Journal of Economics and Business 1991: Vol 43 Index

5 Pages·1991·0.79 MB·English

J ECO BUSN
1991; 43:403
Volume 43 Author Index
Bar-Yosef, S., 197 Levy, I., 375
Bark, H.-K. K., 353 Maggs, G. E., 253
Baum, C. F., 241 McFadyen, J., 79
Bond, M. T., 165 Mitchell, D. W., 193
Caples, S., 157 Mougoue, M., 165
Chang, S. J., 179 Muller, E., 25
Chen, S.-N., 179 Murphy, J. A., 37
Chiang, T. C., 329 Neftci, S. N., 23!
Choudhry, T., 59 Officer, D. T., 49
Devaney, M., 79 Petry, G., 99
Dheeriya, P. L., 87 Pickerill, K., 79
Dua, P., 133 Placone, D., 59
Dufey, G., 339 Rahman, A. K. M. M., 157
Durden, G. C., 265 Reinhart, V., 115
Eaker, M., 363 Rose, J. T., 215
Ellis, L. V., 265 Safizadeh, H., 389
Eun, C. S., 283 Sander, W., 69
Fatemi, A., 389 Santomero, A. M., |
Giraldi, C., 309 Schaefer, S. M., 287
Glascock, J. L., 49 Schaeffer, P. V., 69
Grant, D., 363 Settle, J., 99
Hamaui, R., 309 Shah, V., 49
Harrison, W. B., 271 Swary, I., 25
Hauser, S., 375 Theodossiou, P., 231
Henderson, G. V., Jr., 49 Thies, C. F., 241
Iqbal, Z., 87 Trigeorgis, L., 143
Jeon, B. N., 329 Vanezia, I., 197
Kaplanis, E., 287 Wallace, M., 59
Kazemi, H. B., 339 Wolken, J. D., 215
Klock, M. 241 Woodard, N., 363
Landskroner, Y., 25
Journal of Economics and Business 0148-6195 /91/$03.50
© 1991 Temple University

J ECO BUSN
1991; 43:405-406
Volume 43 Subject Index
Acquisitions, relationship of managers’ equity stake Education, expenditures, effect on employment
to takeover gains, 99-114. changes, 69-77.
Bivariate autoregressive system, as test of expec- Employment changes, effect of education expen-
tations theory of term structure, 79-85. ditures on, 69-77.
Bond portfolios, exhange risk and international Energy price change, direct and indirect effects,
diversification in, 287-307. 115-132.
Borrowing, international diversification of, and Energy shock, reading effects of in financial markets,
foreign exchange market liberalization, 309- 115-132.
327.
Equity portfolios, exchange risk and international
Bureau of Economic Analysis, stochastic nature of diversification in, 287-307.
early estimates of GNP, 231-239.
Exchange controls, logit methodology for predicting
BVAR, see Bivariate autoregressive system. imposition of, 389-401.
Cash flows, future, earnings reports and dividends Exchange rate
as two main sources of information concerning, devaluation, and labor-exporting economy, 157-
197-214. 164.
effect on international fixed-income portfolios,
Common orthogonalization, invariance of results
375-388.
under, 193-196.
Exchange risk, in bond and equity portfolios, 287-
Common stock returns, information effects of
307.
earnings and dividend announcements on, 179-
192. Expectations theory, term structure, 79-85.
Competitive environment, competetive, optimal Federal Reserve district directors, 271-282.
timing of project initiation in, 143-156.
Financial equilibrium, and tax evasion, 25-32.
Contracts, forward exchange, and incomplete
Fisher effect, changes in 1980s, 59-68.
information, 339-352.
Foreign exchange market liberalization, and inter-
Diversification, international national diversification of borrowing, 309-327.
and hedging, 363-374.
in bond and equity portfolios, 287-307. Forward exchange contracts, and incomplete infor-
mation, 339-352.
Dividend announcements, information effects of on
common stock returns, 179-192. Gross national product, stochastic nature of BEA’s
early estimates, 231-239.
Dividend policy corporate,
and partial adjustment model, 165-178 Hedging, and international diversification, 363-374.
determination of, and earnings information, Income, underreporting, 25-32.
197-214.
Information, incomplete, and forward exchange
Dominant banks, market power of and out-of- contracts, 339-352.
market productive capacity, 215-229.
Interest rate risk, effect on international fixed-in-
Earnings, information effects of on common stock come portfolios, 375-388.
returns, 179-192.
Interest
Earnings information, and determination of divi- nominal rate, Fisher effect, 59-68.
dend policy, 197-214. rates, term structure of, 133-142.
Economists, ranking of journals, 265-270. Journals, ranking of by economists, 165-170.
Journal of Economics and Business 0148-6195/91 /$03.50
© 1991 Temple University
Index
Labor-exporting economy, and migration, 157-164. Preemptive competitive environment, optimal
timing of project initiation in, 143-156.
Lintner’s partial adjustment model, and corporate
dividend policy 165-178. Productive capacity, out-of-market, and market
power of dominant banks, 215-229.
Logit methodology, for predicting imposition of
exchange controls, 389-401. Project initation, optimal timing of in preemptive
competitive environment, 143-156.
Managers’ equity stake, relationship of to takeover
gains, 99-114. Risk reduction, through diversification, Japan and
US., 363-374.
Market interest rates, relationship with number of
MMMF offered, 153-163. Schooling attainment, effect on employment
changes, 69-77.
Market model, comparison with SRCM using mer-
gers as an event, 87-93. SCPE, see Standardized cumulative prediction
error.
Market pricing, option pricing model of mortgage-
backed securities as good indicator of, 37-47. SRCM, see Swamy’s random coefficient regression
model.
Migration, and labor-exporting economy, 157-164.
Standardized cumulative prediction error test sta-
MMMF, see Money market mutual funds.
tistic, sensitivity of, 49-57.
Monetary deregulation, and sensitivity of nominal
Stock prices, common stochastic trends in world
interest rates to inflation, 59-68.
stock exchanges 1975-1990, 329-338.
Money market mutual funds
Swamy’s random coefficient regression model, com-
depository disintermediation and the equili-
parison with market model using mergers as
brium quantity, 253-263.
an event, 87-93.
relationship with market interest rates, 153-163.
Takeover gains, relationship to managers’ equity
Money supply announcements, unexpected, retro-
stake in acquiring firm, 99-114.
spective, 1-23.
Tax evasion, and financial equilibrium, 25-32.
Mortgage-backed securities, empirical test of option
pricing model, 37-47. Term premia, factors influencing, 133-142.
Oil price change, dynamics response to, 115-132. Term Structure
expectations theory, 79-85.
Option pricing model
of interest rates, 133-142.
mortgage-backed securities, empirical test, 37-47
superiority over static pricing models, 37-47. Tobin’s g and measurement error, 241-252.
Orthogonalization, common, invariance of results Treasury
under, 193-196.
Treasury-bill rates, effects of money supply an-
Out-of-market productive capacity, and market nouncements on over different periods, 1-23.
power of dominant banks, 215-229.
Treasury-bond rates, effects of money supply an-
Partial adjustment model, and corporate dividend nouncements on over different periods, 1-23.
policy, 165-178.
World stock exchanges
Portfolio risk reduction, relationship between in- globalization of, 329-338.
terest rate and currency risk and their system of stock prices, stochastic trends for 1975-
cumulative effect, 375-388. 1990, 329-338.
Portfolios, international fixed-income, effect of ex- Yield curve, effect of unexpected money supply an-
change rate and interest rate risk on, 375-388. nouncements, 1-23.