1. Sequential parameter nonstationarity in stock market returns

   • Dongcheol Kim
   • Stanley J. Kon

   OriginalPaper Pages: 103 - 131

2. CVP under uncertainty and the manager's utility function

   • Sangphill Kim
   • Mohammad J. Abdolmohammadi
   • Lawrence A. Klein

   OriginalPaper Pages: 133 - 147

3. Time-varying term premium in T-bill futures rate and the expectations hypothesis

   • Jae Ha Lee
   • Hoje Jo

   OriginalPaper Pages: 149 - 160

4. Why do Japanese giant trading companies prefer foreign currency to Japanese yen?: A supplementary note

   • Chung-Cheng Lin

   OriginalPaper Pages: 161 - 165

5. Estimating bid-ask spread components: Specialist versus multiple market maker systems

   • David C. Porter
   • Daniel G. Weaver

   OriginalPaper Pages: 167 - 180

6. On the long-term or short-term dependence in stock prices: Evidence from international stock markets

   • K. Victor Chow
   • Ming-Shium Pan
   • Ryoichi Sakano

   OriginalPaper Pages: 181 - 194

7. Announcement

   Announcement Pages: iii - iii

8. Forthcoming papers

   Legacy Pages: iv - v