Contact information of Eastern Finance Association
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:finrev. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/efaaaea.html .
Content
August 1998, Volume 33, Issue 3
May 1998, Volume 33, Issue 2
- 1-18 Insider Ownership and Signals: Evidence from Stock Split Announcement Effects
by Han, Ki C & Suk, David Y
- 19-34 Failed Takeovers, Methods of Payment, and Bidder Returns
by Chang, Saeyoung & Suk, David Y
- 35-53 An Empirical Comparison of Bankruptcy Models
by Mossman, Charles E, et al
- 55-68 The Evidence of Bidders' Overpayment in Takeovers: The Valuation Ratios Approach
by Han, Ki C & Suk, David Y & Sung, Hyun Mo
- 69-83 Properties of Time-Series Estimates of Degree of Leverage Measures
by Lord, Richard A
- 85-98 Geographical Deregulation and Competition in U.S. Banking Markets
by Zardkoohi, Asghar & Fraser, Donald R
- 99-113 Alternative Adjustments to Analysts' Earnings Forecasts: Relative and Complementary Performance
by Lo, May H & Elgers, Pieter T
- 115-125 Active Management, Fund Size, and Bond Mutual Fund Returns
by Philpot, James, et al
- 127-144 International Mutual Fund Selectivity and Market Time during Up and Down Market Conditions
by Kao, G Wenchi & Cheng, Louis T W & Chan, Kam C
- 145-160 Price Reversal and Drift Following Earnings Announcements
by Ho, Li-Chin Jennifer & Liu, Chao-Shin & Ziebart, David A
- 161-175 A Test of the Investor's Daily Stock Ranking System
by Olson, Dennis O, et al
- 177-193 Indirect Tests of the Haugen-Lakonishok Small-Firm/January Effect Hypotheses: Window Dressing versus Performance Hedging
by Lee, Cheng-few & Porter, David C & Weaver, Daniel G
- 195-212 Price Discovery around Trading Halts on the Montreal Exchange Using Trade-by-Trade Data
by Kryzanowski, Lawrence & Nemiroff, Howard
- 213-225 A Transactions Data Analysis of Intraday Betas
by Kim, Suhkyong & Lockwood, Larry J & McInish, Thomas H
February 1998, Volume 33, Issue 1
- 1-16 The Effect of Leverage on Bargaining with a Corporation
by Sarig, Oded H
- 17-30 Risk Adjusted Discount Rates and the Present Value of Risky Costs
by Ariel, Robert
- 31-44 Correlated Interest Rate Risk and Funding Strategies for Nonfinancial Firms
by McNulty, James E & Smith, Stephen D
- 45-63 Deterministic Nonlinearity in the Stock Returns of Major European Equity Markets and the United States
by Pandey, Vivek & Kohers, Theodor & Kohers, Gerald
- 65-76 Economically Significant Stock Market Forecasts
by Pelaez, Rolando F
- 77-83 The Generation of Stock Market Cycles
by Bolten, Steven E & Weigand, Robert A
- 85-103 The Relationship between Mutual Fund Fees and Expenses and Their Effects on Performance
by Dellva, Wilfred L & Olson, Gerard T
- 105-118 The Impact of Option Introduction on the Conditional Return Distribution of Underlying Securities
by St Pierre, Eileen F
- 119-130 Determining the Implied Volatility for American Options Using the QAM
by Kutner, George W
- 131-146 The Liquidity Effects Associated with Addition of a Stock to the S&P 500 Index: Evidence from Bid/Ask Spreads
by Erwin, Gayle R & Miller, James M
- 147-161 Why Electric Utility Stocks Are Sensitive to Interest Rates
by O'Neal, Edward S
- 163-172 An Examination of Market Efficiency around Hurricanes
by Lamb, Reinhold P
November 1997, Volume 32, Issue 4
- 635-658 Success and Failure in the Market for Corporate Control: Evidence from the Petroleum Industry
by Byrd, John W & Stammerjohan, William W
- 659-689 The Impact of Antitakeover Amendments on Corporate Financial Performance
by Johnson, Mark S & Rao, Ramesh P
- 691-707 The Impact of Antitakeover Devices on the Valuation Consequences of Voluntary Corporate Selloffs
by Loh, Charmen & Rathinasamy, R S
- 709-727 Stock Returns and Open-Market Stock Repurchase Announcements
