Table Of Content

AUTHOR INDEX OF VOLUME XvVIi, 1994 Ackert, Lucy F. and William C. Hunter. Rational Daily Stock Index Returns. Volume XVII, Expectations and the Dynamic Adjustment of Number 2, Pages 187-203. Security Analysts’ Forecasts to New Chambliss, Karen, Jeff Madura, and Francis W. Information. Volume XVII, Number 3, Pages Wright. The Changing Risk Profile of U.S.- 387-401. based Multinational Corporations Exposed to Akhigbe, Aigbe, Wm R McDaniel, and Jeff European Community Markets. Volume XVII, Madura. The Valuation Effects of Frequent Number 1, Pages 133-146. Common Stock Issuances. Volume XVII, Chance, Don M. The Pricing and Hedging of Number 3, Pages 417-426. Limited Exercise Caps and Spreads. Volume Alderson, Michael J. and Terry L. Zivney. On XVII, Number 4, Pages 561-584. Computing Bond Returns: The Evaluation of Choi, Seungmook. Js the Real Interest Rate Low-Grade Debt. Volume XVII, Number 3, Really Unstable? Volume XVII, Number 4, Pages 403-415. Pages 551-559. Alles, Lakshman A. and John L. Kling. Clinebell, John M., Douglas R. Kahl, and Jerry Regularities in the Variation of Skewness in L. Stevens. Time-Series Properties of the Asset Returns. Volume XVII, Number 3, Equity Risk Premium. Volume XVII, Number Pages 427-438. 1, Pages 105-116. Barney, L. Dwayne Jr. and Diane K. Schooley. Cooperman, Elizabeth S., Glenn A. Wolfe, and Using Dividend Policy and Managerial Stephen P. Ferris. An Analysis of the Ownership to Reduce Agency Costs. Volume Underwriter Selection Process for Initial XVII, Number 3, Pages 363-373. Public Offerings. Volume XVII, Number 1, Bartholdy, Jan and Allan Riding. Thin Trading Pages 77-90. and the Estimation of Betas: The Efficacy of Droms, William G. and David A. Walker. Alternative Techniques. Volume XVII, Investment Performance of International Number 2, Pages 241-254. Mutual Funds. Volume XVII, Number 1, Bayless, Mark. The Influence of Predictability on Pages 1-14. Differences in the Market Reaction to Debt Edmister, Robert O., A. Steven Graham, and and Equity Issue Announcements. Volume Wendy L. Pirie. Excess Returns of Index XVII, Number 1, Pages 117-131. Replacement Stocks: Evidence of Liquidity and Billingsley, Randall S., David M. Smith, and Substitutability. Volume XVII, Number 3, Robert E. Lamy. Simultaneous Debt and Pages 333-346. Equity Issues and Capital Structure Targets. Emery, Douglas R., Mai E. Iskandar-Datta, and Volume XVII, Number 4, Pages 495-516. Jong-Chul Rhim. Capital Structure Branch, Ben and Joong-soo Nam. Tactical Asset Management as a Motivation for Calling Allocation: Can It Work? Volume XVII, Convertible Debt. Volume XVII, Number 1, Number 4, Pages 465-479. Pages 91-104. Brick, John R. and Jill L. Wetmore. Commercial Ferri, Michael G., Jot Yau, and Timothy F. Bank Risk: Market, Interest Rate, and Foreign Sugrue. An Analysis of the Wall Street Exchange. Volume XVII, Number 4, Pages Journal's Coverage of Corporate News and 585-596. the Research Design of Event Studies. Volume Brooks, Raymond M._ Bid-Ask Spread XVII, Number 2, Pages 161-173. Components Around Anticipated Ferris, Stephen P., Glenn A. Wolfe, and Announcements. Volume XVII, Number 3, Elizabeth S. Cooperman. An Analysis of the Pages 375-386. Underwriter Selection Process for Initial Brorsen, B. Wade and