Content
July 2009, Volume 33, Issue 3
- 288-315 Structural changes, market growth and productivity gains of the US real estate investment trusts in the 1990s
by John Topuz & Ihsan Isik - 316-323 Foreign direct investment and its impact on the Thai economy: the role of financial development
by James Ang - 324-329 The Obama effect
by Dennis Halcoussis & Anton Lowenberg & G. Phillips
April 2009, Volume 33, Issue 2
- 111-127 The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006
by Angelos Kanas - 128-147 An examination of the performance and prospects for the future of internet-primary banks
by Ken Cyree & Natalya Delcoure & Ross Dickens - 148-160 Specialization of state sectoral employment
by Edward Nissan & George Carter - 161-175 Entrenched management, capital structure changes and firm value
by Leonard Lundstrum - 176-188 The Feldstein–Horioka puzzle in Latin American and Caribbean countries: a panel cointegration analysis
by N. Vasudeva Murthy - 189-221 Convertibles and milestones in staged financing
by Lanfang Wang & Susheng Wang
January 2009, Volume 33, Issue 1
- 1-12 Do liquidity induced changes in aggregate dividends signal aggregate future earnings growth?
by Christi Wann & D. Long - 13-26 A multivariate unobserved component analysis of US housing market
by Mohamadou Fadiga & Yongsheng Wang - 27-42 Agency problems in tracking stock and minority carve-out decisions: Explaining the discrepancy in short- and long-term performances
by Wei He & Tarun Mukherjee & Peihwang Wei - 43-59 The permanent income hypothesis in five major industrial countries: a multivariate trend-cycle decomposition test
by Hassan Shirvani & Barry Wilbratte - 60-70 How useful are signals? A micro-structure analysis
by Michele O’Neill & Judith Swisher - 71-79 Equilibrium exchange rates in oil-exporting countries
by Iikka Korhonen & Tuuli Juurikkala - 80-99 On understanding mutual fund terminations
by Qiang Bu & Nelson Lacey - 100-110 Inter-industry differences in layoff announcement effects for financial institutions
by Julie Cagle & Amit Sen & James Pawlukiewicz
October 2008, Volume 32, Issue 4
- 311-323 How to value a life
by W. Viscusi - 324-329 Introduction to the special issue in honor of Richard Abel Musgrave
by Attiat Ott & Richard Cebula - 330-333 A tribute to Richard Abel Musgrave
by Attiat Ott & Robert Solow & Henry Aaron & Martin Feldstein & Oliver Oldman & Paul Samuelson - 334-339 Public finance and three branch model
by Richard Musgrave - 340-347 Comments on two Musgravian concepts
by Peggy Musgrave - 348-355 Musgrave’s vision of the public sector: the complex relationship between individual, society and state in public good theory
by Karl Case - 356-367 The public economics of self control
by Sang Bae & Attiat Ott - 368-379 The relative decline of a Musgrave ‘Merit Good:’ the case of public support of flagship public universities
by James Koch - 380-393 State-imposed solutions to negative externalities: employment impact of pollution abatement policy
by Richard Cebula & Jay Carmichael & Holly Meads - 394-408 “A reappraisal of social security financing”—revisited
by Alicia Munnell - 409-425 The behavioral justification for public pensions: a survey
by T. Findley & Frank Caliendo - 426-433 Musgrave’s “target saver” theory: Implications for macroeconomic stability and economic policy effectiveness”
by Richard Cebula & Shyam Menon
July 2008, Volume 32, Issue 3
- 207-225 The J-Curve: Evidence from commodity trade between Canada and the U.S
by Mohsen Bahmani-Oskooee & Marzieh Bolhasani - 226-242 The retention of CEOs that make poor acquisitions
