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December 1995, Volume 18, Issue 4
- 383-400 Evidence On The Behavior Of Bid And Ask Prices At The Turn Of The Year: Implications For The Survival Of Stock Return Seasonality
by Steven L. Jones & Winson Lee - 401-414 Bid-Ask Spread And Ownership Structure
by Omesh Kini & Shehzad Mian - 415-430 Determinants Of Persistence In Relative Performance Of Mutual Funds
by David A. Volkman & Mark E. Wohar - 431-447 Long-Run Relations In Exchange Markets: A Test Of Covered Interest Parity
by Sarath P. Abeysekera & Harry J. Turtle - 449-463 On Estimating Stock Market Volatility: An Exploratory Approach
by John A. MacDonald & Hany A. Shawky - 465-477 Abnormal Returns And Analysts' Earnings Forecast Revisions Associated With The Publication Of “Stock Highlights” By Value Line Investment Survey
by David R. Peterson & Pamela P. Peterson - 479-493 Volatility And Liquidity At Nyse Opening Calls: A Closer Look
by Jie-Haun Lee & Ji-Chai Lin
September 1995, Volume 18, Issue 3
- 261-279 A Multifactor Model Of The Quality Option In Treasury Futures Contracts
by Peter Ritchken & L. Sankarasubramanian - 281-297 Managerial Ownership Change And Firm Value: Evidence From Dual-Class Recapitalizations And Insider Trading
by Robert C. Hanson & Moon H. Song - 299-309 Tests Of Random Walk And Market Efficiency For Latin American Emerging Equity Markets
by Jorge L. Urrutia - 311-327 Informed Trading Risk And Bid-Ask Spread Changes Around Open Market Stock Repurchases In The Nasdaq Market
by Diana R. Franz & Ramesh P. Rao & Niranjan Tripathy - 329-350 Price And Volume Effects Associated With The Creation Of Standard & Poor'S Midcap Index
by M. Cary Collins & James W. Wansley & Breck Robinson - 351-381 A No-Arbitrage Martingale Analysis For Jump-Diffusion Valuation
by Carolyn W. Chang
June 1995, Volume 18, Issue 2
- 129-142 The Effect Of Size, Book-To-Market Equity, Prior Returns, And Beta On Stock Returns: January Versus The Remainder Of The Year
by L. Franklin Fant & David R. Peterson - 143-156 The Speed Of Adjustment Of Prices To Private Information: Empirical Tests
by Ji-Chai Lin & Michael S. Rozeff - 157-170 Equity Valuation Effects Of Forced Warrant Exercise
by L. Paige Fields & William T. Moore - 171-188 Long-Term And Short-Term Causal Relations Between Dividends And Stock Prices: A Test Of Lintner'S Dividend Model And The Present Value Model Of Stock Prices
by Hyun Mo Sung & Jorge L. Urrutia - 189-206 Anatomy Of Satellite Trading In The National Market System For Nyse-Listed Stocks
by James L. Hamilton - 207-222 External Financing, Liquidity, And Capital Expenditures
by William Beranek & Christopher Cornwell & Sunho Choi - 223-237 Dynamic Relations Between Macroeconomic Variables And The Japanese Stock Market: An Application Of A Vector Error Correction Model
by Tarun K. Mukherjee & Atsuyuki Naka - 239-260 The Role Of Information And The Time Between Trades: An Empirical Investigation
by Roy A. Fletcher
March 1995, Volume 18, Issue 1
- 1-13 Bank Exposure To Interest Rate Risk: A Global Perspective
by Jeff Madura & Emilio R. Zarruk - 15-32 Reorganization And Financial Distress: An Empirical Investigation
by Sudip Datta & Mai E. Iskandar‐Datta - 33-44 The Influence Of Organized Options Trading On Stock Price Behavior Following Large One‐Day Stock Price Declines
by David R. Peterson - 45-57 Insider Trading Effects On Stock Returns Around Open‐Market Stock Repurchase Announcements: An Empirical Study
by Elias Raad & H. K. Wu - 59-74 The Individual Investor
by M. J. Brennan - 75-88 The Relation Among Dividend Policy, Firm Size, And The Information Content Of Earnings Announcements
by Haim Mozes & Donna Rapaccioli - 89-101 An Indirect Test For Dividend Relevance
by Mazhar A. Siddiqi - 103-114 Evidence On The Role Of Taxes On Financing Choice: Consideration Of Mandatorily Redeemable Preferred Stock
by Mary Ellen Carter & Gil B. Manzon Jr. - 115-127 Time‐To‐Build Effects And The Term Structure
by Jack Strauss & Guofu Zhou
December 1994, Volume 17, Issue 4
- 449-464 The Dividend Payouts Of Private Firms: Evidence From Tax Court Decisions
by Ramesh K. S. Rao & Susan A. White - 465-479 Tactical Asset Allocation: Can It Work?
