Bankruptcy and Financial Distress
Bond Pricing and Debt Issuance
Convertibles, Preferred and Warrants
Derivatives – Options, Futures and Forwards
Interest Rates and Term Structure
Mergers, Acquisitions and Capital Investment
Mutual Funds and Pension Funds
New Issues of Securities and IPOs
"Managerial Ownership, Takeover Defenses, and Debt Financing", Senay Agca and Sattar Mansi, 2008, 31 (2), 85-112.
“Evidence on the Market for Professional Directors,” Phyllis Y. Keys and Joanne Li , 2005, 28 (4), 575-590.
"CEO Compensation and the Transformation of Banking,” Harjoto, Maretno A. and Donald J. Mullineaux, 2003, 26 (3), 341–354.
“Executive compensation structure and corporate governance choices,” K. D. Harvey and R. E. Shrieves, 2001, 24 (4), 495-512.
“Executive pay and the disclosure environment: Canadian evidence,” Y. W. Park, T. Nelson and M. R. Huson, 2001, 24 (3), 347-365.
"The effect of CEO tenure on the relation between firm performance and turnover," S. Allgood and K.A. Farrell, 2000, 23 (3), 373-390.
"Borrowing relationships, monitoring, and the influence on loan rates," M. Athavale and R. O. Edmister, 1999, 22 (3), 341-352.
"Shareholder-management conflict and event risk covenants," G. Roth and C.G. McDonald, 1999, 22 (2), 207-225.
"The market reaction to straight debt issues: The effects of free cash flow," S.D. Howton, S.W. Howton, and S.B. Perfect, 1998, 21 (2), 219-228.
"Risk-taking behavior and management ownership in depository institutions," C.R. Chen, T.L. Steiner, and A.M. Whyte, 1998, 21 (2), 1-16.
"Corporate control in commercial banks," S. Prowse, 1997, 20 (4), 509-527.
"Banking relationships and the effect of monitoring on loan pricing," D.W. Blackwell and D.B. Winters, 1997, 20 (2), 275-289.
"Leverage, risk-shifting incentive, and stock-based compensation," T. Harikumar, 1996, 19 (3), 417-428.
"Bid-ask spread and ownership structure," O. Kini and S. Mian, 1995, 18 (4), 401-414.
"Using dividend policy and managerial ownership to reduce agency costs," D.K. Schooley and L.D. Barney, Jr., 1994, 17 (3), 363-373.
"Compensation contracts of chief executive officers: Determinants of pay-performance sensitivity," R.L. Lippert and W.T. Moore, 1994, 17 (3), 321-332.
"A test of the Easterbrook hypothesis regarding dividend payments and agency costs," J.A. Born and J.N. Rimbey, 1993, 16 (3), 251-260.
"Effects of agency and transaction costs on dividend payout ratios: Further evidence of the agency-transaction cost hypothesis," S.J. Dempsey and G. Laber, 1992, 15 (4), 317-321.
"Leveraging the underinvestment problem: How high debt and management shareholdings solve the agency costs of free cash flow," G.T. Garvey, 1992, 15 (2), 149-166.
"Risk-taking incentives of banks and risk-adjusted deposit insurance," L.G. Goldberg and T. Harikumar, 1991, 14 (3), 233-239.
"The elimination of director liability and stockholder returns: An empirical investigation," V. Janjigian and P.J. Bolster, 1990, 13 (1), 53-60.
"Analyst Reputation, Dealer Affiliation, and Market Making", Mingsheng Li and Xin Zhao, 2008 31 (4), 301-332.
"Analyst Behavior Surrounding Tender Offer Announcements", Daniel J. Bradley, Angela G. Morgan and Jack G. Wolf, 2007, 30 (1), 1-19.
"Are All Security Analysts Equal?" Carl R. Chen, Kam C. Chan, and Thomas L. Steiner, 2002, 25 (3), 415-430.
"Earnings Announcements, Quality and Quantity of Information, and Stock Price Changes", Carl R. Chen, James Wuh Lin, and David A. Squer, 1997, 20 (4), 483-502
"Prior Uncertainty, Analyst Bias, and Subsequent Abnormal Returns", Lucy F. Ackert and George Athanassakos, 1997, 20 (2), 263-273.
"Abnormal Returns and Analysts' Earnings Forecast Revisions Associated with the Publication of "Stock Highlights" by Value Line Investment Survey", David R. Peterson and Pamela P. Peterson, 1995, 18 (4), 465-477.
"Adaptive Mesh Modeling and Barrier Option Pricing Under a Jump-Diffusion Process", Michael Albert, Jason Fink and Kristin E. Fink, 2008, 31 (4), 381-408.
"Exploring the Link Between Information Quality and Systematic Risk", Charlie X. Cai, Robert W. Faff, David Hillier, and Suleiman Mohamed, 2007, 30 (3), 335-353.
"Liquidity and Asset Pricing Under the Three-Moment CAPM Paradigm", Duong Nguyen, Suchismita Mishra, Arun Prakash and Dilip K. Ghosh, 2007, 30 (3), 379-398.
"The Importance of Liquidity as a Factor in Asset Pricing," Marvin A. Keene and David R. Peterson, 2007, 30 (1), 91-109.
"Applicability of the FAMA-French Three Factor Model in Forecasting Portfolio Returns", Ou Hu, 2007, 30 (1), 111-127.
"Momentum: Does the Database Make a Difference?" Bidisha Chakrabarty and Charles Trzcinka, 2006, 29 (4), 441-462.
“Intangible Assets, Book-to-Market, and Common Stock Returns", James M. Nelson, 2006, 29 (1), 21-41.
“The Mean-Gini Efficient Portfolio Frontier,” Haim Shalit and Shlomo Yitzhaki, 2005, 28 (1), 59-76.
“Is the Book-to-Market Ratio a Measure of Risk? ,” Robert F. Peterkort and James F. Nielsen , 2005, 28 (4), 487-502.
“Understanding Size and the Book-to-Market Ratio: An Empirical Exploration of Berk's Critique,” Xinting Fan and Ming Liu , 2005, 28 (4), 503-518.
"A state-space model of short- and long-horizon stock returns," C. Qing and C. Zhou, 2000, 23 (4), 523-544.
"Beta, size, risk, and return," T. W. Downs and R. W. Ingram, 2000, 23 (3), 245-260.
"The relation between the magnitude of growth opportunities and the duration of equity," P. Kadiyala, 2000, 23 (3), 285-310.
"Portfolio formation, measurement errors, and beta shifts: A random sampling approach," B. Liang, 2000, 23 (3), 261-284.
"Nonnested procedures in econometric tests of asset pricing theories," E. Alyasiani and A. Nasseh, 2000, 23 (1), 103-128.
"Linear conditional expectation, return distributions, and capital asset pricing theories," K.C.J. Wei, C.F. Lee, and A.C. Lee, 1999, 22 (4), 471-487.
"Intertemporal asset pricing without consumption data: Empirical tests," Y. Li, 1997, 20 (1), 53-69.
"Tactical asset allocation: Can it work?" J. Nam and B. Branch, 1994, 17 (4) 465-479.
"Thin trading and the estimation of betas: The efficacy of alternative techniques," J. Bartholdy and A. Riding, 1994, 17 (2), 241-254.
"Dual betas from bull and bear markets: Reversal of the size effect," R.K. Bhardwaj and L.D. Brooks , 1993, 16 (4), 269-283.
"The arbitrage pricing theory and cost-of-capital estimation: The case of electric utilities," D.H. Goldenberg and A.J. Robin, 1991, 14 (3), 181-196.
"A test of the risk premium hypothesis," M. Najand, 1991, 14 (3), 207-216.
"The magnitude of pricing errors in the arbitrage pricing theory," A. Robin and R. Shukla, 1991, 14 (1), 65-82.
"Is the distribution of betas stationary?" R.W. Kolb and R.J. Rodriguez, 1990, 13 (4), 279-283.
"The pricing of futures contracts and the arbitrage pricing theory," J.S.K. Chang, J.C.H. Loo, and C.C.W. Chang, 1990, 13 (4), 297-306.
"Using the CAPM as a general framework for asset pricing analysis," J.A. Murphy, 1990, 13 (3), 233-241.
"Bootstrapping the number of factors in the arbitrage pricing theory," S. Chatterjee and R.A. Pari, 1990, 13 (1), 15-21.
Bankruptcy and Financial Distress
"Costs of Financial Distress and Interest Coverage Ratios," Michael Dothan, 2006, 29 (2), 147-162.
"Alternative tests of the zero-beta CAPM," P. Chou, 2000, 23 (4), 469-493.
"Mainbanks and investment efficiency in financial distress," C. C. Y. Kwok and D. M. Reeb, 2000, 23 (4), 395-410.
"The security price effects of public debt defaults," B.L. Betker, 1998, 21 (1), 17-35.
"Wealth effects of enforcement actions against financially distressed banks," P.A. Brous and K. Leggett, 1996, 19 (4), 561-577.
"Reorganization and financial distress: An empirical investigation," S. Datta and M.E. Iskandar-Datta, 1995, 18 (1), 15-32.
"Bank failure and contagion effects: Evidence from Hong Kong," G.D. Gay, S.G. Timme and K. Yung, 1991, 14 (2), 153-165.
Bond Pricing and Debt Issuance
"Stock Market Reaction to Anticipted Versus Surprise Rating Changes", Lynette D. Purda, 2007, 30 (2), 301-320.
"Secondary Mortgage Purchase Commitment Yields," Andrea J. Heuson, Adam Schwartz and V. Carlos Slawson, Jr., 2006, 29 (4), 593-608.
"Are Treasury Inflation Protected Securities Really Tax Disadvantaged?" Scott E. Hein and Jeffrey M. Mercer, 2006. 29 (4). 575-592.
"Credit Spreads and the Zero Coupon Treasury Spot Curve," Nicolas Papageorgiou and Frank S. Skinner, 2006, 29 (3), 421-439.
"The Dynamics of Bond Yield Spreads Around Rating Revision Rates," Roy Batchelor and Katiuscia Manzoni, 2006, 29 (3), 405-420.
"Relationships and Underwriter Spreads in the Eurobond Floating Rate Note Market," Michael G. Kollo and Ian G. Sharpe, 2006, 29 (2), 163-180.
“End-of-Day Pricing in the U.S. Treasury Market: A Comparison of GovPX and the Federal Reserve Bank of New York ,” Susan D. Jordan and David R. Kuipers, 2005, 28 (1), 97-114.
“Anomalous Bidding in Short-Term Treasury Bill Auctions,” Michael J. Fleming, Kenneth D. Garbade, and Frank Keane, 2005, 28 (2), 165-176.
“Exact Formulas for Pricing Bonds and Options When Interest Rate Diffusions Contain Jumps,” John D. Finnerty, 2005, 28 (3), 319-342.
“Exponential Duration: A More Accurate Estimation of Interest Rate Risk,” Miles Livingston and Lei Zhou, 2005, 28 (3), 343-362.
“Agent Bank Behavior in Bank Loan Syndications,” Jonathan D. Jones, William W. Lang, and Peter J. Nigro, 2005, 28 (3), 385-402.
