Table Of Content

AUTHOR INDEX OF VOLUME XV, 1992 Becker, Kent G., Joseph E. Finnerty, and Alan Gardner, John C, and Charles A. Trzcinka. A/l- L. Tucker. The Intraday Interdependence Equity Firms and the Balancing Theory of Structure Between U.S. and Japanese Equity Capital Structure. Volume XV, Number 1, Markets. Volume XV, Number 1, Pages Pages 77-90. 27-37. Garvey, Gerald T. Leveraging the Underinvest- Bhardwaj, Ravinder K. and LeRoy D. Brooks. ment Problem: How High Debt and Manage- Stock Price and Degree of Neglect as Deter- ment Shareholdings Solve the Agency Costs minants of Stock Returns. Volume XV, of Free Cash Flow. Volume XV, Number 2, Number 2, Pages 101-112. Pages 149-166. Brooks, LeRoy D. and Ravinder K. Bhardwaj. Ghosh, Asim K. Market Model Corrected for Stock Price and Degree of Neglect as Deter- Generalized Autoregressive Conditional minants of Stock Returns. Volume XV, Heteroscedasticity and the Small Firm Ef- Number 2, Pages 101-112. fect. Volume XV, Number 3, Pages 277-283. Brous, Peter A. and Omesh Kini. Equity Issues Hilliard, Jimmy E. and Susan D. Jordan. and Tobin’s Q: New Evidence Regarding AI- Hedging Interest Rate Risk Under Term ternative Information Hypotheses. Volume Structure Effects: An Application to Finan- XV, Number 4, Pages 323-339. cial Institutions. Volume XV, Number 4, Carter, Richard B. Underwriter Reputation and Pages 355-368. Repetitive Public Offerings. Volume XV, Houston, Joel F. and Michael D. Ryngaert. The Number 4, Pages 341-354. Links Between Trading Time and Market Chen, K. C., R. Stephen Sears, and Manuchehr Volatility. Volume XV, Number 2, Pages Shahrokhi. Pricing Nikkei Put Warrants: 91-100. Some Empirical Evidence. Volume XV, Howe, John S. and Ji-Chai Lin. Dividend Pol- Number 3, Pages 231-251. icy and the Bid-Ask Spread: An Empirical Corrado, Charles J. and Suk-Hun Lee. Filter Analysis. Volume XV, Number 1, Pages Rule Tests of the Economic Significance of 1-10. Serial Dependencies in Daily Stock Returns. Volume XV, Number 4, Pages 369-387. Jahera, John S., Jr., William N. Pugh, and Datta, Prabir and John D. Schatzberg. The Daniel E. Page. Antitakeover Charter Weekend Effect and Corporate Dividend An- Amendments: Effects on Corporate Deci- nouncements. Volume XV, Number 1, Pages sions. Volume XV, Number 1, Pages 57-67. 69-76. Jordan, Susan D. and Jimmy E. Hilliard. Dempsey, Stephen J. and Gene Laber. Effects Hedging Interest Rate Risk Under Term of Agency and Transaction Costs on Dividend Structure Effects: An Application to Finan- Payout Ratios: Further Evidence of the cial Institutions. Volume XV, Number 4, Agency-Transaction Cost Hypothesis. Vol- Pages 355-368. ume XV, Number 4, Pages 317-321. Kini, Omesh and Peter A. Brous. Equity Issues Eddy, Albert and Bruce Seifert. Stock Price Re- and Tobin’s Q: New Evidence Regarding AI- actions to Dividend and Earnings Announce- ternative Information Release Hypotheses. ments: Contemporaneous versus Noncontem- Volume XV, Number 4, Pages 323-339. poraneous Announcements. Volume XV, Kumar, Raman and Gregory M. Noronha. A Number 3, Pages 207-217. Re-examination of the Relationship Between Finnerty, Joseph E., Kent G. Becker, and Alan L. Closed-End Fund Discounts and Expenses. Tucker. The Intraday Interdependence Struc- Volume XV, Number 2, Pages 139-147. ture Between U.S. and Japanese Equity Mar- Laber, Gene and Stephen J. Dempsey. Effects of kets. Volume XV, Number 1, Pages 27-37. Agency and Transaction Costs on Dividend French, Dan W. and Edwin D. Maberly. Early Payout Ratios: Further Evidence of the Exercise of American Index Options. Vol- Agency-Transaction Cost Hypothesis. Vol- ume XV, Number 2, Pages 127-137. ume XV, Number 4, Pages 317-321. 390 The Journal of Financial Research Lee, Suk-Hun and Charles J. Corrado. Filter outs of Unrelated Divisions Without a Sales Rule Tests of the Economic Significance of Price Reported. Volume XV, Number 4, Serial Dependencies in Daily Stock Returns. Pages 297-305. Volume XV, Number 4, Pages 369-387. Ryngaert, Michael D. and Joel F. Houston. The Lin, Ji-Chai and John S. Howe. Dividend Pol- Links Between Trading Time and Market icy and the Bid-Ask Spread: An Empirical Volatility. Volume XV, Number 2, Pages Analysis. Volume XV, Number 1, Pages 91-100. 