The Journal of Financial Research

Winter 1996 Abstracts

Page No.

Performance of Stoll's Spread Component Estimator: Evidence from Simulations, Time-series and Cross-sectional Data

Raymond Brooks and Jean Masson

459

Hedging with International Stock Index Futures: An Intertemporal Error Correction Model

Asim Ghosh and Ronnie Clayton

477

An Empirical Study of a New Class of No-Arbitrage-Based Discrete Models

Ah Boon Sim and David C. Thurston

493

The Cross-sectional Effects of Option Listing on Firm Stock Return Variances

Bruce D. Niendort and David R. Peterson

515

Post-announcement Drifts Associated with Dividend Changes

Gil S. Bae

541

Wealth Effects of Enforcement Actions Against Financially Distressed Banks

Peter A. Brous and Keith Leggett

561

Trading of NASDQG Stocks on the Chicago Stock Exchange

Sie Ting Lau, Michael S. McCorry, Thomas H. McInish and Robert A. Van Ness

579

Bivariate Binomial Options Pricing with Generalized Interest Rate Processes

Jimmy E. Hilliard, Adam L. Schwartz and Alan L. Tucker