"Illiquidity risk, project characteristics, and the optimal maturity of corporate debt," S. Sarkar, 1999, 22 (3), 353-370.
"The long-run performance of convertible debt issuers," R. McLaughlin, A. Safieddine and G. K. Vasudevan, 1998, 21 (4), 373-388.
"Junk bond behavior with daily returns and business cycles," J.B. Patel, D.A. Evans, and J.E. Burnett, 1998, 21 (4), 407-418.
"The survival zone for a bond with both call and put options embedded," S.H. Martzoukos and T.M. Barnhill, Jr., 1998, 21 (4), 419-430.
"Split ratings, bond yields, and underwriter spreads," J. Jewell and M. Livingston, 1998, 21 (2), 185-204.
"The market reaction to straight debt issues: The effects of free cash flow," S.D. Howton, S.W. Howton, and S.B. Perfect, 1998, 21 (2), 219-228.
"Intra-industry effects of bond rating adjustments," A. Akhigbe, J. Madura and A.M. Whyte, 1997, 20 (4), 545-561.
"Firm characteristics and the presence of event risk covenants in bond indentures," S.C. Bae, D.P. Klein, and F. Padmaraj, 1997, 20 (3), 373-388.
"Evidence on the effect of taxes on firm's decisions to retire debt early" G.B. Manzon, Jr., T.L. Porter and M.E. Potter, 1996, 19 (3), 327-337.
"On computing bond returns: The evaluation of low-grade debt," M.J. Alderson and T.L. Zivney, 1994, 17 (4), 403-415.
"Convertible debt and investment incentives," T. Harikumar, P. Kadapakkam and R.F. Singer, 1994, 17 (1), 15-29.
"Variance bound tests of bond market efficiency," C. Huang and L.H. Ederington, 1993, 16 (2), 89-106.
"Prepayment risk and the duration of default-free mortgage-backed securities," G.A. Anderson, J.R. Barber and C.H. Chang, 1993, 16 (1), 1-9.
"Valuation effects of issuing nonsubordinated versus subordinated debt," A.P. Tang and R.F. Singer, 1993, 16 (1), 11-21.
"Optimal bond call policies under transactions costs," D. Mauer, 1993, 16 (1), 23-37.
"An empirical test of the timing of bond-refunding decisions," J.S. Thatcher and J.G. Thatcher, 1992, 15 (3), 219-230.
"The analytics of relative holding-period risks for bonds," D. Stock, 1992, 15 (3), 253-263.
"Bond refunding in efficient markets: A dynamic analysis with tax effects," R.C. Chiang and M.P. Narayanan, 1991, 14 (4), 287-302.
"A certainty equivalent approach to municipal bond default risk estimation," C. Wu, 1991, 14 (3), 241-247.
"Tax schedule changes and discount bond prices," R.J. Rodriquez, 1991, 14 (3), 249-253.
"Inflation, investment, and debt," A.P. Prezas, 1991, 14 (1), 15-26.
"Tax-timing options and the pricing of government bonds," A.J. Heuson and D.J. Lasser, 1990, 13 (2), 93-103.
"Managerial Ownership, Takeover Defenses, and Debt Financing", Senay Agca and Sattar Mansi, 2008, 31 (2), 85-112.
"Capital Structure, Shareholder Rights, and Corporate Governance", Pornsit Jiraporn and Kimberly C. Gleason, 2007, 30 (1), 21-33.
"The long-run performance of companies that withdraw seasoned equity offerings," M. J. Alderson and B. L. Betker, 2000, 23 (2), 157-178.
"The value of experiential learning by organizations: Evidence from international joint ventures," A. Gupta and L. Misra, 2000, 23 (1), 77-102.
"A sequential signaling model of convertible debt issue and call policies," Y. W. Lee, 2000, 23 (1), 45-76.
"How firm characteristics affect capital structure: An international comparison," J. Wald, 1999, 22 (2), 161-187.
"Investment opportunities and multinationality: Evidence from capital structure changes," M. Rahman, 1997, 20 (4), 423-434.
"Bank regulations, capital structure, and risk," S. C. Mazumdar, 1996, 19 (2), 209-228.
"External financing, liquidity, and capital expenditures," W. Bernanek, C. Cornwell and S. Choi , 1995, 18 (2), 207-222.
"Simultaneous debt and equity issues and capital structure targets," R.S. Billingsely, D.M. Smith and R.E. Lamy, 1994, 17 (4), 495-516.
"An investigation into the causality among firms' dividend, investment, and financing decisions," M. Mougoue and T.K. Mukherjee, 1994, 17 (4), 517-530.
"Stock price behavior of pure capital structure issuance and cancellation announcements," R.M. Hull, 1994, 17 (3), 439-448.
"Capital structure management as a motivation for calling convertible debt," D.R. Emery, M.E. Iskandar-Datta and J. Rhim, 1994, 17 (1), 91-104.
"The financing and investment of a levered firm under asymmetric information," S. Raymar, 1993, 16(4), 321-336.
"Leveraging the underinvestment problem: How high debt and management shareholdings solve the agency costs of free cash flow," G.T. Garvey, 1992, 15 (2), 149-166.
"Production technology, nondebt tax shields, and financial leverage," T. Manuel and E. Pilotte , 1992, 15 (2), 167-180.
"All-equity firms and the balancing theory of capital structure," J.C. Gardner and C.A. Trzcinka, 1992, 15 (1), 77-90.
"Raising capital with private placements of debt," S.H. Szewczyk and R. Varma, 1991, 14 (1), 1-13.
"The impact of financing sources on multinational projects," J. Madura and R.H. Fosberg, 1990, 13 (1), 61-69.
Convertibles, Preferred and Warrants
“Matching Financial and Real Investment Options: Evidence from Warrant Calls,” Luis Garcia-Feijóo and John S. Howe , 2005, 28 (4), 609-620.
"A sequential signaling model of convertible debt issue and call policies," Y. W. Lee, 2000, 23 (1), 45-76.
"The long-run performance of convertible debt issuers," R. McLaughlin, A. Safieddine and G. K. Vasudevan, 1998, 21 (4), 373-388.
"Rational timing of calls of convertible preferred stocks," A.K. Byrd, S.V. Mann, W.T. Moore, and P. Ramanlal, 1998, 21 (3), 293-313.
"An investigation of preferred stock financing by bank and nonbank financial institutions," L.P. Fields and S.E. Webb, 1997, 20 (3), 343-353.
"Equity valuation effects of forced warrant exercise," L.P. Fields and W.T. Moore , 1995, 18 (2), 167-170.
"Evidence on the role of taxes on financing choice: Consideration of mandatory redeemable preferred stock," M.E. Carter and G.B. Manzon, Jr., 1995, 18 (1), 103-114.
"The valuation effects of out-of-the-money calls of convertible securities," A.P. Tang, P.
Kadapakkam, and R.F. Singer, 1994, 17 (4), 481-493.
"Convertible debt and investment incentives," T. Harikumar, P. Kadapakkam and R.F. Singer, 1994, 17 (1), 15-29.
"Capital structure management as a motivation for calling convertible debt," D.R. Emery, M.E. Iskandar-Datta and J. Rhim, 1994, 17 (1), 91-104.
"Default risk premia in the near-cash investment market: The case of auction rate preferred stock versus commercial paper," D.T. Winkler and G.B. Flanigan, 1991, 14 (4), 337-343.
"Equity valuation effects of warrant-debt financing," K.L. Phelps, W.T. Moore and R.L. Roenfeldt, 1991, 14 (2), 93-103.
"Units of debt with warrants: Evidence of the "penalty-free" issuance of an equity-like security," R.S. Billingsley, R.E. Lamy and D.M. Smith, 1990, 13 (3),187-199.
"On using the Black-Scholes model to value warrants," D.C. Leonard and M.E. Solt, 1990, 13 (2), 81-92.
"Unitary Boards and Mutual Fund Governance", Sophie Xiaofei Kong and Dragon Yongjun Tang, 2008, 31 (3), 193-224.
"Capital Structure, Shareholder Rights, and Corporate Governance", Pornsit Jiraporn and Kimberly C. Gleason, 2007, 30 (1), 21-33.
“Evidence on the Market for Professional Directors,” Phyllis Y. Keys and Joanne Li , 2005, 28 (4), 575-590.
“Executive compensation structure and corporate governance choices,” K. D. Harvey and R. E. Shrieves, 2001, 24 (4), 495-512.
"A test of the two-tier corporate governance structure: The case of Japanese Keiretsu," K.A. Kim and P. Limpaphayom, 1998, 21 (1), 37-51.
"The elimination of director liability and stockholder returns: An empirical investigation," V. Janjigian and P.J. Bolster, 1990, 13 (1), 53-60.
"The Slope of the Term Structure of Credit Spreads: An Empirical Investigation", Lara Cathcart, Mascia Bedendo and Lina El-Jahel, 2007, 30 (2), 237-257.
"Illiquidity risk, project characteristics, and the optimal maturity of corporate debt," S. Sarkar, 1999, 22 (3), 353-370.
"The debt maturity choice: An empirical investigation," K. Mitchell, 1993, 16(4), 309-320.
"Risky debt maturity choice in a sequential game equilibrium," J.R. Kale and T.H. Noe, 1990, 13 (2), 155-165.
Derivatives - Options, Futures and Forwards
"Adaptive Mesh Modeling and Barrier Option Pricing Under a Jump-Diffusion Process", Michael Albert, Jason Fink and Kristin E. Fink, 2008, 31 (4), 381-408.
"Information and Noise in Financial Markets: Evidence from the E-Mini Index Futures", Alexander Kurov, 2008, 31 (3), 247-270.
"Short Maturity Options and Jump Memory", Tom Arnold, Jimmy E. Hilliard and Adam Schwartz, 2007, 30 (3), 437-454.
"The Influence of Firm- and CEO-Specific Characteristics on the Use of Nonlinear Derivative Instruments",Pingshung Huang, Harley E. Ryan, Jr and Roy A. Wiggins, III, 2007 30 (3), 415-436.
"Managerial Incentives and the Use of Foreign-Exchange Derivatives by Banks", Lee C. Adkins, David A. Carter and W. Gary Simpson, 2007 30 (3), 399-413.
Forecasting Stock Index Volatility: Comparing Implied Volatility and the Intraday High-Low Price Range", Charles Corrado and Cameron Truong, 2007, 30 (2), 201-215.
"Subordinated Binomial Option Pricing," Carolyn W. Chang, Jack S. K. Chang and Yisong "Sam" Tian, 2006, 29 (4), 559-573.
"Valuation of Event-Contingent Options," Antonio Camara, 2006, 29 (4), 537-557.
"Estimating Expected Excess Returns Using Historical and Option-Implied Volatility," 2006, 29 (1), 95-112.
"Testing the Net Buying Pressure Hypothesis During the Asian Financial Crisis: Evidence from Hang Seng Index Options", Kam C. Chan, Louis T. W. Cheng, and Peter P. Lung, 2006, 29 (1), 43-62.
“Evidence on Delta Hedging and Implied Volatilities for the Black-Scholes, Gamma, and Weibull Option Pricing Models,” Robert Savickas, 2005, 28 (2), 299-318.