by Carolyn Carroll & John Griffith - 243-259 Applying intervention analysis to financial performance data: The case of US airlines and September 11th
by Vitaly Guzhva - 260-270 Short-cuts in issuance decisions and subsequent small firm performance
by Mike Cudd & Marcelo Eduardo & Lloyd Roberts - 271-293 Noise trading and autocorrelation interactions in the foreign exchange market: Evidence from developed and emerging economies
by Nikiforos Laopodis - 294-310 The long-run performance of diversifying firms
by David Hyland
April 2008, Volume 32, Issue 2
- 105-118 Interest rate and bank stock returns asymmetry: Evidence from U.S. banks
by Priti Verma & Dave Jackson - 119-135 A macroeconomic analysis of foreign assets and foreign liabilities
by Ying Wu - 136-147 An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series
by Robert DiSario & Hakan Saraoglu & Joseph McCarthy & H. Li - 148-157 Incorporating correlation regimes in an integrated stressed risk modeling process
by José Aragonés & Carlos Blanco - 158-175 Potential targets: An analysis of stock price reactions to acquisition program announcements
by Gurmeet Bhabra - 176-194 The determinants and survival of reverse mergers vs IPOs
by Frederick Adjei & Ken Cyree & Mark Walker - 195-205 Smoking prevalence in the United States: Differences across socioeconomic groups
by Rajeev Goel
January 2008, Volume 32, Issue 1
- 1-23 Pricing behavior of exchange traded funds
by Jeff Madura & Thanh Ngo - 25-34 Duration dependence in US business cycles: An analysis using the modulated power law process
by Haigang Zhou & Steven Rigdon - 35-46 Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
by John Knight & Stephen Satchell - 47-57 Predicting capacity utilization: Federal Reserve vs time-series models
by Hamid Baghestani - 59-74 A closer look at Black–Scholes option thetas
by Douglas Emery & Weiyu Guo & Tie Su - 75-89 Day trading and stock price volatility
by Petri Kyröläinen - 91-104 Degrees of tax indexation and nominal interest rates: Effects of inflation on incentives to save and invest
by Anandi Sahu
March 2007, Volume 31, Issue 1
- 1-11 Export growth and output growth: An application of bounds testing approach
by Mohsen Bahmani-Oskooee & Maharouf Oyolola - 12-19 Spread volume for currency futures
by Robert Daigler - 20-32 A longitudinal study of net interest margin by bank asset size: 1992–2005
by Albert DePrince & Pamela Morris - 33-48 Ownership structure, expectations, and short sales on the Nasdaq
by J. Graham & J. Hughen - 49-58 Empirical evidence of error in pricing of favorites and longshots in greyhound racing
by Anil Gulati & Shekar Shetty - 59-74 Impact of regulation fair disclosure on the information flow associated with profit warnings
by Dave Jackson & Jeff Madura - 75-86 Technical efficiency in texas nursing facilities: A stochastic production frontier approach
by Kris Knox & Eric Blankmeyer & J. Stutzman - 87-98 The impact of regulation fair disclosure on earnings management and analyst forecast bias
by Seung-Woog Kwag & Kenneth Small - 99-103 The long-run relationship between private and public savings: An empirical note
by Abir Mandal & James Payne - 104-121 National culture and environmental sustainability: A cross-national analysis
by Hoon Park & Clifford Russell & Junsoo Lee - 122-142 An error-correction model for forecasting changes in foreign currency futures spreads
by Stephen Wilcox & John Geppert
September 2006, Volume 30, Issue 3
- 285-296 To what extent are public savings offset by private savings in the OECD?
by Mark Holmes - 297-305 Accidents airline safety perceptions and consumer demand
by Jay Squalli & Mohsen Saad - 306-316 Are there racial differences in faculty salaries?
