Table Of Content

Applied Financial Economics, 1994, 4, 459 TITLE INDEX Money and growth in a sectoral production function framework, 133 A proposal of no cash dividend rule in Japan, 181 A revenue-restricted cost study of 100 large banks, 193 Official and black market exchange rates in Brazil: a case of the A cointegration analysis of Danish zero-coupon bond yields, 265 iterated logarithm, 207 A time-series approach to exploring aggregate optimal capital structure: cointegration analysis, 41 Poison pills and corporate governance, 305 An examination of the impact of the 1989 FIRREA on the market Portfolio behaviour of commercial banks in the commonwealth value of commercial banks and savings and loans, 11 Caribbean, 413 An empirical test of association between production and financial Predictive ability of earnings and dividend yields: an empirical performance: the case of the commercial banking industry, 55 evaluation of New Zealand stocks, 457 An investigation of the robustness of the day-of-the-week effect in Australia, 99 Reexamining the monetary approach to the exchange rate: the An empirical investigation of convergence among European equity dollar—franc, 1976-90, 423 markets, 149 Are trade balance announcements informative?, 441 S&P 500 index options prices and the Black-Scholes option Are there psychological barriers in the Dow—Jones index?, 217 pricing model, 249 Seasonal pattern in volatility in Asian stock markets, 61 Business cycles and the pre-holiday effect in stock returns, 171 Share price behaviour around trading suspensions on the London Stock Exchange, 289 Common stochastic trends in a system of East European black- Small businesses and bank financing: a regional view, 69 market exchange rates, 23 Some international evidence regarding the stochastic memory of stock returns, 33 Determinants of implied risk at depository institutions, 363 Stochastic trends and stock prices: an international inquiry, 383 Deterministic trends and money—output causality, 143 Stock market efficiency, the small firm effect and cointegration, 405 Estimating the volatility of stock prices: a comparison of methods Tests for efficiency in the forward eurodrachma market, 375 that use high and low prices, 241 The duration and convexity of convertible preferred stock: an Exchange rate convergence and market efficiency, 93 extension, 323 The interdependence of household credit constraints, assets and Financial development and economic growth in Singapore: de- debts: a two-stage cross-section analysis, 329 mand-following or supply-leading?, 391 The impact of market contestability on the systematic risk of US Fundamentals and fads in asset pricing: an empirical investigation, bank stocks, 315 175 The Wall Street Journal contests: the experts, the darts, and the efficient market hypothesis, 371 Generalized method of moments tests of the Black and Scholes The linear and non-linear dependence of stock returns and trading model, 225 volume in the Finnish stock market, 159 The efficiency of stock and options markets: tests based on 1992 International diversification among the capital markets of the UK election opinion polls, 345 EEC, 1 The monetary model of exchange rates revisited, 279 Investment decisions and the role of debt, liquid assets and cash The distribution of stock returns: international evidence, 431 flow: evidence from Italian panel data, 121 The role of money during the recession in Australia in 1990-92, 355 Time-varying risk premia in the term structure of interest rates in Long-term relationships between international share prices, 297 New Zealand, 111 Modelling exchange rates: long-run dependence versus conditional Variable betas on the Stockholm Exchange 1971-1989, 75 heteroscedasticity, 233 Volatility estimates of the Vienna stock market, 449 0960-3107 © 1994 Chapman & Hall