Seung-Ryong Yang. Public Offerings. Volume XVII, Number 1, Nonlinear Dynamics and the Distribution of Pages 77-90. Gallinger, George W. Causality Tests of the Real Kadapakkam, Palani-Rajan, Alex P. Tang, and Stock Return-Real Activity Hypothesis. Ronald F. Singer. The Valuation Effects of Volume XVII, Number 2, Pages 271-288. Out-of-the-Money Calls of Convertible Gangopadhyay, Partha. Risk-Return Seasonality Securities. Volume XVII, Number 4, Pages and Macroeconomic Variables. Volume XVII, 481-493. Number 3, Pages 347-361. Kahl, Douglas R., John M. Clinebell, and Jerry L. Gendron, Michel, Nabil Khoury, and Pierre Stevens. Time-Series Properties of the Equity Yourougou. Probability of Price Reversal and Risk Premium. Volume XVII, Number 1, Relative Noise in Stock and Option Markets. Pages 105-116. Volume XVII, Number 2, Pages 147-159. Khoury, Nabil, Michel Gendron, and Pierre Graddy, Duane B., Reuben Kyle, and Thomas H. Yourougou. Probability of Price Reversal and Strickland. The Differential Effects of Relative Noise in Stock and Option Markets. Deregulation on Savings and _ Loan Volume XVII, Number 2, Pages 147-159. Associations and Banks. Volume XVII, Kim, Chang-Soo. Investor Tax-Trading Number 2, Pages 289-300. Opportunities and Discounts on Closed-End Graham, A. Steven, Robert O. Edmister, and Mutual Funds. Volume XVII, Number 1, Wendy L. Pirie. Excess Returns of Index Pages 65-75. Replacement Stocks: Evidence of Liquidity and Kling, John L. and Lakshman A. Alles. Substitutability. Volume XVII, Number 3, Regularities in the Variation of Skewness in Pages 333-346. Asset Returns. Volume XVII, Number 3, Han, Ki C. The Effect of the 1986 Tax Reform Pages 427-438. Act on Ex-dividend Day Return Behavior. Kyle, Reuben, Duane B. Graddy, and Thomas H. Volume XVII, Number 2, Pages 175-186. Strickland. The Differential Effects of Harikumar, T., Palani-Rajan Kadapakkam, and Deregulation on Savings and _ Loan Ronald F. Singer. Convertible Debt and Associations and Banks. Volume XVII, Investment Incentives. Volume XVII, Number Number 2, Pages 289-300. 1, Pages 15-29. Lamy, Robert E., Randall S. Billingsley, and Hogan, Kedreth and Jahangir Sultan. Foreign David M. Smith. Simultaneous Debt and Exchange Market Reaction to the U.S.-Canada Equity Issues and Capital Structure Targets. Free Trade Agreement. Volume XVII, Volume XVII, Number 4, Pages 495-516. Number 4, Pages 539-549. Liang, Youguo and Donald J. Mullineaux. Hull, Robert M. Stock Price Behavior of Pure Overreaction and Reverse Anticipation: Two Capital Structure Issuance and Cancellation Related Puzzles? Volume XVII, Number 1, Announcements. Volume XVII, Number 3, Pages 31-43. Pages 439-448. Lin, Ji-Chai and Michael S. Rozeff. Variance, Hunter, William C. and Lucy F. Ackert. Rational Return, and High-Low Price Spreads. Volume Expectations and the Dynamic Adjustment of XVII, Number 3, Pages 301-319. Security Analysts’ Forecasts to New Lippert, Robert L. and William T. Moore. Information. Volume XVII, Number 3, Pages Compensation Contracts of Chief Executive 387-401. Officers: Determinants of Pay-Performance Iskandar-Datta, Mai E., Douglas R. Emery, and Sensitivity. Volume XVII, Number 3, Pages Jong-Chul Rhim. Capital Structure 321-332. Management as a Motivation for Calling Madura, Jeff, Karen Chambliss, and Francis W. Convertible Debt. Volume XVII, Number 1, Wright. The Changing Risk Profile of U.S.