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September 2004, Volume 23, Issue 2
July 2004, Volume 23, Issue 1
June 2004, Volume 22, Issue 4
May 2004, Volume 22, Issue 3
March 2004, Volume 22, Issue 2
January 2004, Volume 22, Issue 1
December 2003, Volume 21, Issue 4
- 303-321 Bid-Ask Spreads, Information Asymmetry, and Abnormal Investor Sentiment: Evidence from Closed-End Funds
by Chen, Jeng-Hong & Jiang, Christine X. & Kim, Jang-Chul & McInish, Thomas H.
- 323-348 The Split of the S&P 500 Futures Contract: Effects on Liquidity and Market Dynamics
by Karagozoglu, Ahmet K & Martell, Terrence F & Wang, George H K
- 349-378 Disclosure of Private Information and Reduction of Uncertainty: Environmental Liabilities in the Chemical Industry
by Campbell, Katherine & Sefcik, Stephan E & Soderstrom, Naomi S
- 379-404 The Transitory Nature of Negative Earnings and the Implications for Earnings Prediction and Stock Valuation
by Jenkins, David S
November 2003, Volume 21, Issue 3
- 207-231 Asset Returns and Inflation in Response to Supply, Monetary, and Fiscal Disturbances
by Lee, Bong-Soo
- 233-250 Asset Allocation and Selectivity of Asian Mutual Funds during Financial Crisis
by Chan, Yue-Cheong & Cheng, Louis T W
- 251-265 The Inter-temporal Behavior of Informed and Uninformed Traders
by Brockman, Paul & Chung, Dennis Y
- 267-285 Information Flows between the U.S. and China Commodity Futures Trading
by Fung, Hung-Gay & Leung, Wai K & Xu, Xiaoqing Eleanor
September 2003, Volume 21, Issue 2
- 103-122 Analysts' Rationality and Forecast Bias: Evidence from Sales Forecasts
by Mest, David P & Plummer, Elizabeth
- 123-139 Examining the Volatility of Taiwan Stock Index Returns Via a Three-Volatility-Regime Markov-Switching ARCH Model
by Li, Ming-Yuan Leon & Lin, Hsiou-Wei William
- 141-156 Firm Value, Information Problems and the Internal Capital Market
by Lundstrum, Leonard L
- 157-177 Bondholder-Stockholder Conflict: Contractual Covenants vs. Court-Mediated Ex-Post Settling-Up
by Viswanath, P V & Eastman, Wayne
- 179-199 International Price Discovery for Emerging Market Stocks: Evidence from Indian GDRs
by Kadapakkam, Palani-Rajan & Misra, Lalatendu & Tse, Yiuman
July 2003, Volume 21, Issue 1
- 5-15 Maturity Effect on Bid-Ask Spreads of OTC Currency Options
by Chong, Beng-Soon & Ding, David K & Tan, Kok-Hui
- 17-34 The Effects of Participation and Job-Relevant Information on the Relationship between Evaluative Style and Job Satisfaction
by Lau, Chong M & Tan, Sharon L C
- 35-48 Institutional Ownership and the Selection of Industry Specialist Auditors
by Velury, Uma & Reisch, John T & O'Reilly, Dennis M
- 49-64 Benefits from Asia-Pacific Mutual Fund Investments with Currency Hedging
by DeMaskey, Andrea L & Dellva, Wilfred L & Heck, Jean L
- 65-94 Are Indexed Bonds Really Inflation Proof? A Model of Real and Nominal Term Structures When Money Has Real Effects
by Mao, Connie X & Zhang, Ning & Zhong, Rui
June 2003, Volume 20, Issue 4
- 315-333 Is the Selection of the Amortization Period for Goodwill a Strategic Choice?