by Liu, Chao-Shin & Ziebart, David A
- 729-749 Adverse Information and Dealer Spreads: Evidence from Dutch Auction Repurchases
by Forjan, James M & McCorry, Michael S
- 751-778 The Impact of Health Care Reform on Capital Acquisition for Hospitals
by Topping, Sharon & Carroll, Carolyn & Lindley, James T
- 779-799 Capital Gains Taxes and Stockholders' Response to Dutch Auction Tender Offers
by Kadapakkam, Palani-Rajan & Seth, Sarabjeet
- 801-819 The Market Reaction to Discontinuing Regular Stock Dividends
by Phillips, Aaron L & Baker, H Kent & Edelman, Richard B
- 821-844 The Causality Effects of the Federal Reserve's Monetary Policy on U.S. and Eurodollar Interest Rates
by Mougoue, Mbodja & Wagster, John
- 845-865 Index Futures Trading and Stock Return Volatility: Evidence from the Introduction of MidCap 400 Index Futures
by Galloway, Tina M & Miller, James M
August 1997, Volume 32, Issue 3
- 411-430 Is the Market Portfolio a Dynamic Factor? Evidence from Individual Stock Returns
by Koutmos, Gregory
- 431-448 Accuracy of International Interest Rate Forecasts
by Gosnell, Thomas F & Kolb, Robert W
- 449-476 Tobin's q-Ratio and Market Reaction to Capital Investment Announcements
by Blose, Laurence E & Shieh, Joseph C P
- 477-499 Why Manufacture Offshore? An Empirical Analysis of Valuation Effects
by Ojah, Kalu & Seitz, Neil E & Rawashdeh, Mufeed
- 501-525 Do Investors Learn? Evidence from a Gold Market Anomaly
by McQueen, Grant & Thorley, Steven
- 527-544 Forward Hedging the Exchange Risks of U.S. Equity Investments in the U.K., Germany and France
by Varela, Oscar & Naka, Atsuyuki
- 545-568 Mutual to Stock Conversion, Information Cost, and Thrift Performance
by Carhill, Mike & Hasan, Iftekhar
- 569-589 Mergers, Method of Payment and Returns to Manager- and Owner-Controlled Firms
by Blackburn, Virginia L & Dark, Frederick H & Hanson, Robert C
- 591-607 The Effects of the Method of Payment and the Type of Offer on Target Returns in Mergers and Tender Offers
by Suk, David Y & Sung, Hyun Mo
- 609-634 Securityholder Taxes, Corporate Capital Structures and the Priority Structures of Debt
by Kim, Chang-Soo & Mauer, David C
May 1997, Volume 32, Issue 2
- 205-224 Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets
by Theodossiou, Panayiotis, et al
- 225-247 Arbitrageur Heterogeneity, Investor Horizon and Arbitrage Opportunities: An Empirical Investigation
by Blenman, Lloyd P & Thatcher, Janet S
- 249-271 Did the 1986 Tax Reform Act Affect Market Reactions to Stock Splits?: A Test of the Tax-Option Hypothesis
by Dhatt, Manjeet S & Kim, Yong H & Mukherji, Sandip
- 273-291 Equity-for-Debt Exchange Offers: Theory, Practice, and Evidence
by Born, Jeffrey A & McWilliams, Victoria B
- 293-307 Co-Kurtosis and Capital Asset Pricing
by Fang, Hsing & Lai, Tsong-Yue
- 309-329 The Information Content of Dividend Initiations and Firm Size: An Analysis Using Bid-Ask Spreads
by Mitra, Devashis & Rashid, Muhammad
- 331-356 Long-Term Financing Decisions: Views and Practices of Financial Managers of NYSE Firms
by Kamath, Ravindra R
- 357-371 Bank Holding Company Risk from 1976-1989 with a Two-Factor Model
by Maher, Matt
- 373-389 The Price Effect of the Introduction of Leaps
by Holland, Larry C & Wingender, John R
- 391-409 Profit Multiplier in Covered Currency Trading with Leverage
by Ghosh, Dilip K
February 1997, Volume 32, Issue 1
- 1-20 Pricing Effects of the Decision to Sell or Hold Adjustable Rate Mortgage Loans in a Portfolio
by Benjamin, John D & Heuson, Andrea J & Sirmans, C F
- 21-48 A Test of the Debt-Monitoring Hypothesis: The Case of Corporate R&D Expenditures
by Zantout, Zaher Z
- 49-70 Day-of-the-Week Effects in the Long-Run Performance of Initial Public Offerings
