Table Of Content

AUTHOR INDEX OF VOLUME XVI, 1993 Aggarwal, Raj and Reena Aggarwal. Security Born, Jeffery A. and James N. Rimbey. A Test of Return Distributions and Market Structure: the Easterbrook Hypothesis Regarding Evidence from the NYSE/AMEX and the Dividend Payments and Agency Costs. NASDAQ Markets. Volume XVI, Number 3, Volume XVI, Number 3, Pages 251-260. Pages 209-220. Brooks, LeRoy D. and Ravinder K. Bhardwaj. Aggarwal, Raj and Edward Gruca. Jntraday Dual Betas from Bull and Bear Markets: Trading Patterns in the Equity Options Reversal of the Size Effect. Volume XVI, Market. Volume XVI, Number 4, Pages Number 4, Pages 269-283. 285-297. Chandy, P. R., John W. Peavy, III, and William Aggarwal, Reena and Raj Aggarwal. Security Reichenstein. A Note on the Value Line Stock Return Distributions and Market Structure: Highlight Effect. Volume XVI, Number 2, Evidence from the NYSE/AMEX and the Pages 171-179. NASDAQ Markets. Volume XVI, Number 3, Chang, Carolyn W. and Jack S. K. Chang. An Pages 209-220. Implicit Measure of the Effective Bid-Ask Albert, Robert L., Jr., Timothy R. Smaby, and Spread: A Note. Volume XVI, Number 1, Steve B. Wyatt. Did Black Monday Have a Pages 71-75. Permanent Effect? Volume XVI, Number 2, Chang, Chun-Hao, Gary A. Anderson, and Joel Pages 123-138. R. Barber. Prepayment Risk and the Duration Anderson, Gary A., Joel R. Barber, and Chun- of Default-Free Mortgage-Backed Securities. Hao Chang. Prepayment Risk and the Volume XVI, Number 1, Pages 1-9. Duration of Default-Free Mortgage-Backed Chang, Jack S. K. and Carolyn W. Chang. An Securities. Volume XVI, Number 1, Pages Implicit Measure of the Effective Bid-Ask 1-9. Spread: A Note. Volume XVI, Number 1, Arshadi, Nasser and Thomas H. Eyssell. Insiders, Pages 71-75. Outsiders, or Trend Chasers?: An Clayton, Ronnie J., Y. Angela Liu, and L. Paul Investigation of Pre-takeover Transactions in Hsueh. A Re-examination of the Proxy the Shares of Target Firms. Volume XVI, Hypothesis. Volume XVI, Number 3, Pages Number 1, Pages 49-59. 261-268. Baker, H. Kent and Walayet A. Khan. Unlisted Denis, David J. The Costs of Equity Issues Since Trading Privileges, Liquidity, and Stock Rule 415: A Closer Look. Volume XVI, Returns. Volume XVI, Number 3, Pages Number |, Pages 77-88. 221-236. Eakins, Stan and Susan Sewell. Tax-Loss Selling, Barber, Joel R., Gary A. Anderson, and Chun- Institutional Investors, and the January Effect: Hao Chang. Prepayment Risk and the A Note. Volume XVI, Number 4, Pages Duration of Default-Free Mortgage-Backed 377-384. Securities. Volume XVI, Number 1, Pages Ederington, Louis H. and Chao-Hsi Huang. 1-9. Variance Bound Tests of Bond Market Bhardwaj, Ravinder K. and LeRoy D. Brooks. Efficiency. Volume XVI, Number 2, Pages Dual Betas from Bull and Bear Markets: 89-106. Reversal of the Size Effect. Volume XVI, Emery, Douglas R., Ajay Patel, and Yul W. Lee. Number 4, Pages 269-283. Firm Performance and Security Type in Born, Jeffery A., Hugo J. Faria, and Emery A. Seasoned Offerings: An Empirical Trahan. Golden Parachutes: Incentive Examination of Alternative Signaling Models. Aligners, Management Entrenchers, or Volume XVI, Number 3, Pages 181-192. Takeover Bid Signals? Volume