1. Value-at-Risk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations

   • Yu Chuan Huang
   • Bor-Jing Lin

   OriginalPaper Pages: 79 - 95

2. The Accrual Effect on Future Earnings

   • Konan Chan
   • Narasimhan Jegadeesh
   • Theodore Sougiannis

   OriginalPaper Pages: 97 - 121

3. Stock Prices and Inflation: New Evidence from the Pacific-Basin Countries

   • Osamah M. Al-Khazali
   • Chong Soo Pyun

   OriginalPaper Pages: 123 - 140

4. Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions

   • Sheng-Syan Chen
   • Kim Wai Ho
   • Keshab Shrestha

   OriginalPaper Pages: 141 - 169