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An Empirical Investigation of Portfolios with Little Idiosyncratic Risk
What insight do market participants gain from dividend increases?
Empirical Tests of the Signaling and Monitoring Hypotheses for Initial Public Offerings
Use Restricted to the UNT Community.
Three Essays on Insurers’ Performance and Best’s Ratings
Predictability of Credit Watch Placements and the Distribution of Wealth Effects Across the Trigger Event, Placement and Removal Dates
Arbitrage Pricing Theory and the Capital Asset Pricing Model: Evidence from the Eurodollar Bond Market
Does Underwriter Size Matter? Only Within the Right Context
A Test of Allocational Market Efficiency in Takeovers Using Tobin's q Theory of Investment
The Prediction of Bank Certificates of Deposit Ratings
Empirical Evidence of Pricing Efficiency in Niche Markets
Use Restricted to the UNT Community.
A Weak-Form Efficient Markets Test of the Dallas-Fort Worth Office Properties Real Estate Market
The Effects of Stock Delistings on Firm Value, Risk, Market Liquidity and Market Integration: With Evidence on Wealth Effects from the Stock Exchanges of Malaysia and Singapore, Using GARCH
Volume and Performance of Convertible Preferred Stocks Used in Mergers: 1968-1984
An Analysis of the Information Content of Bond-Rating Changes: A Case of Differential Information
An Analysis of Preferred Equity Redemption Cumulative Stock
An Analysis of Market Efficiency for Exchange-traded Foreign Exchange Options on an Intraday Basis
Federal Funds Target Rate Surprise and Equity Duration
Three Essays in Business Failure
A Theory of the Role of Medium of Exchange in Mergers and Acquisitions
Futures-Forward Price Differences and Efficiency in the Treasury Bill Futures Market
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