167-186 Robust beta estimation: Some empirical evidence
by Fong, Wai Mun
- 187-198 A nonparametric investigation of the 90-day t-bill rate
by Barkoulas, John T. & Baum, Christopher F. & Onochie, Joseph
- 199-209 Default probability on corporate bonds: A contingent claims model
by Trussel, John
- 211-223 The one-share-one-vote-rule and managerial compensation
by Teall, John L.
- 225-232 Prospect theory as an explanation of risky choice by professional investors: Some evidence
by Olsen, Robert A.
1997, Volume 6, Issue 1
- 1-14 The ex ante effects of trade halting rules on informed trading strategies and market liquidity
by Subrahmanyam, Avanidhar
- 15-27 "Wall street week with Louis Rukheyser" recommendations:Trading activity and performance
by Beltz, Jess & Jennings, Robert
- 29-56 Market efficiency before and after the introduction of electronic trading at the Toronto stock exchange
by Freund, William C. & Larrain, Maurice & Pagano, Michael S.
- 57-75 Listing of put options: Is there any volatility effect?
by Chaudhury, Mohammed & Elfakhami, Said
- 77-93 An empirical note on demand for speculation and futures risk premium: A Kalman Filter application
by Kocagil, Ahmet E. & Topyan, Kudret
- 95-112 Foreign trade and exchange-rate risk in the G-7 countries: Cointegration and error-correction models
by Arize, A. C.
- 113-119 Riding the yield curve: Term premiums and excess returns
by Pelaez, Rolando F.
1996, Volume 5, Issue 2
- 101-116 Abnormal profits and relative strength in mutual fund returns
by Volkman, David A. & Wohar, Mark E.
- 117-129 Catastrophic events, contagion, and stock market efficiency: the case of the space shuttle challenger
by Blose, Laurence E. & Bornkamp, Robin & Brier, Marci & Brown, Kendis & Frederick, Jerry
- 131-145 Determinants of time-series properties of earnings and cash flows
by Ismail, Badr & Choi, Kwan
- 147-162 Behavior of earnings, stock returns, accruals, and analysts' forecasts following negative annual earnings
by Ettredge, Michael & Toolson, Richard & Hall, Steve & Na, Chongkil
- 181-190 Mergers and macro-economic factors
by Yagil, Joseph
- 191-204 Wealth effects of reserve requirement reductions in the 1990s on depository institutions
by Bartunek, Kenneth S. & Madura, Jeff
1996, Volume 5, Issue 1
- 1-17 A re-examination of international seasonalities
by Alford, Alan & Guffey, Daryl M.
- 19-29 Portfolio rebalancing, institutional ownership, and the small firm-January effect
by Porter, David C. & Powell, Gary E. & Weaver, Daniel G.
- 31-46 An examination of the day-of-the-week effect in junk bond returns over business cycles
by Kohers, Theodor & Patel, Jayen B.
- 47-58 Trading volume and firm size: A test of the information spillover hypothesis
by Weigand, Robert A.
- 59-74 Market response to analyst recommendations in the "dartboard" column: the information and price-pressure effects
by Albert, Robert Jr. & Smaby, Timothy R.
- 75-89 The prediction of default for high yield bond issues
by Huffman, Stephen P. & Ward, David J.
- 91-100 Dividend reinvestment plans as efficient methods of raising equity financing
by Roden, Foster & Stripling, Tom
1995, Volume 4, Issue 2
- 109-123 The impact of equity option expirations on the prices of non-expiring options
by Broughton, John B. & Chance, Don M. & Smith, David M.
- 125-139 The impact of gold price on the value of gold mining stock
by Blose, Laurence E. & Shieh, Joseph C. P.
- 141-155 Inter-industry differences and the impact of operating and financial leverages on equity risk
by Darrat, Ali F. & Mukherjee, Tarun K.
- 157-170 Federal-funds-rate volatility and the reserve-maintenance period
by Eagle, David
- 171-185 An empirical examination of the dispersion and accuracy of analyst forecasts surrounding option listing
by Ho, Li-Chin Jennifer & Hassell, John M. & Swidler, Steve
- 197-210 Financial variables contributing to savings and loan failures from 1980-1989
by Harrison, Patricia & Ragas, Wade R.
1994, Volume 4, Issue 1
- 1-24 The role of internal financial sources in firm financing and investment decisions
by Vogt, Stephen C.
- 25-37 Contagion effects of the bank of new England's failure
by Madura, Jeff & Bartunek, Kenneth
- 39-53 Dividend behavior surrounding LIFO adoption
by Ettredge, Michael & Youn Kim, Jeong
- 55-68 Accounting data and the prediction of risk in the extremes
by Ismail, Badr E. & Kim, Moon K. & Kirk, Florence R.
- 69-77 The adjustment of stock prices to Wall Street journal corrections
by Helmuth, John A. & Robin, Ashok J. & Zdanowicz, John S.
- 79-91 Professional portfolio managers and the January effect: theory and evidence
by Athanassakos, George & Schnabel, Jacques A.
- 93-108 Rational price limits in futures markets: tests of a simple optimizing model
by Ackert, Lucy F. & Hunter, William C.