The Journal of Financial Research

Winter 1999 Abstracts

Page No.

Random Walk Tests for Latin American Equity Indexes and Individual Firms

Terrance Grieb and Mario G. Reyes

371

An Empirical Examination of Financial Liberalization and the Efficiency of Emerging Market Stock Prices

Hiroyuki Kawakatsu and Matthew R. Morey

385

Information Asymmetry, Management Control and Method of Payment in Acquisitions

Ken C. Yook, Partha Gangopadhyay and George M. McCabe

413

The Effect of Institutional Interest on the Information Content of Dividend-Change Announcements

Sadhana Alangar, Chenchuramaiah T. Bathala and Ramesh P. Rao

429

Market Volatility and Perverse Timing Performance of Mutual Fund Managers

David A. Volkman

449

Linear Conditional Expectation, Return Distributions and Capital Asset Pricing Theories

K. C. John Wei, Cheng F. Lee and Alice C. Lee

471

Recent Growth in Nasdaq Trading Volume and Its Relation to Market Volatility

Steven Freund and Gwendolyn P. Webb

489

Further Evidence on Dividend Yields and the Ex-Dividend Day Stock Price Effect

Ravinder K. Bhardwaj and LeRoy D. Brooks