by Perfect, Steven B & Peterson, David R
- 71-86 Ex-dividend Returns and the Tax Reform Act of 1986
by Siddiqi, Mazhar A
- 87-105 The Role of Default Risk in Determining the Market Reaction to Debt Announcements
by Best, Ronald W
- 107-124 Implied Risk Aversion Parameter from Option Prices
by Bartunek, Kenneth S & Chowdhury, Mustafa
- 125-144 The Impact of Option Introduction on Stock Return Variances: The Role of Bid-Ask Spreads, Return Autocorrelations, and Intrinsic Variances
by Niendorf, Bruce D & Peterson, David R
- 145-162 Unbiasedness of the Forward Exchange Rates
by Bakshi, Gurdip S & Naka, Atsuyuki
- 163-184 Regulation and Systematic Risk in the Electric Utility Industry: A Test of the Buffering Hypothesis
by Davidson, Wallace N, III & Rangan, Nanda & Rosenstein, Stuart
- 185-203 The Relationship between Market Efficiency and Insider Ownership in Large and Small Firms
by Dowen, Richard J & Bauman, W Scott
November 1996, Volume 31, Issue 4
- 695-720 Managerial Self-Interest, Pension Financial Slack and Corporate Pension Funding
by Datta, Sudip & Iskandar-Datta, Mai E & Zychowicz, Edward J
- 721-746 The Effects of Variations in Laxity (or Strictness) of Closure Rules on the Valuation of Deposit Insurance
by Lai, Van Son
- 747-763 Macroeconomic Forces and Mutual Fund Betas
by Lockwood, Larry J
- 765-781 Investor Response to Mutual Fund Policy Variables
by Santini, Donald L & Aber, Jack W
- 783-807 Industry Structure and Ripple Effects of Bankruptcy Announcements
by Cheng, Louis T W & McDonald, James E
- 809-830 Expected Inflation, Interest Rates, and Stock Returns
by Domian, Dale L & Gilster, John E & Louton, David A
- 831-857 Differences in Information and Common Stock Returns: Estimation Risk or Unequal Distribution of Information?
by Marston, Felicia
- 859-867 A Generalized Simple Formula to Compute the Implied Volatility
by Chance, Don M
- 869-884 Graphical Portfolio Analysis
by Rodriguez, Ricardo J
- 885-912 Voluntary Divestitures and the Choice between Sell-Offs and Spin-Offs
by Khan, A Qayyum & Mehta, Dileep R
- 913-925 Financial Distress Costs and Delayed Calls of Convertible Bonds: An Empirical Analysis
by Krishnan, V Sivarama & Rao, Ramesh P
August 1996, Volume 31, Issue 3
- 475-498 A Test of the Conditional CAPM with Simultaneous Estimation of the First and Second Conditional Moments
by Ellis, David M
- 499-519 The Relationship between Stock and Option Prices Changes
by Diltz, J David & Kim, Suhkyong
- 521-534 Risk Premia in Foreign Currency Futures: A Reexamination
by Tse, Yiuman & Booth, G Geoffrey
- 535-552 The Factors behind Put-Call Parity Violations of S&P 100 Index Options
by Wagner, Drew & Ellis, David M & Dubofsky, David A
- 553-564 Further Evidence on Foreign Exchange Market Efficiency: An Application of Cointegration Tests
by Lajaunie, John P & McManis, Bruce L & Naka, Atsuyuki
- 565-583 Option Delisting of Stocks That Continue Trading: An Examination of Welfare Effects
by Bartunek, Kenneth S
- 585-602 Ex Ante Stock Market Return Volatility Implied by the OEX Option Premium
by Weber, Carlene E
- 603-622 An Examination of the Short-Term and Long-Term Behavior of Foreign Exchange Rates
by Pan, Ming-Shiun & Liu, Y Angela & Bastin, Hamid
- 623-640 Convertible Debt Issuance and Market Completeness
by Broughton, John B & Smith, David M
- 641-666 Effect of Underwriter Prestige on the Interest Cost of Municipal Bond Offerings
by Roden, Peyton Foster & Bassler, John
- 667-694 An Examination of Option-Implied S&P 500 Futures Price Distributions
by Sherrick, Bruce J & Irwin, Scott H & Forster, D Lynn
May 1996, Volume 31, Issue 2
- 227-263 On Speculation, Index Futures Markets, and the Link between Market Volatility and Investor Welfare
by Subrahmanyam, Avanidhar
- 265-286 On " q."
