Table Of Content

AUTHOR INDEX Antoniou, A. and A.J. Foster June, No. 4, p. 473 The Effect of Futures Trading on Spot Price Volatility: Evidence for Brent Crude Oil Using GARCH Board, J., B. Rees and C. Sutcliffe April, No. 3, p. 447 Measuring the Incremental Information Content of Multiple Accounting Signals: A Note on the Use of the Singular Value Decomposition Braiisford, T. January, No. 2, p. 225 A Test for the Winner-Loser Anomaly in the Austrjilian Equity Market: 1958—87 Briston, R.J., B. Saadouni, C.A. Mallin and June, No. 4, p. 641 J.A. Coutts Management Buyout Announcements and Securities Returns: A UK Study 1984—1989 Brookfield, D. and R. Morris June, No. 4, p. 585 The Market Impact of UK Company News Announcements Brooks, R. and M. Livingston November, No. 6, p. 877 The Local Versus the Unbiased Expectations Hypothesis with Discrete Compounding Brown, L.D. and E.H. Feroz September, No. 5, p. 715 Does the FASB Listen to Corporations? Chaney, P.K. and T.M. Devinney September, No. 5, p. 677 New Product Innovations and Stock Price Performance Chen, C.R., C.F. Lee, S. Rahman and A. Chan September, No. 5, p. 659 A Cross-Sectional Analysis of Mutual Funds’ Market Timing and Security Selection Skill Cheung, J.K. and J. Heaney April, No. 3, p. 425 Tax-Induced Effects on the Firm’s Capacity Decision Chui, A., N. Strong and J. Cadle June, No. 4, p. 515 The Empirical Significance of Tax Effects on the Valuation of Dividends: The UK Evidence Clubb, C.D.B. April, No. 3, p. 465 A Pedagogic Note on the Weighted Average Cost of Capitcil and Project Vailuation Cowton, C.J. and A. Wirth April, No. 3, p. 439 Discounting Products to Shareholders Craswell, A.T. and S.L. Taylor January, No. 2, p. 295 Discretionary Disclosures of Reserves by Oil and Gas Companies: An Economic Analysis 915 916 AUTHOR INDEX Faff, R.W., J.H.H. Lee and T.R.L. Fry January, No. 2, p. 253 Time Stationarity of Systematic Risk: Some Australian Evidence Forbes, W.P. and L.C.L. Skerratt June, No. 4, p. 555 Analysts’ Forecast Revisions and Stock Price Movements Gopalakrishnan, V, and T.F. Sugrue September, No. 5, p. 751 Economic Consequence of Pensions Policy Deliberations (SEAS No. 87): An Empirical Assessment of Debt-Covenant Hypothesis Gregory, A. and R.S. Olusegun Wallace January, No. 1, p. 73 A Note on a Role for Cost Allocations in Decisions Concerning Investment in Common Service Facilities Hancock, G.D. and T.K. Mukherjee November, No. 6, p. 889 Applying Margrabe’s Exchange Option Model to Pricing Proxy Contests Ho, S.S.M. and R.H. Pike April, No. 3, p. 387 Adoption of Probabilistic Risk Analysis in Capital Budgeting and Corporate Investment Hodgson, A. and J. Okunev January, No. 2, p. 211 An Alternative Approach for Determining Hedge Ratios for Futures Contracts Jaggi, B. and M. Freedman September, No. 5, p. 697 An Examination of the Impact of Pollution Performance on Economic and Market Performance: Pulp and Paper Firms Jean, W.H. January, No. 1, p. 103 Stochastic Dominance Optimums and the Capital Asset Pricing Model Jerris, S.I. April, No. 3, p. 345 Option-Based EPS Measures: An Alternative to Primary and Fully-Diluted EPS Jeter, D.C. and P.K. Chaney November, No. 6, p. 839 An Empirical Investigation of Factors Affecting the Earnings Association Coefficient Joseph, N.L. and R.D. Hewins January, No. 1, p. 39 Seasoncility Estimation in the UK Foreign Exchange Market Keown, A.J., J.M. Pinkerton and P.J. Bolster November, No. 6, p. 901 Merger Announcements, Asymmetrical Information and Trading Volume: An Empirical Investigation Kim, I-W, K.H. Chen and J. Nance January, No. 1, p. 133 Information Content of Financial Leverage: An Empirical Study AUTHOR INDEX 917 Koh, H.C. January, No. 2, p. 187 The Sensitivity