An examination of estimation and specification error biases in estimates of option prices generated by Black-Scholes and Cox-Ross models A. K. M. Shamsul Alam OriginalPaper Pages: 1 - 20
How do ARM rates and teasers differ between solvent and insolvent thrifts? J. Douglas GordonJan E. LuytjesMark E. Wohar OriginalPaper Pages: 21 - 36
Commercial banks’ expanding into securities underwriting: The equity market’s risk assessment William L. ScottMichael F. Lockett OriginalPaper Pages: 37 - 47
Safety of nonfederally insured versus federally insured credit unions in the United States Roy P. PatinDouglas McNiel OriginalPaper Pages: 49 - 56
Moody’s ratings and regionalization: State government general obligation bonds Bulent UyarDonald R. EscarrazKenneth Oldfield OriginalPaper Pages: 57 - 72
The economic impact of superfund’s litigation on the value of the firm: An empirical analysis Michael MuoghaluJohn E. Rogers OriginalPaper Pages: 73 - 87
The pricing of callable preferred stock Clifford F. ThiesSteven C. Isberg OriginalPaper Pages: 89 - 100
Stochastic structure of alternative measures of velocity James E. Payne OriginalPaper Pages: 101 - 111
Buyout candidates and their investment banking relationships: An empirical analysis of returns adjoining buyout offers Terrill R. Keasler OriginalPaper Pages: 113 - 120
Seasonality in firm-size portfolio returns: A nonparametric analysis Glen A. Larsen OriginalPaper Pages: 121 - 130
The ARCO decision: Inroads into the per se rule under Section 1 of the Sherman Act Thomas O. Depperschmidt OriginalPaper Pages: 131 - 142
Dividend announcements under varying market conditions: The case of specially designated dividends Feng-Ying L. Shih OriginalPaper Pages: 143 - 151
Changing dividend policies caused by the Tax Reform Act of 1986: An empirical analysis Dwight B. MeansCharlie CharoenwongYoung-Kwon Kang OriginalPaper Pages: 153 - 160
