The Journal of Financial Research

Spring 1999 Abstracts

Page No.

The Cross-autocorrelation of Size-Based Portfolio Returns is Not an Artifact of Portfolio Autocorrelation

Terry Richardson and David R. Peterson

1

Underwriting Spreads and the Reputational Capital: An Analysis of New Corporate Securities

Kenneth A. Carow

15

Information Transmission in the Shanghai Equity Market

D. Michael Long, Janet D. Payne, and Chenyang Feng

29

Liquidity and Maturity Effects Around News Releases

Atul Gupta and Lalatendu Misra

47

On the Wealth Effects of the Supervisory Goodwill Controversy

Leonard Bierman, Donald R. Fraser and Asghar Zardkoohi

69

International Investors' Exposure to Risk in Emerging Markets

Babak Eftekhari and Stephen E. Satchell

83

A State-Space Approach to Estimate and Test Multifactor Cox-Ingersoll-Ross Models of the Term Structure

Alois L. J. Geyer and Stefan Pichler

107