by Howe, Keith M & Vogt, Stephen
- 287-312 Market Dependence and Economic Events
by Nawrocki, David N
- 313-341 Optimal Bond Trading with Tax Clienteles: A Discrete-Time Dynamic Trading Model
by Tian, Yisong
- 343-363 Long-Run Diversification Potential in Emerging Stock Markets
by DeFusco, Richard A & Geppert, John M & Tsetsekos, George P
- 365-380 Information Pricing: The Evidence from Equity Mutual Funds
by Ciccotello, Conrad S & Grant, C Terry
- 381-406 The Role of Alternative Methodology on the Relation between Portfolio Size and Diversification
by Beck, Kristine L & Perfect, Steven B & Peterson, Pamela P
- 407-429 In-the-Money Warrant Extensions
by Howe, John S
- 431-452 The Diversification and Cost Effects of Interstate Banking
by Rose, Peter S
- 453-474 Market Efficiency and Money Market Fund Portfolio Managers: Beliefs versus Reality
by DeGennaro, Ramon P & Domian, Dale L
February 1996, Volume 31, Issue 1
- 1-23 A Test for Increased Capital Market Integration
by Alford, Alan & Folks, William R, Jr
- 25-49 A Test for Price Pressure Effects in Tender Offer Stock Repurchases
by Davidson, Wallace N, III & Chhachhi, Indudeep & Glascock, John L
- 51-66 CEO Influence and Executive Compensation
by Sridharan, Uma V
- 67-85 The Impact of Illegal Business Practice on Shareholder Returns
by Reichert, Alan K & Lockett, Michael & Rao, Ramesh P
- 87-104 Tender Offers and Target Management Responses: Managerial Entrenchment versus Stockholder Interest Revisited
by Thosar, Satish
- 105-125 Acquisitions and the Information Environment of Firms
by Bhushan, Ravi & Cho, Jang Y
- 127-147 Determinants of Managerial Stock Ownership: The Case of CEOs
by Bathala, Chenchuramaiah T
- 149-167 The Effect of Commercial Paper Rating Changes and Credit-Watch Placement on Common Stock Prices
by Elayan, Fayez A & Maris, Brian A & Young, Philip J
- 169-195 Macrofactor Conditional Volatilities, Time-Varying Risk Premia and Stock Return Behavior
by Koutoulas, George & Kryzanowski, Lawrence
- 197-207 January Seasonality in Preferred Stocks
by Chen, Carl R
- 209-226 Corporate Investment and Dividend Tax Imputation
by Boyle, Glenn W
November 1995, Volume 30, Issue 4
- 637-662 Heterogeneous Expectations, Short Sales Regulation, and the Risk-Return Relationship
by L'Her, Jean-Francois & Suret, Jean-Marc
- 663-683 The Impact of Sampling Errors on the Choice of Portfolio Efficiency Analysis Rules with Borrowing and Lending of a Riskless Asset
by Brooks, Robert & Kroll, Yoram
- 685-710 A Comparison of the Power of Parametric and Nonparametric Tests of Location Shift for Event Studies
by Chandra, Ramesh & Rohrbach, Kermit & Willinger, G Lee
- 711-737 Examination of the Equivalent Relationship between the Two Credit Policy Decision Approaches: The Opportunity Cost and NPV Approaches
by Kim, Sang-Hoon & Feist, William R
- 739-761 Bond Yields, Taxes, and the Dimensions of Default Risk
by Skinner, Frank S
- 763-780 After-Tax Bond Yields When Tax and Coupon Payments Are Not Simultaneous
by Becker, Michael W
- 781-807 Convertible Bond Issues: Evidence from Security Markets
by Mehta, Dileep R & Khan, A Qayyum
- 809-822 Hedging Strategies of Financial Intermediaries: Pricing Options with a Bid-Ask Spread
by Hauser, Shmuel & Levy, Azriel & Yaari, Uzi
