Table Of Content

Applied Financial Economics, 1996, 6, 563 AUTHOR INDEX Adedji, A., 71 Hens, L. M. A., 319 Ni, S., 433 Akhigbe, A., 519 Holden, K., 449 Nourzad, F., 115 Al-Mutairi, N., 301 Honohan, P., 293 Allen, D. E., 175 Hoque, A., 301 Olekalns, N., 531 Altunabas, Y., 367 Hui, C. H., 343 Oswald, S. L., 1 Athanassakos, G., 37 Jung, C., 279 Barnes, P., 383 Perttunen, J., 535 Becchetti, L., 327 Kallunki, J., 535 Below, S. D., 91 Quandt, R. E., 287 Kamath, R., 337 Berg, E., 103 Kammen, D. M., 189 Bhar, R., 251 Karayan, J. E., 233 Rachim, V. S., 175 Bhat, V. N., 505 Kare, D. D., 443 Robbie, K., 85 Blasco, N., 401 Kim, S.-J., 225 Boyd, R., 279 Kouretas, G. P., 351 S’Jegers, R., 319 Brevik, T., 103 Saadouni, B., 85 Briston, R. J., 85 Brookfield, D., 511 Lauterbach, B., 49 Szttem, F., 103 Brooks, C., 307 Layton, A. P., 143 Santamaria, R., 401 Lee, I., 91 Scheerlinck, I., 319 Chadha, S., 287 Lee, K., 421, 433 Serletis, A., 259 Chan, K. K. W., 551 Levy, H., 377 Sewell, S. P., 91 Sharma, J. L., 337 Choudhry, T., 243 Liao, T. L., 19 Crook, J., 477 Lim, K., 543 Shyan-Rong Chou, P., 19 Liu, F.-Y., 9 Siklos, P. L., 59 Daniels, J. P., 115 Liu, P. C., 363 Siu-Kuen Lee, R., 347 Diamandis, P. F., 351 Louri, H., 413 Skully, M. T., 551 Lux, T., 463 Smoller, M. M., 49 Sondergard, M. A., 259 Fielding, D., 121 Stansell, S. R., 91 Fisher, A., 271 Madura, J., 519 Stapleton, R. C., 71 Floros, N., 9 Mallin, C. A., 85 Sumner, M., 393 Martikainen, T., 535 Gordon, D. A., 189 Masih, A. M. M., 495 Goss, B. A., 163 Masih, R., 495 Thompson, J. L., 449 Graham, F. C., 29 McColough, D. W., 551 Toutkoushian, R. K., 115, 155 Gropper, D. M., 1 McKenzie, G., 213 Tsetsekos, G. P., 9 Gulay Avsar, S., 163 Miller, V., 199 Moghoue, M., 337 Yee-Kai Chan, D., 347 Hay, D., 413 Molyneux, P., 271, 367 Yoder, J. A., 377 Heaney, R. A., 143 Muhtaseb, M. R., 233 Yuhn, K., 487 0960-3107 © 1996 Routledge aOMRN ETTo tem Applied Financial Economics, 1996, 6, 565 TITLE INDEX A note on the determinants of foreign bank activity in London, Leases, debt and taxable capacity, 71 between 1980 and 1989, 271 Loan-loss provisions and bank buffer-stock capital, 213 A simultaneous rational expectations model of the Australian Long-term output growth as a predictor of stock returns, 421 dollar/US dollar market, 163 A stochastic dominance approach to evaluating alternative es- On the application of the Black and Scholes formula to valuing timators of the variance for use in the Black-Scholes option bonds with embedded options: the case of extendible bonds, pricing model, 377 37 A test of the cost of carry relationship for the Australian 90 day One-touch double barrier binary option values, 343 bank accepted bill futures market, 143 An empirical exploration of revisions in US national income ag- gregates, 59 Permanent and temporary components of Canadian stock prices, An examination of open market stock repurchases: cash flow 259 signalling, investments, and Tobin’s Q, 9 Portfolio hedging and basis risks, 543 An examination of the Oslo Stock Exchange options market, 103 Australian dividend reinvestment plans: an event study on dis- Regulation, deregulation and managerial behaviour: new evidence count rates, 551 on expense preference in banking, 1 Risk praemia in Eurodollar futures prices, 49 Banks and income smoothing: an empirical analysis, 505 Betting bias and market equilibrium in racetrack betting, 287 Security price reaction to divestments by healthy and financially Cointegration in interest rate futures trading on the Sydney future distressed firms: the case of MBOs, 85 exchange, 251 Signalling in UK capital markets, 511 Common stochastic trends, multivariate market efficiency and the Stock price volatility: tests for linear and non-linear cointegration temporal causal dynamics in a system of daily spot exchange in the present value model of stock prices, 487 rates, 495 Stock returns, real activities and temporary and persistent infla- Corporate bond maturity decision: an agency and transaction cost tion, 433 explanation, 443 Credit constraints and US households, 477 Testing for non-linearity in daily sterling exchange rates, 307 Testing memory patterns in the Spanish stock market, 401 Demand for broad money in the UK, 393 Testing the Fisher effect as a long run equilibrium relation, 115 Demands for short-term assets and liabilities by UK quoted com- The causes and consequences of central bank money supply deci- panies, 413 sions: evidence from Africa, 121 Determinants of outsider excess returns from insider transactions The dynamics of interest rates between Eurodollar and domestic and semi-strong form efficiency, 155 US Dollar, 347 Dividend policy and stock price volatility: Australian evidence, 175 The effect of bond plus equity warrant issues on underlying asset Does it matter how seigniorage is measured?, 293 volatility: an empirical analysis with conditional and uncondi- Does seasonal adjustment distort tests of stationarity? Some small- tional volatility measures, 327 sample evidence, 531 The effects of the fundamentalists’ and chartists’ expectations on market survey, 363 Economies of scale and scope in European banking, 367 The monetary approach to the exchange rate: long-run relation- Exchange rate uncertainty, consumption preferences and the cur- ships, coefficient restrictions and temporal stability of the rency denomination of external debt, 199 Greek Drachma, 351 The proportionality of financial ratios: indications for ratio classi- Financial deregulation, demand for narrow money and monetary fication, 535 policy in Australia, 301 The regulation of insider dealing in the UK: some empirical evid- Forecasting interest rates from financial futures markets, 449 ence concerning share prices, merger bids and bidders’ advis- Forecasting UK stock prices, 279 ing merchant banks, 383 The relative performance of the PER and PSR filters with stochas- Heteroscedasticity in stock market indicator return data: volume tic dominance, evidence from the Taiwan Stock Exchange, 19 versus GARCH effects, 337 The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks, 463 Impact of anti-takeover amendments on corporate performance, 519 Uncertainty and overconfidence in time series forecasts: applica- Impact of the Revenue Act of 1987 on master limited partnerships, tion to the Standard & Poor’s 500 Stock Index, 189 233 Using chaos measures to examine international capital market Inflation, real stock returns and monetary policy, 29 integration, 91 Inflation news in Australia: its effects on exchange rates and interest rates, 225 Interdependence of stock markets: evidence from Europe during Who’s afraid of international deregulation? Belgian credit institu- the 1920s and 1930s, 243 tions’ policy preferences, 319 aEaoIeer2cr em eeren 0960-3107 © 1996 Routledge