2006 Tables of Contents

Volume 35, Issue 1, Spring, 2006

Penny Stock IPOs
Daniel J Bradley
John W Cooney Jr
Steven D Dolvin
Bradford D Jordan

Rights Offerings and Corporate Financial Condition
Nancy D Ursel

Does Hedging Affect Firm Value? Evidence from the US Airline Industry
David A Carter
Daniel A Rogers
Betty J Simkins

Executive Stock Options: To Expense or Not?
Sanjay Deshmukh
Keith M Howe
Carl Luft

Does Order Flow Commonality Extend Across Trade Sizes and Securities?
J Christopher Hughen
Cynthia G McDonald

Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks
Véronique Bastin
Georges Hübner

Volume 35, Issue 2, Summer, 2006

Investors Capture the Value Premium?
Todd Houge
Tim Loughran

Investor Recognition, Liquidity, and Exchange Listings in the Reformed Markets
Pankaj K Jain
Jang-Chul Kim

The Dynamic Relation Between Returns and Idiosyncratic Volatility
Xiaoquan Jiang
Bong-Soo Lee

The Determinants and Implications of Mutual Fund Cash Holdings: Theory and Evidence
Xuemin (Sterling) Yan

Explaining Premiums in Restricted DR Markets and Their Implications: The Case of Infosys
John Puthenpurackal

Volume 35, Issue 3, Autumn, 2006

On the Accuracy of Different Measures of q
Timothy Erickson
Toni M Whited

Stock Liquidity and Investment Opportunities: Evidence from Index Additions
John R Becker-Blease
Donna L Paul

Institutional Environment and Sovereign Credit Ratings
Alexander W Butler
Larry Fauver

Which Daily Price is Less Noisy?
Christopher Ting

Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures
Stephen Brammer
Chris Brooks
Stephen Pavelin

Volume 35, Issue 4, Winter, 2006

Value of Conglomerates and Capital Market Conditions
An Yan

What Drives the S&P 500 Inclusion Effect? An Analytical Survey
William B Elliott
Bonnie F Van Ness
Mark D Walker
Richard S Warr

A Comparison of Syndicated Loan Pricing at Investment and Commercial Banks
Maretno Harjoto
Donald J Mullineaux
Ha-Chin Yi

Does Dividend Policy Relate to Cross-sectional Variation in Information Asymmetry? Evidence from Returns to Insider Trades
Kenneth Khang
Tao-Hsien Dolly King

Who Wants To Trade Around Ex-Dividend Days?
Shing-yang Hu
Yun-lan Tseng