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Content
2001, Volume 10, Issue 1
2000, Volume 9, Issue 4
- 327-349 Bankruptcy prediction: Application of the Taylor's expansion in logistic regression
by Laitinen, Erkki K. & Laitinen, Teija
- 351-368 Determinants of American Depositary Receipts and their underlying stock returns: Implications for international diversification
by Choi, Yoon K. & Kim, Dong-soon
- 369-388 A generalised Bayesian model of market microstructure behaviour applied to the market in Irish government securities
by Dunne, Peter G.
- 389-404 The dynamics of Australian dollar bonds with different credit qualities
by Batten, Jonathan & Hogan, Warren & Pynnonen, Seppo
- 405-420 Volatility and information flows in emerging equity market: A case of the Korean Stock Exchange
by Pyun, Chong Soo & Lee, Sa Young & Nam, Kiseok
- 421-432 A sociological explanation of financial market growth
by Allen, Douglas E. & McGoun, Elton G. & Kester, George W.
2000, Volume 9, Issue 3
- 235-245 On the conditional relationship between beta and return in international stock returns
by Fletcher, Jonathan
- 247-258 Payback criterion, hurdle rates and the gain of waiting
by Wambach, Achim
- 281-297 Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle
by Huang, Bwo-Nung & Yang, Chin-Wei & Hu, John Wei-Shan
- 299-314 The young finance faculty's guide to publishing: Inspired by and after (rather loosely) Benjamin Britten
by Frankfurter, George M.
- 315-326 Corporate diversification, ownership structure, and firm value: The Singapore evidence
by Chen, Sheng-Syan & Ho, Kim Wai
2000, Volume 9, Issue 2
- 117-120 Introduction to the special issues on international mergers and acquisitions
by Nail, Lance
- 121-145 The effect of foreign diversification on analysts' prediction errors
by Erwin, Gayle R. & Perry, Susan E.
- 147-162 The identification of U.K. takeover targets using published historical cost accounting data Some empirical evidence comparing logit with linear discriminant analysis and raw financial ratios with industry-relative ratios
by Barnes, Paul
- 163-174 International acquisitions and shareholder wealth Evidence from the Netherlands
by Corhay, Albert & Rad, Alireza Tourani
- 175-195 The real estate takeover: Application of Grossman and Hart theory
by Deman, S.
- 197-218 Restructuring the Japanese banking system Has Japan gone far enough?
by Anderson, Christopher W. & CampbellII, Terry L.
- 219-234 Integration problems and turnaround strategies in a cross-border merger A clinical examination of the Pharmacia-Upjohn merger
by Belcher, Terry & Nail, Lance
February 2000, Volume 9, Issue 1
- 1-4 Introduction to the special issues on international mergers and acquisitions
by Nail, Lance
- 5-20 Wealth effects for acquirers and divestors related to foreign divested assets
by Gleason, Kimberly C. & Mathur, Ike & Singh, Manohar
- 21-43 Pre-bid price run-ups and insider trading activity: Evidence from Canadian acquisitions
by Jabbour, Alain R. & Jalilvand, Abolhassan & Switzer, Jeannette A.
- 45-65 Takeover targets and the probability of bid success: Evidence from the Australian market
by Hutson, Elaine
- 67-76 The impact of firm's ownership advantages and economic status of destination country on the wealth effects of international joint ventures
by Ueng, C. Joe & Kim, Seung H. & Lee, C. Christopher
- 77-102 Value creation and challenges of an international transaction The DaimlerChrysler merger
by Blasko, Matej & Netter, Jeffry M. & SinkeyJr., Joseph F.
- 103-116 The deal of the century in Chile Endesa Espana's takeover of Enersis
by Parisi, Franco & Yanez, Guillermo
March 1999, Volume 8, Issue 3
- 199-214 Optimization of corporate capital structure A probabilistic Bayesian approach
by Philosophov, Leonid V. & Philosophov, Vladimir L.
- 215-234 Tests of the Contrarian Investment Strategy Evidence from the French and German stock markets
by Mun, Johnathan C. & Vasconcellos, Geraldo M. & Kish, Richard
- 235-245 Pricing UK and US securities within the CKLS model Further results
by Nowman, K. Ben & Sorwar, Ghulam
- 247-267 Domestic variance and international comovement bonds tests of interest rates
by Smoluk, H. J.
