Search results: 50.
Optimal Financial Crises
Published: 8/1998, Volume: 53, Issue: 4 | DOI: 10.1111/0022-1082.00052 | Cited by: 669
Franklin Allen, Douglas Gale
Empirical evidence suggests that banking panics are related to the business cycle and are not simply the result of “sunspots.” Panics occur when depositors perceive that the returns on bank assets are going to be unusually low. We develop a simple model of this. In this setting, bank runs can be first‐best efficient: they allow efficient risk sharing between early and late withdrawing depositors and they allow banks to hold efficient portfolios. However, if costly runs or markets for risky assets are introduced, central bank intervention of the right kind can lead to a Pareto improvement in welfare.
Rollover Risk and Market Freezes
Published: 7/19/2011, Volume: 66, Issue: 4 | DOI: 10.1111/j.1540-6261.2011.01669.x | Cited by: 372
VIRAL V. ACHARYA, DOUGLAS GALE, TANJU YORULMAZER
The debt capacity of an asset is the maximum amount that can be borrowed using the asset as collateral. We model a sudden collapse in the debt capacity of good collateral. We assume short‐term debt that must be frequently rolled over, a small transaction cost of selling collateral in the event of default, and a small probability of meeting a buy‐to‐hold investor. We then show that a small change in the asset's fundamental value can be associated with a catastrophic drop in the debt capacity, the kind of market freeze observed during the crisis of 2007 to 2008.
The Informational Content of Initial Public Offerings
Published: 6/1989, Volume: 44, Issue: 2 | DOI: 10.1111/j.1540-6261.1989.tb05066.x | Cited by: 40
IAN GALE, JOSEPH E. STIGLITZ
The ability of capital markets to distinguish firms of different value by the size of their initial equity offerings is attenuated when insiders can sell equity more than once. A model is developed in which there is price risk from holding equity between periods. When the uncertainty is small, there must be pooling in the first period. When uncertainty is large, the pooling equilibria dominate the separating equilibrium.
ELASTICITY OF CAPITAL SUPPLY AND SECOND ORDER CONDITIONS: REPLY
Published: 12/1967, Volume: 22, Issue: 4 | DOI: 10.1111/j.1540-6261.1967.tb00304.x | Cited by: 0
Douglas Vickers
THE OBJECTIVES OF BRITISH MONETARY POLICY, 1951–1964
Published: 12/1968, Volume: 23, Issue: 5 | DOI: 10.1111/j.1540-6261.1968.tb00319.x | Cited by: 1
Douglas Fisher
THE COST OF CAPITAL AND THE STRUCTURE OF THE FIRM1
Published: 3/1970, Volume: 25, Issue: 1 | DOI: 10.1111/j.1540-6261.1970.tb00411.x | Cited by: 4
Douglas Vickers
A NOTE ON COMPENSATORY BALANCE REQUIREMENTS
Published: 3/1961, Volume: 16, Issue: 1 | DOI: 10.1111/j.1540-6261.1961.tb02795.x | Cited by: 2
Douglas Hellweg
A BRITISH TEST OF RECENT DEVELOPMENTS IN TERM STRUCTURE THEORY*
Published: 9/1967, Volume: 22, Issue: 3 | DOI: 10.1111/j.1540-6261.1967.tb02988.x | Cited by: 0
Douglas Fisher
ELASTICITY OF CAPITAL SUPPLY, MONOPSONISTIC DISCRIMINATION, AND OPTIMUM CAPITAL STRUCTURE
Published: 3/1967, Volume: 22, Issue: 1 | DOI: 10.1111/j.1540-6261.1967.tb01649.x | Cited by: 3
Douglas Vickers
LIQUIDITY: A GROWING ATTRIBUTE OF MORTGAGE LOAN PORTFOLIOS
Published: 12/1950, Volume: 5, Issue: 4 | DOI: 10.1111/j.1540-6261.1950.tb03798.x | Cited by: 0
L. Douglas Meredith
Syndicate Size, Spreads, and Market Power during the Introduction of Shelf Registration
Published: 3/1989, Volume: 44, Issue: 1 | DOI: 10.1111/j.1540-6261.1989.tb02412.x | Cited by: 7
F. DOUGLAS FOSTER
The introduction of shelf registration in 1982 is used to examine the extent of price‐taking behavior among investment banks. Changes in underwriting syndicates are compared with the concomitant adjustment in underwriting spreads and management fees. The evidence is consistent with higher organizing costs and/or market power in the underwriting syndicate. Evidence on the components of the spreads and syndicate composition during the introduction of shelf registration is also presented.