XVI, Number Eyssell, Thomas H. and Nasser Arshadi. /nsiders, 4, Pages 299-308. Outsiders, or Trend Chasers?: An 386 The Journal of Financial Research Investigation of Pre-takeover Transactions in 221-236. the Shares of Target Firms. Volume XVI, Koch, Paul D., Ira G. Kawaller, and Timothy W. Number 1, Pages 49-59. Koch. Intraday Market Behavior and the Eyssell, Thomas H. and James P. Reburn. The Extent of Feedback Between S&P 500 Futures Effects of the Insider Trading Sanctions Act of Prices and the S&P 500 Index. Volume XVI, 1984: The Case of Seasoned Equity Offerings. Number 2, Pages 107-121. Volume XVI, Number 2, Pages 161-170. Koch, Timothy W., Ira G. Kawaller, and Paul D. Faria, Hugo J., Jeffery A. Born, and Emery A. Koch. Intraday Market Behavior and the Trahan. Golden Parachutes: Incentive Extent of Feedback Between S&P 500 Futures Aligners, Management Entrenchers, or Prices and the S&P 500 Index. Volume XVI, Takeover Bid Signals? Volume XVI, Number Number 2, Pages 107-121. 4, Pages 299-308. Laux, Paul A. Trade Sizes and Theories of the Gombola, Michael J. and Feng-Ying Liu. Bid-Ask Spread. Volume XVI, Number 3, Considering Dividend Stability in the Relation Pages 237-249. Between Dividend Yield and Stock Returns. Lee, Unro and Panayiotis Theodossiou. Mean and Volume XVI, Number 2, Pages 139-150. Volatility Spillovers Across Major National Gruca, Edward and Raj Aggarwal. Intraday Stock Markets: Further Empirical Evidence. Trading Patterns in the Equity Options Volume XVI, Number 4, Pages 337-350. Market. Volume XVI, Number 4, Pages Lee, Yul W., Ajay Patel, and Douglas R. Emery. 285-297. Firm Performance and Security Type in Hsueh, L. Paul, Y. Angela Liu, and Ronnie J. Seasoned Offerings: An Empirical Clayton. A Re-examination of the Proxy Examination of Alternative Signaling Models. Hypothesis. Volume XVI, Number 3, Pages Volume XVI, Number 3, Pages 181-192. 261-268. Liu, Feng-Ying and Michael J. Gombola. Huang, Chao-Hsi and Louis H. Ederington. Considering Dividend Stability in the Relation Variance Bound Tests of Bond Market Between Dividend Yield and Stock Returns. Efficiency. Volume XVI, Number 2, Pages Volume XVI, Number 2, Pages 139-150. 89-106. Liu, Y. Angela, L. Paul Hsueh, and Ronnie J. Hudson, Carl D., Marlin R. H. Jensen, and Clayton. A Re-examination of the Proxy William N. Pugh. Informational versus Price- Hypothesis. Volume XVI, Number 3, Pages Pressure Effects: Evidence from Secondary 261-268. Offerings. Volume XVI, Number 3, Pages Mauer, David C. Optimal Bond Call Policies 193-207. Under Transactions Costs. Volume XVI, Ingram, Marcus A. and Virginia C. Ingram. Number 1, Pages 23-37. Consistent Estimation of Residual Variance in Mitchell, Karlyn. The Debt Maturity Choice: An Regulatory Event Studies. Volume XVI, Empirical Investigation. Volume XVI, Number 2, Pages 151-160. Number 4, Pages 309-320. Ingram, Virginia C. and Marcus A. Ingram. Patel, Ajay, Douglas R. Emery, and Yul W. Lee. Consistent Estimation of Residual Variance in Firm Performance and Security Type in Regulatory Event Studies. Volume XVI, Seasoned Offerings: An Empirical Number 2, Pages 151-160. Examination of Alternative Signaling Models. Jensen, Marlin R. H., Carl