“Exact Formulas for Pricing Bonds and Options When Interest Rate Diffusions Contain Jumps,” John D. Finnerty, 2005, 28 (3), 319-342.
“Estimating the Value of Delivery Options in Futures Contracts,” Jana Hranaiova, Robert A. Jarrow, and William G. Tomek, 2005, 28 (3), 363-384.
"Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis," L. F. Ackert and M. D. Racine, 2000, 23(2), 129-143.
"Early unwinding strategy in index options-returns arbitrage," L.T.W. Cheng, J.K.W. Fung and C. Pang, 1998, 21 (4), 447-467.
"Volatility transmission and patterns in Bond futures," M. Martens and B. Menkveld, 1997, 20 (4), 459-482.
"The relation between option mispricing and volume in the Black-Scholes option model," D.M. Long and D.T. Officer, 1997, 20 (1), 1-12.
"Hedging with international stock index futures: An intertemporal error correction model," A. Ghosh and R. Clayton, 1996, 19 (4), 477-491.
"The cross-sectional effects of option listing on firm stock return variances," B.D. Niendorf and D.R. Peterson, 1996, 19 (4), 515-539.
"Bivariate binomial options pricing with generalized interest rate processes," J.E. Hilliard, A.L. Schwartz and A.L. Tucker, 1996, 19 (4), 585-602.
"Optimal futures hedge with marking-to-market and stochastic interest rates," C.W. Chang, J.S.K. Chang and H. Fang, 1996, 19 (3), 309-326.
"The relation between the federal funds cash and futures markets," M.D. Griffiths and D.B. Winters, 1996, 19 (3), 359-376.
"Skewness and kurtosis in S&P 500 index returns implied by option prices," C.J. Corrado and T. Su, 1996, 19 (2), 175-192.
"A multifactor model of the quality option in Treasury futures contracts," P. Ritchken and L. Sankarasubramanian, 1995, 18 (3), 261-279.
"The influence of organized options trading on stock price behavior following large one-day stock price declines," D.R. Peterson, 1995, 18 (1), 33-44.
"Intraday trading patterns in the equity options markets," R. Aggarwal and E. Gruca , 1993, 16 (4), 285-297.
"Intraday market behavior and the extent of feedback between S&P 500 futures prices and the S&P 500 index," I.G. Kawaller, P. D. Koch and T.W. Koch, 1993, 16 (2), 107-121.
"Pricing Nikkei put warrants: Some empirical evidence," K.C. Chen, R.S. Sears and M. Shahrokhi, 1992, 15 (3), 231-251.
"Early exercise of American index options," D.W. French and E.D. Maberly, 1992, 15 (2), 127-137.
"The effect of traded option introduction on shareholder wealth," W.S. Kim and C.M Young, 1991, 14 (2), 141-151.
"Call option valuation for discrete normal mixtures," R.J. Ritchey, 1990, 13 (4), 285-296.
"The pricing of futures contracts and the arbitrage pricing theory," J.S.K. Chang, J.C.H. Loo, and C.C.W. Chang, 1990, 13 (4), 297-306.
"Stock returns and option prices: An exploratory study," E.W. Ancel and R.K.S. Rao, 1990, 13 (3), 173-185.
"A transaction data study of day-of-the week and intraday patterns in option returns," D.R. Peterson, 1990, 13 (2), 117-131.
"Pricing CRB futures contracts," M.C. Ehrhardt and A.L. Tucker, 1990, 13 (1), 7-14.
"The corporate sell-off decision of diversified firms," T.L. Steiner, 1997, 20 (3), 231-241.
"The effects of spin-offs on corporate investment and performance," S.A. Johnson, D.P. Klein and V.L. Thibodeaux, 1996, 19 (2), 293-307.
"Who gains from corporate asset sales?" S. Datta and M.E. Iskandar-Datta, 1996, 19 (1), 41-58.
"A no-arbitrage martingale analysis for jump-diffusion valuation," C.W. Chang, 1995, 18 (3), 351-381.
"Division management buyouts of unrelated divisions without a sales price reported," R.L. Roenfeldt, N.W. Sicherman, and J.W. Trifts, 1992, 15 (4), 297-305.
"Divestiture to unit managers and shareholder wealth," J.W. Trifts, N.W. Sicherman, R.L.
Roenfeldt and F. Cossio, 1990, 13 (2), 167-172.
“Sensitivity of Investor Reaction to Market Direction and Volatility: Dividend Change Announcements,” Diane Scott Docking and Paul D. Koch, 2005. 28 (1), 21-40.
"The effect of institutional interest on the information content of dividend-change announcements," S. Alangar , C.T. Bathala and R.P. Rao., 1999, 22 (4), 429-448.
"Further evidence on dividend yields and the ex-dividend day stock price effect," R.K. Bhardwaj and L.D. Brooks, 1999, 22 (4), 503-514.
"The differential information conveyed by share repurchase tender offers and dividend increases," D. Choi and S. Chen, 1997, 20 (4), 529-543.
"Market reaction to dividend-decrease announcements: Public utilities vs. unregulated industrial firms," M. Impson, 1997, 20 (3), 407-422.
"Post-announcement drifts associated with dividend changes," G.S. Bae, 1996, 19 (4), 541-559.
"An empirical investigation of stock dividends-in-kind," L.P. Fields and M.S. Wilkins, 1996, 19 (1), 105-119.
"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," H.M. Sung and J.L. Urrutia, 1995, 18 (2), 171-188.
"The relation among dividend policy, firm size, and the information content of earnings announcements," H. Mozes and D. Rapaccioli, 1995, 18 (1), 75-88.
"An indirect test for dividend relevance," M.A. Siddiqi, 1995, 18 (1), 89-101.
"Dividend payouts of private firms: Evidence from tax court decisions," R.K.S. Rao and S.A. White, 1994, 17 (4), 449-464.
"An investigation into the causality among firms' dividend, investment, and financing decisions," M. Mougoue and T.K. Mukherjee, 1994, 17 (4), 517-530.
"Using dividend policy and managerial ownership to reduce agency costs," D.K. Schooley and L.D. Barney, Jr., 1994, 17 (3), 363-373.
"The effect of the 1986 Tax Reform Act on ex-dividend day return behavior," K.C. Han, 1994, 17 (2), 175-186
"A test of the Easterbrook hypothesis regarding dividend payments and agency costs," J.A. Born and J.N. Rimbey, 1993, 16 (3), 251-260.
"Considering dividend stability in the relation between dividend yields and stock returns," M.J. Gombola and F. Liu, 1993, 16 (2), 139-150.
"Quality dispersion and the feasibility of dividends as signals," R.J. Rodriguez, 1992, 15 (4), 307-315.
"Effects of agency and transaction costs on dividend payout ratios: Further evidence of the agency-transaction cost hypothesis," S.J. Dempsey and G. Laber, 1992, 15 (4), 317-321.
"Stock price reactions to dividend and earnings announcements: Contemporaneous versus noncontemporaneous announcements," A. Eddy and B. Seifert, 1992, 15 (3), 207-217.
"Dividend policy and the bid-ask spread; An empirical analysis," J.S. Howe and J. Lin, 1992, 15 (1), 1-10.
"A test of a risk-adjusted dividend capitalization model: The case of liquidating firms," T.R. Skantz and R. Marchesini, 1992, 15 (1), 11-26.
"The weekend effect and corporate dividend announcements," John D. Schatzberg and P. Datta, 1992, 15 (1), 69-76.
"Ex-dividend day price changes and implied tax rates: An evaluation," J. Gagnon and J. Suret, 1991, 14 (3), 255-262.
"Dividend change announcement effects and earnings volatility and timing," J.W. Wansley, C.F. Sirmans, J.D. Shilling and Y. Lee, 1991, 14 (1), 37-49.
"Dividends, uncertainty, and underwriting costs under asymmetric information," J.R. Kale and T.H. Noe, 1990, 13 (4), 265-277.
"An empirical examination of the existence of a signaling value function for dividends," H. Manakyan and C. Carroll, 1990, 13 (3), 201-210.
"On the Informational Effect of Short-Sales Constraints: Evidence from the Tokyo Stock Exchange", Naoto Isaka, 2007, 30 (4), 455-471.
"Symmetric Versus Asymmetric Conditional Covariance Forecasts: Does it Pay to Switch?", Susan Thorp and George Milunovich, 2008, 30(3), 355-377.
"Investor Overreaction During Market Declines: Evidence from the 1997 Asian Financial Crisis," David Michayluk and Karyn L. Neuhauser, 2006, 29 (2), 217-234.
"Relationships and Underwriter Spreads in the Eurobond Floating Rate Note Market," Michael G. Kollo and Ian G. Sharpe, 2006, 29 (2), 163-180.
"The Day-End Effect on the Paris Bourse," David Michayluk and Gary C. Sanger, 2006, 29 (1), 131-146.
“What Drives Time Variation in Emerging Market Segmentation? ,” Delroy M. Hunter, 2005, 28 (2), 261-280.
“Can Stock Market Liberalization in Emerging Economies Mitigate Legal Systems Deficiencies? ,” Wi Saeng Kim, Esmeralda Lyn, and Edward J. Zychowicz, 2005, 28 (3), 421-438.
"International evidence on weekend anomalies," W. Tong, 2000, 23 (4), 495-522.
"The information content of orders on the Saudi stock market," A. Mohammad and L. Kryzanowski, 2000, 23 (2), 145-156.
"Segmentation of the A- and B- share Chinese equity markets," H. Fung, W. Lee, and W. K. Leung, 2000, 23 (2), 179-195.
"The value of experiential learning by organizations: Evidence from international joint ventures," A. Gupta and L. Misra, 2000, 23 (1), 77-102.
"The effect of U.S. trade deficit announcements on the stock prices of U.S. and Japanese Automakers," Q. Sun and W. H. S. Tong, 2000, 23 (1), 15-43.
"An empirical examination of financial liberalization and efficiency of emerging market stock prices," H. Kawakatsu and M.R. Morey, 1999, 22 (4), 385-411.
"Information transmission in the Shanghai equity market," D.M. Long, J.D. Payne, and C. Feng, 1999 22 (1), 29-45.
"International investors' exposure to risk in emerging markets," B. Eftekhari and S.E. Satchell, 1999, 22 (1), 83-106.
"Small firm and value effects in the Canadian stock market," S. Elfakhani, L.J. Lockwood, and T.S. Zaher, 1998, 21 (3), 277-291.
"Cross-autocorrelation between A shares and B shares in the Chinese stock market," A.C.W. Chu and C.C.Y. Kwok, 1998, 21 (3), 333-353.
"The causes of volatility in a small, internationally integrated stock market: Ireland , July 1975-June 1994," C. Kearney, 1998, 21 (1), 85-104.
"Emerging equity markets: Are they for real?" K. Hargis and W.F. Maloney, 1997, 20 (2), 243-262.
"The determinants and dynamics of bid-ask spreads on the London stock exchange," K. Menyah and K. Paudyal, 1996, 19 (3), 377-394.
"Tests of random walk and market efficiency for Latin American emerging equity markets," J.L. Urrutia, 1995, 18 (3), 299-309.
"Dynamic relations between macroeconomic variables and the Japanese stock market: An application of a vector error correction model," T.K. Mukherjee and A. Naka, 1995, 18 (2), 223-237.