INVESTMENT PSYCHOLOGY SINCE THE OUTBREAK OF WAR IN KOREA*
Published: 5/1952, Volume: 7, Issue: 2 | DOI: 10.1111/j.1540-6261.1952.tb01527.x | Cited by: 0
Douglas H. Bellemore
Discussion
Published: 5/1980, Volume: 35, Issue: 2 | DOI: 10.1111/j.1540-6261.1980.tb02173.x | Cited by: 0
DOUGLAS T. BREEDEN
RATE CEILINGS, MARKET STRUCTURE, AND THE SUPPLY OF FINANCE COMPANY PERSONAL LOANS
Published: 12/1974, Volume: 29, Issue: 5 | DOI: 10.1111/j.1540-6261.1974.tb03120.x | Cited by: 17
Douglas F. Greer
THE CAUSES OF PROXY CONTESTS: AN EMPIRICAL STUDY, 1956–60*
Published: 3/1964, Volume: 19, Issue: 1 | DOI: 10.1111/j.1540-6261.1964.tb00749.x | Cited by: 0
Douglas Victor Austin
COMMON STOCKS AND “SAFETY OF PRINCIPAL”
Published: 12/1950, Volume: 5, Issue: 4 | DOI: 10.1111/j.1540-6261.1950.tb03802.x | Cited by: 0
Douglas A. Hayes
Expected Inflation and Interest Rates in a Multi‐asset Model: A Note
Published: 6/1985, Volume: 40, Issue: 2 | DOI: 10.1111/j.1540-6261.1985.tb04977.x | Cited by: 3
DOUGLAS W. MITCHELL
This paper analyzes the effect of expected inflation on nominal interest rates, in a theoretical model with money and two different bond types. The inclusion of three assets instead of the usual two causes the effect of expected inflation on the interest rates to deviate from unity. Depending on the sizes of the wealth and interest rate effects on the various asset demands, the effect of expected inflation could even be negative. Several special cases are also considered, and the implications for the interpretation of empirical results are discussed.
RATE CEILINGS AND LOAN TURNDOWNS
Published: 12/1975, Volume: 30, Issue: 5 | DOI: 10.1111/j.1540-6261.1975.tb01064.x | Cited by: 12
Douglas F. Greer
DISCUSSION
Published: 5/1973, Volume: 28, Issue: 2 | DOI: 10.1111/j.1540-6261.1973.tb01785.x | Cited by: 0
Patricia P. Douglas
PREDICTIONS DERIVED FROM THE EMPLOYMENT FORECAST SURVEY*
Published: 3/1959, Volume: 14, Issue: 1 | DOI: 10.1111/j.1540-6261.1959.tb00495.x | Cited by: 0
Douglas G. Hartle
USURY LEGISLATION AND MARKET STRUCTURE: REPLY
Published: 9/1977, Volume: 32, Issue: 4 | DOI: 10.1111/j.1540-6261.1977.tb03333.x | Cited by: 4
Douglas F. Greer
Optimal Release of Information By Firms
Published: 9/1985, Volume: 40, Issue: 4 | DOI: 10.1111/j.1540-6261.1985.tb02364.x | Cited by: 799
DOUGLAS W. DIAMOND
This paper provides a positive theory of voluntary disclosure by firms. Previous theoretical work on disclosure of new information by firms has demonstrated that releasing public information will often make all shareholders worse off, due to an adverse risk‐sharing effect. This paper uses a general equilibrium model with endogenous information collection to demonstrate that there exists a policy of disclosure of information which makes all shareholders better off than a policy of no disclosure. The welfare improvement occurs because of explicit information cost savings and
improved
risk sharing. This provides a positive theory of precommitment to disclosure, because it will be unanimously voted for by stockholders and will also represent the policy that will maximize value ex ante. In addition, it provides a “missing link” in financial signalling models. Apart from the effects on information production analyzed in this paper, most existing financial signalling models are inconsistent with a firm taking actions which facilitate future signalling because release of the signal makes all investors worse off.
