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 Eects 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