by Javed Ashraf & Tayyeb Shabbir - 317-324 Obesity: An economic and financial perspective
by Rajeev Goel - 325-346 The valuation effects of bank loan ratings in the presence of multiple monitors
by Thomas Meyer & Wei-Huei Hsu & Fayez Elayan - 347-355 Performance persistence of fixed income mutual funds
by William Droms & David Walker - 356-375 Leveraged stock portfolios over long holding periods: A continuous-time model
by Dale Domian & Marie Racine & Craig Wilson - 376-390 Volatility transmission and financial crises
by Guglielmo Caporale & Nikitas Pittis & Nicola Spagnolo - 391-406 Motives behind equity holding by banks: Evidence from India
by Mita Choudhury - 407-422 Explaining momentum profits with an epidemic diffusion model
by Nauzer Balsara & Lin Zheng & Andrea Vidozzi & Luca Vidozzi
June 2006, Volume 30, Issue 2
- 140-154 The impact of productivity adjusted deviations from PPP on the U.S. inbound FDI: Evidence from Japan, U.K. and Germany
by Axel Grossmann & Gökçe Soydemir - 155-168 Prudence and precautionary saving
by Luigi Ventura & Joseph Eisenhauer - 169-185 Bubbles detection for inter-war European hyperinflation: A threshold cointegration approach
by Hing Chan & Kai Woo - 186-197 The measurement of employment diversity for states and regions
by Edward Nissan & George Carter - 198-204 Payroll tax incidence when the tax varies by jurisdiction: The case of the U.S. unemployment insurance tax
by Kevin Murphy - 205-207 Empirics of corruption and crime: Symposium editor’s introduction
by Serdar Sayan - 208-221 The effects of corruption on growth performance of the mena countries
by Imène Guetat - 222-239 Corruption and distribution of public spending in developing countries
by Clara Delavallade - 240-250 Corruption in transition economies: Effects of government size, country size and economic reforms
by Rajeev Goel & Jelena Budak - 251-269 Corruption and the ownership composition of the multinational firm at the time of entry: Evidence from Turkey
by Ayça Tekin-Koru - 270-284 Understanding the determinants of crime
by Ayse İmrohoroĝlu & Antonio Merlo & Peter Rupert
March 2006, Volume 30, Issue 1
- 1-37 The most frequent contributors to the elite economics journals: Half century of contributions to the “Blue ribbon eight”
by Jean Heck & Peter Zaleski - 38-56 Non-linear and non-symmetric exchange-rate adjustment: Evidence from medium- and high-inflation countries
by Michael Arghyrou & Virginie Boinet & Christopher Martin - 57-69 Do the black market and the official exchange rates converge in the long run?
by Mohsen Bahmani-Oskooee & Altin Tanku - 70-92 Performance compensation contracts and CEOs’ incentive to shift risk to debtholders: An empirical analysis
by George Benston & Jocelyn Evan - 93-104 The dangers of commitment: Monetary policy with adaptive learning
by George Waters - 105-114 Do self-serving managers choose Chapter 11 filing over out-of-court restructuring?
by Dong-Kyoon Kim - 115-132 Identifying regime changes in closed-end fund discounts
by J. Hughen & Mark Wohar - 133-139 Arbitrage opportunities and immunization
by Joel Barber & Mark Copper
September 2005, Volume 29, Issue 3
- 289-299 Profit efficiency sources and differences among small and large U.S. commercial banks
by Aigbe Akhigbe & James McNulty - 300-312 What is the source of different levels of time-series return volatility? the intraday U-shaped pattern or time-series persistence
by Michael Hughes & Drew Winters & Jerry Rawls - 313-320 Why do reits engage in open-market repurchases?
by Chuo-Hsuan Lee & Chengo Hsieh & Xiaofeng Peng - 321-336 Equity private placements, liquid assets, and firm value
by Brooks & J. Graham - 337-358 Do Power GARCH models really improve value-at-risk forecasts?
by Ané - 359-381 Biting the hand that fed it: Did the stock market boom of the late 1990s impede investment in manufacturing?