"The changing risk profile of U.S.-based multinational corporations' exposed to European community markets," K. Chambliss, J. Madura and Francis W. Wright, 1994, 17 (1), 133-146.
"Mean and volatility spillovers across major national stock markets: Further empirical evidence," P. Theodossiou and U. Lee, 1993, 16 (4), 337-350.
"The intraday interdependence structure between U.S. and Japanese equity markets," K.G. Becker, J.E. Finnerty and A.L. Tucker, 1992, 15 (1), 27-37.
"Regularities in Tokyo stock exchange security returns: P/E, size and seasonal influences," R. Aggarwal, R.P. Rao, and T. Hiraki, 1990, 13 (3), 249-263.
"Monetary Policy Indicators and Predictors of Stock Returns", David A. Beecher, Gerald R. Jensen and Jeffrey M. Mercer, 2008, 31 (4), 357-379.
"Robustness of the Headquarters-City Effect on Stock Returns", Christopher W. Anderson and Eli Beracha, 2008, 31 (3), 271-300.
"Stock Market Reation to Good and Bad Inflation News", Johan Knif, James Kolari and Seppo Pynnonen, 2008, 31 (2), 141-166.
"Glamour versus Value: Trading Behavior of Institutions and Individual Investors", Vivek Sharma, Jungshik Hur, and Heiwai Lee, 2008, 31 (1), 65-84.
"Extensions of hte Standardized Cross-Sectional Approach to Short-Horizon Event Studies", Ronald Bremer and Zhaohui Zhang, 2007, 30 (4), 495-513.
"On the Informational Effect of Short-Sales Constraints: Evidence from the Tokyo Stock Exchange", Naoto Isaka, 2007, 30 (4), 455-471.
"Symmetric Versus Asymmetric Conditional Covariance Forecasts: Does it Pay to Switch?", Susan Thorp and George Milunovich, 2008, 30(3), 355-377.
"Presidential Election Uncertainty and Common Stock Returns," Jinliang Li and Jeffery A. Born, 2006, 29 (4), 609-622.
"The Interaction of Monetary Policy and Stock Returns," William J. Crowder, 2006, 29 (4), 523-535.
"Individual Equity Return Data from Thomson Datastream: Handle With Care!" Ozgur S. Ince and R. Burt Porter, 2006, 29 (4), 433-479.
"Momentum: Does the Database Make a Difference?" Bidisha Chakrabarty and Charles Trzcinka, 2006, 29 (4), 441-462.
"Industry Effects of Analyst Stock Revisions," Aigbe Akhigbe, Jeff Madura and Melinda Newman, 2006, 29 (2), 181-198.
"Estimating Expected Excess Returns Using Historical and Option-Implied Volatility," 2006, 29 (1), 95-112.
"Securities Price Effects of Unionization Legislation," Vic Naiker and Farshid Navissi, 2006, 29 (1), 63-78.
“Intangible Assets, Book-to-Market, and Common Stock Returns", James M. Nelson, 2006, 29 (1), 21-41.
“Are Common Stocks a Hedge Against Inflation? ", Kul B. Luintel and Krishna Paudyal, 2006, 29 (1), 1-19.
“Do Tracking Stocks Reduce Information Asymmetries? An Analysis of Liquidity and Adverse Selection,” John Elder, Pankaj K. Jain, and Jang-Chul Kim, 2005, 28 (2), 197-214.
“Underpricing and Long-Run Performance of Share Issue Privatizations in the Egyptian Stock Market,” Mohammed Omran, 2005, 28 (2), 215-234.
“Investor Overoptimism and Private Equity Placements,” Dalia Marciukaityte, Samuel H. Szewczyk, and Raj Varma , 2005, 28 (4), 591-608.
"Beta, size, risk, and return," T. W. Downs and R. W. Ingram, 2000, 23 (3), 245-260.
"Random walk tests for Latin American equity indexes and individual firms," T. Grieb and M.G. Reyes, 1999, 22 (4), 371-383
"Evidence of managerial timing: The case of exchange listings," G.P. Webb, 1999, 22 (3), 247-263.
"The cross-autocorrelation of size-based portfolio returns is not an artifact of portfolio autocorrelation," T. Richardson and D.R. Peterson, 1999, 22 (1), 1-13.
"On stock return seasonality and conditional heteroskedasticity," K.Beller and J.R. Nofsinger, 1998, 21 (2), 229-246.
"Time-varying factors and cross-autocorrelations in short-horizon stock returns," A. Hameed, 1997, 20 (4), 435-456.
"Earnings announcements, quality and quantity of information, and stock price changes," C.R. Chen, J.W. Lin and D.A. Sauer, 1997, 20 (4), 483-502.
"Co-movements in international equity markets," S.M. Darbar and P. Deb, 1997, 20 (3), 305-322.
"Prior uncertainty, analyst bias, and subsequent abnormal returns," L.F. Ackert and G. Athanassakos, 1997, 20 (2), 263-273.
"A simultaneous test of competing theories regarding the January effect," J.A. Ligon, 1997, 20 (1), 13-32.
"January return seasonality in real estate investment trusts: Information vs. tax-loss selling effects," H.S. Friday and D.R. Peterson, 1997, 20 (1), 33-51.
"An investigation of alternative estimators of expected returns in mean-variance analysis," J. Fletcher, 1997, 20 (1), 129-143.
"Macroeconomic variables and seasonal mean reversion in stock returns," P. Gangopadhyay, 1996,19 (3), 395-416.
"The negative relation between daily index return serial correlations and conditional variances: Does it have mathematical or economic origins?" D.R. Peterson, 1996, 19 (3), 429-442.
"Detecting abnormal returns using the market model with pre-tested data," A.S. Graham, W.L. Pirie and W.A. Powell, 1996, 19 (1), 21-40.
"Business cycles and stock market returns: Evidence using industry-based portfolios," V.R. Eleswarapu and A. Tiwari, 1996, 19 (1), 121-134.
"Evidence on the behavior of bid and ask prices at the turn of the year: Implications for the survival of stock return seasonality," S. L. Jones and W. Lee, 1995, 18 (4), 383-400.
"Abnormal returns and analysts' earnings forecast revisions associated with the publication of ‘Stock Highlights' by Value Line Investment Survey," D.R. Peterson and P.P. Peterson, 1995, 18 (4), 465-477.
"Price and volume effects associated with the creation of Standard & Poor's Midcap Index," M.C. Collins, J.W. Wansley and B. Robinson, 1995, 18 (3), 329-350.
"The effect of size, book-to-market equity, prior returns, and beta on stock returns: January versus the remainder of the year," L.F. Fant and D.R. Peterson, 1995, 18 (2), 129-142.
"Anatomy of satellite trading in the national market system for NYSE-listed stocks," J.L.Hamilton , 1995, 18 (2), 189-206.
"The influence of organized options trading on stock price behavior following large one-day stock price declines," D.R. Peterson, 1995, 18 (1), 33-44.
"The nonparallel weekend effect in the stock and bond markets," J.C. Singleton and J.R. Wingender, 1994, 17 (4), 531-538.
"Variance, return, and high-low price spreads," J. Lin and M.S. Rozeff, 1994, 17 (3), 301-319.
"Excess returns of index replacement stocks: Evidence of liquidity and substitutability," R.O. Edmister, A.S. Graham and W.L. Pirie, 1994, 17 (3), 333-346.
"Risk-return seasonality and macroeconomic variables," P. Gangopadhyay, 1994, 17 (3), 347-361.
"Regularities in the variation of skewness in asset returns," L.A. Alles and J.L. Kling, 1994, 17 (3), 427-438.
"Probability of price reversal and relative noise in stock and option markets," M. Gendron, N. Khoury and P. Youroughou, 1994, 17 (2), 147-159.
"Nonlinear dynamics and the distribution of daily stock index returns," B.W. Brorsen and S. Yang, 1994, 17 (2), 187-203.
"Causality tests of the real stock return-real activity hypothesis," G. Gallinger, 1994, 17 (2), 271-288.
"Overreaction and reverse anticipation: Two related puzzles?" Y. Liang and D.J. Mullineaux, 1994, 17 (1), 31-43.
"Mean and volatility spillovers across major national stock markets: Further empirical evidence," P. Theodossiou and U. Lee, 1993, 16(4), 337-350.
"Tax-loss selling, institutional investors, and the January effect: A note," S. Eakins and S. Sewell, 1993, 16(4), 377-384.
"Unlisted trading privileges, liquidity, and stock returns," W.A. Khan and H.K. Baker, 1993, 16 (3), 221-236.
"A test of the Easterbrook hypothesis regarding dividend payments and agency costs," J.A. Born and J.N. Rimbey, 1993, 16 (3), 251-260.
"Did Black Monday have a permanent effect?" R.L. Albert, Jr., T.R. Smaby and S.B. Wyatt, 1993, 16 (2), 123-138.
"A note on the Value Line Stock Highlight effect," P.R. Chandy, J.W. Peavy, III, and W. Reichenstein, 1993, 16 (2), 171-179.
"Filter rule tests of the economic significance of serial dependencies in daily stock returns," C.J. Corrado and S. Lee, 1992, 15 (4), 369-387.
"Stock price and degree of neglect as determinants of stock returns," R.K. Bhardwaj and L.D. Brooks , 1992, 15 (2), 101-112.
"Benchmark error and the small firm effect: A revisit," K.C.J. Wei and S.R. Stansell, 1991, 14 (4), 359-369.
"The earnings-price and standardized unexpected earnings effects: One anomaly or two?" J.B. Wiggins, 1991, 14 (3), 263-275.
"Causality tests of short sales on the New York Stock Exchange," A.K. Bhattacharya and G.W. Gallinger, 1991, 14 (3), 277-286.
"An analysis of regulated rates of return for wholly owned subsidiaries," J.R. Ezzell, H.C. Hsu, and J.A. Miles, 1991, 14 (2), 167-180.
"PE ratio, earnings expectations, and abnormal returns," A. Klein and J. Rosenfeld, 1991, 14 (1), 51-64.
"Transaction costs and day-of-the-week effects in the OTC/NASDAQ equity market," R. Fortin, 1990, 13 (3), 243-248.
"Regularities in Tokyo stock exchange security returns: P/E, size and seasonal influences," R. Aggarwal, R.P. Rao, and T. Hiraki, 1990, 13 (3), 249-263.
"Interest rate sensitivity of bank stock returns: Specification effects and structural changes," S.R. Akella and S. Chen, 1990, 13 (2), 147-154.
"The effect of payment delays on stock prices," R.P. DeGennaro, 1990, 13 (2), 133-145.
"Volume and R2 : A first look," B. Cornell, 1990, 13 (1), 1-6.
"The elimination of director liability and stockholder returns: An empirical investigation," V. Janjigian and P.J. Bolster, 1990, 13 (1), 53-60.
"Interest rate changes and common stock returns of financial institutions: Revisited," S.C. Bae, 1990, 13 (1), 71-79.
“Do Foreign Investors Price Foreign Exchange Risk Differently? ,” Taek Ho Kwon, Sung C. Bae, and Jay M. Chung, 2005, 28 (4), 555-579.
