Content
1997, Volume 6, Issue 1
- 95-112 Foreign trade and exchange‐rate risk in the G‐7 countries: Cointegration and error‐correction models
by A.C. Arize - 113-119 Riding the yield curve: Term premiums and excess returns
by Rolando F. Pelaez
1996, Volume 5, Issue 2
- 101-116 Abnormal profits and relative strength in mutual fund returns
by David A. Volkman & Mark E. Wohar - 117-129 Catastrophic events, contagion, and stock market efficiency: the case of the space shuttle challenger
by Laurence E. Blose & Robin Bornkamp & Marci Brier & Kendis Brown & Jerry Frederick - 131-145 Determinants of time‐series properties of earnings and cash flows
by Badr Ismail & Kwan Choi - 147-162 Behavior of earnings, stock returns, accruals, and analysts' forecasts following negative annual earnings
by Michael Ettredge & Richard Toolson & Steve Hall & Chongkil Na - 163-179 The policy content of the yield curve slope
by Edward N. Gamber - 181-190 Mergers and macro‐economic factors
by Joseph Yagil - 191-204 Wealth effects of reserve requirement reductions in the 1990s on depository institutions
by Kenneth S. Bartunek & Jeff Madura
December 1996, Volume 5, Issue 1
- 1-17 A re‐examination of international seasonalities
by Alan Alford & Daryl M. Guffey - 19-29 Portfolio rebalancing, institutional ownership, and the small firm‐January effect
by David C. Porter & Gary E. Powell & Daniel G. Weaver - 31-46 An examination of the day‐of‐the‐week effect in junk bond returns over business cycles
by Theodor Kohers & Jayen B. Patel - 47-58 Trading volume and firm size: A test of the information spillover hypothesis
by Robert A. Weigand - 59-74 Market response to analyst recommendations in the “dartboard” column: the information and price‐pressure effects
by Robert L. Albert & Timothy R. Smaby - 75-89 The prediction of default for high yield bond issues
by Stephen P. Huffman & David J. Ward - 91-100 Dividend reinvestment plans as efficient methods of raising equity financing
by Foster Roden & Tom Stripling
March 1995, Volume 4, Issue 2
- 109-123 The impact of equity option expirations on the prices of non‐expiring options
by John B. Broughton & Don M. Chance & David M. Smith - 125-139 The impact of gold price on the value of gold mining stock
by Laurence E. Blose & Joseph C.P. Shieh - 141-155 Inter‐industry differences and the impact of operating and financial leverages on equity risk
by Ali F. Darrat & Tarun K. Mukherjee - 157-170 Federal‐funds‐rate volatility and the reserve‐maintenance period
by David Eagle - 171-185 An empirical examination of the dispersion and accuracy of analyst forecasts surrounding option listing
by Li‐Chin Jennifer Ho & John M. Hassell & Steve Swidler - 187-195 Intra‐industry effects of bank layoff announcements
by Jeff Madura & Aigbe Akhigbe & Kenneth S. Bartunek - 197-210 Financial variables contributing to savings and loan failures from 1980–1989
by Patricia Harrison & Wade R. Ragas
September 1994, Volume 4, Issue 1
- 1-24 The role of internal financial sources in firm financing and investment decisions
by Stephen C. Vogt - 25-37 Contagion effects of the bank of new England's failure
by Jeff Madura & Kenneth Bartunek - 39-53 Dividend behavior surrounding LIFO adoption
by Michael Ettredge & Jeong Youn Kim - 55-68 Accounting data and the prediction of risk in the extremes
by Badr E. Ismail & Moon K. Kim & Florence R. Kirk - 69-77 The adjustment of stock prices to Wall Street journal corrections
by John A. Helmuth & Ashok J. Robin & John S. Zdanowicz - 79-91 Professional portfolio managers and the January effect: theory and evidence
by George Athanassakos & Jacques A. Schnabel - 93-108 Rational price limits in futures markets: tests of a simple optimizing model
by Lucy F. Ackert & William C. Hunter
March 1994, Volume 3, Issue 2
- 105-120 Determinants Of Earnings‐Price Ratios: A Reexamination
by Jang Youn Cho - 121-129 The Impact For Stockholders When Regulated Firms Revise Dividend Policy
by Roger M. Shelor & Dennis T. Officer - 130-140 Money Supply Announcements And Interest Sensitive Stocks
by Jay Prag - 141-154 Sustainable Growth And Choice Of Financing: A Test Of The Pecking Order Hypothesis
by Daniel P. Klein & Brian Belt
September 1993, Volume 3, Issue 1
- 1-18 Unit Root Testing: A Critique From Chaos Theory
by Steven R. Cunningham - 19-40 Testing Alternative Views Of Government Budgeting
by Michael A. Conte & Ali F. Darrat - 41-50 An Investigation Of The Effect Of Qualified Audit Opinions On The Trading Volume And Bid‐Ask Spread Of Over‐The‐Counter Firms
by Elsie C. Ameen & Daryl M. Guffey - 51-69 Portfolio Performance And The Interaction Between Systematic Risk, Firm Size And Price‐Earnings Ratio: The Canadian Evidence
by Said Elfakhani - 70-88 The Effects Of Stock Splits On The Ownership Mix Of A Firm
by Gary E. Powell & H. Kent Baker - 89-102 Does The October 1987 Crash Strengthen The Co‐Movements Among National Stock Markets?