by Henning, Steven L & Shaw, Wayne H
- 335-354 The Response of Commercial Banks to Compensation Reform
by Vafeas, Nikos & Waegelein, James F & Papamichael, Maria
- 355-384 Reliability of Banks' Fair Value Disclosure for Loans
by Nissim, Doron
- 385-413 Banking Mergers: The Impact of Financial Liberalization on the Taiwanese Banking Industry
by Yu, Peiyi & Van Luu, Bac
- 415-433 An Intertemporal CAPM Approach to Evaluate Mutual Fund Performance
by Chang, Jow-ran & Hung, Mao-wei & Lee, Cheng-few
May 2003, Volume 20, Issue 3
March 2003, Volume 20, Issue 2
- 115-126 Firm Financial Performance Following Mergers
by Ramaswamy, K P & Waegelein, James F
- 127-154 Asymmetric Information, Asset Allocation, and Debt Financing
by Anderson, Michael H & Prezas, Alexandros P
- 155-168 Analyst Following and Equity Offerings Subsequent to Initial Public Offerings
by Best, Ronald W & Payne, Janet D & Howell, Jann C
- 169-186 A Multi-product Cost Study of the U.S. Life Insurance Industry
by Segal, Dan
- 187-200 Observable Consequences of Trading Structure Differences: On the Use of Variance Ratios in Microstructure Studies
by Ronen, Tavy
January 2003, Volume 20, Issue 1
- 5-34 Trade-Off Model of Debt Maturity Structure
by Jun, Sang-Gyung & Jen, Frank C
- 35-47 Using Spinoffs to Reduce Capital Mis-allocations
by Siddiqi, Mazhar A & Warganegara, Dezie L
- 49-62 Are All Rivals Affected Equally by Bond Rating Downgrades?
by Caton, Gary L & Goh, Jeremy
- 63-80 Managerial Incentives for Income Smoothing through Bank Loan Loss Provisions
by Kanagaretnam, Kiridaran & Lobo, Gerald J & Mathieu, Robert
- 81-106 A Study on Designing a Financial Supervisory Institution in Taiwan
by Hwang, Dar-Yeh & Lin, Jung-Chu & Lin, Ching-Chung
December 2002, Volume 19, Issue 4
- 315-333 The Dynamic Relations between the World's Leading Computer Companies and Their Corresponding OEM/ODM Firms
by Yu, Chih-Hsien & Hsu, Ya-June
- 335-349 The Stock Price-Volume Linkage on the Toronto Stock Exchange: Before and after Automation
by Ciner, Cetin
- 351-377 The Determinants of Debt Maturity at Issuance: A System-Based Model
by Elyasiani, Elyas & Guo, Lin & Tang, Liang
- 379-398 An Empirical Investigation of the Option-Adjusted Realized Return
by Smith, William Steven & Harter, Charles
- 399-416 A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk
by Cyree, Ken B & DeGennaro, Ramon P
November 2002, Volume 19, Issue 3
September 2002, Volume 19, Issue 2
- 111-129 An Assessment of Empirical Model Performance When Financial Market Transactions Are Observed at Different Data Frequencies: An Application to East Asian Exchange Rates
by Wang, Kai-Li & Fawson, Chris & Barrett, Christopher B
- 131-153 Valuation Relevance of Allowance for Funds Used during Construction and Operating Income: The Effects of Regulatory Climates and Deregulation
by Nwaeze, Emeka T & Lulseged, Ayalew
- 155-180 Intraday Return Volatility Process: Evidence from NASDAQ Stocks
by Rahman, Shafiqur & Lee, Cheng-few & Ang, Kian Ping
- 181-213 Price Transmission Effect between GDRs and Their Underlying Stocks--Evidence from Taiwan
by Chen, Shen-Yuan & Chou, Li-Chuan & Yang, Chau-Chen
- 215-237 Strategic Decision Making of the Firm under Asymmetric Information
by Luo, Guo Ying & Brick, Ivan & Frierman, Michael
July 2002, Volume 19, Issue 1
June 2002, Volume 18, Issue 4
- 323-344 Security Market Effects Associated with SFAS No. 131: Reported Business Segments
by Ettredge, Michael & Kwon, Soo Young & Smith, David
- 345-358 Multiperiod Strip Hedging of Forward Commitments
by Lien, Donald & Shaffer, David R
- 359-379 Dilution, Dividend Commitments and Liquidity: Do Dividend Changes Reflect Information Signaling?
