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Content
September 2007, Volume 30, Issue 3
- 355-377 Symmetric Versus Asymmetric Conditional Covariance Forecasts: Does It Pay To Switch?
by Susan Thorp & George Milunovich - 379-398 Liquidity And Asset Pricing Under The Three‐Moment Capm Paradigm
by Duong Nguyen & Suchismita Mishra & Arun Prakash & Dilip K. Ghosh - 399-413 Managerial Incentives And The Use Of Foreign‐Exchange Derivatives By Banks
by Lee C. Adkins & David A. Carter & W. Gary Simpson - 415-436 The Influence Of Firm‐ And Ceo‐Specific Characteristics On The Use Of Nonlinear Derivative Instruments
by Pinghsun Huang & Harley E. Ryan & Roy A. Wiggins - 437-454 Short‐Maturity Options And Jump Memory
by Tom Arnold & Jimmy E. Hilliard & Adam Schwartz
June 2007, Volume 30, Issue 2
- 163-179 A Theory Of Unwinding Of Cross‐Shareholding Under Managerial Entrenchment
by Nobuyuki Isagawa - 181-200 Do Dealers Infer Information From Order Flow?
by Bidisha Chakrabarty - 201-215 Forecasting Stock Index Volatility: Comparing Implied Volatility And The Intraday High–Low Price Range
by Charles Corrado & Cameron Truong - 217-235 Does Volatility Decrease After Reverse Stock Splits?
by Jennifer L. Koski - 237-257 The Slope Of The Term Structure Of Credit Spreads: An Empirical Investigation
by Mascia Bedendo & Lara Cathcart & Lina El‐Jahel - 259-281 Ceo Equity Portfolio Incentives And Layoff Decisions
by Jeffrey T. Brookman & Saeyoung Chang & Craig G. Rennie - 283-300 Macroeconomic News And Stock Market Calendar And Weather Anomalies
by Jeffrey R. Gerlach - 301-320 Stock Market Reaction To Anticipated Versus Surprise Rating Changes
by Lynnette D. Purda - 321-334 Concentrated Opening Volume: Market Closure Or Strategic Trading?
by Ebenezer Asem
March 2007, Volume 30, Issue 1
- 1-19 Analyst Behavior Surrounding Tender Offer Announcements
by Daniel J. Bradley & Angela G. Morgan & Jack G. Wolf - 21-33 Capital Structure, Shareholder Rights, And Corporate Governance
by Pornsit Jiraporn & Kimberly C. Gleason - 35-52 Abnormal Performance In Small Portfolios With Event‐Induced Volatility: The Case Of Stock Splits
by J. Samuel Baixauli - 53-71 What'S In A Nickname? Price And Volume Effects Of A Pure Ticker Symbol Change
by Palani‐Rajan Kadapakkam & Lalatendu Misra - 73-90 Rule Changes And Uncertainty In Discriminatory And Uniform Price Auctions
by Jaclyn Beierlein & Hideaki Kiyoshi Kato - 91-109 The Importance Of Liquidity As A Factor In Asset Pricing
by Marvin A. Keene & David R. Peterson - 111-127 Applicability Of The Fama‐French Three‐Factor Model In Forecasting Portfolio Returns
by Ou Hu - 129-146 Foreign Investor Participation In Privatizations: Does The Institutional Environment Matter?
by Narjess Boubakri & Jean‐Claude Cosset & Omrane Guedhami & Mohammed Omran - 147-162 Effect Of Fed Policy Actions On The Default Likelihood Of Commercial Banks
by Aigbe Akhigbe & Jeff Madura & Anna D. Martin
December 2006, Volume 29, Issue 4
- 441-462 Momentum: Does The Database Make A Difference?
by Bidisha Chakrabarty & Charles Trzcinka - 463-479 Individual Equity Return Data From Thomson Datastream: Handle With Care!