by Christian Weller & Brooke Helppie - 382-384 Introduction to sports symposium
by Rodney Paul & Andrew Weinbach - 385-390 Appropriate statistical methodology for testing the efficiency of betting markets involving spread and totals
by M. Woodland & Linda Woodland - 391-402 Odds-setting efficiency in gambling markets: Evidence from the PGA TOUR
by Stephen Shmanske - 403-408 Market efficiency and NCAA college basketball gambling
by Rodney Paul & Andrew Weinbach - 409-415 Bettor preferences and market efficiency in football totals markets
by Rodney Paul & Andrew Weinbach - 416-426 The state of research on markets for sports betting and suggested future directions
by Raymond Sauer
June 2005, Volume 29, Issue 2
- 144-153 Stratification economics: The role of intergroup inequality
by William Darity - 154-171 Managerial actions and stock transactions during financial distress: Some empirical evidence
by Zahid Iqbal & Dan French - 172-186 Empirical analysis of up-or-out rules for promotion policies
by Rosemary Walker - 187-202 Accounting contagion: The case of Enron
by Aigbe Akhigbe & Jeff Madura & Anna Martin - 203-220 Impact of liquidity and information on the mispricing of newly public firms
by Joan Wiggenhorn & Jeff Madura - 221-241 Rent seeking and the value of time
by Edmund Mantell - 242-258 CEO compensation, shareholder rights, and corporate governance: An empirical investigation
by Pornsit Jiraporn & Young Kim & Wallace Davidson - 259-270 Dollar-denominated accounts in Latin America during the 1990s
by Pere Gomis-Porqueras & Carlos Serrano & Alejandro Somuano - 271-279 U.S. Presidential election impact on Canadian and Mexican stock markets
by Srinivas Nippani & Augustine Arize - 280-288 Further evidence of the November effect
by Ken Johnston & Chris Paul
March 2005, Volume 29, Issue 1
- 1-31 Cross-sectional differences in the liquidity effects of open market share repurchases
by Jaemin Kim - 32-45 The 180-day lock-up period and insiders’ equity selling
by Ayi Ayayi - 46-72 Corporate governance and the market impact of the Financial Services Modernization act of 1999 on bank returns and trading volume
by Carl Pacini & William Hillison & David Marlett & Deanna Burgess - 73-84 Decomposition of regional metropolitan and nonmetropolitan income inequality
by Edward Nissan & George Carter - 85-96 Bank mergers and components of risk: An evaluation
by Suchismita Mishra & Arun Prakash & Gordon Karels & Manferd Peterson - 97-110 Does sentiment explain consumption?
by W. Anthony Bryant & Joseph Macri - 112-121 Evidence of liquidity constraints found in theme park ticket auctions
by Richard Cebula & Richard McGrath - 122-126 Capital mobility, foreign aid, and openness: further panel data evidence from sub-Saharan Africa
by James Payne & Risa Kumazawa - 127-137 Dating Business-Cycle turning points
by Rolando Peláez - 138-143 The cyclical nature of family income distribution in the united states: An empirical note
by Shahdad Naghshpour
September 2004, Volume 28, Issue 3
- 285-299 Return interval, dependence structure, and multivariate normality
by Thierry Ané & Chiraz Labidi - 300-306 Market portfolio efficiency and value stocks
by Thierry Post & Pim Vliet - 307-332 Ownership structure and post-issue operating performance of firms conducting seasoned equity offerings in Thailand
by Piman Limpaphayom & Anchalee Ngamwutikul - 333-347 The impact of the Gramm-Leach-Bliley act on the financial services industry
by Abdullah Mamun & M. Hassan & Son Lai - 348-360 Marital status and the decision to file for personal bankruptcy: A duration model approach
by Jonathan Fisher - 361-378 Top finance journals: Do they add value?
by C. Krishnan & Robert Bricker - 379-381 New developments in tobacco research: An introduction
by Rajeev Goel - 382-394 International patterns of cigarette smoking and global antismoking policies
by Rajeev Goel & Michael Nelson - 395-403 The impact of nicotine replacement therapies on cigarette demand
by Frank Chaloupka & John Tauras - 404-412 The efficacy of state-level antismoking laws: Demand and supply considerations
by Craig Gallet - 413-421 Quantile-regression estimates of cigarette demand elasticities for the United States
by Rajeev Goel & Rati Ram - 422-429 State tax changes and quasi-experimental price elasticities of U.S. cigarette demand: An update
by Badi Baltagi & Rajeev Goel - 430-444 Has a quarter-trillion-dollar settlement helped the tobacco industry?