by Viswanath, P V & Kim, Yu Kyung & Pandit, Jayant
- 381-404 A Time-Series Model of Stock Returns with a Positive Short-Term Correlation and a Negative Long-Term Correlation
by Khil, Jaeuk & Lee, Bong-Soo
- 405-421 Information Content of Earnings and Earnings Components of Commercial Banks: Impact of SFAS No. 115
by Jaggi, Bikki & Zhao, Ronald
May 2002, Volume 18, Issue 3
- 219-237 The Evolution of Market Efficiency: 103 Years Daily Data of the Dow
by Gu, Anthony Yanxiang & Finnerty, Joseph
- 239-257 Stock Returns and Volatility under Market Segmentation: The Case of Chinese A and B Shares
by Yeh, Yin-Hua & Lee, Tsun-siou & Pen, Jen-fu
- 259-272 The Relationship between Changes in Fixed Plant Investment and the Likelihood of Emergence from Corporate Financial Distress
by Kane, Gregory D & Richardson, Frederick M
- 273-291 The Usefulness of Derivative-Related Accounting Disclosures
by Seow, Gim S & Tam, Kinsun
- 293-315 Detection of Financial Time Series Turning Points: A New CUSUM Approach Applied to IPO Cycles
by Blondell, David & Hoang, Philip & Powell, John G. & Shi, Jing
March 2002, Volume 18, Issue 2
- 95-118 Estimating Beta
by Shalit, Haim & Yitzhaki, Shlomo
- 119-138 The Valuation of MNC International Operations during the 1990s
by Christophe, Stephen E & Pfeiffer, Ray J, Jr
- 139-159 The Underpricing and Excess Returns of Initial Public Offerings in Taiwan Based on Noisy Trading: A Stochastic Frontier Model
by Chen, Anlin & Hung, Chen Chein & Wu, Chin-Shun
- 161-183 The Influence of Long-Term Performance Plans on Earnings Management and Firm Performance
by Richardson, Vernon J & Waegelein, James F
- 185-209 Computing a Multivariate Normal Integral for Valuing Compound Real Options
by Lin, William T
January 2002, Volume 18, Issue 1
- 5-19 Are Investor Reactions to R&D Influenced by the Corporate Headquarter's Location?
by Swanson, Zane L & Singer, Robert
- 21-38 Trade Disclosure, Information Learning and Securities Market Performance
by Wu, Chunchi & Zhang, Wei
- 39-58 Gain, Loss, and Two-State Modeling
by O'Connor, Philip & Rozeff, Michael S
- 59-73 Economic Value Added, Future Accounting Earnings, and Financial Analysts' Earnings Per Share Forecasts
by Machuga, Susan M & Pfeiffer, Ray J, Jr & Verma, Kiran
December 2001, Volume 17, Issue 4
- 327-350 Empirical Identification of Non-informational Trades Using Trading Volume Data
by Lee, Bong-Soo & Rui, Oliver M
- 351-360 Fuzzy Numbers in the Credit Rating of Enterprise Financial Condition
by Syau, Yu-Ru & Hsieh, Hai-Teh & Lee, E Stanley
- 361-376 Prior Information and the Market Reaction to Dividend Changes
by Best, Roger J & Best, Ronald W
- 377-395 The Performance, Asset Allocation, and Investment Style of International Equity Managers
by Bhargava, Rahul & Gallo, John G & Swanson, Peggy E
- 397-420 Cost Inefficiency, Size of Firms and Takeovers
by Trimbath, Susanne & Frydman, Halina & Frydman, Roman
November 2001, Volume 17, Issue 3
- 223-235 Value Relevance of Nonfinancial Information: The Case of Patent Data
by Hirschey, Mark & Richardson, Vernon J & Scholz, Susan
- 237-265 Applying Portfolio Change and Conditional Performance Measures: The Case of Industry Rotation via the Dynamic Investment Model
by Grauer, Robert R & Hakansson, Nils H
- 267-282 Option Trading and the Intervalling Effect Bias in Beta
by Ho, Li-Chin Jennifer & Tsay, Jeffrey J
- 283-300 Market Imperfections as the Cause of Accounting Income Smoothing--The Case of Differential Capital Access
by Srinidhi, Bin & Ronen, Joshua & Maindiratta, Ajay
- 301-318 Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model
by Chiang, Thomas C & Doong, Shuh-Chyi
September 2001, Volume 17, Issue 2
July 2001, Volume 17, Issue 1
- 5-26 Stock Market Volatility and Economic Factors
by Binder, John J & Merges, Matthias J
- 27-43 Portfolio Returns, Market Volatility, and Seasonality
by Chen, Chao & Zhou, Zhong-Guo
- 45-62 Economic Consequences of the Cancellation of Inner Reserves for Hong Kong Banks
by Leung, Sidney & Zhao, Ronald
- 63-79 An Empirical Examination of the Pricing of Seasoned Equity Offerings: A Test of the Signaling Hypothesis
by Karim, Khondkar E. & Rutledge, Robert W. & Gara, Stephen C. & Ahmed, Mojib, U.
