No. 18-3, September 1995
Index
- A MULTIFACTOR MODEL OF THE QUALITY OPTION IN TREASURY FUTURES CONTRACTS
- A NO‐ARBITRAGE MARTINGALE ANALYSIS FOR JUMP‐DIFFUSION VALUATION
- EDITORIAL POLICY
- INFORMED TRADING RISK AND BID‐ASK SPREAD CHANGES AROUND OPEN MARKET STOCK REPURCHASES IN THE NASDAQ MARKET
- MANAGERIAL OWNERSHIP CHANGE AND FIRM VALUE: EVIDENCE FROM DUAL‐CLASS RECAPITALIZATIONS AND INSIDER TRADING
- PRICE AND VOLUME EFFECTS ASSOCIATED WITH THE CREATION OF STANDARD & POOR'S MIDCAP INDEX
- TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS