1. Asset Liquidity, Moral Hazard, and Bank Loan Rescheduling

   • Michael H. Anderson

   OriginalPaper Pages: 227 - 247

2. A Model of Return Volatility with Application to Estimating Relative Risk Aversion

   • Mark Klock
   • Robert F. Phillips

   OriginalPaper Pages: 249 - 260

3. The Time-Series Behavior of IPO Betas

   • John D. Neill
   • Steven B. Perfect
   • Kenneth W. Wiles

   OriginalPaper Pages: 261 - 276

4. An Analysis of the Underreported Magnitude of the Total Indirect Costs of Financial Distress

   • G. M. Chen
   • L. J. Merville

   OriginalPaper Pages: 277 - 293

5. Models with Unexpected Components: The Case for Efficient Estimation

   • David Tufte
   • Mark E. Wohar

   OriginalPaper Pages: 295 - 313