- 81-98 Improving the Precision of Analysts' Earnings Forecasts by Adjusting for Predictable Bias
by Han, Bong H & Manry, David & Shaw, Wayne
June 2001, Volume 16, Issue 4
- 299-310 Investment Opportunities, Free Cash Flow and Stock Valuation Effects of Corporate Investments: The Case of Taiwanese Investments in China
by Chen, Sheng-Syan & Chung, Tsai-Yen & Chung, Ly-Inn
- 311-321 A Note on International Portfolio Diversification with Short Selling
by So, Raymond W & Tse, Yiuman
- 323-343 An Empirical Investigation of Firm Longevity: A Model of the Ex Ante Predictors of Financial Distress
by Turetsky, Howard F & McEwen, Ruth Ann
- 345-368 The Responses of Interest Rate Spreads to Information Releases
by Aggarwal, Raj & Chaudhry, Mukesh & Christie-David, Rohan & Koch, Timothy W.
May 2001, Volume 16, Issue 3
- 191-203 Linear Accounting Valuation When Abnormal Earnings Are AR(2)
by Callen, Jeffrey L & Morel, Mindy
- 205-221 A Fundamental Approach to Estimating Economies of Scale and Scope of Financial Products: The Case of Mutual Funds
by Ang, James S & Lin, James Wuh
- 223-250 Bank Managers' Heterogeneous Decisions on Discretionary Loan Loss Provisions
by Lobo, Gerald J & Yang, Dong-Hoon
- 251-267 Hysteresis Models of Investment with Multiple Uncertainties and Exchange Rate Risk
by Martzoukos, Spiros H
- 269-290 Market Reactions to Corporate Restructurings
by Poon, Percy S & Newbould, Gerald D & Durtschi, Cindy
March 2001, Volume 16, Issue 2
- 103-115 The Relationship between REITs Returns and Inflation: A Vector Error Correction Approach
by Lu, Chiuling & So, Raymond W
- 117-130 An Examination of Alternative Factor Models in UK Stock Returns
by Fletcher, Jonathan
- 131-148 Determinants of the Dollar Value of Default Risk: A Put Option Perspective
by Chu, Quentin C & Lin, Yun-Yung
- 149-170 Comparative Performance of Chinese Commercial Banks: Analysis, Findings and Policy Implications
by Li, Shanling & Liu, Feng & Liu, Suge & Whitmore, G. A.
