Printed from https://ideas.repec.org/s/spr/jecfin5.html
Content
September 2002, Volume 26, Issue 3
- 284-296 Why firms adopt and discontinue new-issue dividend reinvestment plans
by Tarun Mukherjee & H. Baker & Vineeta Hingorani - 297-308 Market index returns, macroeconomic variables, and tax-loss selling
by Ken Johnston & Don Cox - 309-326 Black’s hypothesis and developed economies
by Matthew Rafferty - 327-333 Macroeconomy and the well-being of low income African American families
by Vasudeva Murthy - 334-343 Using simulation as a tool in selecting a retirement age under defined benefit pension plans
by Richard Bieker
June 2002, Volume 26, Issue 2
- 123-137 A data envelopment analysis of gas utilities' efficiency
by Daniel Hollas & Kenneth Macleod & Stanley Stansell - 138-148 Financial development and productive efficiency: A panel study of developed and developing countries
by Farrokh Nourzad - 150-161 Central bank transparency and market efficiency: An econometric analysis
by Matthew Rafferty & Marc Tomljanovich - 162-169 The 2000 Presidential Election and the stock market
by Srinivas Nippani & W. Medlin - 170-183 CEO ownership, corporate control, and bank performance
by John Griffith & Lawrence Fogelberg & H. Weeks - 184-199 Predicting corporate financial distress: Reflections on choice-based sample bias
by Harlan Platt & Marjorie Platt - 200-215 Determinants of corporate borrowing: Some evidence from the Indian corporate structure
by Saumitra Bhaduri - 216-232 Plastic choices: Consumer usage of bank cards versus proprietary credit cards
by Kenneth Carow & Michael Staten
March 2002, Volume 26, Issue 1
- 1-15 Policy on the margin: Evaluating the impact of margin debt requirements on stock valuations
by Christian Weller - 16-30 The effect of portfolio weighting on investment performance evaluation: The case of actively managed mutual funds
by Stanley Block & Dan French - 31-49 Fee waivers for tax-exempt money market mutual funds
by Joseph Farinella & Randy Jorgensen - 50-62 Do institutions care about market structure? A case study of listing firms
by Michele O’Neill - 63-76 Market reaction to large bank merger announcements in oligopolies
by Adham Chehab - 77-87 Wealth effects of time variation in investor risk preferences
by Bruce Niendorf & Thomas Ottaway - 88-100 Hedging gas bills with weather derivatives
by Karyl Leggio & Donald Lien - 101-110 Sources of real exchange rate movements in Saudi Arabia
by Eisa Aleisa & Sel Dibooĝlu - 111-122 Cointegration of price measures: Evidence from the G-7
by Kay Strong & Subhash Sharma
September 2001, Volume 25, Issue 3
- 243-258 Recovery of hidden information from stock price data: A semiparametric approach
by George Vachadze - 259-275 Implied volatility surfaces and market activity over time
by Thierry Ané & Chiraz Labidi - 276-292 Capturing the volatility smile of options on high-tech stocks—A combined GARCH-neural network approach
by Gunter Meissner & Noriko Kawano - 293-307 The valuation of nature-linked bonds with exchange rate risk
by Patrice Poncet & Victor Vaugirard - 308-315 Corporate income tax and futures hedging
by Donald Lien & Michael Metz - 316-327 Macroeconomic factors, consumer behavior, and bankcard default rates
by Terrance Grieb & Charles Hegji & Steven Jones - 328-342 Can money market mutual funds provide sufficient liquidity to replace deposit insurance?
by William Miles - 343-357 Assessing the usefulness of SEC Form 20-F disclosures using return and volume metrics: The case of U.K. firms
by Kingsley Olibe - 358-368 Error correction exchange rate modeling: Evidence for Mexico
by Thomas Fullerton & Miwa Hattori & Cuauhtémoc Calderón
June 2001, Volume 25, Issue 2
- 135-148 Excess reserves during the 1930s: Empirical estimates of the costs of converting unintended cash inventory into income-producing assets
by James Lindley & Clifford Sowell & WM. Mounts - 149-171 Price dynamics when there are alternatives to cash payment
by Philip Jefferson - 172-180 Convergence-divergence of U.S. State unemployment rates
by Edward Nissan & George Carter - 181-193 The day of the week effect on stock market volatility
by Hakan Berument & Halil Kiymaz - 194-205 The post-offering performance of IPOs in the health care industry
by Hany Guirguis & Joseph Onochie & Harry Rosen - 206-213 Asymmetric volatility spillover in the Tokyo stock exchange
by Mario Reyes - 214-228 The underwriter’s early lock-up release: Empirical evidence
by Terrill Keasler - 229-241 Student performance in business and economics statistics: Does exam structure matter?
