Using Fortune magazine's ratings of corporate reputations, we analyzed the relationships
between perceptions of firms’ corporate social responsibility and measures of their financial …

This article examines two issues regarding the formation and effects of qualitative
perceptions offirm performance: First, do firm quantitative measures of performance influence …

THE IMPACT OF EVENTS on the time series properties of common stock returns has been
the subject of numerous articles in the finance literature. Most studies have shown that capital …

In a recent paper, Shadwick and Keating (2002b) present a new measure of performance
called Omega. According to the authors, Omega was developed to overcome the inadequacy …

This study provides an initial analysis of the hedging potential of the foreign currency futures
markets. Numerous studies exist on the pricing efficiency and hedging effectiveness of the …

… Joanne Hill Thomas Schneeweis … Thomas Schneeweis is Associate Professor of
Finance at the University of Massachusetts, Amherst, Massachusetts. … subject to C%, = E(C,) …

The impact of a firm's public perception on corporate and investment management is a
recurring topic in finance. Numerous articles have been presented on the theoretical basis for a …

… Interestingly, this weak relationship between bond betas and rating is consistent with
results derived by Hill and Schneeweis [6] using Moody's public utility bond indices. …

This study reviews the potential benefit of index option-based strategies as well as the
unique risk and return distributions that result from these strategies. The empirical results are …

… The return generating process in a nonseasonal model has been described as R>t = u. +
ejt where R-t is the holding-period return on bond j over the period t to t+1, u. is the nominal …