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