- 171-181 Hedging Multiperiod Forward Commitments: The Case of Period-by-Period Quantity Uncertainty
by Lien, Donald & Shaffer, David R
January 2001, Volume 16, Issue 1
- 5-32 The Optimal Redemption Schedule of Serial Municipal Debt: A Dynamic Reconciliation of Revenues, Reinvestment Rates and the Term Structure
by Stanhouse, Bryan & Stock, Duane
- 33-52 Internal versus External Equity Funding
by Park, Chul W & Pincus, Morton
- 53-63 Foreign Acquisitions and Managerial Discretion
by Yung, Kenneth K
- 65-80 Relationship between Expected Treasury Bill and Eurodollar Interest Rates: A Fractional Cointegration Analysis
by Shrestha, Keshab & Welch, Robert L
- 81-93 Measuring Investment Risk Based on Tail Thickness
by Dargahi-Noubary, G R & Smith, Wm Steven
December 2000, Volume 15, Issue 4
- 307-323 Intangible Assets and Corporate Signaling
by Gelb, David S & Siegel, Philip
- 325-347 Information Asymmetry and Earnings Management: Some Evidence
by Richardson, Vernon J
- 349-370 The Valuation Accuracy of the Price-Earnings and Price-Book Benchmark Valuation Methods
by Cheng, C S Agnes & McNamara, Ray
- 371-389 Voluntary Causal Disclosures: Tendencies and Capital Market Reaction
by Baginski, Stephen P & Hassell, John M & Hillison, William A
- 391-411 The Value Relevance of Multiple Occurrences of Nonrecurring Items
by Black, Ervin L & Carnes, Thomas A & Richardson, Vernon J
November 2000, Volume 15, Issue 3
- 195-216 Signaling, Financial Slack and Corporate Acquisitions
by Bowers, Helen M & Moore, Norman H & Tse, K S Maurice
- 217-233 Collusion Proof Transfer Payment Schemes with Multiple Agents
by Li, Shu-Hsing & Balachandran, Kashi R
- 235-257 An International Asset Pricing Model with Time-Varying Hedging Risk
by Chang, Jow-Ran & Hung, Mao-Wei
- 259-276 A Neural Network Approach for Analyzing Small Business Lending Decisions
by Wu, Chunchi & Wang, Xu-Ming
- 277-297 Reaction of Bank Stock Prices to Loan-Loss Reserve Announcements
by Docking, Diane Scott & Hirschey, Mark & Jones, Elaine
September 2000, Volume 15, Issue 2
- 107-126 The Effects of Downsizing on Operating Performance
by Espahbodi, Reza & John, Teresa A & Vasudevan, Gopala
- 127-135 Future Stock Performance of Oil and Gas Firms Conditional on the Imputed Value of Reserves
by Henning, Steven L & Shaw, Wayne H
- 137-151 Financial Analysts' Earnings Forecast Dispersion and Intraday Stock Price Variability around Quarterly Earnings Announcements
by Lobo, Gerald J & Tung, Samuel S
- 153-167 The Impact of the Reduction in Tick Increments in Major U.S. Markets on Spreads, Depth, and Volatility
by Van Ness, Bonnie F & Van Ness, Robert A & Pruitt, Stephen W
- 169-185 Managerial Ownership and Accounting Disclosures: An Empirical Study
by Gelb, David S
July 2000, Volume 15, Issue 1
- 5-20 Smooth Transition ARCH Models: Estimation and Testing
by Lee, Junsoo & Degennaro, Ramon P
- 21-35 Valuation Implications of Investment Opportunities and Earnings Permanence
by Jones, Jefferson P & Morton, Richard M & Schaefer, Thomas F
- 37-55 Are There Sectoral Anomalies Too? The Pitfalls of Unreported Multiple Hypothesis Testing and a Simple Solution
by Greenstone, Michael & Oyer, Paul
- 57-79 An Examination of Substitution among Monitoring Devices: The Case of Internal and External Audit Expenditures
by Ettredge, Michael & Reed, Margaret & Stone, Mary
- 81-97 Equity Manager Selection and Performance
by Collins, Bruce & Fabozzi, Frank
June 2000, Volume 14, Issue 4
- 319-339 The Post-issue Market Performance of Initial Public Offerings in China's New Stock Markets
by Chen, Gongmeng & Firth, Michael & Kim, Jeong-Bon
- 341-360 Does Trading Volume Contain Information to Predict Stock Returns? Evidence from China's Stock Markets
by Lee, Cheng F & Rui, Oliver M
- 361-380 A Complete Nonparametric Event Study Approach
by Dombrow, Jonathan & Rodriguez, Mauricio & Sirmans, C F
- 381-397 Using Daily High/Low Time to Test for Intraday Random Walk in Two Index Futures Markets
by Mok, Debby M Y & Lam, K & Li, W
- 399-417 A Regime-Level Empirical Model of the Specialist Quote Revision Process
by Harris, Frederick H Deb & McInish, Thomas H
May 2000, Volume 14, Issue 3
March 2000, Volume 14, Issue 2
- 111-130 Would Switching to Timely Reviews Delay Quarterly and Annual Earnings Releases?