by Joong-soo Nam & Ben Branch - 481-493 The Valuation Effects Of Out-Of-The-Money Calls Of Convertible Securities
by Alex P. Tang & Palani-Rajan Kadapakkam & Ronald F. Singer - 495-516 Simultaneous Debt And Equity Issues And Capital Structure Targets
by Randall S. Billingsley & David M. Smith & Robert E. Lamy - 517-530 An Investigation Into The Causality Among Firms' Dividend, Investment, And Financing Decisions
by Mbodja Mougoué & Tarun K. Mukherjee - 531-538 The Nonparallel Weekend Effect In The Stock And Bond Markets
by J. Clay Singleton & John R. Wingender - 539-549 Foreign Exchange Market Reaction To The U.S.-Canada Free Trade Agreement
by Kedreth Hogan & Jahangir Sultan - 551-559 Is The Real Interest Rate Really Unstable?
by Seungmook Choi - 561-584 The Pricing And Hedging Of Limited Exercise Caps And Spreads
by Don M. Chance - 585-596 Commercial Bank Risk: Market, Interest Rate, And Foreign Exchange
by Jill L. Wetmore & John R. Brick
September 1994, Volume 17, Issue 3
- 301-319 Variance, Return, And High-Low Price Spreads
by Ji-Chai Lin & Michael S. Rozeff - 321-332 Compensation Contracts Of Chief Executive Officers: Determinants Of Pay-Performance Sensitivity
by Robert L. Lippert & William T. Moore - 333-346 Excess Returns Of Index Replacement Stocks: Evidence Of Liquidity And Substitutability
by Robert O. Edmister & A. Steven Graham & Wendy L. Pirie - 347-361 Risk-Return Seasonality And Macroeconomic Variables
by Partha Gangopadhyay - 363-373 Using Dividend Policy And Managerial Ownership To Reduce Agency Costs
by Diane K. Schooley & L. Dwayne Barney Jr. - 375-386 Bid-Ask Spread Components Around Anticipated Announcements
by Raymond M. Brooks - 387-401 Rational Expectations And The Dynamic Adjustment Of Security Analysts' Forecasts To New Information
by Lucy F. Ackert & William C. Hunter - 403-415 On Computing Bond Returns: The Evaluation Of Low-Grade Debt
by Michael J. Alderson & Terry L. Zivney - 417-426 The Valuation Effects Of Frequent Common Stock Issuances
by Wm R McDaniel & Jeff Madura & Aigbe Akhigbe - 427-438 Regularities In The Variation Of Skewness In Asset Returns
by Lakshman A. Alles & John L. Kling - 439-448 Stock Price Behavior Of Pure Capital Structure Issuance And Cancellation Announcements
by Robert M. Hull
June 1994, Volume 17, Issue 2
- 147-159 Probability Of Price Reversal And Relative Noise In Stock And Option Markets
by Michel Gendron & Nabil Khoury & Pierre Yourougou - 161-173 An Analysis Of The Wall Street Journal'S Coverage Of Corporate News And The Research Design Of Event Studies
by Jot Yau & Michael G. Ferri & Timothy F. Sugrue - 175-186 The Effect Of The 1986 Tax Reform Act On Ex-Dividend Day Return Behavior
by Ki C. Han - 187-203 Nonlinear Dynamics And The Distribution Of Daily Stock Index Returns
by B. Wade Brorsen & Seung-Ryong Yang - 205-216 The Wealth Effects Of Announcements Of R&D Expenditure Increases
by Zaher Z. Zantout & George P. Tsetsekos - 217-229 Open Market Stock Repurchase Programs And Liquidity
by James B. Wiggins - 231-240 A Re-Examination Of The Effect Of 12b–1 Plans On Mutual Fund Expense Ratios
by Robert W. McLeod & D. K. Malhotra - 241-254 Thin Trading And The Estimation Of Betas: The Efficacy Of Alternative Techniques
by Jan Bartholdy & Allan Riding - 255-270 Intraday Changes In Target Firms' Share Price And Bid-Ask Quotes Around Takeover Announcements
by Robert Jennings - 271-288 Causality Tests Of The Real Stock Return-Real Activity Hypothesis
by George W. Gallinger - 289-300 The Differential Effects Of Deregulation On Savings And Loan Associations And Banks
by Duane B. Graddy & Reuben Kyle & Thomas H. Strickland
March 1994, Volume 17, Issue 1
- 1-14 Investment Performance Of International Mutual Funds
by William G. Droms & David A. Walker - 15-29 Convertible Debt And Investment Incentives
by T. Harikumar & P. Kadapakkam & Ronald F. Singer - 31-43 Overreaction And Reverse Anticipation: Two Related Puzzles?