- 269-282 The impacts of racial differences on demand for financial assets
by Tin, Jan
- 283-301 Modeling daily price limits
by Chou, Pin-Huang
June 1999, Volume 8, Issue 2
- 97-121 Predicting a corporate credit analyst's risk estimate by logistic and linear models
by Laitinen, Erkki K.
- 123-138 Scaling laws in variance as a measure of long-term dependence
by Batten, Jonathan & Ellis, Craig & Mellor, Robert
- 139-151 Much ado about nothing: Long-term memory in Pacific Rim equity markets
by Howe, John S. & Martin, Deryl W. & WoodJr., Bob G.
- 153-163 Share price volatility with the introduction of individual share futures on the Sydney Futures Exchange
by Dennis, Steven A. & Sim, Ah Boon
- 165-175 What happened to the utility functions?: Imprecise expectations of security prices
by Kane, Stephen A.
- 177-197 Agency problems and the simultaneity of financial decision making: The role of institutional ownership
by Crutchley, Claire E. & Jensen, Marlin R. H. & JaheraJr., John S. & Raymond, Jennie E.
1999, Volume 8, Issue 1
1998, Volume 7, Issue 3
- 191-206 Forecasting U.K. and U.S. interest rates using continuous time term structure models
by Byers, S. L. & Nowman, K. B.
- 207-220 Stochastic properties and predictability of intraday Taiwan exchange rates
by Chen, An-Sing & Leung, Mark T.
- 221-236 Evaluation of volatility forecasts in an economic value framework
by Elder, Adam & Gannon, Gerard
- 237-252 Changes in earnings-price ratios and excess returns: A case of investor over-reaction
by Bartholdy, Jan
- 253-275 Determinants of the cross-section of stock returns in the Malaysian stock market
by Allen, D. E. & Cleary, F.
- 277-298 Interest rate hedging and equity duration: Australian evidence
by Sweeney, Mary Elizabeth
1998, Volume 7, Issue 2
- 95-111 Two puzzles in the analysis of foreign exchange market efficiency
by Newbold, Paul & Wohar, Mark E. & Rayner, Tony & Kellard, Neil & Ennew, Christine
- 113-136 External information costs and the adverse selection problem: A comparison of NASDAQ and NYSE stocks
by Lin, Ji-Chai & Sanger, Gary C. & Geoffrey Booth, G.
- 137-152 Industry differences in NAFTA's impact on the valuation of U.S. companies
by Aggarwal, Raj & Long, Michael & Moore, Scott & Ervin, Danny
- 153-169 Explicit versus implicit contracting in the debt market: The case of leasing
by Ang, James S. & Jung, Min-Je
- 171-179 Estimating the market risk for nontraded securities: An application to Canadian public utilities
by Berkowitz, Michael K.
- 181-190 The relationship between international bond markets and international stock markets
by Lim, Edward S. & Gallo, John G. & Swanson, Peggy E.
1998, Volume 7, Issue 1
- 1-18 Cross-sectional relationships between stock returns and market beta, trading volume, and sales-to-price in Taiwan
by Sheu, Her-Jiun & Wu, Soushan & Ku, Kuang-Ping
- 19-36 Structural models: Intra/Inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures
by Gannon, Gerard L. & Choi, Daniel F. S.
- 51-64 An analytical comparison of the durations and price sensitivities of fixed-rate, constant payment and constant amortization mortgages
by Followill, Richard
- 65-82 Random walks in the U.K. pound/ U.S. dollar exchange rates
by Smoluk, Herbert J. & Vasconcellos, Geraldo M. & Kramer, Jonathan K.
- 83-94 Investment implications of the korean financial market reform
by Ayadi, O. Felix & Dufrene, Uric B. & Chatterjee, Amitava
1997, Volume 6, Issue 3
- 179-192 The Big Mac: More than a junk asset allocator?
by Annaert, Jan & De Ceuster, Marc J. K.
