Option pricing with random volatilities in complete markets Larry EisenbergRobert Jarrow OriginalPaper Pages: 5 - 17
Garch effects on a test of cointegration Philip Hans FransesPaul KofmanJames Moser OriginalPaper Pages: 19 - 26
Mean reversion in annual earnings and its implications for security valuation Robert LipeRoger Kormendi OriginalPaper Pages: 27 - 46
The effect of uncertain inflation on firm value in a multiperiod economy Son-Nan ChenS. J. ChangWilliam T. Moore OriginalPaper Pages: 47 - 58
A re-examination of the impact of credit ratings and economic factors on state bond yields Chihwa KaoChunchi Wu OriginalPaper Pages: 59 - 78
The valuation effects of overseas listings: The case of the Tokyo Stock Exchange Clifford L. FryInsup LeeJongmoo Jay Choi OriginalPaper Pages: 79 - 88
On the necessity of solving the free rider problem in takeover bids Mark FedeniaHoward E. Thompson OriginalPaper Pages: 89 - 103