by Ozgur S. Ince & R. Burt Porter - 481-501 The Informational Role Of Bank Loan Ratings
by Ha‐Chin Yi & Donald J. Mullineaux - 503-522 The Use Of Acquisitions And Joint Ventures By U.S. Banks Expanding Abroad
by Kimberly C. Gleason & Ike Mathur & Roy A. Wiggins - 523-535 The Interaction Of Monetary Policy And Stock Returns
by William J. Crowder - 537-557 Valuation Of Event‐Contingent Options
by António Câmara - 559-573 Subordinated Binomial Option Pricing
by Carolyn W. Chang & Jack S. K. Chang & Yisong Sam Tian - 575-592 Are Treasury Inflation Protected Securities Really Tax Disadvantaged?
by Scott E. Hein & Jeffrey M. Mercer - 593-608 Secondary Mortgage Market Purchase Commitment Yields
by Andrea J. Heuson & Adam Schwartz & V. Carlos Slawson - 609-622 Presidential Election Uncertainty And Common Stock Returns In The United States
by Jinliang Li & Jeffery A. Born
September 2006, Volume 29, Issue 3
- 293-304 Market Timing In Regressions And Reality
by Kenneth L. Fisher & Meir Statman - 305-324 Evidence On The Compensation Of Portfolio Managers
by Heber Farnsworth & Jonathan Taylor - 325-347 Window Dressing In Bond Mutual Funds
by Matthew R. Morey & Edward S. O'Neal - 349-366 Mutual Fund Performance Persistence And Competition: A Cross‐Sector Analysis
by Aneel Keswani & David Stolin - 367-382 A Specialist'S Quoted Depth As A Strategic Choice Variable: An Application To Spread Decomposition Models
by Cecilia Caglio & Kenneth A. Kavajecz - 383-403 Are Price Limits Effective? Evidence From The Istanbul Stock Exchange
by Recep Bildik & Güzhan Gülay - 405-420 The Dynamics Of Bond Yield Spreads Around Rating Revision Dates
by Roy Batchelor & Katiuscia Manzoni - 421-439 Credit Spreads And The Zero‐Coupon Treasury Spot Curve
by Nicolas Papageorgiou & Frank S. Skinner
June 2006, Volume 29, Issue 2
- 147-162 Costs Of Financial Distress And Interest Coverage Ratios
by Michael Dothan - 163-180 Relationships And Underwriter Spreads In The Eurobond Floating Rate Note Market
by Michael G. Kollo & Ian G. Sharpe - 181-198 Industry Effects Of Analyst Stock Revisions
by Aigbe Akhigbe & Jeff Madura & Melinda Newman - 199-216 Direct Evidence On The Market‐Driven Acquisition Theory
by James S. Ang & Yingmei Cheng - 217-234 Investor Overreaction During Market Declines: Evidence From The 1997 Asian Financial Crisis
by David Michayluk & Karyn L. Neuhauser - 235-252 Mutual Fund Mortality, 12b‐1 Fees, And The Net Expense Ratio
by William P. Dukes & Philip C. English & Sean M. Davis - 253-269 Market Expectations And The Valuation Effects Of Equity Issuance
by Aigbe Akhigbe & Melinda Newman & Assem Safieddine - 271-291 The Effects Of Bank Consolidation On Risk Capital Allocation And Market Liquidity
by Chris D'Souza & Alexandra Lai
March 2006, Volume 29, Issue 1
- 1-19 Are Common Stocks A Hedge Against Inflation?
by Kul B. Luintel & Krishna Paudyal - 21-41 Intangible Assets, Book‐To‐Market, And Common Stock Returns
by James M. Nelson - 43-62 Testing The Net Buying Pressure Hypothesis During The Asian Financial Crisis: Evidence From Hang Seng Index Options
by Kam C. Chan & Louis T. W. Cheng & Peter P. Lung - 63-78 Securities Price Effects Of Unionization Legislation
by Vic Naiker & Farshid Navissi - 79-93 Identifying Regime Changes In Market Volatility
by Weiyu Guo & Mark E. Wohar - 95-112 Estimating Expected Excess Returns Using Historical And Option‐Implied Volatility
by Charles J. Corrado & Thomas W. Miller - 113-129 Divergence Of Opinion And Long‐Term Performance Of Initial Public Offerings
by Yan Gao & Connie X. Mao & Rui Zhong - 131-146 Day‐End Effect On The Paris Bourse
by David Michayluk & Gary C. Sanger
December 2005, Volume 28, Issue 4
- 487-502 Is The Book‐To‐Market Ratio A Measure Of Risk?
