LIST OE CONTRIBUTORS ......................................... vii
INTRODUCTION .................................................. vi
COMPETITION IN IPO UNDERWRITING: TIME SERIES EVIDENCE
Mukesh Bajaj, Andrew H.Chen and
Sumon C.Mazumdar ............................................ 1
CAN DELEGATING BANK REGULATION TO MARKET FORCES REALLY WORK?
С.W.Sealer ................................................. 27
INTERNAL MODEL-BASED CAPITAL STANDARD AND THE COST OF
DEPOSIT INSURANCE
Jin-Ping Lee ............................................... 57
LEAD LENDERS AND LOAN PRICING
Li Hao and Gordon S. Roberts ............................... 75
REGIONAL ECONOMIC CONDITIONS AND AGGREGATE BANK
PERFORMANCE
Mary Daly, John Krainer and Jose A.Lopez .................. 103
WHO BENEFITS MORE FROM GLOBAL DIVERSIFICATION? AN
OVER-TIME PERSPECTIVE
Wan-Jiun Paul Chiou ....................................... 129
OVERREACTION AND SEASONALITY IN ASIAN STOCK INDICES:
EVIDENCE FROM KOREA, HONG KONG AND JAPAN
Mark Schauh, Bun Song Lee and Sun Eae Chun ................ 169
A MEAN-GINI APPROACH TO ASSET ALLOCATION INVOLVING
HEDGE FUNDS
C.Sherman Cheung, Clarence C.Y.Kwan and
Peter C.Miu ............................................... 197
INCENTIVE STOCKS AND OPTIONS WITH TRADING RESTRICTIONS:
NOT AS RESTRICTED AS WE THOUGHT
Melanie Cao and Jason Wei ................................. 213
BOARD SIZE AND FIRM PERFORMANCE IN THE PROPERTY-
LIABILITY INSURANCE INDUSTRY
Carl Pacini, William Hillison and David Marlett ........... 249
THE ROLE OF HIGHER OIL PRICES: A CASE OF MAJOR
DEVELOPED COUNTRIES
T.J.O'Neill, J.Penm and R.D.Terrell ....................... 287
THE FUTURES HEDGING EFFECTIVENESS WITH LIQUIDITY
RISK UNDER ALTERNATIVE SETTLEMENT SPECIFICATIONS
Donald Lien and Mei Zhang ................................. 301
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