- 823-842 A Spectral Analysis of Transactions Stock Market Data
by McCullough, B D
- 843-856 The Impact of Warrants and Convertible Securities on the Systematic Risk of Common Equity
by Ehrhardt, Michael C & Shrieves, Ronald E
- 857-874 Further Evidence of Unsatisfied Clienteles in International Capital Financing
by Pettway, Richard H & Kaneko, Takashi & Young, Michael T
August 1995, Volume 30, Issue 3
- 387-398 A Test of Stulz's Overinvestment Hypothesis
by Klock, Mark & Thies, Clifford F
- 399-426 Capital Structure Determinants in Real Estate Limited Partnerships
by Allen, Marcus T
- 427-443 Rational Expectations and Security Analysts' Earnings Forecasts
by Ackert, Lucy F & Hunter, William C
- 445-468 Identifying Factors Consistently Related to Value Line Earnings Predictability
by Luttman, Suzanne M & Silhan, Peter A
- 469-506 Refining the Degree of Earnings Surprise: A Comparison of Statistical and Analysts' Forecasts
by Alexander, John C, Jr
- 507-527 The Relationship between Bankruptcy Model Predictions and Stock Market Perceptions of Bankruptcy
by Dugan, Michael T & Forsyth, Timothy B
- 529-539 Analysts' Forecasts: Low-Balling, Market Efficiency, and Insider Trading
by Guo, Enyang & Sen, Nilanjan & Shome, Dilip K
- 541-565 Market Microstructure Empirical Regularities: Behavior of the Bid-Ask Spread and Closing Prices
by Branch, Ben & Echevarria, David P
- 567-581 The Hedging Effectiveness of ECU Futures Contracts: Forecasting Evidence from an Error Correction Model
by Ghosh, Asim
- 583-604 Stock Price Reactions to Securities Recommended in Business Week's "Inside Wall Street."
by Mathur, Ike & Waheed, Amjad
- 605-615 The Binomial Model and Risk Neutrality: Some Important Details
by Nawalkha, Sanjay K & Chambers, Donald R
- 617-635 Option Valuation with Information Costs: Theory and Tests
by Bellalah, Mondher & Jacquillat, Bertrand
May 1995, Volume 30, Issue 2
- 193-210 Insider Trading Activity, Different Market Regimens, and Abnormal Returns
by Ferreira, Eurico J
- 211-241 Empirical Tests of the Pricing of Nikkei Put Warrants
by Wei, Jason Z
- 243-273 The Impact of Investment Constraints on Portfolio Performance Measurement: The Power Utility Function Case
by Gibson, Rajna & Tuchschmid, Nils S
- 275-287 Voting Rights and Market Reaction to Dual Class Common Stock Issues
by Shum, Connie M & Davidson, Wallace N, III & Glascock, John L
- 289-311 Information Asymmetry and Valuation Effects of Debt Financing
by Alam, Pervaiz & Walton, Karen Schuele
- 313-335 Executive Compensation and Agency Effects
by Goldberg, Lawrence G & Idson, Todd L
- 337-365 A Reexamination of the Costs of Firm Commitment and Best Efforts IPOs
by Chua, Lena
- 367-385 An Investigation of the Dynamic Relationship between Agency Theory and Dividend Policy
by Moh'd, Mahmoud A & Perry, Larry G & Rimbey, James N
February 1995, Volume 30, Issue 1
- 1-22 Shareholder Wealth Responses to Bankruptcy Filing Announcements under the Chandler and Reform Acts
by Rimbey, James N & Anderson, Seth C & Born, Jeffery A
- 23-40 The Impact of the
by Bonomo, Vittorio A & Johnson, Dana J & Thompson, G Rodney
- 41-60 Voluntary Corporate Divestitures as Antitakeover Mechanisms
by Loh, Charmen & Bezjak, Jennifer Russell & Toms, Harrison