by Stuart Fowler & William Ford
June 2004, Volume 28, Issue 2
- 147-154 Duration dependence testing for speculative bubbles
by Yvette Harman & Thomas Zuehlke - 155-163 Dating structural changes: An illustration from financial deregulation
by Duane Graddy & Reuben Kyle & Thomas Strickland & David Bass - 164-184 Firm risk, investment, and employment growth
by Matts Rosenberg - 186-197 A time-varying volatility approach to modeling the phillips curve: A cross-country analysis
by William Seyfried & Bradley Ewing - 198-210 Random walks, cointegration, and the transmission of shocks across global real estate and equity markets
by James Payne & Anandi Sahu - 211-225 Modeling volatility in sector index returns with GARCH models using an iterated algorithm
by Farooq Malik & Syed Hassan - 226-238 An empirical analysis of market and institutional mechanisms for alleviating information asymmetry in the municipal bond market
by Jun Peng & Peter Brucato - 239-251 International mergers and acquisitions: A jump diffusion model application
by Halil Kiymaz & Osman Kilic - 252-259 Stock market volatility, the news, and monetary policy
by Adrienne Kearney & Raymond Lombra - 260-269 The causal relation between government revenue and spending: Evidence from Egypt and Jordan
by Bassam AbuAl-Foul & Hamid Baghestani - 270-284 Compensation-based stock trading by corporate executive and aggregate management ownership of the firm: Some additional evidence
by Zahid Iqbal & Shekar Shetty
March 2004, Volume 28, Issue 1
- 1-13 Some empirical evidence on the real effects of nominal volatility
by John Elder - 14-31 Consolidation in the financial services industry: Are there industry gains for acquisitions of security firms?
by Aigbe Akhigbe & Jarrod Johnston & Jeff Madura - 32-38 The J-curve dynamics of U.S. bilateral trade
by Mohsen Bahmani-Oskooee & Artatrana Ratha - 39-45 Budget deficits and the current account balance: New evidence from panel data
by Hassan Mohammadi - 46-55 Empirical evidence on the effects of delisting from the National Market System
by P. Chandy & Salil Sarkar & Niranjan Tripathy - 56-67 IPO research symposium review
by Sanjay Varshney & Rich Robinson - 68-87 Valuation uncertainty and IPOs: Investment bank versus commercial bank underwriters
by Gregory Hebb & Gregory MacKinnon - 88-103 The effect of firm financial characteristics and the availability of alternative finance on IPO underpricing
by Beverly Marshall - 104-116 Early internet IPOs versus subsequent entrants
by Beverly Marshall & Claire Crutchley & Diane Lending - 117-131 Managerial bonding and stock liquidity: An analysis of dual-class firms
by Ekkehart Boehmer & Gary Sanger & Sanjay Varshney - 132-146 Underpricing and IPO ownership retention
by Richard Robinson & Mary Robinson & Chien-Chih Peng
September 2003, Volume 27, Issue 3
- 279-299 Client-firm market reaction to regulatory action against a major accounting firm
by Carl Pacini & William Hillison - 300-320 The role of U.S. Investors in international equity market inflows, outflows, and net flows for selected emerging asian markets
by Peggy Swanson & Anchor Lin - 321-336 Long-term performance of divesting firms and the effect of managerial ownership
by Robert Hanson & Moon Song - 337-356 The informational content of credit rating announcements for share prices in a small market
by Fayez Elayan & Wei Hsu & Thomas Meyer - 357-372 Cross-border linkages among Asian closed-end funds
by Emmanuel Anoruo & Sanjay Ramchander & Harold Thiewes - 373-395 Intra-industry and inter-country effects of European mergers
by Jorg Bley & Jeff Madura - 396-403 A note on transfer prices and exchange rate pass-through
by Charles Hegji - 404-421 Taxes, time diversification, and asset choice at retirement
by Thomas Howe & David Mistic
June 2003, Volume 27, Issue 2
- 125-135 Quantification of political risk with multiple dependent sources
by Ephraim Clark & Radu Tunaru - 136-152 Long memory and structural breaks in hyperinflation countries
by Guglielmo Caporale & Luis Gil-Alana - 153-165 Relative importance of scheduled macroeconomic news for stock market investors
by Michael Graham & Jussi Nikkinen & Petri Sahlström - 166-189 Detecting speculative bubbles in an IT-intensive stock market
by Juha Junttila - 190-210 Variation in ex day dividend pricing: Myth or reality?
