Table Of Content

The Journal of Financial Research * Vol. XIX, No. 4 * Pages 603-606 * Winter 1996 AUTHOR INDEX OF VOLUME XIX, 1996 Ajayi, Richard A. and Mbodja Mougoué. On the Dynamic Relation Between Stock Prices and Exchange Rates. Volume XIX, Number 2, Pages 193-207. Bae, Gil S. Post-announcement Drifis Associated with Dividend Changes. Volume XIX, Number 4, Pages 541-559. Brooks, Raymond and Jean Masson. Performance of Stoll’s Spread Component Estimator: Evidence from Simulations, Time-series, and Cross-sectional Data. Volume XIX, Number 4, Pages 459-476. Brous, Peter A. and Keith Leggett. Wealth Effects of Enforcement Actions Against Financially Distressed Banks. Volume XIX, Number 4, Pages 561-577. Brunner, Allan D. and David P. Simon. Excess Returns and Risk at the Long End of the Treasury Market: An EGARCH-M Approach. Volume XIX, Number 3, Pages 443-457. Chang, Carolyn W., Jack S. K. Chang, and Hsing Fang. Optimal Futures Hedge with Marking-to- Market and Stochastic Interest Rates. Volume XIX, Number 3, Pages 309-326. Chang, Jack S. K., Carolyn W. Chang, and Hsing Fang. Optimal Futures Hedge with Marking-to- Market and Stochastic Interest Rates. Volume XIX, Number 3, Pages 309-326. Clayton, Ronnie and Asim Ghosh. Hedging with International Stock Index Futures: An Intertemporal Error Correction Model. Volume XIX, Number 4, Pages 477-491. Cooper, Kerry, John Wagster, and James Kolari. Market Reaction to National Discretion in Implementing the Basle Accord. Volume XIX, Number 3, Pages 339-357. Corrado, Charles J. and Tie Su. Skewness and Kurtosis in S&P 500 Index Returns Implied by Option Prices. Volume XIX, Number 2, Pages 175-192. Datta, Sudip and Mai E. Iskandar-Datta. Who Gains from Corporate Asset Sales? Volume XIX, Number 1, Pages 41-58. Eleswarapu, Venkat R. and Ashish Tiwari. Business Cycles and Stock Market Returns: Evidence Using Industry-based Portfolios. Volume XIX, Number 1, Pages 121-134. Fang, Hsing, Carolyn W. Chang, and Jack S. K. Chang. Optimal Futures Hedge with Marking-to- Market and Stochastic Interest Rates. Volume XIX, Number 3, Pages 309-326. Fields, L. Paige and Michael S. Wilkins. An Empirical Investigation of Stock Dividends-in-Kind. Volume XIX, Number 1, Pages 105-119. Gangopadhyay, Partha. Macroeconomic Variables and Seasonal Mean Reversion in Stock Returns. Volume XIX, Number 3, Pages 395-416. Ghosh, Asim and Ronnie Clayton. Hedging with International Stock Index Futures: An Intertemporal Error Correction Model. Volume XIX, Number 4, Pages 477-491. Graham, A. Steven, Wendy L. Pirie, and William A. Powell. Detecting Abnormal Returns Using the Market Model with Pre-tested Data. Volume XIX, Number 1, Pages 21-40. Griffiths, Mark D. and Drew B. Winters. The Relation Between the Federal Funds Cash and Futures Markets. Volume XIX, Number 3, Pages 359-376. 603 604 The Journal of Financial Research Harikumar, T. Leverage, Risk-shifting Incentive, and Stock-based Compensation. Volume XIX, Number 3, Pages 417-428. Hilliard, Jimmy E., Adam L. Schwartz, and Alan L. Tucker. Bivariate Binomial Options Pricing with Generalized Interest Rate Processes. Volume XIX, Number 4, Page 585-602. Iskandar-Datta, Mai E. and Sudip Datta. Who Gains from Corporate Asset Sales? Volume XIX, Number 1, Pages 41-58. Janjigian, Vahan and Emery A. Trahan. An Analysis of the Decision to Opt Out of Pennsylvania Senate Bill 1310. Volume XIX, Number 1, Pages 1-19. Johnson, Dana J., Jan M. Serrano, and G. Rodney Thompson. Seasoned Equity Offerings for New Investment and the Information Content of Insider Trades. Volume XIX, Number 1, Pages 91-103. Johnson, Shane A., Daniel P. Klein, and Verne L. Thibodeaux. The Effects of Spin-offs on Corporate Investment and Performance. Volume