by Robert F. Peterkort & James F. Nielsen - 503-518 Understanding Size And The Book‐To‐Market Ratio: An Empirical Exploration Of Berk'S Critique
by Xinting Fan & Ming Liu - 519-538 Volatility Forecasts, Trading Volume, And The Arch Versus Option‐Implied Volatility Trade‐Off
by R. Glen Donaldson & Mark J. Kamstra - 539-554 Duration, Default Risk, And The Term Structure Of Interest Rates
by Yan Alice Xie & Sheen Liu & Chunchi Wu - 555-573 Do Foreign Investors Price Foreign Exchange Risk Differently?
by Taek Ho Kwon & Sung C. Bae & Jay M. Chung - 575-589 Evidence On The Market For Professional Directors
by Phyllis Y. Keys & Joanne Li - 591-608 Investor Overoptimism And Private Equity Placements
by Dalia Marciukaityte & Samuel H. Szewczyk & Raj Varma - 609-620 Matching Financial And Real Investment Options: Evidence From Warrant Calls
by Luis Garcia‐Feijóo & John S. Howe
September 2005, Volume 28, Issue 3
- 319-341 Exact Formulas For Pricing Bonds And Options When Interest Rate Diffusions Contain Jumps
by John D. Finnerty - 343-361 Exponential Duration: A More Accurate Estimation Of Interest Rate Risk
by Miles Livingston & Lei Zhou - 363-383 Estimating The Value Of Delivery Options In Futures Contracts
by Jana Hranaiova & Robert A. Jarrow & William G. Tomek - 385-402 Agent Bank Behavior In Bank Loan Syndications
by Jonathan D. Jones & William W. Lang & Peter J. Nigro - 403-419 Market Structure, Changing Incentives, And Underwriter Certification
by Steven D. Dolvin - 421-437 Can Stock Market Liberalization In Emerging Economies Mitigate Legal Systems Deficiencies?
by Wi Saeng Kim & Esmeralda Lyn & Edward J. Zychowicz - 439-459 Trading Costs Of Non‐U.S. Stocks On The New York Stock Exchange: The Effect Of Institutional Ownership, Analyst Following, And Market Regulation
by Christine X. Jiang & Jang‐Chul Kim - 461-485 The Impact Of Market Maker Concentration On Adverse‐Selection Costs For Nasdaq Stocks
by Bonnie F. Van Ness & Robert A. Van Ness & Richard S. Warr
June 2005, Volume 28, Issue 2
- 165-176 Anomalous Bidding In Short‐Term Treasury Bill Auctions
by Michael J. Fleming & Kenneth D. Garbade & Frank Keane - 177-195 Liquidity And Quote Clustering In A Market With Multiple Tick Sizes
by Kee H. Chung & Kenneth A. Kim & Pattanaporn Kitsabunnarat - 197-213 Do Tracking Stocks Reduce Information Asymmetries? An Analysis Of Liquidity And Adverse Selection
by John Elder & Pankaj K. Jain & Jang‐Chul Kim - 215-234 Underpricing And Long‐Run Performance Of Share Issue Privatizations In The Egyptian Stock Market
by Mohammed Omran - 235-259 Macroeconomic News, Stock Turnover, And Volatility Clustering In Daily Stock Returns
by Robert Connolly & Chris Stivers - 261-280 What Drives Time Variation In Emerging Market Segmentation?
by Delroy M. Hunter - 281-298 Who Are The Noise Traders?
