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Volume 54 Thn 1999 No 1 CD PQ
Banks and Corporate Control in Japan
Randall Morck and Masao Nakamura
An Empirical Comparison of Forward-Rate and Spot-Rate Models for Valuing Interest-Rate Options
Wolfgang Bühler, Marliese Uhrig-Homburg, Ulrich Walter and Thomas Weber
Are Tax Effects Important in the Long-Run Fisher Relationship? Evidence from the Municipal Bond Market
William J. Crowder an Mark E. Wohar
Costs of Equity Capital and Model Mispricing
Ľuboš Pástor and Robert F. Stambaugh
Determinants of the Consumer Bankruptcy Decision
Ian Domowitz and Robert L. Sartain
Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks
Michael J. Barclay, William G. Christie, Jeffrey H. Harris, Eugene Kandel and Paul H. Schultz
Herding among Investment Newsletters: Theory and Evidence
John R. Graham
How Long Do Junk Bonds Spend in Default?
Jean Helwege
Improved Methods for Tests of Long-Run Abnormal Stock Returns
John D. Lyon, Brad M. Barber and Chih-Ling Tsai
Incomplete Markets and Security Prices: Do Asset-Pricing Puzzles Result from Aggregation Problems?
Kris Jacobs
Optimal Risk Management Using Options
Dong-Hyun Ahn, Jacob Boudoukh, Matthew Richardson and Robert F. Whitelaw
Payments for Order Flow on Nasdaq
Eugene Kandel and Leslie M. Marx
Pricing Options under Generalized GARCH and Stochastic Volatility Processes
Peter Ritchken and Rob Trevor
Two-Pass Tests of Asset Pricing Models with Useless Factors
Raymond Kan and Chu Zhang
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