Content
September 2006, Volume 35, Issue 3
- 53-79 Institutional Environment and Sovereign Credit Ratings
by Alexander W. Butler & Larry Fauver - 81-95 Which Daily Price is Less Noisy?
by Christopher Ting - 97-116 Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures
by Stephen Brammer & Chris Brooks & Stephen Pavelin
June 2006, Volume 35, Issue 2
- 5-19 Do Invesrtors Capture the Value Premium?
by Todd Houge & Tim Lughran - 21-42 Investor Recognition, Liquidity, and Exchange Listings in the Reformed Markets
by Pankaj K. Jain & Jang‐Chul Kim - 43-65 The Dynamic Relation Between Returns and Idiosyncratic Volatility
by Xiaoquan Jiang & Bong‐Soo Lee - 67-91 The Determinants and Implications of Mutual Fund Cash Holdings: Theory and Evidence
by Xuemin (Sterling) Yan - 93-116 Explaining Premiums in Restricted DR Markets and Theri Implicartions: The Case of Infosys
by John Puthenpurackal
March 2006, Volume 35, Issue 1
- 5-29 Penny Stock IPOs
by Daniel J. Bradley & John W. Cooney Jr. & Steven D. Dolvin & Bradford D. Jordan - 31-52 Rights Offerings and Corporate Financial Condition
by Nancy D. Ursel - 53-86 Does Hedging Affect Firm Value? Evidence from the US Airline Industry
by David A. Carter & Daniel A. Rogers & Betty J. Simkins - 87-106 Executive Stock Options: To Expense or Not?
by Sanjay Deshmukh & Keith M. Howe & Carl Luft - 107-128 Does Order Flow Commonality Extend Across Trade Sizes and Securities?
by J. Christopher Hughen & Cynthia G. McDonald - 129-157 Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks
by Véronique Bastin & Georges Hübner