by Rakesh Bali - 211-223 An empirical examination of the effectiveness of dollar-cost averaging using downside risk performance measures
by Karyl Leggio & Donald Lien - 224-235 Mutual fund managers: Does longevity imply expertise?
by Bruce Costa & Gary Porter - 236-242 Fair bets and profitability in college football gambling
by Rodney Paul & Andrew Weinbach & J. Weinbach - 243-261 Contributions of state to regional income dispersion
by Edward Nissan & George Carter - 262-278 The effect of European integration on trade with the APEC countries: 1981–2000
by Donny Tang
March 2003, Volume 27, Issue 1
- 1-18 Consumption insurance and entrepreneurial risk: Evidence from Italian micro-data
by Carlo Declich & Luigi Ventura - 19-38 The reversal of large stock price declines: The case of large firms
by Georgina Benou & Nivine Richie - 39-55 An international study of causality-in-variance: Interest rate and financial sector returns
by V. Alaganar & Ramaprasad Bhar - 56-74 Understanding the determinants of sovereign debt ratings: Evidence for the two leading agencies
by Antonio Afonso - 75-84 Determinants of credit card delinquency and bankruptcy: Macroeconomic factors
by Sumit Agarwal & Chunlin Liu - 85-101 The impact of inflationary news on money market yields and volatilities
by Sanjay Ramchander & Marc Simpson & Mukesh Chaudhry - 102-113 A disaggregated approach to test the J-Curve phenomenon: Japan versus her major trading partners
by M. Bahmani-Oskooee & Gour Goswami - 114-124 Estimating the sensitivity of state tax revenue to cyclical and wealth effects
by William Seyfried & Louis Pantuosco
September 2002, Volume 26, Issue 3
- 233-248 Costly state verification and optimal investment
by Bappaditya Mukhopadhyay - 249-266 Market mispricings and portfolio allocation to mutual fund classes
by Theodore Syriopoulos - 267-283 Revisiting managerial perspectives on dividend policy
by H. Baker & Gary Powell & E. Veit - 284-296 Why firms adopt and discontinue new-issue dividend reinvestment plans
by Tarun Mukherjee & H. Baker & Vineeta Hingorani - 297-308 Market index returns, macroeconomic variables, and tax-loss selling
by Ken Johnston & Don Cox - 309-326 Black’s hypothesis and developed economies
by Matthew Rafferty - 327-333 Macroeconomy and the well-being of low income African American families
by Vasudeva Murthy - 334-343 Using simulation as a tool in selecting a retirement age under defined benefit pension plans
by Richard Bieker
June 2002, Volume 26, Issue 2
- 123-137 A data envelopment analysis of gas utilities' efficiency
by Daniel Hollas & Kenneth Macleod & Stanley Stansell - 138-148 Financial development and productive efficiency: A panel study of developed and developing countries
by Farrokh Nourzad - 150-161 Central bank transparency and market efficiency: An econometric analysis
by Matthew Rafferty & Marc Tomljanovich - 162-169 The 2000 Presidential Election and the stock market
by Srinivas Nippani & W. Medlin - 170-183 CEO ownership, corporate control, and bank performance
by John Griffith & Lawrence Fogelberg & H. Weeks - 184-199 Predicting corporate financial distress: Reflections on choice-based sample bias
by Harlan Platt & Marjorie Platt - 200-215 Determinants of corporate borrowing: Some evidence from the Indian corporate structure
by Saumitra Bhaduri - 216-232 Plastic choices: Consumer usage of bank cards versus proprietary credit cards
by Kenneth Carow & Michael Staten