1. Evaluation of Black-Scholes and GARCH Models Using Currency Call Options Data

   • T. Harikumar
   • Maria E. de Boyrie
   • Simon J. Pak

   OriginalPaper Pages: 299 - 312

2. The Impact of SFAS No. 114 on the Linear Information Dynamic for Commercial Banks

   • Ronald Zhao
   • Yihong He

   OriginalPaper Pages: 313 - 328

3. Stock Option Measures and the Stock Repurchase Decision

   • Chuo-Hsuan Lee
   • Pervaiz Alam

   OriginalPaper Pages: 329 - 352

4. Risk, Mispricing, and Value Investing

   • Eli Bartov
   • Myungsun Kim

   OriginalPaper Pages: 353 - 376

5. Using an Alternative Estimation Method to Perform Comprehensive Empirical Tests: An Application to Interest Rate Risk-Management

   • Michael S. Pagano

   OriginalPaper Pages: 377 - 406