- 193-207 First Republic and the FDIC: A case study
by Branch, Ben & Ray, Hugh
- 209-228 Stock returns and volatility in two regime markets: International evidence
by Paudyal, Krishna & Saldanha, Liesl
- 229-240 International interest rates linkages: Evidence from OECD countries
by Monadjemi, Mehdi S.
- 241-256 The Value of convertible preferred stock in transactions with "relationship investors" like Warren Buffett
by Murphy, Austin & Kleiman, Robert & Nathan, Kevin
- 257-262 Robustness of selectivity and timing measures of performance based on quadratic and dummy variable regressions
by Chung, Richard & Kryzanowski, Lawrence
1997, Volume 6, Issue 2
1997, Volume 6, Issue 1
1996, Volume 5, Issue 3
- 161-169 Equilibrium asset price ranges
by Bergman, Yaacov Z.
- 171-183 Implied foreign exchange rates using options prices
by Brenner, Menachem & Eom, Young Ho & Landskroner, Yoram
- 185-195 Can we reconcile finance with nature?
by Robinson, Chris
- 197-221 Management's perception of leveraged buyouts
by Frankfurter, George M. & Kosedag, Arman
- 223-235 The statistical properties of parameters inferred from the black-scholes formula
by Butler, J. S. & Schachter, Barry
- 237-257 The determinants of institutional demand for common stock: Tests of the capm vs. individual stock attributes
by Eakins, Stanley G. & Stansell, Stanley R. & Below, Scott D.
- 259-272 It is high time we take our ignorance more seriously
by Koppl, Roger G.
1996, Volume 5, Issue 2
- 87-97 The investment decisions of individuals and firms
by Chamberlain, Trevor W.
- 99-111 Dispersion of analysts' forecasts, precision of earnings, and trading volume reaction
by Bildersee, John & Radhakrishnan, Suresh & Ronen, Joshua
- 113-130 Capital flows and net international investment
by Puri, Tribhuvan N.
- 131-143 Primary privatization goal in economies in transition
by Mramor, Dusan
- 145-160 Pricing of foreign exchange options with transaction costs: The choice of trading interval
by Hauser, Schmuel & Levy, Azriel
1996, Volume 5, Issue 1
- 1-18 An examination of the issue of form versus substance in an experimental asset market: A pilot study
by Salandro, Daniel & Peterson, Steven
- 19-38 Prospect theory: A literature review
by Edwards, Kimberley D.
- 39-53 Common factors in international stock prices: Evidence from a cointegration study
by Bachman, Daniel & Choi, Jongmoo Jay & Jeon, Bang Nan & Kopecky, Kenneth J.
- 55-64 Testing for common autocorrelation features of two scandinavian stock markets
by Knif, Johan & Pynnonen, Seppo & Luoma, Martti
- 65-78 Fashion and finance
by McGoun, Elton G.
- 79-81 The market model and the event study method: A synthesis of econometric criticisms: Comment
by Rumsey, John
- 83-86 The market model and the event study method: A rejoinder
by Coutts, J. Andrew & Mills, Terence C. & Roberts, Jennifer
1995, Volume 4, Issue 2-3
- 85-105 Expectations, technological change, information and the theory of financial markets
by Nawrocki, David N.
- 107-121 Economic evaluation of remuneration from patents and technology transfers
by Galai, Dan & Ilan, Yael
- 123-142 Repackaging cashflows and the creation of value: The case of primes and scores
by Huckins, Nancy White
- 143-154 Expected stock returns, real business activity and consumption smoothing
by Shawky, Hany & Peng, Yajun
- 155-167 Signaling effects of junk bond issuance: Has the interest rate swap age made a difference?
by Samant, Ajay & Burnie, David & D'Mello, James
- 169-181 Efficiency tests of options on Treasury bond futures contracts at the Chicago Board of Trade
by Blomeyer, Edward C. & Boyd, James C.
- 183-184 Event studies and replication: A commentary
by Chandy, P. R. & Cheung, M. T.
- 185-199 Machomatics in egonomics
by McGoun, Elton G.
1995, Volume 4, Issue 1
- 1-18 Rational deviations from absolute priority rules
by Bergman, Yaacov & Callen, Jeffrey L.
- 19-34 Trading hours, information flow, and international cross-listing
by Forster, Margaret M. & George, Thomas J.