by Randall Krieg & Bulent Uyar
March 2001, Volume 25, Issue 1
- 1-22 An empirical investigation of the consumption based Capital Asset Pricing Model using a modified variance-ratio test
by Petr Zemčík - 23-32 Analyzing Fed behavior using a dynamic Taylor-type rule
by William Seyfried & Dale Bremmer - 33-49 Macroeconomic influences on the stock market
by George Hondroyiannis & Evangelia Papapetrou - 50-61 Stock returns and volatility: Evidence from the Athens Stock market index
by Nicholas Apergis & Sophia Eleptheriou - 62-79 A strategy for trading the S&P 500 futures market
by Edward Olszewski - 80-99 Corporate borrowing and growth option value: The limited liability effect
by Jyh-Bang Jou - 100-114 Board ownership and IPO returns
by Shawn Howton & Shelly Howton & Gerard Olson - 115-134 Acquisitions by Real Estate Investment Trusts as a strategy for minimization of investor tax liability
by Jingyu Li & Fayez Elayan & Thomas Meyer
September 2000, Volume 24, Issue 3
- 215-231 The effect of systematic risk factors on counterparty default and credit risk of interest rate swaps
by David Volkman - 232-245 Earnings expectations and the relative information content of dividend and earnings announcements
by Roger Best & Ronald Best - 246-259 Concentration on the nearby contract in financial futures markets: A stochastic model to explain the phenomenon
by Günter Bamberg & Gregor Dorfleitner - 260-274 Stock prices and exchange rates in VEC model—The case of Singapore in the 1990s
by Ying Wu - 275-282 Output variability and economic growth: The case of Australia
by Joseph Macri & Dipendra Sinha - 283-293 Monetary policy and real estate returns
by Robert Johnson - 294-301 Friday the 13th and the philosophical basis of financial economics
by Brian Lucey
June 2000, Volume 24, Issue 2
- 97-109 The impact of foreign variables on domestic money demand: Evidence from the United Kingdom
by C. Hueng - 110-121 Life-cycle hypothesis, propensities to save, and demand for financial assets
by Jan Tin - 122-140 Rising productivity of Australian trading banks under deregulation 1986–1995
by Necmi Avkiran - 141-159 The relationship between the smoothing of reported income and risk-adjusted returns
by Stuart Michelson & James Jordan-Wagner & Charles Wootton - 160-177 Monetary policy implications of volatility linkages among long-term interest rates
by Nikiforos Laopodis - 178-194 An empirical test of individual and institutional trading patterns in Japan, Hong Kong, and Taiwan
by Yung-Jang Wang & M. Walker - 195-205 Savings and investment rates in Latin America: An error correction analysis
by Kristen Rensselaer & Joe Copeland - 206-214 The true shadow price of foreign exchange
by Richard Dusansky & David Franck & Nadeem Naqvi
March 2000, Volume 24, Issue 1
- 1-14 Derivative trading by utility firms
by Karyl Leggio & Donald Lien - 15-27 An empirical study of depositor sensitivity to bank risk
by Jacqueline Khorassani - 28-35 Value stocks and market efficiency
by Roger Best & Ronald Best & James Yoder - 36-55 The reaction of security prices to tracking stock announcements
by John Elder & Peter Westra - 56-63 Revenue equivalence and income taxation
by Veronika Grimm & Ulrich Schmidt - 64-76 Tax-free trading on calendar stock and bond market patterns
by William Compton & Robert Kunkel - 77-89 Capital outflow liberalization and stock market reaction in an emerging market: Experience from Greece
by Georgios Chortareas & Titos Ritsatos & James Sfiridis - 90-96 Capital rationing: The general case and a better criterion for ranking
by Hoi Wong
September 1999, Volume 23, Issue 3
- 193-198 A note on health care inflation
by Usha Reichert & Richard Cebula - 199-213 Relative economic efficiency in Texas nursing facilities: A profit function analysis
by Kris Knox & Eric Blankmeyer & J. Stutzman - 214-225 Forecastable default risk premia and innovations
by Patrick Traichal & Steve Johnson - 226-234 Do efforts to reduce the supply of illicit drugs increase turf war violence? a theoretical analysis
by Robert Burrus - 235-245 Multiple common bond credit unions and the allocation of benefits
by Keith Leggett & Yvonne Stewart - 246-254 Wealth effects of the Basle Accord on small banks