by Youguo Liang & Donald J. Mullineaux - 45-63 Stockholder Returns Among Homogeneous Groups Of Mergers
by Granville M. Sawyer & Ronald E. Shrieves - 65-75 Investor Tax‐Trading Opportunities And Discounts On Closed‐End Mutual Funds
by Chang‐Soo Kim - 77-90 An Analysis Of The Underwriter Selection Process For Initial Public Offerings
by Glenn A. Wolfe & Elizabeth S. Cooperman & Stephen P. Ferris - 91-104 Capital Structure Management As A Motivation For Calling Convertible Debt
by Douglas R. Emery & Mai E. Iskandar‐Datta & Jong‐Chul Rhim - 105-116 Time‐Series Properties Of The Equity Risk Premium
by John M. Clinebell & Douglas R. Kahl & Jerry L. Stevens - 117-131 The Influence Of Predictability On Differences In The Market Reaction To Debt And Equity Issue Announcements
by Mark Bayless - 133-146 The Changing Risk Profile Of U.S.‐Based Multinational Corporations Exposed To European Community Markets
by Karen Chambliss & Jeff Madura & Francis W. Wright
December 1993, Volume 16, Issue 4
- 1-1 A Note From The Editors
by Robert S. Hansen & Arthur J. Keown - 269-283 Dual Betas From Bull And Bear Markets: Reversal Of The Size Effect
by Ravinder K. Bhardwaj & LeRoy D. Brooks - 285-297 Intraday Trading Patterns In The Equity Options Markets
by Raj Aggarwal & Edward Gruca - 299-308 Golden Parachutes: Incentive Aligners, Management Entrenchers, or Takeover Bid Signals?
by Jeffery A. Born & Emery A. Trahan & Hugo J. Faria - 309-320 The Debt Maturity Choice: An Empirical Investigation
by Karlyn Mitchell - 321-336 The Financing And Investment Of A Levered Firm Under Asymmetric Information
by Steven Raymar - 337-350 Mean And Volatility Spillovers Across Major National Stock Markets: Further Empirical Evidence
by Panayiotis Theodossiou & Unro Lee - 351-365 The Effects Of Overpayment And Form Of Financing On Bidder Returns In Mergers And Tender Offers
by Hyun Mo Sung - 367-376 On Improving The Performance Of The Market Model
by Ashok J. Robin - 377-384 Tax-Loss Selling, Institutional Investors, And The January Effect: A Note
by Stan Eakins & Susan Sewell
September 1993, Volume 16, Issue 3
- 181-192 Firm Performance And Security Type In Seasoned Offerings: An Empirical Examination Of Alternative Signaling Models
by Ajay Patel & Douglas R. Emery & Yul W. Lee - 193-207 Informational Versus Price-Pressure Effects: Evidence From Secondary Offerings
by Carl D. Hudson & Marlin R. H. Jensen & William N. Pugh - 209-220 Security Return Distributions And Market Structure: Evidence From The Nyse/Amex And The Nasdaq Markets
by Raj Aggarwal & Reena Aggarwal - 221-236 Unlisted Trading Privileges, Liquidity, And Stock Returns
by Walayet A. Khan & H. Kent Baker - 237-249 Trade Sizes And Theories Of The Bid-Ask Spread
by Paul A. Laux - 251-260 A Test Of The Easterbrook Hypothesis Regarding Dividend Payments And Agency Costs
by Jeffery A. Born & James N. Rimbey - 261-268 A Re-Examination Of The Proxy Hypothesis
by Y. Angela Liu & L. Paul Hsueh & Ronnie J. Clayton
June 1993, Volume 16, Issue 2
- 89-106 Variance Bound Tests Of Bond Market Efficiency
by Chao-Hsi Huang & Louis H. Ederington - 107-121 Intraday Market Behavior And The Extent Of Feedback Between S&P 500 Futures Prices And The S&P 500 Index
by Ira G. Kawaller & Paul D. Koch & Timothy W. Koch - 123-138 Did Black Monday Have A Permanent Effect?