D. Hudson, and Volume XVI, Number 3, Pages 181-192. William N. Pugh. Jnformational versus Price- Peavy, John W., III, P. R. Chandy, and William Pressure Effects: Evidence from Secondary Reichenstein. A Note on the Value Line Stock Offerings. Volume XVI, Number 3, Pages Highlight Effect. Volume XVI, Number 2, 193-207. Pages 171-179. Kawaller, Ira G., Paul D. Koch, and Timothy W. Peterson, David R. and Pamela P. Peterson. Koch. Intraday Market Behavior and the Dutch Auction versus Fixed-Price Self-Tender Extent of Feedback Between S&P 500 Futures Offers: Do Firms Overpay in Fixed-Price Prices and the S&P 500 Index. Volume XVI, Offers? Volume XVI, Number 1, Pages Number 2, Pages 107-121. 39-48. Khan, Walayet A. and H. Kent Baker. Unlisted Peterson, Pamela P. and David R. Peterson. Trading Privileges, Liquidity, and Stock Dutch Auction versus Fixed-Price Self-Tender Returns. Volume XVI, Number 3, Pages Offers: Do Firms Overpay in Fixed-Price Author Index 387 Offers? Volume XVI, Number 1, Pages Skinner, David Lynn. Twenty-five Years of Tax 39-48. Law Changes and Investor Response. Volume Pugh, William N., Carl D. Hudson, and Marlin XVI, Number 1, Pages 61-70. R. H. Jensen. IJnformational versus Price- Smaby, Timothy R., Robert L. Albert, Jr., and Pressure Effects: Evidence from Secondary Steve B. Wyatt. Did Black Monday Have a Offerings. Volume XVI, Number 3, Pages Permanent Effect? Volume XVI, Number 2, 193-207. Pages 123-138. Raymar, Steven. The Financing and Investment Sung, Hyun Mo. The Effects of Overpayment and of a Levered Firm Under Asymmetric Form of Financing on Bidder Returns in Information. Volume XVI, Number 4, Pages Mergers and Tender Offers. Volume XVI, 321-336. Number 4, Pages 351-365. Reburn, James P. and Thomas H. Eyssell. The Tang, Alex P. and Ronald F. Singer. Valuation Effects of the Insider Trading Sanctions Act of Effect of Issuing Nonsubordinated versus 1984: The Case of Seasoned Equity Offerings. Subordinated Debt. Volume XVI, Number 1, Volume XVI, Number 2, Pages 161-170. Pages 11-21. Reichenstein, William, P. R. Chandy, and John Theodossiou, Panayiotis and Unro Lee. Mean W. Peavy, Ill. A Note on the Value Line Stock and Volatility Spillovers Across Major Highlight Effect. Volume XVI, Number 2, National Stock Markets: Further Empirical Pages 171-179. Evidence. Volume XVI, Number 4, Pages Rimbey, James N. and Jeffery A. Born. A Test of 337-350. the Easterbrook Hypothesis Regarding Trahan, Emery A., Jeffery A. Born, Hugo J. Dividend Payments and Agency Costs. Faria. Golden Parachutes: Incentive Aligners, Volume XVI, Number 3, Pages 251-260. Management Entrenchers, or Takeover Bid Robin, Ashok J. On Improving the Performance Signals? Volume XVI, Number 4, Pages of the Market Model. Volume XVI, Number 4, 299-308. Pages 367-376. Wyatt, Steve B., Robert L. Albert, Jr., and Sewell, Susan and Stan Eakins. Tax-Loss Selling, Timothy R. Smaby. Did Black Monday Have Institutional Investors, and the January Effect: a Permanent Effect? Volume XVI, Number 2, A Note. Volume XVI, Number 4, Pages Pages 123-138. 377-384. Singer, Ronald F. and Alex P. Tang. Valuation Effect of Issuing Nonsubordinated versus Subordinated Debt. Volume XVI, Number 1, Pages 11-21.