- Pages 91-104. based Multinational Corporations Exposed to Jennings, Roberi. /ntraday Changes in Target European Community Markets. Volume XVII, Firms’ Share Price and Bid-Ask Quotes Number 1, Pages 133-146. Around Takeover Announcements. Volume Madura, Jeff, Wm R McDaniel, and Aigbe XVII, Number 2, Pages 255-270. Akhigbe. The Valuation Effects of Frequent Kadapakkam, Palani-Rajan, T. Harikumar, and Common Stock Issuances. Volume XVII, Ronald F. Singer. Convertible Debt and Number 3, Pages 417-426. Investment Incentives. Volume XVII, Number Malhotra, D. K. and Robert W. McLeod. A Re- 1, Pages 15-29. examination of the Effect of 12b-1 Plans on Mutual Fund Expense Ratios. Volume XVII, Shrieves. Stockholder Returns Among Number 2, Pages 231-240. Homogeneous Groups of Mergers. Volume McDaniel, Wm R, Jeff Madura, and Aigbe XVII, Number 1, Pages 45-63. Akhigbe. The Valuation Effects of Frequent Schooley, Diane K. and L. Dwayne Barney Jr. Common Stock Issuances. Volume XVII, Using Dividend Policy and Managerial Number 3, Pages 417-426. Ownership to Reduce Agency Costs. Volume McLeod, Robert W. and D. K. Malhotra. A Re- XVII, Number 3, Pages 363-373. examination of the Effect of 12b-1 Plans on Shrieves, Ronald E. and Granville M. Sawyer Jr. Mutual Fund Expense Ratios. Volume XVII, Stockholder Returns Among Homogeneous Number 2, Pages 231-240. Groups of Mergers. Volume XVII, Number 1, Moore, William T. and Robert L. Lippert. Pages 45-63. Compensation Contracts of Chief Executive Singer, Ronald F., T. Harikumar, and Palani- Officers: Determinants of Pay-Performance Rajan Kadapakkam. Convertible Debt and Sensitivity. Volume XVII, Number 3, Pages Investment Incentives. Volume XVII, Number 321-332. 1, Pages 15-29. Mougoué, Mbodja and Tarun K. Mukherjee. An Singer, Ronald F., Alex P. Tang, and Palani- Investigation into the Causality Among Firms’ Rajan Kadapakkam. The Valuation Effects of Dividend, Investment, and _ Financing Out-of-the-Money Calls of Convertible Decisions. Volume XVII, Number 4, Pages Securities. Volume XVII, Number 4, Pages 517-530. 481-493. Mukherjee, Tarun K. and Mbodja Mougoué. An Singleton, J. Clay and John R. Wingender. The Investigation into the Causality Among Firms’ Nonparallel Weekend Effect in the Stock and Dividend, Investment, and_ Financing Bond Markets. Volume XVII, Number 4, Decisions. Volume XVII, Number 4, Pages Pages 531-538. 517-530. Smith, David M., Randall S. Billingsley, and Mullineaux, Donald J. and Youguo Liang. Robert E. Lamy. Simultaneous Debt and Overreaction and Reverse Anticipation: Two Equity Issues and Capital Structure Targets. Related Puzzles? Volume XVII, Number 1, Volume XVII, Number 4, Pages 495-516. Pages 31-43. Stevens, Jerry L., John M. Clinebell, and Nam, Joong-soo and Ben Branch. Tactical Asset Douglas R. Kahl. Time-Series Properties of Allocation: Can It Work? Volume XVII, the Equity Risk Premium. Volume XVII, Number 4, Pages 465-479. Number 1, Pages 105-116. Pirie, Wendy L., Robert O. Edmister, and A. Strickland, Thomas H., Duane B. Graddy, and teven Graham. Excess Returns of Index Reuben Kyle. The Differential Effects of Replacement Stocks: Evidence of Liquidity and Deregulation