by J. Christopher Hughen & Cynthia G. McDonald - 299-317 Evidence On Delta Hedging And Implied Volatilities For The Black‐Scholes, Gamma, And Weibull Option Pricing Models
by Robert Savickas
March 2005, Volume 28, Issue 1
- 1-20 Interstate Banking Deregulation And The Changing Nature Of Bank Mergers
by David A. Becher & Terry L. Campbell - 21-40 Sensitivity Of Investor Reaction To Market Direction And Volatility: Dividend Change Announcements
by Diane Scott Docking & Paul D. Koch - 41-57 Socially Responsible Investing And Portfolio Diversification
by Zakri Y. Bello - 59-75 The Mean‐Gini Efficient Portfolio Frontier
by Haim Shalit & Shlomo Yitzhaki - 77-96 The Effects Of Decimalization On Return Volatility Components, Serial Correlation, And Trading Costs
by Yan He & Chunchi Wu - 97-113 END‐OF‐DAY PRICING IN THE U.S. TREASURY MARKET: A COMPARISON OF GovPX AND THE FEDERAL RESERVE BANK OF NEW YORK
by Susan D. Jordan & David R. Kuipers - 115-131 Market Structure And Trading Volume
by Anne‐Marie Anderson & Edward A. Dyl - 133-163 Trade Size And Informed Trading: Which Trades Are “Big”?
by Frank Heflin & Kenneth W. Shaw
December 2004, Volume 27, Issue 4
- 449-459 Models Of Stock Market Predictability
by Burton G. Malkiel - 461-479 Can Inefficient Traders Create Value?
by C. N. V. Krishnan - 481-495 Financial Contracting Between Managers And Venture Capitalists: The Role Of Value‐Added Services, Reputation Seeking, And Bargaining Power
by Richard Fairchild - 497-519 Price And Quantity Quotes On Nasdaq: A Study Of Dealer Quotation Behavior
by Kee H. Chung & Xin Zhao - 521-537 THE PRICING OF EQUITY CARVE‐OUTS DURING THE 1990s
by Karen M. Hogan & Gerard T. Olson - 539-557 Underwriter Reputation And Aftermarket Performance Of Closed‐End Funds
by Lena Chua Booth - 559-583 The Wealth Effects Of Tracking Stock Restructurings
by Matthew T. Billett & Anand M. Vijh - 585-601 Analyzing Stock Market Volatility Using Extreme‐Day Measures
by Charles P. Jones & Mark D. Walker & Jack W. Wilson - 603-604 Book Review
by Ray R. Sturm
September 2004, Volume 27, Issue 3
- 309-328 Trading Costs And Quote Clustering On The Nyse And Nasdaq After Decimalization
by Kee H. Chung & Bonnie F. Van Ness & Robert A. Van Ness - 329-339 Warrant Pricing Using Observable Variables
by Andrey D. Ukhov - 341-349 The Fama‐French Model, Leverage, And The Modigliani‐Miller Propositions
by Martin Lally - 351-372 All Things Considered, Taxes Drive The January Effect
by Honghui Chen & Vijay Singal - 373-391 Market Timing Of International Stock Markets Using The Yield Spread
by Wei (Wendy) Liu & Bruce G. Resnick & Gary L. Shoesmith - 393-413 Asymmetric Covariance, Volatility, And The Effect Of News
by Warren G. Dean & Robert W. Faff - 415-433 When‐Issued Shares, Small Trades, And The Variance Of Returns Around Stock Splits
by James J. Angel & Raymond M. Brooks & Prem G. Mathew - 435-446 The Gramm‐Leach‐Bliley Act Of 1999: Risk Implications For The Financial Services Industry
by Aigbe Akhigbe & Ann Marie Whyte - 447-448 Book Review
by Yaman Ömer Erzurumlu
June 2004, Volume 27, Issue 2
- 161-178 Do Demand Curves for Small Stocks Slope Down?
by Ernest N. Biktimirov & Arnold R. Cowan & Bradford D. Jordan - 179-197 Free Float And Market Liquidity: A Study Of Hong Kong Government Intervention
by Kalok Chan & Yue‐Cheong Chan & Wai‐Ming Fong - 199-216 Board Composition And Corporate Use Of Interest Rate Derivatives
by Kenneth A. Borokhovich & Kelly R. Brunarski & Claire E. Crutchley & Betty J. Simkins - 217-233 Unit Ipos: The Who, When, And Why Of Warrant Amendment
by Jacqueline L. Garner & Beverly B. Marshall - 235-249 Does Information Asymmetry Explain The Diversification Discount?