- 61-82 The 1985 Ohio S&L Crisis: An Examination of S&L Stockholder Wealth Effects
by Cooperman, Elizabeth S, et al
- 83-113 The Market Reaction to Canceled Equity Offerings
by Jensen, Marlin R H & Pugh, William N
- 115-137 Risk-Taking in the Texas S&L Industry: Charter and Ownership Effects
by Barth, James R & Hudson, Carl D & Jahera, John S, Jr
- 139-174 Announcement and Publication Decisions and the Use of Prediction Errors in Cross-Sectional Analysis: Evidence on Seasoned Equity Issues
by Griggs, Frank T & Kim, Dong Man & Smith, Richard L
- 175-192 An Empirical Examination of the Ex Ante International Interest Rate Transmission
by Fung, Hung-Gay & Lo, Wai-Chung
November 1994, Volume 29, Issue 4
- 441-471 The Impact of Futures Trading on the Spot Market for Treasury Bonds
by Hegde, Shantaram P
- 473-496 An Empirical Examination of the Return Volatility-Volume Relation in Related Markets: The Case of Stock and Options
by Poon, Percy S
- 497-519 Rates of Return on Art Objects, the Fisher Hypothesis, and Inflationary Expectations
by Matsumoto, Keishiro & Andoh, Samuel K & Hoban, James P, Jr
- 521-538 Rate Setting in the Utilities Industry: Does Size Make a Difference?
by Besley, Scott & Bolten, Steven E
- 539-555 The Relationship between Investment and Asset Life
by Prezas, Alexandros P
- 557-576 The Role of the Investment Horizon in Optimal Portfolio Sequencing (An Intuitive Demonstration in Discrete Time)
by Marshall, John F
- 577-597 Modeling International Long-Term Interest Rates
by DeGennaro, Ramon P & Kunkel, Robert A & Lee, Junsoo
August 1994, Volume 29, Issue 3
- 293-317 Conditional Heteroskedasticity and Global Stock Return Distributions
by Errunza, Vihang, et al
- 319-344 The International Transmission of Money Market Fluctuations
by Ahmad, Syed M & Sarver, Lee
- 345-369 A Dividend Payment Effect in Stock Returns
by Ogden, Joseph P
- 371-393 Dividend Announcements and Changes in Beta
by Carroll, Carolyn & Sears, R Stephen
- 395-417 The Impact of Publication of Analysts' Recommendations on Returns and Trading Volume
by Palmon, Oded & Sun, Huey-Lian & Tang, Alex P
- 419-440 The Valuation of Stock Purchase Rights as Call Options
by Bae, Sung C & Levy, Haim
May 1994, Volume 29, Issue 2
- 153-192 Some Tests of APT Mispricing Using Mimicking Portfolios
by Kryzanowski, Lawrence & Lalancette, Simon & To, Minh Chau
- 193-221 The Stochastic Properties of Major Canadian Exchange Rates
by Theodossiou, Panayiotis
- 223-247 Financial Innovation, Investment Opportunities, and Corporate Policy Choices for Large Bank Holding Companies
by Collins, M Cary & Blackwell, David W & Sinkey, Joseph F, Jr
- 249-273 Tax Policy and Shareholder Wealth: Some Evidence from the Tax Reform Act of 1986
by Cox, Raymond A K & Kleiman, Robert T & Stout, R Gene
- 275-292 Bank Holding Company Acquisition Activity: Evidence from Pre- and Post-Deregulation Periods
by Holdren, Don P & Bowers, Helen M & Mason, W Joe, Jr
February 1994, Volume 29, Issue 1
- 1-22 The Linkages between Dividends and Earnings
by Olson, Gerard T & McCann, P Douglas
- 23-47 A Comparative Analysis of Takeovers of Single and Dual Class Firms
by Smith, Brian F & Amoako-Adu, Ben
- 49-75 Stock Market Efficiency and the Federal Budget Deficit: Another Anomaly?
