Author Index
Achelis, S.B., 8
Alexander, S.S., 11, 12, 24, 45, 95, 150, 191 Allen, H., 5, 95, 278 Andrada-Félix, J., 21, 187 Arditti, F.D., 15 Arthur, W.B., 237 Bartlett, M.S., 77, 99, 149, 190 Bass, A.B., 6 Benington, G.A., 14, 25 Bessembinder, H., 20, 21, 187 Blume, M.E., 12, 17, 95, 266 Bollerslev, T., 58, 63 Box, G., 98, 99, 148, 150, 189, 191 Brock, W.A., 18, 19, 20, 21, 22, 23, 24, 25, 31, 34, 35, 43, 49, 52, 96, 100, 104, 187, 237, 238, 239, 244, 270, 300 Buffet, W., 3 Chan, K., 20, 21, 187 Chan, L., 21 Chang, P.H.K., 7, 24 Cheung, K.C., 22, 187 Cheung, Y., 5, 95 Chinn, M.D., 5, 95 Cootner, P., 27 Coutts, J.A., 22, 187 Cowles, A., 9, 10, 11, 95 Curcio, R., 23 De Long, J.B., 237 |
Dempsey, M., 20, 187
Detry, P.J., 23 Diebold, F.X., 25, 42, 77, 96, 98, 99, 102, 148, 149, 189, 190 Dodd, D.L., 2 Dooley, M.P., 16, 19, 108 Edwards, R.D., 5, 8 Efron, B., 18, 59, 96 Fama, E.F., 1, 12, 15, 16, 17, 34, 95, 152 Farmer, J.D., 6, 237 Fernández-Rodríguez, F., 21, 187 Frankel, J.A., 237 Freedman, D., 18, 59, 96 French, K.R., 34 Friedman, M., 237 Friend, I., 266 Froot, K.A., 237 Gaunersdorfer, A., 238 Goodhart, G., 23 Graham, B., 2 Grandia, V., 26 Gregoire, P., 23 Grossman, S.J., 266 Guillaume, D., 23 Hamilton, W.P., 4, 5, 10, 94 Hansen, P.R., 26, 29, 96, 104, 105, 110, 115, 118, 155, 161, 188, 198, 206, 208, 209, 297 Hollistein, M., 21 |
303