"The economic exposure of U.S. multinational firms," E.H. Chow, W.Y. Lee and M.E. Solt, 1997, 20 (2), 191-210.
"On the dynamic relation between stock prices and exchange rates," R.A. Ajayi and M. Mougoue, 1996, 19 (2), 193-207.
"Long-run relations in exchange markets: A test of covered interest parity," S.P. Abeysekera and H.J. Turtle, 1995, 18 (4), 431-447.
"Foreign exchange market reaction to the U.S.-Canada free trade agreement," K. Hogan and J. Sultan, 1994, 17 (4), 539-549.
"Hedging performance and hedging objectives: Tests of new performance measures in the foreign currency market," J.A. Hammer, 1990, 13 (4), 307-323.
"The Influence of Firm- and CEO-Specific Characteristics on the Use of Nonlinear Derivative Instruments",Pingshung Huang, Harley E. Ryan, Jr and Roy A. Wiggins, III, 2007 30 (3), 415-436.
"Managerial Incentives and the Use of Foreign-Exchange Derivatives by Banks", Lee C. Adkins, David A. Carter and W. Gary Simpson, 2007 30 (3), 399-413.
"CEO Equity Portfolio Incentives and Layoff Decisions" Saeyoung Chang, Jeffrey T. Bookman, and Crag G. Rennie, 2007, 30 (2), 259-281.
"Foreign Investor Participation in Privatizations: Does the Institutional Environment Matter?" Narjess Boubakri, Jean-Claude Cosset, Omrane Guedhami and Mohammed Omran, 2007, 30 (1), 129-146.
"Evidence on the Compensation of Portfolio Managers," Heber Farnsworth and Jonathan Taylor, 2006, 29 (3), 305-324.
"CEO Compensation and the Transformation of Banking,” Harjoto, Maretno A. and Donald J. Mullineaux, 2003, 26 (3), 341–354.
“Executive compensation structure and corporate governance choices,” K. D. Harvey and R. E. Shrieves, 2001, 24 (4), 495-512.
“Executive pay and the disclosure environment: Canadian evidence,” Y. W. Park, T. Nelson and M. R. Huson, 2001, 24 (3), 347-365.
"Leverage, risk-shifting incentive, and stock-based compensation," T. Harikumar, 1996, 19 (3), 417-428.
"Compensation contracts of chief executive officers: Determinants of pay-performance sensitivity," R.L. Lippert and W.T. Moore, 1994, 17 (3), 321-332.
"Golden parachutes: Incentive aligners, management entrenchers, or takeover bid signals," J.A. Born, H.J. Fria and E.A. Trahan, 1993, 16(4), 299-308.
"Monetary Policy Indicators and Predictors of Stock Returns", David A. Beecher, Gerald R. Jensen and Jeffrey M. Mercer, 2008, 31 (4), 357-379.
"Effect of Fed Policy Actions on the Default Likelihood of Commercial Banks", Aigbe Akhigbe, Jeff Madura and Anna D. Martin, 2007, 30 (1), 147-162.
"Secondary Mortgage Market Purchase Commitment Yields," Andrea J. Heuson, Adam Schwartz and V. Carlos Slawson, Jr., 2006, 29 (4), 593-608.
"The Interaction of Monetary Policy and Stock Returns," William J. Crowder, 2006, 29 (4), 523-535.
"The Use of Acquisitions and Joint Ventures by U.S. Banks Expanding Abroad," Kimberly C. Gleason, Ike Mathur and Roy A. Wiggins, III, 2006, 29 (4), 503-522.
"The Informational Role of Bank Loan Ratings," Ha-Chin Yi and Donald J. Mullineaux, 2006, 29 (4), 481-501.
"The Effects of Bank Consolidation on Risk Capital Allocation and Market Liquidity," Chris D'Souza and Alexandra Lai, 2006, 29 (2), 271-291.
“Agent Bank Behavior in Bank Loan Syndications,” Jonathan D. Jones, William W. Lang, and Peter J. Nigro, 2005, 28 (3), 385-402.
“Market Structure, Changing Incentives, and Underwriter Certification,” Steven D. Dolvin, 2005, 28 (3), 403-420.
"Effect of Federal Reserve Policies on bank equity returns," J. Madura, 2000, 23 (4), 421-447.
"On the shareholder wealth effects of deposit insurance premium revisions on large, publicly traded commercial banks," R. Biswas, D. R. Fraser and G. Hebb, 2000, 23 (2), 223-241.
"Bank loan sales: A new look at the motivations for secondary market activity," R. S. Demsetz, 2000, 23 (2), 192-222.
"Co-movements of the prime rate, CD rate, and the S&P financial stock index," B.T. Ewing, J.E. Payne and S.M. Forbes, 1998, 21 (4), 469-482.
"The effect of analysts' forecasts on earnings management in financial institutions," S.W.G. Robb, 1998, 21 (3), 315-331.
"Risk-taking behavior and management ownership in depository institutions," C.R. Chen, T.L. Steiner, and A.M. Whyte, 1998, 21 (2), 1-16.
"Corporate control in commercial banks," S. Prowse, 1997, 20 (4), 509-527.
"Changes in market perception of riskiness: The case of too-big-to-fail," H.A. Black, M.C. Collins, B.L. Robinson and R.L. Schweitzer, 1997, 20 (3), 389-406.
"The effect of FDICIA regulation on bank holding companies," K.A. Carow and G.A. Larsen, Jr., 1997, 20 (2), 159-174.
"Banking relationships and the effect of monitoring on loan pricing," D.W. Blackwell and D.B. Winters, 1997, 20 (2), 275-289.
"Wealth effects of enforcement actions against financially distressed banks," P.A. Brous and K. Leggett, 1996, 19 (4), 561-577.
"Bank regulations, capital structure, and risk," S. C. Mazumdar, 1996, 19 (2), 209-228.
"The effect of the Federal Deposit Insurance Corporation Improvement Act of 1991 on bank stocks," Y. Liang, S. Mohanty and F. Song, 1996, 19 (2), 229-242.
"Bank exposure to interest rate risk: A global perspective," J. Madura and E.R. Zarruk, 1995, 18 (1), 1-13.
"Commercial bank risk: market, interest rate, and foreign exchange," J.L. Wetmore and J.R. Brick, 1994, 17 (4), 585-596.
"The differential effects of deregulation on savings and loan associations and banks," D.B. Graddy, R. Kyle and T.H. Strickland, 1994, 17 (2), 289-300.
"An analysis of the underwriter selection process for initial public offerings," G.A. Wolfe, E.S. Cooperman, and S. P. Ferris, 1994, 17 (1), 77-90.
"Hedging interest risk under term structure effects: An application to financial institutions," J.E. Hilliard and S.D. Jordan, 1992, 15 (4), 355-368.
"Eroding market imperfections, reintermediation, and disintermediation," J.C. Easterwood and G.E. Morgan, 1991, 14 (4), 345-358.
"Risk-taking incentives of banks and risk-adjusted deposit insurance," L.G. Goldberg and T. Harikumar, 1991, 14 (3), 233-239.
"Bank failure and contagion effects: Evidence from Hong Kong," G.D. Gay, S.G. Timme and K. Yung, 1991, 14 (2), 153-165.
"The 1982 depository institutions act and security returns in the savings and loan industry," D.R. Fraser and J.W. Kolari, 1990, 13 (4), 339-347.
"Interest rate sensitivity of bank stock returns: Specification effects and structural changes," S.R. Akella and S. Chen, 1990, 13 (2), 147-154.
"Interest rate changes and common stock returns of financial institutions: Revisited," S.C. Bae, 1990, 13 (1), 71-79.
"Do Dealers Infer Information from Order Flow?", Bidisha Chakrabarty, 2007, 30 (2), 181-200.
"The Informational Role of Bank Loan Ratings," Ha-Chin Yi and Donald J. Mullineaux, 2006, 29 (4), 481-501.
"Brokerage analysts' rationale for investment recommendations: Market responses to different types of information," 2000, 23 (4), 449-468.
"Further examination of price discovery on the NYSE and regional exchanges," Y. Tse, 2000, 23 (3), 331-351.
"Information asymmetry, management control, and method of payment in acquisitions," K.C. Yook, P. Gangopadhyay, and G.M. McCabe, 1999, 22 (4), 413-427.
"The effect of institutional interest on the information content of dividend-change announcements," S. Alangar , C.T. Bathala and R.P. Rao, 1999, 22 (4), 429-448.
"International transfer of pricing information between dually listed stocks," S. Hauser, Y. Tanchuma, and U.Yaari, 1998, 21 (2), 139-157.
"Changes in trading activity following stock splits and their effect on volatility and the adverse-information component of the bid-ask spread," A. S. Desai, M. Nimalendran and S. Venkataraman , 1998, 21 (2), 159-183.
"Changes in the stock price reaction of small firms to common information," N.L. Fargher and R.A. Weigand, 1998, 21 (1), 105-121.
"Earnings announcements, quality and quantity of information, and stock price changes," C.R. Chen, J.W. Lin and D.A. Sauer, 1997, 20 (4), 483-502.
"The differential information conveyed by share repurchase tender offers and dividend increases," D. Choi and S. Chen, 1997, 20 (4), 529-543.
"January return seasonality in real estate investment trusts: Information vs. tax-loss selling effects," H.S. Friday and D.R. Peterson, 1997, 20 (1), 33-51.
"Bid-ask spread and ownership structure," O. Kini and S. Mian, 1995, 18 (4), 401-414.
"The speed of adjustment of prices to private information," J. Lin and M.S. Rozeff, 1995, 18 (2), 143-156.
"The role of information and the time between trades: An empirical investigation," R.A. Fletcher, 1995, 18 (2), 239-260.
"Rational expectations and the dynamic adjustment of security analysts' forecasts to new information," L.F. Ackert and W.C. Hunter, 1994, 17 (3), 387-401.
"An analysis of the Wall Street Journal's coverage of corporate news," J. Yau, M.G. Ferri and T. Sugrue, 1994, 17 (2), 161-173.
"The influence of predictability on differences in the market reaction to debt and equity issue announcements," M. Bayless, 1994, 17 (1), 117-131.
"Firm performance and security type in seasoned offerings: An empirical examination of alternative signaling models," A. Patel, D.R. Emery and Y.W. Lee, 1993, 16 (3), 181-192.
"Informational versus price-pressure effects: Evidence from secondary offerings," C.D. Hudson, M.R.H. Jensen and W.N. Pugh, 1993, 16 (3), 193-207.
"Equity issues and Tobin's Q: New evidence regarding alternative information release hypotheses," P.A. Brous and O. Kini, 1992, 15 (4), 323-339.
"Private information acquisition in experimental markets prone to bubble and crash," R.R. King, 1991, 14 (3), 197-206.
"Dividends, uncertainty, and underwriting costs under asymmetric information," J.R. Kale and T.H. Noe, 1990, 13 (4), 265-277.
"Insider Trading, Regulation, and the Components of the Bid-Ask Spread", Bart Frijns, Aaron Gilbert and Alireza Tourani-Rad, 2008, 31 (3), 225-246.