by Darrat, Ali F & Brocato, Joe
- 77-96 Common Stock Returns in Corporate Takeover Bids: The Case of Brokerage House Acquisitions
by Davidson, Wallace N, III & Hatfield, Gay & Glascock, John L
- 97-124 Regulatory Climate and Electrical Utility Capital Structure Decisions
by Rao, Ramesh & Moyer, R Charles
- 125-151 Regular Dividend Announcements and Future Unexpected Earnings: An Empirical Analysis
by Aharony, Joseph & Dotan, Amihud
November 1993, Volume 28, Issue 4
- 449-467 Effects of Preferred Stock Re-rating on Common Stock Prices: Further Evidence
by Chandy, P R & Hsueh, L Paul & Liu, Y Angela
- 469-491 Stock Market Reactions to SFAS No. 96: Evidence from Early Bank Adopters
by Lee, Insup & Stiner, Frederic M, Jr
- 493-522 Impact of Acquisitions on Thrift Peformance
by Pantalone, Coleen C & Platt, Marjorie B
- 523-547 Determinants of Corporate Dividend Policy: A Factorial Analysis
by Alli, Kasim L & Khan, A Qayyum & Ramirez, Gabriel G
- 549-583 Corporate Leverage and Nondebt Tax Shields: Evidence on Crowding-Out
by Downs, Thomas W
- 585-605 Downside Risk and Investment Choice
by Tse, K S Maurice & Uppal, Jamshed & White, Mark A
- 607-616 Does Sentiment Explain Closed-End Fund Discounts? Evidence from Bond Funds
by Abraham, Abraham & Elan, Don & Marcus, Alan J
August 1993, Volume 28, Issue 3
- 303-327 Dividend Yields and Stock Returns: Evidence of Time Variation between Bull and Bear Markets
by Gombola, Michael J & Liu, Feng-Ying L
- 329-350 The Wealth Effects of Private Stock Placements under Regulation D
by Alli, Kasim L & Thompson, Donald J, II
- 351-370 The Effect of Managerial Ownership on Stock Split-Induced Abnormal Returns
by Szewczyk, Samuel H & Tsetsekos, George P
- 371-383 Dual Domestic Listing, Market Structure and Shareholder Wealth
by Khan, Walayet A, et al
- 385-401 Fads and the Crash of '87
by Chowdhury, Mustafa & Lin, Ji-Chai
- 403-415 Regulatory Monitoring and the Impact of Bank Holding Company Dividend Changes on Equity Returns
by Filbeck, Greg & Mullineaux, Donald J
- 417-429 Distortions in Capital Asset Acquisition and Financing under Cost-Based Reimbursement
by Trigeorgis, Lenos & Brindamour, Paul
- 431-448 The Impact of Company Pre-listing Attributes on the Market Reaction to NYSE Listings
by Edelman, Richard B & Baker, H Kent
May 1993, Volume 28, Issue 2
- 139-157 Dividend Signalling Equilibria: Quantitative Evidence from the Brussels Stock Exchange
by Beer, Francisca M
- 159-180 International Evidence on the Predictability of Stock Returns
by Cochran, Steven J & DeFina, Robert H & Mills, Leonard O
- 181-202 Do Gold Market Returns Have Long Memory?
by Cheung, Yin-Wong & Lai, Kon S
- 203-237 Joint Cross-Section/Time-Series Maximum Likelihood Estimation for the Parameters of the Cox-Ingersoll-Ross Bond Pricing Model
by Daves, Phillip R & Ehrhardt, Michael C
- 239-260 Covariance Stationarity of International Equity Markets Returns: Recent Evidence
by Wahab, Mahmoud & Lashgari, Malek
- 261-272 The Behavior of Option Implied Standard Deviations around Merger and Acquisition Announcements
by Levy, Haim & Yoder, James A
- 273-277 A Further Comment on the N-Stage Discount Model and Required Return
by Horvath, Philip A
- 279-301 Underwriter Reputation and Initial Public Offers: The Detrimental Effects of Flippers
by Carter, Richard B & Dark, Frederick H
February 1993, Volume 28, Issue 1
Printed from https://ideas.repec.org/s/bla/finrev5.html