by Robert L. Albert Jr. & Timothy R. Smaby & Steve B. Wyatt - 139-150 Considering Dividend Stability In The Relation Between Dividend Yields And Stock Returns
by Michael J. Gombola & Feng-Ying Liu - 151-160 Consistent Estimation Of Residual Variance In Regulatory Event Studies
by Marcus A. Ingram & Virginia C. Ingram - 161-170 The Effects Of The Insider Trading Sanctions Act Of 1984: The Case Of Seasoned Equity Offerings
by Thomas H. Eyssell & James P. Reburn - 171-179 A Note On The Value Line Stock Highlight Effect
by P. R. Chandy & John W. Peavy III & William Reichenstein
March 1993, Volume 16, Issue 1
- 1-9 Prepayment Risk And The Duration Of Default‐Free Mortgage‐Backed Securities
by Gary A. Anderson & Joel R. Barber & Chun‐Hao Chang - 11-21 Valuation Effect Of Issuing Nonsubordinated Versus Subordinated Debt
by Alex P. Tang & Ronald F. Singer - 23-37 Optimal Bond Call Policies Under Transactions Costs
by David C. Mauer - 39-48 Dutch Auction Versus Fixed‐Price Self‐Tender Offers: Do Firms Overpay In Fixed‐Price Offers?
by David R. Peterson & Pamela P. Peterson - 49-59 Insiders, Outsiders, Or Trend Chasers?: An Investigation Of Pre‐Takeover Transactions In The Shares Of Target Firms
by Thomas H. Eyssell & Nasser Arshadi - 61-70 Twenty‐Five Years Of Tax Law Changes And Investor Response
by David Lynn Skinner - 71-75 An Implicit Measure Of The Effective Bid‐Ask Spread: A Note
by Carolyn W. Chang & Jack S. K. Chang - 77-88 The Costs Of Equity Issues Since Rule 415: A Closer Look
by David J. Denis
December 1992, Volume 15, Issue 4
- 297-305 Division Management Buyouts Of Unrelated Divisions Without A Sales Price Reported
by Rodney L. Roenfeldt & Neil W. Sicherman & Jack W. Trifts - 307-315 Quality Dispersion And The Feasibility Of Dividends As Signals
by Ricardo J. Rodriguez - 317-321 Effects Of Agency And Transaction Costs On Dividend Payout Ratios: Further Evidence Of The Agency-Transaction Cost Hypothesis
by Stephen J. Dempsey & Gene Laber - 323-339 Equity Issues And Tobin'S Q: New Evidence Regarding Alternative Information Release Hypotheses
by Peter A. Brous & Omesh Kini - 341-354 Underwriter Reputation And Repetitive Public Offerings
by Richard B. Carter - 355-368 Hedging Interest Rate Risk Under Term Structure Effects: An Application To Financial Institutions
by Jimmy E. Hilliard & Susan D. Jordan - 369-387 Filter Rule Tests Of The Economic Significance Of Serial Dependencies In Daily Stock Returns
by Charles J. Corrado & Suk-Hun Lee
September 1992, Volume 15, Issue 3
- 189-205 A Further Understanding Of Stock Distributions: The Case Of Reverse Stock Splits
by David R. Peterson & Pamela P. Peterson - 207-217 Stock Price Reactions To Dividend And Earnings Announcements: Contemporaneous Versus Noncontemporaneous Announcements
by Albert Eddy & Bruce Seifert - 219-230 An Empirical Test Of The Timing Of Bond-Refunding Decisions
by Janet S. Thatcher & John G. Thatcher - 231-251 Pricing Nikkei Put Warrants: Some Empirical Evidence
by K. C. Chen & R. Stephen Sears & Manuchehr Shahrokhi - 253-263 The Analytics Of Relative Holding-Period Risks For Bonds