"Further Evidence on Insider Trading and the Merits of Securities Class Actions ", Zahid Iqbal, Shekar Shetty and Kum Wang, 2007, 30 (4), 533-545
"Exploring the Link Between Information Quality and Systematic Risk", Charlie X. Cai, Robert W. Faff, David Hillier, and Suleiman Mohamed, 2007, 30 (3), 335-353
"Exchange listings and delistings: The role of insider information and insider trading," A.S. Lamba and W.A. Khan, 1999, 22 (2), 131-146.
"Seasoned equity offerings for new investment and the information content of insider trades," D.J. Johnson, J.M. Serrano and G.R. Thompson, 1996, 19 (1), 91-103.
"Managerial ownership change and firm value: Evidence from dual-class recapitalizations and insider trading," R.C. Hanson and M.H. Song, 1995, 18 (3), 281-297.
"Insider trading effects on stock returns around open-market stock repurchase announcements: An empirical study," E. Raad and H.K. Wu, 1995, 18 (1), 45-57.
"Commercial bank risk: market, interest rate, and foreign exchange," J.L. Wetmore and J.R. Brick, 1994, 17 (4), 585-596.
"The effect of the Insider Trading Sanctions Act of 1984: The case of seasoned equity offerings," T.H. Eyssell and J.P. Reburn, 1993, 16 (2), 161-170.
"Insiders, outsiders, or trend chasers?: An investigation of pre-takeover transactions in the shares of target firms," T.H. Eyssell and N. Arshadi , 1993, 16 (1), 49-59.
"The impact of the insider trading scandal on the information content of the Wall Street Journal's ‘Heard on the Street' column," P. Liu, S.D. Smit and A.A. Syed. 1992, 15 (2), 181-188.
Interest Rates and Term Structure
"The Slope of the Term Structure of Credit Spreads: An Empirical Investigation", Lara Cathcart, Mascia Bedendo and Lina El-Jahel, 2007, 30 (2), 237-257.
"Credit Spreads and the Zero Coupon Treasury Spot Curve," Nicolas Papageorgiou and Frank S. Skinner, 2006, 29 (3), 421-439.
“Exponential Duration: A More Accurate Estimation of Interest Rate Risk,” Miles Livingston and Lei Zhou, 2005, 28 (3), 343-362.
“Duration, Default Risk, and the Term Structure of Interest Rates,” Y an Alice Xie, Sheen Liu, and Chunchi Wu , 2005, 28 (4), 539-554.
"Interest rate parity and the behavior of the bid-ask spread," H. Louis, L.P. Blenman and J.S. Thatcher, 1999, 22 (2), 189-206.
"A state-space approach to estimate and test multifactor Cox-Ingersoll-Ross Models of the term structure," A.L.J. Geyer and S. Pichler , 1999, 22 (1), 107-130.
"Serial issue evidence for the relation between the risk structure and maturity: A decomposition methodology," R.M. Robinson and M.A. Robinson, 1998, 21 (1), 65-84.
"Time-varying term premia and the behavior of forward interest rate prediction errors," S. Lyer, 1997, 20 (4), 503-507.
"Fractional differencing modeling and forecasting of Eurocurrency deposit rates," J.T. Barkoulas and C.G. Baum, 1997, 20 (3), 355-372.
"A variance decomposition analysis of the information in the term structure," L.H. Ederington and J.C. Goh, 1997, 20 (1), 71-91.
"An empirical study of a new class of no-arbitrage-based discrete models of the term structure," A.B. Sim and D.C. Thurston, 1996, 19 (4), 493-513.
"Excess returns and risk at the long end of the treasury market: An EGARCH-M approach," A.D. Brunner and D.P. Simon, 1996, 19 (3), 443-457.
"Time-to-build effects and the term structure," J. Strauss and G. Zhou, 1995, 18 (1), 115-127.
"Is the real interest rate really unstable?" S. Choi, 1994, 17 (4), 551-559.
"Hedging interest risk under term structure effects: An application to financial institutions," J.E. Hilliard and S.D. Jordan, 1992, 15 (4), 355-368.
"The term structure of interest rates as a cointegrated system: Empirical evidence from the Eurocurrency market," M. Mougoue, 1992, 15 (3), 285-296.
"Forecasting the treasury bill rate: A time-varying coefficient approach," T.C. Chiang and D.R. Kahl, 1991, 14 (4), 327-336.
"Further analysis of the put-call parity implied risk-free interest rate," G.M. Frankfurter and W.K. Leung, 1991, 14 (3), 217-232.
"The two-state interest rate model for pricing bonds: An empirical analysis," Y.N. Bhagwat, M.C. Ehrhardt and D.W. Johnson, 1991, 14 (2), 105-115.
"New evidence concerning the expectations theory for the short end of the maturity spectrum," S. Choi and M.E. Wohar, 1991, 14 (1), 83-92
"Regional variation of mortgage yields and simultaneity bias," M. Jameson, J.D. Shilling, and C. F. Sirmans, 1990, 13 (3), 211-219.
"Single-factor duration models: Canadian tests," G.O. Bierwag and G.S. Roberts, 1990, 13 (1), 23-38.
"Insider Trading, Regulation, and the Components of the Bid-Ask Spread", Bart Frijns, Aaron Gilbert and Alireza Tourani-Rad, 2008, 31 (3), 225-246.
"Legal Environment, Internalization, and U.S. Acquirer Gains in Foreign Takeovers", Christos Pantzalis, Jung Chul Park and Ninon K. Sutton, 2008, 31 (2) 167-191.
"Further Evidence on Insider Trading and the Merits of Securities Class Actions ", Zahid Iqbal, Shekar Shetty and Kum Wang, 2007, 30 (4), 533-545
"Securities Price Effects of Unionization Legislation," Vic Naiker and Farshid Navissi, 2006, 29 (1), 63-78.
“Interstate Banking Deregulation and the Changing Nature of Bank Mergers,” David A. Becher and Terry L. Campbell II, 2005, 28 (1), 1-20.
“Can Stock Market Liberalization in Emerging Economies Mitigate Legal Systems Deficiencies?” Wi Saeng Kim, Esmeralda Lyn, and Edward J. Zychowicz, 2005, 28 (3), 421-438.
"Regulatory threats and political vulnerability," R. G. Bowman, F. Navissi, and R. C. Burgess, 2000, 23 (4), 411-420.
"Effect of Federal Reserve Policies on bank equity returns," J. Madura, 2000, 23 (4), 421-447.
"On the shareholder wealth effects of deposit insurance premium revisions on large, publicly traded commercial banks," R. Biswas, D. R. Fraser and G. Hebb, 2000, 23 (2), 223-241.
"Market interpretation of ISO 9000 registration," D.S. Docking and R.J. Dowen, 1999, 22 (2), 147-160.
"On the wealth effects of the supervisory goodwill controversy," L. Bierman, D.R. Fraser, and A. Zardkoohi, 1999, 22 (1), 69-81.
"The effect of FDICIA regulation on bank holding companies," K.A. Carow and G.A. Larsen, Jr., 1997, 20 (2), 159-174.
"The value of a regulatory seal of approval," A. Gupta, 1997, 20 (1), 111-128.
"Market reaction to national discretion in implementing the Basle Accord," J. Wagster, J. Kolari and K. Cooper, 1996, 19 (3), 339-357.
"The effect of the Federal Deposit Insurance Corporation Improvement Act of 1991 on bank stocks," Y. Liang, S. Mohanty and F. Song, 1996, 19 (2), 229-242
"An analysis of the decision to opt out of Pennsylvania Senate Bill 1320," V. Janjigian and E.A. Trahan, 1996, 19 (1), 1-19.
"The effect of the Insider Trading Sanctions Act of 1984: The case of seasoned equity offerings," T.H. Eyssell and J.P. Reburn, 1993, 16 (2), 161-170.
"The costs of equity issues since rule 415: A closer look," D.J. Denis, 1993, 16 (1), 77-88.
"State antitakeover legislation and shareholder wealth," W.N. Pugh and J.S. Jahera, Jr., 1990, 13 (3), 221-231.
"Stock Market Reaction to Anticipted Versus Surprise Rating Changes", Lynette D. Purda, 2007, 30 (2), 301-320.
"Macroeconomic News and Stock Market Calendar and Weather Anomalies", Jeffrey R. Gerlach, 2007, (30) 2, 283-300.
"Abnormal Performance in Small Portfolios with Event-Induced Volatility: The Case of Stock Splits", J. Samuel Baixauli, 2007, 30 (1), 35-52.
"Market Timing in Regressions and Reality," Kenneth L. Fisher and Meir Statman, 2006, 29 (3), 293-304.
"Investor Overreaction During Market Declines: Evidence from the 1997 Asian Financial Crisis," David Michayluk and Karyn L. Neuhauser, 2006, 29 (2), 217-234.
"The Day-End Effect on the Paris Bourse," David Michayluk and Gary C. Sanger, 2006, 29 (1), 131-146.
“Do Tracking Stocks Reduce Information Asymmetries? An Analysis of Liquidity and Adverse Selection,” John Elder, Pankaj K. Jain, and Jang-Chul Kim, 2005, 28 (2), 197-214.
“Investor Overoptimism and Private Equity Placements,” Dalia Marciukaityte, Samuel H. Szewczyk, and Raj Varma , 2005, 28 (4), 591-608.
"International evidence on weekend anomalies," W. Tong, 2000, 23 (4), 495-522.
"Brokerage analysts' rationale for investment recommendations: Market responses to different types of information," 2000, 23 (4), 449-468.
"Is there news in the club?," H. Rahman and K. Yung, 2000, 23 (3), 311-330.
"Clientele trading in response to published information: Evidence from the Dartboard Column," S. W. Pruitt, B. F. Van Ness, and R. A. Van Ness, 2000, 23 (1), 1-13.
"The effect of U.S. trade deficit announcements on the stock prices of U.S. and Japanese Automakers," Q. Sun and W. H. S. Tong, 2000, 23 (1), 15-43.
"An empirical examination of financial liberalization and efficiency of emerging market stock prices," H. Kawakatsu and M.R. Morey, 1999, 22 (4), 385-411.
"Information transmission in the Shanghai equity market," D.M. Long, J.D. Payne, and C. Feng, 1999 22 (1), 29-45.
"Liquidity and maturity effects around news releases," R. Christie-David and M. Chaudhry, 1999, 22 (1), 47-67.
"Winners and Losers on NYSE: A re-examination using daily closing bid-ask spreads," A. Akhigbe, T. Gosnell, and T. Haribumar, 1998, 21 (1), 53-64.
"Changes in the stock price reaction of small firms to common information," N.L. Fargher and R.A. Weigand, 1998, 21 (1), 105-121.
"Tests of random walk and market efficiency for Latin American emerging equity markets," J.L. Urrutia, 1995, 18 (3), 299-309.
"Analyst Reputation, Dealer Affiliation, and Market Making", Mingsheng Li and Xin Zhao, 2008, 31 (4), 301-332.
"Information and Noise in Financial Markets: Evidence from the E-Mini Index Futures", Alexander Kurov, 2008, 31 (3), 247-270.
"Insider Trading, Regulation, and the Components of the Bid-Ask Spread", Bart Frijns, Aaron Gilbert and Alireza Tourani-Rad, 2008, 31 (3), 225-246.