by Sang Bin Lee & Kwang Jung Kim
March 1993, Volume 2, Issue 2
- 1-18 An Alternative To Hedging For The Corporation: Managing A Portfolio Of Risks
by D. Sykes Wilford - 19-28 Return Interval, Firm Size And Systematic Risk On The Dutch Stock Market
by Albert Corhay & Alireza Tourani Rad - 29-42 Valuation Effects Of Open Market Stock Repurchases For Financially Weak Firms
by George P. Tsetsekos - 43-58 A Statistical Model Of Changes In Asset Prices Employing Intraday Data: A Recursive Approach
by Roy A. Fletcher - 59-72 The Relationship Between Market And Accounting Betas For Commercial Banks
by Gordon V. Karels & William H. Sackley - 73-84 A Simple Model Of Bid‐Ask Spread And Search
by Abdullah Yavaş - 85-97 Multiple Internal Rates Of Return: A Revisitation
by James R. Sisson & James F. Nielsen
September 1992, Volume 2, Issue 1
- 1-16 The Inflationary Impact Of Oil Price Shocks: A Vector Autoregressive Study
by Keivan Deravi & Charles E. Hegji - 17-30 Wealth Effects From Acquiring Failed Thrifts Since Firrea
by Jeff Madura & Ann Marie Whyte - 31-44 An Empirical Analysis Of Bank Standby Letters Of Credit Risk
by M. Kabir Hassan - 45-54 The Holiday Effect In Stock Returns: Evidence From The Otc Market
by Kartono Liano & Patrick H. Marchand & Gow‐Cheng Huang - 55-67 Merger Activity And Managerial Compensation
by John L. Teall - 68-74 Is The Tokyo Spot Foreign Exchange Market Consistent With The Efficient Market Hypothesis?
by John P. Lajaunie & Atsuyuki Naka - 75-80 The Impact Of Sale‐Leasebacks Transactions On Bondholder And Shareholder Wealth
by Ronald C. Rutherford - 81-92 Over‐The‐Counter Firms, Asymmetric Information, And Financing Preferences
by Linda C. Hittle & Kamal Haddad & Lawrence J. Gitman - 93-97 Forward Risk Premia And The Maturity Of Contracts: A Note
by Ali M. Fatemi & Amir Tavakkol
March 1992, Volume 1, Issue 2
- 1-16 The Effect Of Trading Halts On Excess Returns During Periods Of System Overload
by J. Ernest Tanner & Jonathan B. Pritchett - 17-29 Regional Diversity, Borrower Characteristics And Mortgage Prepayment
by Sam Ramsey Hakim - 30-39 Direct Effects Of Debt Overhang And Imf Programs
by M. Badrul Haque & Charles R. Wartenberg - 40-52 Determinants Of Capital Structure
by Clifford F. Thies & Mark S. Klock - 53-67 The Call Option Implicit In Proxy Contested Firms
by G.D. Hancock - 68-80 Firm Size Related Implications Of The Cost Of Accounting Information And Analysis
by Edward M. Miller - 81-94 Financial Characteristics Of Acquiring Firms: An Industry Specific Approach
by Emery A. Trahan & Hany A. Shawky
September 1991, Volume 1, Issue 1
- 1-22 Mean‐Variance Optimal Portfolio Models And The Inappropriateness Of The Assumption Of A Time‐Stable Variance‐Covariance Matrix
by Bluford H. Putnam & Jose Mario Quintana - 23-34 An Examination Of The Interest Rate Sensitivity Of Commercial Bank Stock
by Theodor Kohers & Robert Nagy - 35-48 Capital Structure: Convergent And Pecking Order Evidence
by E. Tylor Claggett - 49-61 Characteristics Of Earnings News And Operational Efficiency In The Nasdaq Securities Market
by David L. Senteney - 62-66 The Effect Of The 1986 Tax Law Changes On The January Performance Of Losers
by Edward Miller & John Hill & John Lajaunie & Cuddalore Sundar - 67-78 Predicting Corporate Bankruptcy Using Failing Firms
by James C. Flagg & Gary A. Giroux & Casper E. Wiggins - 79-98 Margin Regulation And Stock Market Response: Further Evidence From The U.S. And Some Pacific‐Basin Countries
by Sang Bin Lee & Tae Yol Yoo