by Ronald W. Best & Charles W. Hodges & Bing‐Xuan Lin - 251-272 Convexity: A Comparison And Reconciliation Of Its Different Forms
by Louis D'Antonio & Thomas J. Cook - 273-287 Anomalies: Is it the Economy?
by TeWhan Hahn & Michele O'Neill & Mario G. Reyes - 289-306 Performance Evaluation Of U.K. Unit Trusts Within The Stochastic Discount Factor Framework
by Jonathan Fletcher & David N. Forbes - 307-308 Book Review
by J. Edward Graham
March 2004, Volume 27, Issue 1
- 1-30 Relational Investing And Firm Performance
by Sanjai Bhagat & Bernard Black & Margaret Blair - 31-54 Equity‐Based Compensation for Employees: Firm Performance and Determinants
by Melissa B. Frye - 55-73 Competition For Board Seats Following Stock‐For‐Stock Mergers
by Wallace N. Davidson & Sameh Sakr & Yixi Ning - 75-94 Decimals And Liquidity: A Study Of The Nyse
by Sugato Chakravarty & Robert A. Wood & Robert A. Van Ness - 95-114 Contagion in financial markets after September 11: myth or reality?
by Mark T. Hon & Jack Strauss & Soo‐Keong Yong - 115-132 The Evolution Of Bank Resolution Policies In Japan: Evidence From Market Equity Values
by Mark M. Spiegel & Nobuyoshi Yamori - 133-141 Syndicated Loan Announcements and Borrower Value
by Dominic Gasbarro & Kim‐Song Le & Robert G. Schwebach & J. Kenton Zumwalt - 143-158 Optionality and Daily Dynamics of Convenience Yield Behavior: An Empirical Analysis
by Ahmet E. Kocagil - 159-159 Book Review
by William T. Moore
December 2003, Volume 26, Issue 4
- 421-447 The Information Content Of Calls Of Debt: Evidence From Long‐Run Stock Returns
by John Affleck‐Graves & Robert E. Miller - 449-468 The Market's Differential Reactions to Forward‐Looking and Backward‐Looking Dividend Changes
by Bong‐Soo Lee & Nairong Allen Yan - 469-486 The Operating Performance of Firms that Switch Their Stock Listings
by George J. Papaioannou & Nickolaos G. Travlos & K. G. Viswanathan - 487-500 The Announcement Effects of U.S. versus non‐U.S. Bank Mergers: Do They Differ?
by Gayle L. DeLong - 501-515 The Effect Of International Acquisitions on Firm Leverage
by Imed Chkir & Jean‐Claude Cosset - 517-534 A Comparison of Underwriting Costs of Initial Public Offerings by Investment and Commercial Banks
by Paige Fields & Donald Fraser & Rahul Bhargava - 535-551 Will Any q Do?
by Peter J. DaDalt & Jeffrey R. Donaldson & Jacqueline L. Garner - 553-570 Cash Flow Immediacy and the Value of Investment Timing
by Glenn W. Boyle & Graeme A. Guthrie
September 2003, Volume 26, Issue 3
- 275-299 Equity Market Liberalization in Emerging Markets
by Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad - 301-318 Competition For Order Flow, Market Quality, And Price Discovery In The Nasdaq 100 Index Tracking Stock
by Yiuman Tse & Grigori Erenburg - 319-339 The Effects of Unanticipated Macroeconomic News on Debt Markets
by Rohan Christie‐David & Mukesh Chaudhry & James T. Lindley - 341-354 Ceo Compensation And The Transformation Of Banking
by Maretno A. Harjoto & Donald J. Mullineaux - 355-370 The Effect Of Stock Splits On Liquidity And Excess Returns: Evidence From Shareholder Ownership Composition
by Patrick Dennis & Deon Strickland - 371-387 Do Emerging Market Firms Follow Different Dividend Policies From U.S. Firms?
