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Cyber Library
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