on Savings and Loan Substitutability. Volume XVII, Number 3, Associations and Banks. Volume XVII, Pages 333-346. Number 2, Pages 289-300. Rao, Ramesh K. S. and Susan A. White. The Sugrue, Timothy F., Jot Yau, and Michael G. Dividend Payouts of Private Firms: Evidence Ferri. An Analysis of the Wall Street Journal’s from Tax Court Decisions. Volume XVII, Coverage of Corporate News and the Number 4, Pages 449-464. Research Design of Event Studies. Volume Rhim, Jong-Chul, Douglas R. Emery, and Mai E. XVI, Number 2, Pages 161-173. Iskandar-Datta. Capital Structure Management Sultan, Jahangir and Kedreth Hogan. Foreign as a Motivation for Calling Convertible Debt. Exchange Market Reaction to the U.S.-Canada Volume XVII, Number 1, Pages 91-104. Free Trade Agreement. Volume XVII, Riding, Allan and Jan Bartholdy. Thin Trading Number 4, Pages 539-549. and the Estimation of Betas: The Efficacy of Tang, Alex P., Palani-Rajan Kadapakkam, and Alternative Techniques. Volume XVII, Ronald R. Singer. The Valuation Effects of Number 2, Pages 241-254. Out-of-the-Money Calls of Convertible Rozeff, Michael S. and Ji-Chai Lin. Variance, Securities. Volume XVII, Number 4, Pages Return, and High-Low Price Spreads. Volume 481-493. XVII, Number 3, Pages 301-319. Tsetsekos, George P. and Zaher A. Zantout. The Sawyer, Granville M. Jr. and Ronald E. Wealth Effects of Announcements of R&D Expenditure Increases. Volume XVII, Number Wright, Francis W., Karen Chambliss, and Jeff 2, Pages 205-216. Madura. The Changing Risk Profile of U.S.- Walker, David A. and William G. Droms. based Multinational Corporations Exposed to Investment Performance of International European Community Markets. Volume XVII, Mutual Funds. Volume XVII, Number 1, Number 1, Pages 133-146. Pages 1-14. Yang, Seung-Ryong and B. Wade Brorsen. Wetmore, Jill L. and John R. Brick. Commercial Nonlinear Dynamics and the Distribution of Bank Risk: Market, Interest Rate, and Foreign Daily Stock Index Returns. Volume XVII, Exchange. Volume XVII, Number 4, Pages Number 2, Pages 187-203. 585-596. Yau, Jot, Michael G. Ferri, and Timothy F. White, Susan A. and Ramesh K. S. Rao. The Sugrue. An Analysis of the Wall Street Dividend Payouts of Private Firms: Evidence Journal’s Coverage of Corporate News and from Tax Court Decisions. Volume XVII, the Research Design of Event Studies. Volume Number 4, Pages 449-464. XVII, Number 2, Pages 161-173. Wiggins, James B. Open Market Stock Yourougou, Pierre, Michel Gendron, and Nabil Repurchase Programs and Liquidity. Volume Khoury. Probability of Price Reversal and XVII, Number 2, Pages 217-229. Relative Noise in Stock and Option Markets. Wingender, John R. and J. Clay Singleton. The Volume XVII, Number 2, Pages 147-159. Nonparallel Weekend Effect in the Stock and Zantout, Zaher A. and George P. Tsetsekos. The Bond Markets. Volume XVII, Number 4, Wealth Effects of Announcements of R&D Pages 531-538. Expenditure Increases. Volume XVII, Number Wolfe, Glenn A., Elizabeth S. Cooperman, and 2, Pages 205-216. Stephen P. Ferris. An Analysis of the Zivney, Terry L. and Michael J. Alderson. On Underwriter Selection Process for Initial Computing Bond Returns: The Evaluation of Public Offerings. Volume XVII, Number 1, Low-Grade Debt. Volume XVII, Number 3, Pages 77-90. Pages 403-415.