Systematic risk estimation in the presence of large and many outliers S. G. BadrinathSangit Chatterjee OriginalPaper Pages: 5 - 27
Capital market behavior and operational announcements of layoffs, operation closings, and pay cuts Ji-Chai LinMichael S. Rozeff OriginalPaper Pages: 29 - 45
Dividend policy under conditions of capital market and signaling equilibria Cheng F. LeeChunchi WuDong Hang OriginalPaper Pages: 47 - 59
Bootstrapping a distance test for stochastic dominance analysis Glen A. Larsen Jr.Bruce G. Resnick OriginalPaper Pages: 61 - 69
Trading volume in options and common stock around quarterly earnings announcements Donna R. PhilbrickJens A. Stephan OriginalPaper Pages: 71 - 89
Portfolio optimization algorithms, simplified criteria, and security selection: A contrast and evaluation Herbert E. Phillips OriginalPaper Pages: 91 - 97
Information, interest rates, and the volatility of asset prices Laurence S. CopelandRichard C. Stapleton OriginalPaper Pages: 99 - 115