"Order Placement Strategies in a Pure Limit Order Book Market", Charles Cao, Oliver Hansch and Xiaosin Wang, 2008, 31 (2), 113-140.
"Liquidity Commonality Beyond Best Prices", Alexander Kempf and Daniel Mayston, 2008, 31 (1), 25-40
"Mutual Fund Trades: Asymmetric Liquidity Preferences and Fund Performance", Alex Clarke, Grant Cullen and Dominic Gasbarro, 2007, 30 (4), 515-532.
"Concentrated Opening Volume: Market Closure or Strategic Trading?", Ebenezer Asem, 2007, 30 (2), 321-334.
"Do Dealers Infer Information from Order Flow?", Bidisha Chakrabarty, 2007, 30 (2), 181-200.
"What's in a Nickname? Price and Volume Effects of Pure Ticker Symbol Change?" Palani-Rajan Kadapakkam and Lalatendu Misra, 2007, 30 (1), 53-71.
"Are Price Limits Effective? Evidence from the Istanbul Stock Exchange," Recep Bildik and Guzhan Gulay, 2006, 29 (3), 383-403.
"A Specialist's Quoted Depth as a Strategic Choice Variable: An Application to Spread Decomposition Models," Cecilia Caglio and Kenneth A. Kavajecz, 2006, 29 (3), 367-382.
"Testing the Net Buying Pressure Hypothesis During the Asian Financial Crisis: Evidence from Hang Seng Index Options", Kam C. Chan, Louis T. W. Cheng, and Peter P. Lung, 2006, 29 (1), 43-62.
“The Effects of Decimalization on Return Volatility Components, Serial Correlation, and Trading Costs,” Yan He and Chunchi Wu, 2005, 28 (1), 77-96.
“Market Structure and Trading Volume,” Anne-Marie Anderson and Edward A. Dyl, 2005, 28 (1), 115-136.
“Trade Size and Informed Trading: Which Trades Are “Big”? ,“ Frank Heflin and Kenneth W. Shaw, 2005, 28 (1), 137- 164.
“Liquidity and Quote Clustering in a Market with Multiple Tick Sizes,” Kee H. Chung, Kenneth A. Kim, and Pattanaporn Kitsabunnarat, 2005, 28 (2), 177-196.
“Macroeconomic News, Stock Turnover, and Volatility Clustering in Daily Stock Returns,” Robert Connolly and Chris Stivers, 2005, 28 (2), 235-260.
“Who Are the Noise Traders? ,” J. Christopher Hughen and Cynthia G. McDonald, 2005, 28 (2), 281-298.
“Trading Costs of Non-U.S. Stocks on the New York Stock Exchange: The Effect of Institutional Ownership, Analyst Following, and Market Regulation,” Christine X. Jiang and Jang-Chul Kim, 2005, 28 (3), 439-460.
“The Impact of Market Maker Concentration on Adverse-Selection Costs for NASDAQ Stocks,” Bonnie F. Van Ness, Robert A. Van Ness, and Richard S. Warr, 2005, 28 (3), 461-485.
"Further examination of price discovery on the NYSE and regional exchanges," Y. Tse, 2000, 23 (3), 331-351.
"The information content of orders on the Saudi stock market," A. Mohammad and L. Kryzanowski, 2000, 23 (2), 145-156.
"Segmentation of the A- and B- share Chinese equity markets," H. Fung, W. Lee, and W. K. Leung, 2000, 23 (2), 179-195.
"Recent growth in NASDAQ trading volume and its relation to market volatility," S. Freund and G.P. Webb, 1999, 22 (4), 489-501.
"Liquidity and tick size: Does decimalization matter?" G. MacKinnon and H. Nemiroff, 1999, 22 (3), 287-299.
"Bid-ask spread components in an order-driven environment," P. Brockman and D.Y. Chung, 1999, 22 (2), 227-246.
"The effect of the SEC's order-handling rules on NASDAQ," T.H. Mclnish, B.F. Van Ness, and R.A. Van Ness, 1998, 21 (3), 247-254.
"The dynamics of quoted liquidity around large trades on the NYSE," J.S. Moulton, 1998, 21 (3), 355-371.
"Changes in trading activity following stock splits and their effect on volatility and the adverse-information component of the bid-ask spread," A. S. Desai, M. Nimalendran and S. Venkataraman , 1998, 21 (2), 159-183.
"Market structure and reported trading volume: NASDAQ versus the NYSE," A.B. Atkins and E.A. Dyl, 1997, 20 (3), 291-304.
"Performance of Stoll's spread component estimator: Evidence from simulations, time-series, and cross-sectional data," R. Brooks and J. Masson, 1996, 19 (4), 459-476.
"Trading of NASDAQ stocks on the Chicago stock exchange," S.T. Lau, M.S. McCorry, T.H. McInish and R.A. Van Ness, 1996, 19 (4), 579-584.
"The determinants and dynamics of bid-ask spreads on the London stock exchange," K. Menyah and K. Paudyal, 1996, 19 (3), 377-394.
"The dealer's price/size quote and market liquidity," S.V. Mann and P. Ramanlal, 1996, 19 (2), 243-271.
"Trading patterns of small and large traders around stock split ex-dates," L. Kryzanowski and H. Zhang, 1996, 19 (1), 75-90.
"Volatility and Liquidity at NYSE opening calls: A closer look," J. Lee and J. Lin, 1995, 18 (4), 479-493.
"Informed trading risk and bid-ask spread changes around open market stock repurchases in the NASDAQ market," D.R. Franz, R.P. Rao and N. Tripathy, 1995, 18 (3), 311-327.
"The individual investor," M.J. Brennan, 1995, 18 (1), 59-74.
"Bid-ask spread components around anticipated announcements," R.M. Brooks, 1994, 17 (4), 375-386.
"Security return distributions and markets structure: Evidence from the NYSE/AMEX and the NASDAQ markets," Raj Aggarwal and Reena Aggarwal, 1993, 16 (3), 209-220.
"Trade sizes and theories of the bid-ask spread," P. Lauz, 1993, 16 (3), 237-249.
"An implicit measure of the effective bid-ask spread: A note," C.W. Chang and J.S.K. Chang, 1993, 16 (1), 71-75.
"Intraday variations in trading activity, price variability, and the bid-ask spread," P. Wei, 1992, 15 (3), 265-276.
"The links between trading time and market volatility," J.F. Houston and M.D. Ryngaert, 1992, 15 (2), 91-100.
"Empirical evidence on the impact of the bid-ask spread on the characteristics of CRSP daily returns," P.C. Venkatesh, 1992, 15 (2), 113- 125.
"Hourly returns, volume, trade size, and number of trades," T.H. McInish and R.A. Wood, 1991, 14 (4), 303-315.
"Dealer bid-ask spreads and options trading on over-the-counter stocks," R.P. Rao, N. Tripathy and W.P. Dukes, 1991, 14 (4), 317-325.
"The relationship between OTC bid-ask spreads and dealer size: The impact of order-processing and diversification costs," N. Tripathy and R.L. Peterson, 1991, 14 (2), 117-127.
"The dealer and market concepts of bid-ask spread: A comparison for NASDAQ stocks," J.L. Hamilton, 1991, 14 (2), 129-139.
"OTC market switching and stock returns: Some empirical evidence," H.K. Baker and R.B. Edelman, 1990, 13 (4), 325-338.
Mergers, Acquisitions and Capital Investment
"Clustered Synergies in the Takeover Market", Jeff Madura and Thanh Ngo, 2008, 31 (4), 333-356.
"Legal Environment, Internalization, and U.S. Acquirer Gains in Foreign Takeovers", Christos Pantzalis, Jung Chul Park and Ninon K. Sutton, 2008, 31 (2) 167-191.
"Managerial Ownership, Takeover Defenses, and Debt Financing", Senay Agca and Sattar Mansi, 2008, 31 (2), 85-112.
"The Investment Opportunity Set and Its Proxy Variables", Tim Adam and Vidhan K. Goyal, 2008, 31 (1), 41-63.
"A Theory of Unwinding of Cross-Shareholding Under Managerial Entrenchment", Nobuyuki Isagawa, 2007 30 (2), 163-179.
"Analyst Behavior Surrounding Tender Offer Announcements", Daniel J. Bradley, Angela G. Morgan and Jack G. Wolf, 2007, 30 (1), 1-9.
"Foreign Investor Participation in Privatizations: Does the Institutional Environment Matter?" Narjess Boubakri, Jean-Claude Cosset, Omrane Guedhami and Mohammed Omran, 2007, 30 (1), 129-146.
"Analyst Behavior Surrounding Tender Offer Announcements", Daniel J. Bradley, Angela G. Morgan and Jack G.
"The Use of Acquisitions and Joint Ventures by U.S. Banks Expanding Abroad," Kimberly C. Gleason, Ike Mathur and Roy A. Wiggins, III, 2006, 29 (4), 503-522.
"Direct Evidence on the Market-Driven Acquisition Theory," James S. Ang and Yingmei Cheng, 2006, 29 (2), 199-216.
“Interstate Banking Deregulation and the Changing Nature of Bank Mergers,” David A. Becher and Terry L. Campbell II, 2005, 28 (1), 1-20.
"Information asymmetry, management control, and method of payment in acquisitions," K.C. Yook, P. Gangopadhyay, and G.M. McCabe, 1999, 22 (4), 413-427.
"Optimal bidding for tender offers," N. Khanna, 1997, 20 (3), 323-342.
"Takeover rights and the value of restricted shares," E. Maynes, 1996, 19 (2), 157-173.
"Adverse contract incentives and investment banker reputation: Target firm tender offer fees," R. M. McLaughlin, 1996, 19 (1), 135-156.
"The wealth effects of announcements of R&D expenditure increases," Z. Lantout and G.P. Tsetsekos, 1994, 17 (2), 205-216.
"Intraday changes in target firms' share price and bid-ask quotes around takeover announcements," R. Jennings, 1994, 17 (2), 255-270.
"Stockholder returns among homogeneous groups of mergers," G.M. Sawyer, Jr. and R.E. Shrieves, 1994, 17 (1), 45-63.
"Golden parachutes: Incentive aligners, management entrenchers, or takeover bid signals," J.A. Born, H.J. Fria and E.A. Trahan, 1993, 16(4), 299-308.
"The effects of overpayment and form of financing on bidder returns in mergers and tender offers," H.M. Sung, 1993, 16(4), 351-365.
"Dutch auction versus fixed price self-tender offers: Do firms overpay in fixed-price offers?" D.R. Peterson and P.P. Peterson, 1993, 16 (1), 39-48.
"Insiders, outsiders, or trend chasers?: An investigation of pre-takeover transactions in the shares of target firms," T.H. Eyssell and N. Arshadi , 1993, 16 (1), 49-59.
"Antitakeover charter amendments: Effects on corporate decisions," W.N. Pugh, D.E. Page and J.S. Jahera, Jr., 1992, 15 (1), 57-67.
"State antitakeover legislation and shareholder wealth," W.N. Pugh and J.S. Jahera, Jr., 1990, 13 (3), 221-231.
"Adaptive Mesh Modeling and Barrier Option Pricing Under a Jump-Diffusion Process", Michael Albert, Jason Fink and Kristin E. Fink, 2008, 31 (4), 381-408.