by Duane Stock - 265-276 Intraday Variations In Trading Activity, Price Variability, And The Bid-Ask Spread
by Pei-Hwang Wei - 277-283 Market Model Corrected For Generalized Autoregressive Conditional Heteroscedasticity And The Small Firm Effect
by Asim K. Ghosh - 285-296 The Term Structure Of Interest Rates As A Cointegrated System: Empirical Evidence From The Eurocurrency Market
by Mbodja Mougoué
June 1992, Volume 15, Issue 2
- 91-100 The Links Between Trading Time And Market Volatility
by Joel F. Houston & Michael D. Ryngaert - 101-112 Stock Price And Degree Of Neglect As Determinants Of Stock Returns
by Ravinder K. Bhardwaj & LeRoy D. Brooks - 113-125 Empirical Evidence On The Impact Of The Bid-Ask Spread On The Characteristics Of Crsp Daily Returns
by P. C. Venkatesh - 127-137 Early Exercise Of American Index Options
by Dan W. French & Edwin D. Maberly - 139-147 A Re-Examination Of The Relationship Between Closed-End Fund Discounts And Expenses
by Raman Kumar & Gregory M. Noronha - 149-166 Leveraging The Underinvestment Problem: How High Debt And Management Shareholdings Solve The Agency Costs Of Free Cash Flow
by Gerald T. Garvey - 167-180 Production Technology, Nondebt Tax Shields, And Financial Leverage
by Timothy Manuel & Eugene Pilotte - 181-188 The Impact Of The Insider Trading Scandal On The Information Content Of The Wall Street Journal'S “Heard On The Street” Column
by Pu Liu & Stanley D. Smith & Azmat A. Syed
March 1992, Volume 15, Issue 1
- 1-10 Dividend Policy And The Bid‐Ask Spread: An Empirical Analysis
by John S. Howe & Ji‐Chai Lin - 11-26 A Test Of A Risk‐Adjusted Dividend Capitalization Model: The Case Of Liquidating Firms
by Terrance R. Skantz & Roberto Marchesini - 27-37 The Intraday Interdependence Structure Between U.S. And Japanese Equity Markets
by Kent G. Becker & Joseph E. Finnerty & Alan L. Tucker - 39-56 Adverse Selection, Spread Behavior, And Over‐The‐Counter Seasoned Equity Offerings
by Niranjan Tripathy & Ramesh P. Rao - 57-67 Antitakeover Charter Amendments: Effects On Corporate Decisions
by William N. Pugh & Daniel E. Page & John S. Jahera - 69-76 The Weekend Effect And Corporate Dividend Announcements
by John D. Schatzberg & Prabir Datta - 77-90 All‐Equity Firms And The Balancing Theory Of Capital Structure
by John C. Gardner & Charles A. Trzcinka
December 1991, Volume 14, Issue 4
- 287-302 Bond Refunding In Efficient Markets: A Dynamic Analysis With Tax Effects
by Raymond C. Chiang & M. P. Narayanan - 303-315 Hourly Returns, Volume, Trade Size, And Number Of Trades
by Thomas H. McInish & Robert A. Wood - 317-325 Dealer Bid-Ask Spreads And Options Trading On Over-The-Counter Stocks
by Ramesh P. Rao & Niranjan Tripathy & William P. Dukes - 327-336 Forecasting The Treasury Bill Rate: A Time-Varying Coefficient Approach
by Thomas C. Chiang & Douglas R. Kahl - 337-343 Default Risk Premia In The Near-Cash Investment Market: The Case Of Auction Rate Preferred Stock Versus Commercial Paper
by Daniel T. Winkler & George B. Flanigan - 347-358 Eroding Market Imperfections, Reintermediation, And Disintermediation
by John C. Easterwood & George Emir Morgan - 359-369 Benchmark Error And The Small Firm Effect: A Revisit