XIX, Number 2, Pages 293-307. Klein, Daniel P., Shane A. Johnson, and Verne L. Thibodeaux. The Effects of Spin-offs on Corporate Investment and Performance. Volume XIX, Number 2, Pages 293-307. Kolari, James, John Wagster, and Kerry Cooper. Market Reaction to National Discretion in Implementing the Basle Accord. Volume XIX, Number 3, Pages 339-357. Kryzanowski, Lawrence and Hao Zhang. Trading Patterns of Small and Large Traders Around Stock Split Ex-dates. Volume XIX, Number 1, Pages 75-90. Lau, Sie Ting, Michael S. McCorry, Thomas H. MclInish, and Robert A. Van Ness. Trading of NASDAQ Stocks on the Chicago Stock Exchange. Volume XIX, Number 4, Pages 579-584. Lee, Inmoo, Scott Lochhead, Jay Ritter, and Quanshui Zhao. The Costs of Raising Capital. Volume XIX, Number 1, Pages 59-74. Leggett, Keith and Peter A. Brous. Wealth Effects of Enforcement Actions Against Financially Distressed Banks. Volume XIX, Number 4, Pages 561-577. Liang, Youguo, Sunil Mohanty, and Frank Song. The Effect of the Federal Deposit Insurance Corporation Improvement Act of 1991 on Bank Stocks. Volume XIX, Number 2, Pages 229-242. Livingston, Miles and Edward S. O’Neal. Mutual Fund Brokerage Commissions. Volume XIX, Number 2, Pages 273-292. Lochhead, Scott, Inmoo Lee, Jay Ritter, and Quanshui Zhao. The Costs of Raising Capital. Volume XIX, Number 1, Pages 59-74. Mann, Steven V. and Pradipkumar Ramanlal. The Dealers’ Price/Size Quote and Market Liquidity. Volume XIX, Number 2, Pages 243-271. Manzon, Gil B. Jr., Thomas L. Porter, and Mark E. Potter. Evidence on the Effect of Taxes on Firms’ Decisions to Retire Debt Early. Volume XIX, Number 3, Pages 327-337. Masson, Jean and Raymond Brooks. Performance of Stoll’s Spread Component Estimator: Evidence from Simulations, Time-series, and Cross-sectional Data. Volume XIX, Number 4, Pages 459-476. Maynes, Elizabeth. Takeover Rights and the Value of Restricted Shares. Volume XIX, Number 2, Pages 157-173. Mazumdar, Sumon C. Bank Regulations, Capital Structure, and Risk. Volume XIX, Number 2, Pages 209-228. Author Index of Volume XIX, 1996 605 McCorry, Michael S., Sie Ting Lau, Thomas H. MclInish, and Robert A. Van Ness. Trading of NASDAQ Stocks on the Chicago Stock Exchange. Volume XIX, Number 4, Pages 579-584. MclInish, Thomas H., Sie Ting Lau, Michael S. McCorry, and Robert A. Van Ness. Trading of NASDAQ Stocks on the Chicago Stock Exchange. Volume XIX, Number 4, Pages 579-584. McLaughlin, Robyn M. Adverse Contract Incentives and Investment Banker Reputation: Target Firm Tender Offers. Volume XIX, Number 1, Pages 135-156. Menyah, Kojo and Krishna Paudyal. The Determinants and Dynamics of Bid-Ask Spreads on the London Stock Exchange. Volume XIX, Number 3, Pages 377-394. Mohanty, Sunil, Youguo Liang, and Frank Song. The Effect of the Federal Deposit Insurance Corporation Improvement Act of 1991 on Bank Stocks. Volume XIX, Number 2, Pages 229-242. Mougoué, Mbodja and Richard A. Ajayi. On the Dynamic Relation Between Stock Prices and Exchange Rates. Volume XIX, Number 2, Pages 193-207. Niendorf, Bruce D. and David R. Peterson. The Cross-sectional Effects of Option Listing on Firm Stock Return Variances. Volume XIX, Number 4, Pages 515-539. O’Neal, Edward S. and Miles Livingston. Mutual Fund Brokerage Commissions. Volume XIX, Number 2, Pages 273-292. Paudyal, Krishna and Kojo Menyah. The Determinants and Dynamics of Bid-Ask Spreads on the London Stock Exchange. Volume XIX, Number 3, Pages 377-394. Peterson, David R. and Bruce D. Niendorf. The Cross-sectional Effects of Option Listing on Firm Stock Return Variances. Volume XIX, Number 4, Pages 515-539. Pirie, Wendy L, A. Steven Graham, and William A. Powell. Detecting Abnormal Returns Using the Market