1-10. Schatzberg, John D. and Prabir Datta. The Liu, Pu, Stanley D. Smith, and Azmat A. Syed. Weekend Effect and Corporate Dividend An- The Impact of the Insider Trading Scandal nouncements. Volume XV, Number |, Pages on the Information Content of the Wall Street 69-76. Journal’s “Heard on the Street” Column. Sears, R. Stephen, K. C. Chen, and Manuchehr Volume XV, Number 2, Pages 181-188. Shahrokhi. Pricing Nikkei Put Warrants: Maberly, Edwin D. and Dan W. French. Early Some Empirical Evidence. Volume XV, Exercise of American Index Options. Vol- Number 3, Pages 231-251. ume XV, Number 2, Pages 127-137. Seifert, Bruce and Albert Eddy. Stock Price Re- Manuel, Timothy and Eugene Pilotte. Produc- actions to Dividend and Earnings Announce- tion Technology, Nondebt Tax Shields, and ments: Contemporaneous versus Noncontem- Financial Leverage. Volume XV, Number 2, poraneous Announcements. Volume XV, Pages 167-180. Number 3, Pages 207-217. Marchesini, Roberto and Terrance R. Skantz. A Shahrokhi, Manuchehr, K. C. Chen, and R. Test of a Risk-Adjusted Dividend Capitaliza- Stephen Sears. Pricing Nikkei Put Warrants: tion Model: The Case of Liquidating Firms. Some Empirical Evidence. Volume XV, Volume XV, Number 1, Pages 11-26. Number 3, Pages 231-251. Mougoué, Mbodja. The Term Structure of In- Sicherman, Neil W., Rodney L. Roenfeldt, and terest Rates as a Cointegrated System: Em- Jack W. Trifts. Division Management pirical Evidence from the Eurocurrency Mar- Buyouts of Unrelated Divisions Without a ket. Volume XV, Number 3, Pages 285-296. Sales Price Reported. Volume XV, Number Noronha, Gregory M. and Raman Kumar. A 4, Pages 297-305. Re-examination of the Relationship Between Skantz, Terrance R. and Roberto Marchesini. Closed-End Fund Discounts and Expenses. A Test of a Risk-Adjusted Dividend Capital- Volume XV, Number 2, Pages 139-147. ization Model: The Case of Liquidating Page, Daniel E., William N. Pugh, and John S. Firms. Volume XV, Number 1, Pages | 1-26. Jahera, Jr. Antitakeover Charter Amend- Smith, Stanley D., Pu Liu, and Azmat A. Syed. ments: Effects on Corporate Decisions. Vol- The Impact of the Insider Trading Scandal ume XV, Number |, Pages 57-67. on the Information Content of the Wall Street Peterson, David R. and Pamela Peterson. A Fur- Journal’s “Heard on the Street” Column. ther Understanding of Stock Distributions: Volume XV, Number 2, Pages 181-188. The Case of Reverse Stock Splits. Volume Stock, Duane. The Analytics of Relative XV, Number 3, Pages 189-205. Holding-Period Risks for Bonds. Volume XV, Peterson, Pamela and David R. Peterson. A Number 3, Pages 253-263. Further Understanding of Stock Distribu- Syed, Azmat A., Pu Liu, and Stanley D. Smith. tions: The Case of Reverse Stock Splits. Vol- The Impact of the Insider Trading Scandal ume XV, Number 3, Pages 189-205. on the Information Content of the Wall Street Pilotte, Eugene and Timothy Manuel. Produc- Journal’s “Heard on the Street” Column. tion Technology, Nondebt Tax Shields, and Volume XV, Number 2, Pages 181-188. Financial Leverage. Volume XV, Number 2, Thatcher, Janet S. and John G. Thatcher. An Pages 167-180. Empirical Test of the Timing of Bond- Pugh, William N., Daniel E. Page, and John S. Refunding Decisions. Volume XV, Number Jahera, Jr. Antitakeover Charter Amend- 3, Pages 219-230. ments: Effects on Corporate Decisions. Vol- Thatcher, John G. and ‘Janet S. Thatcher. An ume XV, Number 1, Pages 57-67. Empirical Test of the Timing of Bond- Rao, Ramesh P. and Niranjan Tripathy. Ad- Refunding Decisions. Volume XV, Number verse Selection, Spread Behavior, and Over- 3, Pages 219-230. the-Counter Seasoned Equity Offerings. Vol- Trifts, Jack W., Rodney L. Roenfeldt, and Neil ume XV, Number |, Pages 39-56. W. Sicherman. Division Management Buy- Ricardo J. Quality Dispersion and outs of Unrelated Divisions Without a Sales the Feasibility of Dividends as Signals. Vol- Price Reported. Volume XV, Number 4, ume XV, Number 4, Pages 307-315. Pages 297-305. Roenfeldt, Rodney L., Neil W. Sicherman, and Tripathy, Niranjan and Ramesh P. Rao. Ad- Jack W. Trifts. Division Management Buy- verse Selection, Spread Behavior, and Over- Author Index 391 the-Counter Seasoned Equity Offerings. Vol- Venkatesh, P.C. Empirical Evidence on the Im- ume XV, Number 1, Pages 39-56. pact of the Bid-Ask Spread on the Character- Trzcinka, Charles A. and John C. Gardner. A/l- istics of CRSP Daily Returns. Volume XV, Equity Firms and the Balancing Theory of Number 2, Pages 113-125. Capital Structure. Volume XV, Number 1, Wei, Pei-Hwang. Intraday Variations in Trad- Pages 77-90. ing Activity, Price Variability, and the Bid- Tucker, Alan L., Kent G. Becker, and Joseph E. Ask Spread. Volume XV, Number 3, Pages Finnerty. The Intraday Interdependence Struc- 265-276. ture Between U.S. and Japanese Equity Mar- kets. Volume XV, Number 1, Pages 27-37.