by K. C. John Wei & Stanley R. Stansell
September 1991, Volume 14, Issue 3
- 181-196 The Arbitrage Pricing Theory And Cost-Of-Capital Estimation: The Case Of Electric Utilities
by David H. Goldenberg & Ashok J. Robin - 197-206 Private Information Acquisition In Experimental Markets Prone To Bubble And Crash
by Ronald R. King - 207-216 A Test Of The Risk Premium Hypothesis
by Mohammad Najand - 217-232 Further Analysis Of The Put-Call Parity Implied Risk-Free Interest Rate
by George M. Frankfurter & Wai K. Leung - 233-239 Risk-Taking Incentives Of Banks And Risk-Adjusted Deposit Insurance
by Lawrence G. Goldberg & T. Harikumar - 241-247 A Certainty Equivalent Approach To Municipal Bond Default Risk Estimation
by Chunchi Wu - 249-253 Tax Schedule Changes And Discount Bond Prices
by Ricardo J. Rodriguez - 255-262 Ex-Dividend Day Price Changes And Implied Tax Rates: An Evaluation
by Jean-Marie Gagnon & Jean-Marc Suret - 263-275 The Earnings-Price And Standardized Unexpected Earnings Effects: One Anomaly Or Two?
by James B. Wiggins - 277-286 Causality Tests Of Short Sales On The New York Stock Exchange
by Anand K. Bhattacharya & George W. Gallinger
June 1991, Volume 14, Issue 2
- 93-103 Equity Valuation Effects Of Warrant-Debt Financing
by Katherine L. Phelps & William T. Moore & Rodney L. Roenfeldt - 105-115 The Two-State Interest Rate Model For Pricing Bonds: An Empirical Analysis
by Yatin N. Bhagwat & Michael C. Ehrhardt & David W. Johnson - 117-127 The Relationship Between Otc Bid-Ask Spreads And Dealer Size: The Impact Of Order-Processing And Diversification Costs
by Niranjan Tripathy & Richard L. Peterson - 129-139 The Dealer And Market Concepts Of Bid-Ask Spread: A Comparison For Nasdaq Stocks
by James L. Hamilton - 141-151 The Effect Of Traded Option Introduction On Shareholder Wealth
by Wi Saeng Kim & Colin M. Young - 153-165 Bank Failure And Contagion Effects: Evidence From Hong Kong
by Gerald D. Gay & Stephen G. Timme & Kenneth Yung - 167-179 An Analysis Of Regulated Rates Of Return For Wholly Owned Subsidiaries
by John R. Ezzell & H. Christine Hsu & James A. Miles
March 1991, Volume 14, Issue 1
- 1-1 From The Editors
by Michael D. Joehnk & Richard L. Smith - 1-13 Raising Capital With Private Placements Of Debt
by Samuel H. Szewczyk & Raj Varma - 15-26 Inflation, Investment, And Debt
by Alexandros P. Prezas - 27-35 Measuring Risk Aversion: Allocation, Leverage, And Accumulation
by Frederick W. Siegel & James P. Hoban - 33-49 Dividend Change Announcement Effects And Earnings Volatility And Timing
by James W. Wansley & C. F. Sirmans & James D. Shilling & Young‐jin Lee - 51-64 Pe Ratios, Earnings Expectations, And Abnormal Returns
by April Klein & James Rosenfeld - 65-82 The Magnitude Of Pricing Errors In The Arbitrage Pricing Theory
by Ashok Robin & Ravi Shukla - 83-92 New Evidence Concerning The Expectations Theory For The Short End Of The Maturity Spectrum
by Seungmook Choi & Mark E. Wohar
December 1990, Volume 13, Issue 4
- 265-277 Dividends, Uncertainty, And Underwriting Costs Under Asymmetric Information
by Jayant R. Kale & Thomas H. Noe - 279-283 Is The Distribution Of Betas Stationary?