- 35-66 Stein and CAPM estimators of the means in asset allocation
by Grauer, Robert R. & Hakansson, Nils H.
- 67-79 Introduction of dual-class shares: Further evidence on Canadian pro-rata distributions
by Kryzanowski, Lawrence & Zhang, Hao
- 81-84 A note on currency option pricing
by Nawalkha, Sanjay K. & Chambers, Donald R.
1994, Volume 3, Issue 3
- 173-207 The methodology of finance: A round table discussion
by Frankfurter, George M. & Carleton, Willard & Gordon, Myron & Horrigan, James & McGoun, Elton & Philippatos, George & Robinson, Chris
- 209-224 Storytellers, stories, and "free cash flow"
by Reiter, Sara Ann
- 225-234 The nature of man: II
by Frankfurter, George M.
1994, Volume 3, Issue 2
- 97-111 The relevance of financial policy in perfect capital markets
by Ho, Kwok & Robinson, Chris
- 113-123 A commentary on financial research in the Asia Pacific region
by McGoun, Eiton G. & Kester, George W.
- 125-135 Do markets produce crime?
by Clarke, Michael
- 137-148 The financial system of a small, emerging market economy
by Ribnikar, Ivan
- 149-171 The market model and the event study method: A synthesis of the econometric criticisms
by Coutts, J. Andrew & Mills, Terence C. & Roberts, Jennifer
1994, Volume 3, Issue 1
1993, Volume 2, Issue 3
- 147-153 The pricing of risk in common shares
by Gordon, Myron J.
- 155-176 The use of information contained in annual reports and prediction of small business failures
by Laitinen, Erkki K.
- 177-190 New money and adjustment policies
by Landskroner, Yoram & Paroush, Jacob
- 191-198 The effect of antitakeover legislation on banking firms: Empirical evidence from Pennsylvania Act 36
by Collins, M. Cary & Black, Harold A. & Wansley, James W.
- 199-210 Dependency in Pacific basin stock returns
by Lo, Wai-Chung & Fung, Hung-Gay & Chen, Shaw K. & Lai, Gene C.
1993, Volume 2, Issue 2
1993, Volume 2, Issue 1
- 1-1 Letter from the editor
by Frankfurter, George M.
- 1-16 The WPPSS mess, or "What's in a bond rating?" : A case study
by Carleton, Willard T. & Dragun, Brian & Lazear, Victoria
- 17-31 The French Notional futures contract in risk/return management
by Geman, Helyette & Schneeweis, Thomas
- 33-50 Management buyouts and anticipated gains to shareholders--theory and testing
by Frankfurter, George M. & Gunay, Erdal
- 51-68 Tests for cumulative abnormal returns over long periods: Simulation evidence
by Cowan, Arnold Richard
1992, Volume 1, Issue 3
- 1-1 Letter from the editor
by Frankfurter, George M.
- 161-177 On knowledge of finance
by McGoun, Elton G.
- 179-193 Prices and hedge ratios of average exchange rate options
by Vorst, Ton
- 195-209 The characteristics of portfolios selected by n-degree Lower Partial Moment
by Nawrocki, David N.
- 211-224 Market reactions to corporate presentations to the New York Society of Security Analysts
by Lane, William R. & Orgeron, Stacy
- 225-236 Predicting the value of foreign currency call options with the Constant Elasticity of Variance diffusion process
by Hauser, Shmuel & Galai, Dan & Bagley, Charles
- 237-245 The predictive power of January returns and the political-business cycle
by Aggarwal, Raj & Schirm, David C.
1992, Volume 1, Issue 1
- 1-15 Financial theory and the growth of scientific knowledge: From Modigliani and Miller to "an organizational theory of capital structure"
by Frankfurter, George M. & Philippatos, George C.
- 17-37 The analytics of sensitivity analysis for mean-variance portfolio problems
by Best, Michael J. & Grauer, Robert R.
- 51-63 Pricing corporate debt with event-risk provisions
by Bicksler, James L. & Chen, Andrew H.
- 65-76 Stock returns, inflation, and interest rates: Ex post and ex ante relationships
by Boyle, Glenn W. & Young, Leslie
- 77-93 Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975
by Malliaris, A. G.
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