e NORTH-HOLLAND Volume 49 Author Index Aggarwal, R., 1 Mahdavi, S., 475 Ahmed, H., 321 Miller, S. M., 321 Arshanapalli, B., 253 Mukherji, N., 21 Athanassakos, G., 127 Nigro, P., 533 Bradford, B. M., 191 Nwaeze, E. T., 491 Carroll, C., 569 Peristiani, S., 95 Chiou, M. D., 569 Raj, M., 167 Cothren, R., 21 Reinhart, V., 147 Rivard, R. J., 61 Daniels, J., 43 Robison, H. D., 191 de Villiers, J., 285 Rose, J. T., 223 Doukas, J., 253 Rossi, C., 587 Eisenbeis, R. A., 335 Roy, U., 117 Fletcher, J., 211 Sauer, D. A., 549 Fok, R. C. W., 569 Schatzberg, J. D., 1 Gallet, C. A., 369 Shaanan, J., 267 Haye, E. M., 239 Sim, A. B., 167 Hennessy, D., 399 Simin, T., 147 Hogan, A. M. B., 587 Stanhouse, B. E., 303 Hung, J. H., 439 Stavins, J., 347 Jackson, If], W. E., 335 Subrahmanyam, A., 515 Jacques, K., 533 Thomas, C. R., 61 Kim, K. A., 379 Thurston, D. C., 167 Kim, Y. C., 419 Ueng, S. F., 459 Lage, M. J., 77 Waschik, R., 127 Limpaphayom, P., 379 Wizman, T. A., 95 Linn, S. C., 303 Zhou, S., 475 Journal of Economics and Business 1997; 49:601 0148-6195/97/$17.00 © 1997 Temple University PII S0148-6195(96)00063-5 Volume 49 Title Index Abnormal Returns, Risk, and Financial Statement Data: Predictive Performance, 475-489 The Case of the Iraqi Invasion of Kuwait, 193-204 Idle Sunk Cost Capacity, Entry, and Profitability: An Characteristics of Derivatives Users: An Analysis of Empirical Study, 267-283 the Thrift Industry, The, 587-598 Information Content of Prior Period Mutual Fund Corporate Control Effects and Managerial Remuner- Performance Rankings, 549-565 ation in Commercial Banking, 239-252 Intra-Industry Competitiveness and Economic Day of the Week Effects, Information Seasonality, Growth, 117-125 and Higher Moments of Security Returns, 1-20 Linkages of S & P 500 Stock Index and S & P 500 Demand for Long-Term Deposits of a Financial In- Stock Index Futures Prices during October termediary: Theory and Evidence, The, 127—147 1987, The, 253-266 Determinants of Corporate Hedging and Derivatives: Market Reaction to Federal Reserve Policy Action A Revisit, 569-585 from 1989 to 1992, The, 149-168 Distortions in Economic Value Added (EVA) Caused Monetary and Exchange Rate Policy in Multisectoral by Inflation, The, 285-300 Economics, 321-334 Economic Advantage of Least Squares Learning in a Multi-Market Trading and the Informativeness of Stock Risky Asset Market, The, 303-319 Trades: An Empirical Intraday Analysis, 515-531 Effect of Economic Regimes on the Relation between Mutual-to-Stock Conversions in the Thrift Industry Term Structure and Real Activity in Japan, The, in the 1990s, 95-116 379-392 On Economic Incentive for Quality Upgrading, 459—- Effect of Interstate Banking on Large Bank Holding 473 Company Profitability and Risk, The, 61-76 Optimal Monetary Policy in a World with Risky Invest- Equilibrium in Production and Futures Markets, ments and Financial Intermediaries, 21-42 399-418 Optimal Sterilization Policies in Interdependent Estimating Demand Elasticities in a Differentiated Economies, 43—60 Product Industry: The Personal Computer Mar- ket, 347-367 Permanent Income Hypothesis Under Permanent- Transitory Confusion, The, 77-90 Examination of the Cross-Sectional Relationship of Beta and Return: UK Evidence, An, 211-221 Public Policy and Market Power in the Rayon Indus- try, 369-377 Exchange Rate’s Impact on Overseas Profits of U.S. Multinationals, The, 439-458 Rate-of-Return Regulation and the Behavior of the Return on Equity for Electric Utilities, 491-510 Generalized Method of Moments Comparison of the Cox-Ingersoll-Ross and Heath-Jarrow-Morton Risk-Based Capital, Portfolio Risk, and Bank Capital: Models, A, 169-192 A Simuitaneous Equations Approach, 533-545 Geographic Integration of Bank Deposit Markets and Stock Price Reaction to International Investment and Restrictions on Interstate Banking: A Cointegra- Divestiture and Management of Currency Oper- tion Approach, 335-346 ating Exposure, 419-437 Gold and Commodity Prices as Leading Indicators of Thrift Strategies after FIRREA: A Cluster Analysis Inflation: Tests of Long-Run Relationship and of High-Performance Institutions, 223-238 Journal of Economics and Business 1997; 49:603 0148-6195 /97/$17.00 © 1997 Temple University PII S0149-6195(96)00065-9