Consumption Risk in Futures Markets
Published: 5/1980, Volume: 35, Issue: 2 | DOI: 10.1111/j.1540-6261.1980.tb02182.x | Cited by: 73
DOUGLAS T. BREEDEN
THE FEDERAL BUDGET*
Published: 6/1950, Volume: 5, Issue: 2 | DOI: 10.1111/j.1540-6261.1950.tb02475.x | Cited by: 0
Paul H. Douglas
Presidential Address, Committing to Commit: Short‐term Debt When Enforcement Is Costly
Published: 8/2004, Volume: 59, Issue: 4 | DOI: 10.1111/j.1540-6261.2004.00669.x | Cited by: 194
Douglas W. Diamond
In legal systems with expensive or ineffective contract enforcement, it is difficult to induce lenders to enforce debt contracts. If lenders do not enforce, borrowers will have incentives to misbehave. Lenders have incentives to enforce given bad news when debt is short‐term and subject to runs caused by externalities across lenders. Lenders will not undo these externalities by negotiation. The required number of lenders increases with enforcement costs. A very high enforcement cost can exceed the ex ante incentive benefit of enforcement. Removing lenders' right to immediately enforce their debt with a “bail‐in” can improve the ex ante incentives of borrowers.
PORTFOLIO SELECTION AND INVESTMENT PERFORMANCE
Published: 9/1965, Volume: 20, Issue: 3 | DOI: 10.1111/j.1540-6261.1965.tb02905.x | Cited by: 22
Irwin Friend, Douglas Vickers
MUTUAL FUND PORTFOLIO ACTIVITY, PERFORMANCE, AND MARKET IMPACT
Published: 5/1963, Volume: 18, Issue: 2 | DOI: 10.1111/j.1540-6261.1963.tb00730.x | Cited by: 5
F. E. Brown, Douglas Vickers
Strategic Trading When Agents Forecast the Forecasts of Others
Published: 9/1996, Volume: 51, Issue: 4 | DOI: 10.1111/j.1540-6261.1996.tb04075.x | Cited by: 389
F. DOUGLAS FOSTER, S. VISWANATHAN
We analyze a multi‐period model of trading with differentially informed traders, liquidity traders, and a market maker. Each informed trader's initial information is a noisy estimate of the long‐term value of the asset, and the different signals received by informed traders can have a variety of correlation structures. With this setup, informed traders not only compete with each other for trading profits, they also learn about other traders' signals from the observed order flow. Our work suggests that the initial correlation among the informed traders' signals has a significant effect on the informed traders' profits and the informativeness of prices.
A Theory of Debt Maturity: The Long and Short of Debt Overhang
Published: 3/17/2014, Volume: 69, Issue: 2 | DOI: 10.1111/jofi.12118 | Cited by: 289
DOUGLAS W. DIAMOND, ZHIGUO HE
Debt maturity influences debt overhang, the reduced incentive for highly levered borrowers to make real investments because some value accrues to debt. Reducing maturity can increase or decrease overhang even when shorter term debt's value depends less on firm value. Future overhang is more volatile for shorter term debt, making future investment incentives volatile and influencing immediate investment incentives. With immediate investment, shorter term debt typically imposes lower overhang; longer term debt can impose less if asset volatility is higher in bad times. For future investments, reduced correlation between assets‐in‐place and investment opportunities increases the shorter term debt overhang.
Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models
Published: 3/1993, Volume: 48, Issue: 1 | DOI: 10.1111/j.1540-6261.1993.tb04706.x | Cited by: 371
F. DOUGLAS FOSTER, S. VISWANATHAN
Patterns in stock market trading volume, trading costs, and return volatility are examined using New York Stock Exchange data from 1988. Intraday test results indicate that, for actively traded firms trading volume, adverse selection costs, and return volatility are higher in the first half‐hour of the day. This evidence is inconsistent with the Admati and Pfleiderer (1988) model which predicts that trading costs are low when volume and return volatility are high. Interday test results show that, for actively traded firms, trading volume is low and adverse selection costs are high on Monday, which is consistent with the predictions of the Foster and Viswanathan (1990) model.
Disclosure, Liquidity, and the Cost of Capital
Published: 9/1991, Volume: 46, Issue: 4 | DOI: 10.1111/j.1540-6261.1991.tb04620.x | Cited by: 2868
DOUGLAS W. DIAMOND, ROBERT E. VERRECCHIA
This paper shows that revealing public information to reduce information asymmetry can reduce a firm's cost of capital by attracting increased demand from large investors due to increased liquidity of its securities. Large firms will disclose more information since they benefit most. Disclosure also reduces the risk bearing capacity available through market makers. If initial information asymmetry is large, reducing it will increase the current price of the security. However, the maximum current price occurs with some asymmetry of information: further reduction of information asymmetry accentuates the undesirable effects of exit from market making.
