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PII: S0361-3682(00)00035-0

JOURNAL OF BUSINESS FINANCE & ACCOUNTING

September/October 2000

Vol. 27, Nos. 7 & 8

CONTENTS

A Fundamental Analysis Approach to Oil and Gas Firm Valuation

JEFFREY J. QUIRIN, KEVIN T. BERRY and DAVID O'BRYAN

An Experimental Study of Auditor Analytical Review Judgements

KENNY Z. LIN, IAN A.M. FRASER and DAVID J. HATHERLY

The Determinants of Implied Volatility: A Test Using LIFFE Option Prices

L. COPELAND, S.H. POON and R.C. STAPLETON

The Proof of the Pudding: The E€ects of Increased Trade Transparency in the London Stock

Exchange JOHN BOARD and CHARLES SUTCLIFFE

A New Stochastic Duration Based on the Vasicek and CIR Term Structure Theories

XUEPING WU

Sources of Systematic Risk in Futures and Spot Markets: A Study of Market Integration JOLLE MIFFRE and RICHARD PRIESTLEY

Forecasting Beta: How Well Does the `Five-Year-Rule of Thumb' Do?

NICOLAAS GROENEWOLD and PATRICIA FRASER

Stock Market Volatility in an Emerging Market: Further Evidence from the Athens Stock Exchange

GEORGIOS E. CHORTAREAS, JOHN B. MCDERMOTT and TRROS E. RITSATOS

Price Dynamics and Information Flows in Strategically-Linked Debt Instruments: The NOB and MOB Constituents

ARJUN CHATRATH, MUKESH CHAUDREY and ROHAN CHRISTIE-DAVID

Intraday Stock Price Reactions to Interim-Quarter Versus Fourth-Quarter Earnings

Announce-ments JASON LEE and CHUL W. PARK

Referensi

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