1. Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter

   • Jin-Chuan Duan
   • Jean-Guy Simonato

   OriginalPaper Pages: 111 - 135

2. Is the Term Premium a Risk Premium?

   • Louis H. Ederington
   • Jeremy C. Goh

   OriginalPaper Pages: 137 - 151

3. The Impact of Information Release on Stock Price Volatility and Trading Volume: The Rights Offering Case

   • Sung C. Bae
   • Hoje Jo

   OriginalPaper Pages: 153 - 169

4. Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets

   • David Karemera
   • Kalu Ojah
   • John A. Cole

   OriginalPaper Pages: 171 - 188

5. Simulation of Controlled Financial Statements

   • Robert A. Leitch
   • Yining Chen

   OriginalPaper Pages: 189 - 207

6. RECAP OF NINTH CONFERENCE ON FINANCIAL ECONOMICS AND ACCOUNTING

   • Cheng-few Lee

   OriginalPaper Pages: 209 - 219