by Varouj Aivazian & Laurence Booth & Sean Cleary - 389-404 Nonlinear Drift And Stochastic Volatility: An Empirical Investigation Of Short‐Term Interest Rate Models
by Licheng Sun - 405-420 Membership On Editorial Boards And Finance Department Rankings
by Kam C. Chan & Robert C. W. Fok
June 2003, Volume 26, Issue 2
- 149-164 Option Pricing Bounds: Synthesis And Extension
by Ricardo J. Rodriguez - 165-178 Event‐Induced Volatility and Tests for Abnormal Performance
by Robert Savickas - 179-189 Systematic Risk and Revenue Volatility
by Harry F. Griffin & Michael T. Dugan - 191-206 Intraday Variation in the Bid‐Ask Spread: Evidence after the Market Reform
by Kee H. Chung & Xin Zhao - 207-224 The Post‐Reform Bid‐Ask Spread Disparity between Nasdaq and the NYSE
by Yan He & Chunchi Wu - 225-242 The Nasdaq‐Amex Merger, Nasdaq Reforms, and the Liquidity of Small Firms
by Travis R. A. Sapp & Xuemin (Sterling) Yan - 243-257 An Analysis of Closed‐end Fund Seasoned Equity Offerings
by Eric James Higgins & Shawn Howton & Shelly Howton - 259-274 The Determinants of Conditional Autocorrelation in Stock Returns
by Michael D. McKenzie & Robert W. Faff
March 2003, Volume 26, Issue 1
- 1-18 Do Female Mutual Fund Managers Manage Differently?
by Stanley M. Atkinson & Samantha Boyce Baird & Melissa B. Frye - 19-30 Regulation And The Rise In Asset‐Based Mutual Fund Management Fees
by Joseph Golec - 31-50 Deciphering the Motives for Equity Carve‐Outs
by Eric A. Powers - 51-64 Dividend Omissions and Intraindustry Information Transfers
by Gary L. Caton & Jeremy Goh & Ninon Kohers - 65-75 Order Imbalance on Ex‐Dividend Days
by Keith Jakob & Tongshu Ma - 77-95 Price Discovery Between Informationally Linked Markets During Different Trading Phases
by Allan Hodgson & Abul Masih & Rumi Masih - 97-112 The Intraday Relation between NYSE and CBOE Prices
by Brian C. Hatch - 113-127 What Drives Stock Price Behavior Following Extreme One‐Day Returns
by Stephen J. Larson & Jeff Madura - 129-146 A Duration Model For Defaultable Bonds
by Gady Jacoby - 147-147 Book Review
by Rohan Christie‐David
December 2002, Volume 25, Issue 4
- 447-462 On the Statistical Significance of Event Effects on Unsystematic Volatility
by Jimmy E. Hilliard & Robert Savickas - 463-476 The Hull and White Model of the Short Rate: An Alternative Analytical Representation
by Dwight Grant & Gautam Vora - 477-484 Cross‐Listings and Home Market Trading Volume: The Case of Malaysia and Singapore
by Sie Ting Lau & Thomas H. McInish - 485-505 Estimating the Probability of Informed Trading
by Ken Nyholm - 507-520 Explaining Monday Returns
by Paul Draper & Krishna Paudyal - 521-539 Commonality in Liquidity: Evidence from an Order‐Driven Market Structure
by Paul Brockman & Dennis Y. Chung - 541-557 Diversification Benefits of iShares and Closed‐End Country Funds
by Anita K. Pennathur & Natalya Delcoure & Dwight Anderson - 559-575 The Effect of Credit Risk on Bank and Bank Holding Company Bond Yields: Evidence from the Post‐FDICIA Period
by Julapa Jagtiani & George Kaufman & Catharine Lemieux - 577-592 The Costs of Issuing Preferred Stock
by Mukesh Bajaj & Sumon C. Mazumdar & Atulya Sarin - 593-594 Optimal Control of Credit Risk
by Steven V. Mann
September 2002, Volume 25, Issue 3
- 305-320 Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long‐Run Test of the Mundell‐Tobin Hypothesis