of Optimcil Cutoff Points to Misclassification Costs of Type I and Type II Errors in the Going-concern Prediction Context Lee, I. January, No. 2, p. 199 Stock Market Seasonality: Some Evidence from the Pacific-Basin Countries Lee, I. January, No. 2, p. 243 Dual Listings and Shareholders’ Wealth: Evidence from UK and Japanese Firms MacDonald, R. and D. Power June, No. 4, p. 505 Persistence in UK Stock Market Returns: Some Evidence Using High-frequency Data McCue, M.J. and J.L. Stevens September, No. 5, p. 777 Market Segmentation and the Residual Demand for Tax-exempt Bonds: Empirical Evidence from the Elimination of Interest Deductions McGuinness, P. January, No. 2, p. 165 An Examination of the Underpricing of Initial Public Offerings in Hong Kong: 1980—90 Michel, A. and 1. Shaked April, No. 3, p. 455 Valuation of Damage Claims: An Application of Corporate Finance Mok, H.M.K., K. Lam and I. Cheung January, No. 2, p. 277 Family Control and Return Covariation in Hong Kong’s Common Stocks Morgan, E.J. November, No. 6, p. 789 Investment Behaviour and Government Tcix Policy: A Survey of the Largest UK Firms Mozes, H.A. November, No. 6, p. 817 Modelling Growth in the Earnings Time Series Nobes, C. January, No. 1, p. 153 Classification of Accounting Systems Using Competencies as a Discriminating Variable: A Great Britain—United States Study: A Comment O’Hanlon, J., S. Poon and R.A. Yaansah June, No. 4, p. 625 Market Recognition of Differences in Earnings Persistence: UK Evidence Okunev, J. January, No. 2, p. 271 Is the Mean Gini Capital Asset Pricing Model Testable? Poon, S., S.J. Taylor and C.W.R. Ward January, No. 1, p. 87 Portfolio Diversification: A Pictorial Analysis of the UK Stock Market 918 AUTHOR INDEX Pope, P. and C.G. Inyangete June, No. 4, p. 603 Differential Information, the Variability of UK Stock Returns and Earnings Announcements Pope, P.F. and M. Walker June, No. 4, p. 469 Empirical Research on UK Security Markets Pope, P.F. and P.K. Yadav April, No. 3, p. 329 The Impact of Option Expiration on Underlying Stocks: The UK Evidence Riahi-Belkaoui, A. January, No. 1, p. 25 Executive Compensation, Organizational Effectiveness, Social Performance and Firm Performance: An Empirical Investigation Ro, B.T,, C.V. Zavgren and S-J Hsieh April, No. 3, p. 309 The Effect of Bankruptcy on Systematic Risk of Common Stock: An Empirical Assessment Schadler, F.P. and W.T. Moore November, No. 6, p. 865 The Effects of Predictability on Stock Price Response to the Financing Decision (Effects of Predictability on Stock Price) Shoenthal, E.R. January, No. 1, p. 157 Classification of Accounting Systems Using Competencies as a Discriminating Variable: A Great Britain—United States Study: A Reply Smith, B. and R. White January, No. 1, p. 113 The Impact of Stabilization and Interim Audits on the Pricing of Deposit Insurance Smith, P. and A.R. Tremayne April, No. 3, p. 363 On the Information Content of Time Series of Accounting Earnings Stark, A.W., H.M. Thomas and I.D. Watson April, No. 3, p. 407 On the Practical Importance of Systematic Error in Conditional IRRs Strong, N. June, No. 4, p. 533 Modelling Abnormal Returns: A Review Article Strong, N. and T.R. Appleyard January, No. 1, p. 1 Investment Appraisal, Taxes and the Security Market Line Walmsley, T., P.K. Yadav and W.P. Rees June, No. 4, p. 571 The Information Content of the Company Meeting Programme of the Society of Investment Analysts: 1985-1990 Wansley, J.W., J.L. Glascock and T.M. Clauretie September, No. 5, p. 733 Institutional Bond Pricing and Information Arrival: The Case of Bond Rating Changes Watt, W.H., P.K. Yadav and P. Draper June, No. 4, p. 485 The Impact of Option Listing on Underlying Stock Returns: The UK Evidence 6