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Content
January 1996, Volume 6, Issue 1
- 19-37 Bid-Ask Bounce and Spreads in the Foreign Exchange Futures Market
by Chu, Quentin C & Ding, David K & Pyun, C S
- 39-46 Testing the Unbiasedness Hypothesis of Foreign Exchange Rates and the Analysis of Transformations
by Okunade, Albert A & Haryanto, H & Means, Dwight B, Jr
- 47-62 Utility Maximizing Portfolio Insurance Strategies When Hedgers Consider the Impact of Their Trading on Security Prices
by Ramanlal, Pradipkumar & Mann, Steven V
- 63-77 On the Robustness of the Results of Adoption Data Choice Studies: The Case of Pension Accounting
by Espahbodi, Reza & Hamer, Michelle M
- 79-94 Perceptions of Postretirement Benefit Obligations by Bond Rating Analysts
by Maher, John J
December 1995, Volume 5, Issue 4
- 339-354 International Market Segmentation and Eurodebt Issues
by Thomadakis, Stavros B & Usmen, Nilufer
- 355-363 Block versus Nonblock Trading Patterns
by Choe, Hyuk & McInish, Thomas H & Wood, Robert A
- 365-373 The Early Exercise Premia of American Put Options on Stocks
by Sung, Hyun Mo
- 375-392 Antitakover Devices and Management Efficiency: An Empirical Study Using Accounting Measures
by Meade, Nancy L & Brown, Robert M
- 393-402 The Pricing of Exchange Rate Risk and Stock Market Segmentation: The Canadian Case
by Cheung, C Sherman & Kwan, Clarence C Y & Lee, Jason
- 403-418 The Information Content of a Convertible Debt Offer Announcement
by Corrado, Charles J & Patel, Amy
- 419-426 An Anlaysis of the Weekend Effect within the Monthly Effect
by Liano, Kartono & Lindley, James T
September 1995, Volume 5, Issue 3
- 231-240 Return Generating Processes of Long-Term Bonds and Measurement of Risk: Theory and Empirical Tests
by Kazemi, Hossein B & Milonas, Nikolaos T & Nanisetty, Prasad
- 241-251 Auditor Quality, Corporate Risk, and the Valuation of New Issues
by Firth, Michael & Smith, Andrew
- 253-270 Theory of the Dominant Firm: A Capital Market Test
by Schoderbek, Michael P
- 271-290 Asymmetric Information, Dividends, and External Financing
by Anderson, Michael & Kanatas, George
- 291-308 Some Evidence on Ross' Resolution Irrelevancy Hypothesis
by Zdanowicz, John S & Sanders, Ralph W, Jr
- 309-325 The Information Content of a Convertible Debt Offer Announcement
by Corrado, Charles J & Patel, Ajay
June 1995, Volume 5, Issue 2
- 111-126 Intraindustry Information Transfer: An Analysis of Research Methods and Additional Evidence
by Frost, Carol A
- 127-153 Further Evidence on Performance Evaluation: Portfolio Holdings, Recommendations, and Turnover Costs
by Rubio, Gonzalo
- 155-167 GARCH-Stable as a Model of Futures Price Movements
by Liu, Shi-Miin & Brorsen, B Wade
- 169-177 Microstructure and Reverse Stock Splits
by Hwang, Chuan Yang
- 179-201 Options and Efficiency: Some Experimental Evidence
by Kluger, Brian D & Wyatt, Steve B
- 203-221 Detecting Trading Response Using Transaction-Based Research Designs
by Cready, William M & Ramanan, Ramachandran
March 1995, Volume 5, Issue 1
- 5-25 The Effect of Self-Selection Bias on the Testing of a Stock Price Reaction to Management's Earnings Forecasts
by Yeo, Gillian Hian Heng & Ziebart, David A
- 27-41 A Microstructure Examination of Trading Activity following Stock Splits
by Ferris, Stephen P & Hwang, Chuan-Yang & Sarin, Atulya
- 43-54 Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications
by Karson, Marvin J & Cheng, David C & Lee, Cheng F
- 55-70 Simultaneous Estimation of the Demand and Supply of Differentiated Audits
by Gaver, Jennifer J & Gaver, Kenneth M
- 71-92 An Empirical Investigation of the Two-Factor Brennan-Schwartz Term Structure Model
by Hsin, Chin-Wen
- 93-103 Decomposition of Inflation and Its Volatility: A Stochastic Approach
by Malliaris, A G & Malliaris, Mary E
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