1. Smooth Transition ARCH Models: Estimation and Testing

   • Junsoo Lee
   • Ramon P. Degennaro

   OriginalPaper Pages: 5 - 20

2. Valuation Implications of Investment Opportunities and Earnings Permanence

   • Jefferson P. Jones
   • Richard M. Morton
   • Thomas F. Schaefer

   OriginalPaper Pages: 21 - 35

3. Are There Sectoral Anomalies Too? The Pitfalls of Unreported Multiple Hypothesis Testing and a Simple Solution

   • Michael Greenstone
   • Paul Oyer

   OriginalPaper Pages: 37 - 55

4. An Examination of Substitution among Monitoring Devices: The Case of Internal and External Audit Expenditures

   • Michael Ettredge
   • Margaret Reed
   • Mary Stone

   OriginalPaper Pages: 57 - 79

5. Equity Manager Selection and Performance

   • Bruce Collins
   • Frank Fabozzi

   OriginalPaper Pages: 81 - 97