The Journal of Financial Research

Fall 1999 Abstracts

Page No.

Evidence of Managerial Timing: The Case of Exchange Listings

Gwendolyn P. Webb

247

Risk Preferences and Information Flows in Racetrack Betting Markets

Kenneth L. Rhoda, Gerard T. Olson and Jack M. Rappaport

265

Liquidity and Tick Size: Does Decimalization Matter?

Greg MacKinnon and Howard Nemiroff

287

Asset-Allocation Decisions When Risk Is Changing

Elizabeth Sheedy, Robert Trevor and Justin Wood

301

Are the Structural Changes in Mutual Funds Investing Driving the U.S. Stock Market to Its Current Levels?

Michael Mosebach and Mohammad Najand

317

Economies of Scale in Mutual Fund Administration

David A. Latzko

331

Borrowing Relationships, Monitoring and the Influence on Loan Rates

Manoj Athavale and Robert O. Edmister

341

Illiquidity Risk, Project Characteristics and the Optimal Maturity of Corporate Debt

Sudipto Sarkar