by Chiuling Lu & Yangpin Shen & Raymond So - 255-265 Load and no-load mutual fund dynamics during the 1987 market crash: A stochastic dominance analysis
by Walton Taylor & James Yoder - 266-278 Inflation, output, and stock prices: Evidence from two major emerging markets
by Bahram Adrangi & Arjun Chatrath & Kambiz Raffiee
June 1999, Volume 23, Issue 2
- 113-122 Initial public offerings by mutual thrifts: The regulatory impact
by Steven Cox & Dianne Roden - 123-132 The early stages of financial distress
by Richard Whitaker - 133-142 Scaling laws, talent amplification, and executive compensation in the commercial bank industry
by W. Walls - 143-156 Latin American trade elasticities
by Thomas Fullerton & W. Sawyer & Richard Sprinkle - 157-161 A note on the foreign exchange market efficiency hypothesis
by Swarna Dutt & Dipak Ghosh - 162-169 An anomaly in the pricing of bank non-interest mortgage charges
by Chao-shun Hung - 170-183 ESOPs, takeover protection, and corporate decision-making
by William Pugh & John Jahera & Sharon Oswald - 184-192 Causality between taxes and expenditures: Evidence from Latin American countries
by Benjamin Cheng
March 1999, Volume 23, Issue 1
- 1-14 Feedback trading in exchange-rate markets: Evidence from within and across economic blocks
by Maria Aguirre & Reza Saidi - 15-22 Abnormal returns of thrift versus non-thrift IPOs
by James Barth & Daniel Page & John Jahera - 23-29 Net treasury borrowing and interest-rate changes
by William Gissy - 30-38 Two approaches to measuring journal quality: Application to finance journals
by James McNulty & John Boekeloo - 39-44 An error-correction model of the demand for equity mutual funds in the U.S. 1973–1994
by Nelson Modeste & Muhammad Mustafa - 45-55 Factors affecting student retention probabilities: A case study
by James Wetzel & Dennis O’Toole & Steven Peterson - 56-63 Market efficiency, discount-rate changes, and stock returns: A long-term perspective
by Laurie Prather & William Bertin - 64-77 Self-selection bias and cost-of-living estimates
by Michael Raper - 78-89 Returns to acquiring firms: The role of managerial ownership, managerial wealth, and outside owners
by Earl Shinn - 90-98 An examination of the causal relationship between savings and growth in the third world
by Ira Saltz - 99-111 FDICIA and bank failure contagion: Evidence from the two failures of first city bancorporation
by Robert Weigand & Donald Fraser & Babu Baradwaj
June 1998, Volume 22, Issue 2
- 5-12 Reexamining the term structure of interest rates and the interwar demand for money
by Christopher Baum & Clifford Thies - 13-19 Examining the credibility of macroeconomic forecasts: Null of cointegration approach
by Swarna Dutt & Dipak Ghosh - 21-41 A comparative analysis of security pricing using factor, macrovariable and arbitrage pricing models
by Suat Teker & Oscar Varela - 43-56 The long-run and short-run effects of exchange-rate volatility on exports: The case of Australia and New Zealand
by A. Arize & J. Malindretos - 57-66 Budget deficits and stock prices: International evidence
by Bahram Adrangi & Mary Allender - 67-76 The impact of the Financial Institutions Reform, Recovery, and Enforcement Act (FIRREA) on the value of S&L stocks
by Sarah Bryant & Spiros Martzoukos - 77-84 Bond immunization for additive interest rate shocks
by Joel Barber & Mark Copper - 85-96 Do physicians employ aides efficiently?: Some new evidence on solo practitioners
by James Thornton - 97-107 Return distributions and the day-of-the-week effects in the stock exchange of Thailand
by Ravindra Kamath & Rinjai Chakornpipat & Arjun Chatrath - 109-117 Assessing the economic costs of high school noncompletion
by Mark Thompson - 119-127 Impact of diversification on the distribution of stock returns: International evidence
by Gordon Tang & Daniel Choi - 129-138 Spot and forward exchange rates as predictors of future spot rates: trends in exchange market value and the contribution of new information
by Peggy Swanson - 139-147 An empirical investigation of U.S. bank risk and the Mexican peso crisis
by Osman Kilic & M. Hassan & David Tufte - 149-167 An integrative analysis of business bankruptcy in Australia
by Lillian Cheung & Amnon Levy - 169-179 The home field advantage: Implications for the pricing of tickets to professional team sporting events