"The Investment Opportunity Set and Its Proxy Variables", Tim Adam and Vidhan K. Goyal, 2008, 31 (1), 41-63.
"Extensions of hte Standardized Cross-Sectional Approach to Short-Horizon Event Studies", Ronald Bremer and Zhaohui Zhang, 2007, 30 (4), 495-513.
"Abnormal Performance in Small Portfolios with Event-Induced Volatility: The Case of Stock Splits", J. Samuel Baixauli, 2007, 30 (1), 35-52.
"Alternative tests of the zero-beta CAPM," P. Chou, 2000, 23 (4), 469-493.
"Portfolio formation, measurement errors, and beta shifts: A random sampling approach," B. Liang, 2000, 23 (3), 261-284.
"Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis," L. F. Ackert and M. D. Racine, 2000, 23(2), 129-143.
"Nonnested procedures in econometric tests of asset pricing theories," E. Alyasiani and A. Nasseh, 2000, 23 (1), 103-128.
"An investigation of alternative estimators of expected returns in mean-variance analysis," J. Fletcher, 1997, 20 (1), 129-143.
"On improving the performance of the market model," A.J. Robin, 1993, 16(4), 367-376.
"Consistent estimation of residual variance in regulatory event studies," M.A. Ingram and V.C. Ingram, 1993, 16 (2), 151-160.
"Market model corrected for generalized autoregressive conditional heteroscedasticity and the small firm effect," A.K. Ghosh, 1992, 15 (3), 277-283.
"Stochastic dominance and truncated sample data," M. Ben-Horim, 1990, 13 (2), 105-116.
Mutual Funds and Pension Funds
"Unitary Boards and Mutual Fund Governance", Sophie Xiaofei Kong and Dragon Yongjun Tang, 2008, 31 (3), 193-224.
"Mutual Fund Trades: Asymmetric Liquidity Preferences and Fund Performance", Alex Clarke, Grant Cullen and Dominic Gasbarro, 2007, 30 (4), 515-532.
"Agency Conflicts in Delegated Portfolio Management: Evidence from the Namesake Mutual Funds", Stephen P. Ferris and Xuemin (Sterling) Yan, 2007, 30 (4), 473-494.
"Mutual Fund Performance Persistence and Competition: A Cross-Sector Analysis," Aneel Keswani and David Stolin, 2006, 29 (3), 349-366.
"Window Dressing in Bond Mutual Funds," Matthew R. Morey and Edward S. O'Neal, 2006, 29 (3), 325-347.
"Evidence on the Compensation of Portfolio Managers," Heber Farnsworth and Jonathan Taylor, 2006, 29 (3), 305-324.
"Mutual Fund Mortality, 12b-1 Fees, and the Net Expense Ratio," William P. Dukes, Philip C. English II and Sean M. Davis, 2006, 29 (2), 235-252.
“Socially Responsible Investing and Portfolio Diversification,” Zakri Y. Bello, 2005, 28 (1), 41-58.
"Temporal changes in the determinants of mutual fund flows," F. L. Franklin and E. S. O'Neal, 2000, 23 (3), 353-371.
"Market volatility and perverse timing performance of mutual fund managers," D.A. Volkman, 1999, 22 (4), 449-470.
"Are the structural changes in mutual funds investing driving the U.S. stock market to its current levels?" M. Mosebach and M. Najand, 1999, 22 (3), 317-329.
"Economies of scale in mutual fund administration," D. Latzko, 1999, 22 (3), 331-339.
"A comparison of indexing and beta among pension and nonpension assets," S.M. Horan, 1998, 21 (3), 255-275.
"The cost of mutual fund distribution fees," M. Livingston and E.S. O'Neal, 1998, 21 (2), 205-218.
"Cognitive dissonance and mutual fund investors," W.N. Goetzmann and N. Peles, 1997, 20 (2), 145-158.
"Price pressure and the role of institutional investors in closed-end funds," R.W. Sias, 1997, 20 (2), 211-229.
"Mutual fund brokerage commissions," M. Livingston and E.S. O'Neal, 1996, 19 (2), 273-292.
"Determinants of persistence in relative performance of mutual funds," D.A. Volkman and M.E. Wohar, 1995, 18 (4), 415-430.
"A re-examination of the effect of 12b-1 plans on mutual fund expense ratios," R.W. McLeod and D.K. Malhotra, 1994, 17 (2), 231-240.
"Investment performance of international mutual funds," W.G. Droms and D. A. Walker, 1994, 17 (1), 1-14.
"Investor tax-trading opportunities and discounts on closed-end mutual funds," C. Kim, 1994, 17 (1), 65-75.
"A re-examination of the relationship between closed-end fund discounts and expenses," R. Kumar and G.M. Noronha, 1992, 15 (2), 139-147.
"Rule Changes and Uncertainty in Discriminatory and Uniform Price Auctions", Jaclyn Beierlein and Hideaki Kiyoshi Kato, 2007, 30 (1), 73-90.
"Market Expectations and the Valuation Effects of Equity Issuance," Aigbe Akhigbe, Melinda Newman and Assem Safieddine, 2006, 29(2), 253-269.
"Divergence of Opinion and Long-Term Performance of Initial Public Offerings," Yan Gao, Connie X. Mao and Rui Zhong, 2006, 29 (1), 113-129.
“Underpricing and Long-Run Performance of Share Issue Privatizations in the Egyptian Stock Market,” Mohammed Omran, 2005, 28 (2), 215-234.
"The long-run performance of companies that withdraw seasoned equity offerings," M. J. Alderson and B. L. Betker, 2000, 23 (2), 157-178.
"Underwriting spreads and reputational capital: An analysis of new corporate securities," K.A. Carow, 1999, 22 (1), 15-28.
"The long-run performance of convertible debt issuers," R. McLaughlin, A. Safieddine and G. K. Vasudevan, 1998, 21 (4), 373-388.
"The market reaction to straight debt issues: The effects of free cash flow," S.D. Howton, S.W. Howton and S.B. Perfect, 1998, 21 (2), 219-228.
"An investigation of preferred stock financing by bank and nonbank financial institutions," L.P. Fields and S.E. Webb, 1997, 20 (3), 343-353.
"The survival of initial public offerings in the aftermarket," D.A. Hensler, R. C. Rutherford and T.M. Springer, 1997, 20 (1), 93-110.
"Costs of raising capital," I. Lee, S. Lochhead, J. Ritter and Q. Zhao, 1996, 19 (1), 59-74.
"Seasoned equity offerings for new investment and the information content of insider trades," D.J. Johnson, J.M. Serrano and G.R. Thompson, 1996, 19 (1), 91-103.
"The valuation effects of frequent common stock issuances," W.R. McDaniel, J. Madura and A. Akhigbe, 1994, 17 (3), 417-426.
"An analysis of the underwriter selection process for initial public offerings," G.A. Wolfe, E.S. Cooperman, and S. P. Ferris, 1994, 17 (1), 77-90.
"The influence of predictability on differences in the market reaction to debt and equity issue announcements," M. Bayless, 1994, 17 (1), 117-131.
"Firm performance and security type in seasoned offerings: An empirical examination of alternative signaling models," A. Patel, D.R. Emery and Y.W. Lee, 1993, 16 (3), 181-192.
"Informational versus price-pressure effects: Evidence from secondary offerings," C.D. Hudson, M.R.H. Jensen and W.N. Pugh, 1993, 16 (3), 193-207.
"Equity issues and Tobin's Q: New evidence regarding alternative information release hypotheses," P.A. Brous and O. Kini, 1992, 15 (4), 323-339.
"Underwriter reputation and repetitive public offerings," R.B. Carter, 1992, 15 (4), 341-354.
"Adverse selection, spread behavior, and over-the-counter seasoned equity offerings," N. Tripathy and R.P. Rao, 1992, 15 (1), 39-56.
"Glamour versus Value: Trading Behavior of Institutions and Individual Investors", Vivek Sharma, Jungshik Hur, and Heiwai Lee, 2008, 31 (1), 65-84.
"A Theory of Unwinding of Cross-Shareholding Under Managerial Entrenchment", Nobuyuki Isagawa, 2007 30 (2), 163-179.
"Foreign Investor Participation in Privatizations: Does the Institutional Environment Matter?" Narjess Boubakri, Jean-Claude Cosset, Omrane Guedhami and Mohammed Omran, 2007, 30 (1), 129-146.
“Evidence on the Market for Professional Directors,” Phyllis Y. Keys and Joanne Li , 2005, 28 (4), 575-590.
"Risk-taking behavior and management ownership in depository institutions," C.R. Chen, T.L. Steiner, and A.M. Whyte, 1998, 21 (1), 1-16.
"A test of the two-tier corporate governance structure: The case of Japanese Keiretsu," K.A. Kim and P. Limpaphayom, 1998, 21 (1), 37-51.
"Bid-ask spread and ownership structure," O. Kini and S. Mian, 1995, 18 (4), 401-414.
"Managerial ownership change and firm value: Evidence from dual-class recapitalizations and insider trading," R.C. Hanson and M.H. Song, 1995, 18 (3), 281-297.
"Insider trading effects on stock returns around open-market stock repurchase announcements: An empirical study," E. Raad and H.K. Wu, 1995, 18 (1), 45-57.
"Using dividend policy and managerial ownership to reduce agency costs," D.K. Schooley and L.D. Barney, Jr., 1994, 17 (3), 363-373.
"The stock return performance of corporations that are partially owned by other corporations," S. Rosenstein and D.F. Rush, 1990, 13 (1), 39-51.
"On the Linkage Between Financial Risk Tolerance and Risk Aversion", Robert Faff, Daniel Mulino and Daniel Chai, 2008, 31 (1), 1-23.
"Does Volatility Decrease After Reverse Stock Splits?" Jennifer L. Koski, 2007, 30 (2), 217-235.
"Forecasting Stock Index Volatility: Comparing Implied Volatility and the Intraday High-Low Price Range", Charles Corrado and Cameron Truong, 2007, 30 (2), 201-215.
"Abnormal Performance in Small Portfolios with Event-Induced Volatility: The Case of Stock Splits", J. Samuel Baixauli, 2007, 30 (1), 35-52.
"Identifying Regime Changes in Market Volatility," Weiyu Guo and Mark E. Wohar, 2006, 29 (1), 79-93.
“Macroeconomic News, Stock Turnover, and Volatility Clustering in Daily Stock Returns,” Robert Connolly and Chris Stivers, 2005, 28 (2), 235-260.
“Volatility Forecasts, Trading Volume, and the ARCH Versus Option-Implied Volatility Trade-Off,” R. Glen Donaldson and Mark J. Kamstra , 2005, 28 (4), 519-538.
"Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis," L. F. Ackert and M. D. Racine, 2000, 23(2), 129-143.
"Risk preferences and information flows in racetrack betting markets," K.L. Rhoda, G.T. Olson, J.M. Rappaport, 1999, 22 (3) 265-285.
"Asset-allocation decisions when risk is changing," E. Sheedy, R. Trevor, and Justin Wood, 1999, 22 (3), 303-315.
"Time variations in risk premia, volatility, and reward-to-volatility," Y. Li, 1999, 21 (4),
431-446.
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