by Keshab Shrestha & Sheng‐Syan Chen & Cheng‐few Lee - 321-335 The Effect of Time‐Series and Cross‐Sectional Heterogeneity on Panel Unit Root Test Power
by John M. Geppert & Timothy E. Jares & Angeline M. Lavin - 337-352 Stock Returns and Operating Performance of Securities Issuers
by Gil S. Bae & Jinho Jeong & Huey‐Lian Sun & Alex P. Tang - 353-366 Forecasting Emerging Market Exchange Rates from Foreign Equity Options
by Ting‐Heng Chu & Steve Swidler - 367-382 An Investigation of the Effect of the 1990 Reserve Requirement Change on Financial Asset Prices
by Jonathan D. Stewart & Scott E. Hein - 383-397 Momentum Strategies: Evidence from Pacific Basin Stock Markets
by Allaudeen Hameed & Yuanto Kusnadi - 399-413 Competitive and Information Effects of Cross‐Border Stock Listings
by Bruce M. Bradford & Anna D. Martin & Ann Marie Whyte - 415-430 Are All Security Analysts Equal?
by Carl R. Chen & Kam C. Chan & Thomas L. Steiner - 431-444 On the Role of Futures Trading in Spot Market Fluctuations: Perpetrator of Volatility or Victim of Regret?
by Ali F. Darrat & Shafiqur Rahman & Maosen Zhong - 445-446 Analysis of Financial Time Series
by Rohan Christie‐David
June 2002, Volume 25, Issue 2
- 159-168 The Biggest Mistakes We Teach
by Jay R. Ritter - 169-186 Are the Best Small Companies the Best Investments?
by W. Scott Bauman & C. Mitchell Conover & Don R. Cox - 187-202 An Analysis of Nonunderwritten Rights Offers: The Case of Closed‐END Funds
by James A. Miles & Mark A. Peterson - 203-221 Government Bond Market Seasonality, Diversification, and Cointegration: International Evidence
by Kenneth L. Smith - 223-245 News Releases, Market Integration, and Market Leadership
by Rohan Christie‐David & Mukesh Chaudhry & Walayet Khan - 247-262 Consolidating Corporate Control: Divisional Versus Whole‐Company Leveraged Buyouts
by Sung C. Bae & Hoje Jo - 263-278 Merger Announcements and Trading
by N. Asli Ascioglu & Thomas H. McInish & Robert A. Wood - 279-282 Skewness and Kurtosis Implied by Option Prices: A Correction
by Christine A. Brown & David M. Robinson - 283-299 A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility
by Martin Martens & Yuan‐Chen Chang & Stephen J. Taylor - 301-302 The Random Character of Currency Prices
by Bruce G. Resnick - 302-303 Increasing Shareholder Value: Distribution Policy, A Corporate Challenge
by H. Kent Baker
March 2002, Volume 25, Issue 1
- 1-17 Firm Transparency and the Costs of Going Public
by James S. Ang & James C. Brau - 19-38 Forms of Foreign Investment Liberalization and Risk in Emerging Stock Markets
by Kent Hargis - 39-57 Intra‐Industry Reactions to Stock Split Announcements
by Oranee Tawatnuntachai & Ranjan D'Mello - 59-80 Differences in Performance of Independent and Finance‐Affiliated Venture Capital Firms
by Kangmao Wang & Clement K. Wang & Qing Lu - 81-98 Gains to Mutual Fund Sponsors Offering Multiple Share Class Funds
by Vance P. Lesseig & D. Michael Long & Thomas I. Smythe - 99-109 Valuing the Option to Purchase an Asset at a Proportional Discount
by Anthony Yanxiang Gu - 111-124 The Firm Size Effect and the Economic Cycle
by Moon K. Kim & David A. Burnie - 125-139 Monetary Policy and the Cross‐Section of Expected Stock Returns
by Gerald R. Jensen & Jeffrey M. Mercer