Model with Pre-tested Data. Volume XIX, Number 1, Pages 21-40. Porter, Thomas L., Gil B. Manzon Jr., and Mark E. Potter. Evidence on the Effect of Taxes on Firms’ Decisions to Retire Debt Early. Volume XIX, Number 3, Pages 327-337. Potter, Mark E., Gil B. Manzon Jr., and Thomas L. Porter. Evidence on the Effect of Taxes on Firms’ Decisions to Retire Debt Early. Volume XIX, Number 3, Pages 327-337. Powell, William A., A. Steven Graham, and Wendy L. Pirie. Detecting Abnormal Returns Using the Market Model with Pre-tested Data. Volume XIX, Number 1, Pages 21-40. Ramanlal, Pradipkumar and Steven V. Mann. The Dealers’ Price/Size Quote and Market Liquidity. Volume XIX, Number 2, Pages 243-271. Ritter, Jay, Inmoo Lee, Scott Lochhead, and Quanshui Zhao. The Costs of Raising Capital. Volume XIX, Number 1, Pages 59-74. Schwartz, Adam L., Jimmy E. Hilliard, and Alan L. Tucker. Bivariate Binomial Options Pricing with Generalized Interest Rate Processes. Volume XIX, Number 4, Page 585-602. Serrano, Jan M., Dana J. Johnson, and G. Rodney Thompson. Seasoned Equity Offerings for New Investment and the Information Content of Insider Trades. Volume XIX, Number 1, Pages 91-103. Sim, Ah Boon and David C. Thurston. An Empirical Study of a New Class of No-Arbitrage-Based Discrete Models of the Term Structure. Volume XIX, Number 4, Pages 493-513. Simon, David P. and Allan D. Brunner. Excess Returns and Risk at the Long End of the Treasury Market: An EGARCH-M Approach. Volume XIX, Number 3, Pages 443-457. 606 The Journal of Financial Research Song, Frank, Youguo Liang, and Sunil Mohanty. The Effect of the Federal Deposit Insurance Corporation Improvement Act of 1991 on Bank Stocks. Volume XIX, Number 2, Pages 229-242. Su, Tie and Charles J. Corrado. Skewness and Kurtosis in S&P 500 Index Returns Implied by Option Prices. Volume XIX, Number 2, Pages 175—192. Thibodeaux, Verne L., Shane A. Johnson, and Daniel P. Klein. The Effects of Spin-offs on Corporate Investment and Performance. Volume XIX, Number 2, Pages 293-307. Thompson, G. Rodney, Dana J. Johnson, and Jan M. Serrano. Seasoned Equity Offerings for New Investment and the Information Content of Insider Trades. Volume XIX, Number 1, Pages 91-103. Thurston, David C. and Ah Boon Sim. An Empirical Study of a New Class of No-Arbitrage-Based Discrete Models of the Term Structure. Volume XIX, Number 4, Pages 493-513. Tiwari, Ashish and Venkat R. Eleswarapu. Business Cycles and Stock Market Returns: Evidence Using Industry-based Portfolios. Volume XIX, Number 1, Pages 121-134. Trahan, Emery A. and Vahan Janjigian. An Analysis of the Decision to Opt Out of Pennsylvania Senate Bill 1310. Volume XIX, Number 1, Pages 1-19. Tucker, Alan L., Jimmy E. Hilliard, and Adam L. Schwartz. Bivariate Binomial Options Pricing with Generalized Interest Rate Processes. Volume XIX, Number 4, Page 585-602. Van Ness, Robert A., Sie Ting Lau, Michael S. McCorry, and Thomas H. Mclnish. Trading of NASDAQ Stocks on the Chicago Stock Exchange. Volume XIX, Number 4, Pages 579-584. Wagster, John, James Kolari, and Kerry Cooper. Market Reaction to National Discretion in Implementing the Basle Accord. Volume XIX, Number 3, Pages 339-357. Wilkins, Michael S. and L. Paige Fields. An Empirical Investigation of Stock Dividends-in-Kind. Volume XIX, Number 1, Pages 105-119. Winters, Drew B. and Mark D. Griffiths. The Relation Between the Federal Funds Cash and Futures Markets. Volume XIX, Number 3, Pages 359-376. Zhang, Hao and Lawrence Kryzanowski. Trading Patterns of Small and Large Traders Around Stock Split Ex-dates. Volume XIX, Number 1, Pages 75-90. Zhao, Quanshui, Inmoo Lee, Scott Lochhead, and Jay Ritter. The Costs of Raising Capital. Volume XIX, Number 1, Pages 59-74.