by David Boyd & Laura Boyd
March 1998, Volume 22, Issue 1
- 5-18 Stock returns and volatility: Another look
by Ramon DeGennaro & Yuzhen Zhao - 19-28 The effect of NYSE listing on a firm’s media visibility
by H. Baker & Gary Powell & Daniel Weaver - 29-36 The Massachusetts Classified Board Law
by L. Swartz - 37-47 Determinants of the stock price reaction to leveraged buyouts
by Kenneth Carow & Dianne Roden - 49-58 Corporate investment, dividend decisions, differential taxation and the no-arbitrage condition
by Kavous Ardalan & Eliezer Prisman - 59-69 International transmission of stock price movements: Evidence from the U.S. and five Asian-Pacific markets
by Y. Liu & Ming-Shiun Pan & Joseph Shieh - 71-85 Individual versus institutional investors and the weekend effect
by Paul Brockman & David Michayluk - 87-99 The no-arbitrage condition and financial markets with heterogeneous information
by Kavous Ardalan & Kevin Hebner
September 1997, Volume 21, Issue 3
- 3-9 Federal deposit insurance coverage and bank failures: A cointegration analysis with semi-annual data, 1965–91
by Ira Saltz - 11-18 How should diversifiable and nondiversifiable portfolio risks be defined?
by P. Swamy & Thomas Lutton & George Tavlas - 19-28 Form of ownership and risk taking in banking: Some evidence from Massachusetts savings banks
by Neil Murphy & Dan Salandro - 29-39 Causes of cross-autocorrelation in security returns: Transaction costs versus information quality
by Terry Richardson & David Peterson - 41-47 The impact of technological change on bank performance
by Allen Webster - 49-59 Determinants of the stock price reaction to leveraged buyouts
by Kenneth Carow & Dianne Roden - 61-64 A brief note examining the impact of federal deposit insurance on savings and loan failures using granger causality tests
by Usha Reichert - 65-74 Correlates of student performance in Business and Economics Statistics
by Randall Krieg & Bulent Uyar - 75-78 The valuation of life for damages purposes in lawsuits: A pedagogical note
by Richard Cebula
June 1997, Volume 21, Issue 2
- 3-11 The value of tax benefits and the cost of liquidating versus selling failed thrift institutions
by James Barth & Philip Bartholomew & Peter Elmer - 13-17 Fisher equations inverted and not
by Clifford Thies & Robert Crawford - 19-26 The causality between dollar and pound: An application of cointegration and error-correction modeling
by Benjamin Cheng - 27-37 Testing the effectiveness of regulatory interest rate risk measurement
by James Gilkeson & Sylvia Hudgins & Craig Ruff - 39-49 Optimal inventory order quantities when volume discounts are available: A wealth maximization approach
by Richard Followill - 51-61 Historical resources, uncertainty and preservation values: An application of option and optimal stopping models
by Catherine Chambers & Paul Chambers & John Whitehead - 63-66 Time on market and sales price of residential housing: A note
by Rajiv Kalra & Kam Chan & Pikki Lai - 67-73 Economic rents and mutual fund performance: An empirical investigation
by Vinod Agarwal & Larry Prather - 75-82 Bond review and rating change announcements: An examination of informational value and market efficiency
by Richard Followill & Terrence Martell - 83-92 Using ex-day returns to separate the tax and information effects of dividend changes
by Mazhar Siddiqi
March 1997, Volume 21, Issue 1
- 3-6 The economics of the radical right
by James Tobin - 7-13 The monetary equivalence of vouchers
by William Gissy - 15-23 Determinants of business failure: The role of firm size
by Afsaneh Assadian & Jon Ford - 25-31 Market efficiency and cointegration: Some evidence in Pacific-Basin black exchange markets
by Kam Chan & Louis Cheng & Ming-Shiun Pan - 33-42 Volatility of exchange rate futures and high-low price spreads
by An-Sing Chen - 43-49 The rise (or fall) of lottery adoption within the logic of collective action: Some empirical evidence
by Franklin Mixon & Steven Caudill & Jon Ford & Ter Peng - 51-59 Weekly pattern in higher moments: An empirical test in Hong Kong stock market
by Gordon Tang - 61-68 Tournament performance and “Agency” problems: An empirical investigation of “March madness”
by James McClure & Lee Spector - 69-79 Sovereign debt: Reputation, seizure and reputation
by Amnon Levy