Publications in 1994
Target zone modeling
and estimation for European monetary system exchange rates
Clifford A. Ball and Antonio Roma
Journal of Empirical
Finance, 1994.
Stochastic volatility
option pricing
Clifford A. Ball and
Antonio Roma
Journal of Financial and
Quantitative Analysis, Vol.29, No.4, December 1994.
The effect of deferred
taxes on security prices
Paul K. Chaney and
Debra C. Jeter
Journal of Accounting,
Auditing & Finance, Winter 1994.
The changing functional
relation between stock returns and dividend yields
William
G. Christie and
Roger D. Huang
Journal of Empirical
Finance, Vol.1, No.2, January 1994.
Market structures and
liquidity: A transactions data study of exchange listings
William
G. Christie and
Roger D. Huang
Journal of Financial
Intermediation, Vol.3, No.3, June 1994.
Are dividend omissions
truly the cruelest cut of all?
William
G. Christie
Journal of Financial and
Quantitative Analysis, Vol.29, No.3, September 1994.
Free cash flow,
shareholder value, and the undistributed profits tax of 1936-37
William
G. Christie and Vikram Nanda
Journal of Finance,
Vol.XLIX, No.5, December 1994.
Why do NASDAQ market
makers avoid odd-eighth quotes?
William
G. Christie and
Paul H. Schultz
Journal of Finance,
Vol.XLIX, No.5, December 1994.
Why did NASDAQ market
makers stop avoiding odd-eighth quotes?
William
G. Christie ,
Jeffrey H. Harris and Paul H. Schultz
Journal of Finance,
Vol.XLIX, No.5, December 1994.
Measuring and comparing
smoothness in time series: The production smoothing hypothesis
Luke M. Froeb and Robert
Koyak
Journal of Econometrics,
64, 1994.
The effects of mergers in
differentiated products industries: Structural merger policy and the
logit model
Luke M. Froeb and Gregory
Werden
Journal of Law, Economics
and Organization, 10, 1994.
Market microstructure and
stock return predictions
Roger D. Huang and
Hans R. Stoll
Review of Financial
Studies, Vol.7, No.1, Spring 1994.
The causes and
consequences of the rise in third market and regional trading
Hans R. Stoll
Journal of Corporation
Law, Vol.19, No.3, Spring 1994. |