by Robert W. Kolb & Ricardo J. Rodriguez - 285-296 Call Option Valuation For Discrete Normal Mixtures
by Robert J. Ritchey - 297-306 The Pricing Of Futures Contracts And The Arbitrage Pricing Theory
by Jack S. K. Chang & Jean C. H. Loo & Carolyn C. Wu Chang - 307-323 Hedging Performance And Hedging Objectives: Tests Of New Performance Measures In The Foreign Currency Market
by Jerry A. Hammer - 325-338 Otc Market Switching And Stock Returns: Some Empirical Evidence
by H. Kent Baker & Richard B. Edelman - 339-347 The 1982 Depository Institutions Act And Security Returns In The Savings And Loan Industry
by Donald R. Fraser & James W. Kolari
September 1990, Volume 13, Issue 3
- 173-185 Stock Returns And Option Prices: An Exploratory Study
by Esther Weinstock Ancel & Ramesh K. S. Rao - 187-199 Units Of Debt With Warrants: Evidence Of The “Penalty-Free” Issuance Of An Equity-Like Security
by Randall S. Billingsley & Robert E. Lamy & David M. Smith - 201-210 An Empirical Examination Of The Existence Of A Signaling Value Function For Dividends
by Herman Manakyan & Carolyn Carroll - 211-219 Regional Variation Of Mortgage Yields And Simultaneity Bias
by Mel Jameson & James D. Shilling & C. F. Sirmans - 221-231 State Antitakeover Legislation And Shareholder Wealth
by William N. Pugh & John S. Jahera Jr. - 233-241 Using The Capm As A General Framework For Asset Pricing Analysis
by J. Austin Murphy - 243-248 Transaction Costs And Day-Of-The-Week Effects In The Otc/Nasdaq Equity Market
by Rich Fortin - 249-263 Regularities In Tokyo Stock Exchange Security Returns: P/E, Size, And Seasonal Influences
by Raj Aggarwal & Ramesh P. Rao & Takato Hiraki
June 1990, Volume 13, Issue 2
- 81-92 On Using The Black-Scholes Model To Value Warrants
by David C. Leonard & Michael E. Solt - 93-103 Tax-Timing Options And The Pricing Of Government Bonds
by Andrea J. Heuson & Dennis J. Lasser - 105-116 Stochastic Dominance And Truncated Sample Data
by Moshe Ben-Horim - 117-131 A Transaction Data Study Of Day-Of-The-Week And Intraday Patterns In Option Returns
by David R. Peterson - 133-145 The Effect Of Payment Delays On Stock Prices
by Ramon P. DeGennaro - 147-154 Interest Rate Sensitivity Of Bank Stock Returns: Specification Effects And Structural Changes
by Srinivas R. Akella & Su-Jane Chen - 155-166 Risky Debt Maturity Choice In A Sequential Game Equilibrium
by Jayant R. Kale & Thomas H. Noe - 167-172 Divestiture To Unit Managers And Shareholder Wealth
by Jack W. Trifts & Neil W. Sicherman & Rodney L. Roenfeldt & Francisco de Cossio
March 1990, Volume 13, Issue 1
- 1-6 Volume And R2: A First Look
by Bradford Cornell - 7-14 Pricing Crb Futures Contracts
by Michael C. Ehrhardt & Alan L. Tucker - 15-21 Bootstrapping The Number Of Factors In The Arbitrage Pricing Theory
by Sangit Chatterjee & Robert A. Pari - 23-38 Single‐Factor Duration Models: Canadian Tests
by G. O. Bierwag & Gordon S. Roberts - 39-51 The Stock Return Performance Of Corporations That Are Partially Owned By Other Corporations
by Stuart Rosenstein & David F. Rush - 53-60 The Elimination Of Director Liability And Stockholder Returns: An Empirical Investigation
by Vahan Janjigian & Paul J. Bolster - 61-69 The Impact Of Financing Sources On Multinational Projects
by Jeff Madura & Richard H. Fosberg - 71-79 Interest Rate Changes And Common Stock Returns Of Financial Institutions: Revisited
by Sung C. Bae
December 1989, Volume 12, Issue 4
- 269-283 Intrinsic Uncertainty And Common-Knowledge Priors In Financial Economics
by Michael A. S. Guth