by Ettredge, Mike & Simon, Dan & Smith, David B. & Stone, Mary
- 131-153 Return Volatility, Trading Imbalance and the Information Content of Volume
by Wu, Chunchi & Xu, Xiaoqing Eleanor
- 155-160 Comparing Trading Performance of the Constant and Dynamic Hedge Models: A Note
by Yeh, Sally C & Gannon, Gerard L
- 161-192 The Role of Transfer Price for Coordination and Control within a Firm
by Yeom, Sungsoo & Balachandran, Kashi R & Ronen, Joshua
- 193-208 Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems
by Adkins, Lee C & Krehbiel, Timothy & Hill, R Carter
January 2000, Volume 14, Issue 1
- 5-15 The Relationship between Federal Deficits and Real Interest Rates
by Tseng, K C
- 17-43 U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach
by Brooks, Robert D. & Faff, Robert W. & McKenzie, Michael D. & Ho, Yew Kee
- 45-65 Detecting Abnormal Bid-Ask Spread: A Comparison of Event Study Methods
by Affleck-Graves, John & Callahan, Carolyn M & Ramanan, Ramachandran
- 67-84 Rationality of Stock Splits: The Target-Price Habit Hypothesis
by So, Raymond W & Tse, Yiuman
- 85-102 An Empirical Analysis of Quoted Depths of NYSE and Amex Stocks
by Charoenwong, Charlie & Chung, Kee H
December 1999, Volume 13, Issue 4
- 323-345 Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology
by Kahya, Emel & Theodossiou, Panayiotis
- 347-366 The Ex Post Performance of Four Portfolio Selection Algorithms
by Frankfurter, George M & Phillips, Herbert E & Faulk, Greg
- 367-391 Microstructure of Firms' Disclosure
by Tzur, Joseph & Yaari, Varda
- 393-399 Net Value Added and Earnings Determination
by Riahi-Belkaoui, Ahmed
- 401-416 Chaebol, Investment Opportunity Set and Corporate Debt and Dividend Policies of Korean Companies
by Gul, Ferdinand A & Kealey, Burch T
November 1999, Volume 13, Issue 3
- 227-247 Asset Liquidity, Moral Hazard, and Bank Loan Rescheduling
by Anderson, Michael H
- 249-260 A Model of Return Volatility with Application to Estimating Relative Risk Aversion
by Klock, Mark & Phillips, Robert F
- 261-276 The Time-Series Behavior of IPO Betas
by Neill, John D & Perfect, Steven B & Wiles, Kenneth W
- 277-293 An Analysis of the Underreported Magnitude of the Total Indirect Costs of Financial Distress
by Chen, G M & Merville, L J
- 295-313 Models with Unexpected Components: The Case for Efficient Estimation
by Tufte, David & Wohar, Mark E
September 1999, Volume 13, Issue 2
- 111-135 Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter
by Duan, Jin-Chuan & Simonato, Jean-Guy
- 137-151 Is the Term Premium a Risk Premium?
by Ederington, Louis H & Goh, Jeremy C
- 153-169 The Impact of Information Release on Stock Price Volatility and Trading Volume: The Rights Offering Case
by Bae, Sung C & Jo, Hoje
- 171-188 Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets
by Karemera, David & Ojah, Kalu & Cole, John A
- 189-207 Simulation of Controlled Financial Statements
by Leitch, Robert A & Chen, Yining
July 1999, Volume 13, Issue 1
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