Liquidity Shortages and Banking Crises
Published: 3/2/2005, Volume: 60, Issue: 2 | DOI: 10.1111/j.1540-6261.2005.00741.x | Cited by: 503
DOUGLAS W. DIAMOND, RAGHURAM G. RAJAN
We show in this article that bank failures can be contagious. Unlike earlier work where contagion stems from depositor panics or contractual links between banks, we argue that bank failures can shrink the common pool of liquidity, creating, or exacerbating aggregate liquidity shortages. This could lead to a contagion of failures and a total meltdown of the system. Given the costs of a meltdown, there is a possible role for government intervention. Unfortunately, liquidity and solvency problems interact and can cause each other, making it hard to determine the cause of a crisis. We propose a robust sequence of intervention.
Empirical Analysis of the Yield Curve: The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross
Published: 6/2002, Volume: 57, Issue: 3 | DOI: 10.1111/1540-6261.00467 | Cited by: 32
Christopher G. Lamoureux, H. Douglas Witte
This paper uses recent advances in Bayesian estimation methods to exploit fully and efficiently the time‐series and cross‐sectional empirical restrictions of the Cox, Ingersoll, and Ross model of the term structure. We examine the extent to which the cross‐sectional data (five different instruments) provide information about the model. We find that the time‐series restrictions of the two‐factor model are generally consistent with the data. However, the model's cross‐sectional restrictions are not. We show that adding a third factor produces a significant statistical improvement, but causes the average time‐series fit to the yields themselves to deteriorate.
On the Matter of Parity among Financial Obligations
Published: 3/1981, Volume: 36, Issue: 1 | DOI: 10.1111/j.1540-6261.1981.tb03537.x | Cited by: 10
WILBUR G. LEWELLEN, DOUGLAS R. EMERY
The lessons of the leasing literature concerning the impact of leases on the debt capacity of a firm are reviewed and summarized to establish an approach to the analysis of the corporate bond refunding decision. A general proposition regarding financial obligation parity is established, and from that a clear bond refunding decision rule is developed. Previous debates in the literature about appropriate discount rates and about the appropriate cash flows to be discounted for refunding decisions are clarified.
The Reaction of Stock Prices to Unanticipated Changes in Money: A Note
Published: 9/1983, Volume: 38, Issue: 4 | DOI: 10.1111/j.1540-6261.1983.tb02303.x | Cited by: 123
DOUGLAS K. PEARCE, V. VANCE ROLEY
PREDICTING THE RESULTS OF PROXY CONTESTS
Published: 9/1965, Volume: 20, Issue: 3 | DOI: 10.1111/j.1540-6261.1965.tb02909.x | Cited by: 8
Richard M. Duvall, Douglas V. Austin
Optimal Managerial Contracts and Equilibrium Security Prices
Published: 5/1982, Volume: 37, Issue: 2 | DOI: 10.1111/j.1540-6261.1982.tb03550.x | Cited by: 95
DOUGLAS W. DIAMOND, ROBERT E. VERRECCHIA
Poison Put Bonds: An Analysis of Their Economic Role
Published: 12/1994, Volume: 49, Issue: 5 | DOI: 10.1111/j.1540-6261.1994.tb04787.x | Cited by: 41
DOUGLAS O. COOK, JOHN C. EASTERWOOD
This article examines the effect of issuing debt with and without “poison put” covenants on outstanding debt and equity claims for the period 1988 to 1989. The analysis shows that “poison put” covenants affect stockholders negatively and outstanding bondholders positively, while debt issued without such covenants has no effect. The study also finds a negative relationship between stock and bond returns for firms issuing poison put debt. These results are consistent with a “mutual interest hypothesis,” which suggests that the issuance of poison put debt protects managers and, coincidentally, bondholders, at the expense of stockholders.
Firm Characteristics, Unanticipated Inflation, and Stock Returns
Published: 9/1988, Volume: 43, Issue: 4 | DOI: 10.1111/j.1540-6261.1988.tb02615.x | Cited by: 51
DOUGLAS K. PEARCE, V. VANCE ROLEY
This paper re‐examines the effects of nominal contracts on the relationship between unanticipated inflation and an individual stock's rate of return. This study differs in three main ways from previous research. First, announced inflation data are used to examine the effects of unanticipated inflation. Second, a different specification is used to obtain more efficient estimates. Third, additional nominal contracts are considered. The empirical results indicate that time‐varying firm characteristics related to inflation predominately determine the effect of unanticipated inflation on a stock's rate of return. A firm's debt‐equity ratio appears to be particularly important in determining the response.
A Theory of Bank Capital
Published: 12/2000, Volume: 55, Issue: 6 | DOI: 10.1111/0022-1082.00296 | Cited by: 942
Douglas W. Diamond, Raghuram G. Rajan
Banks can create liquidity precisely because deposits are fragile and prone to runs. Increased uncertainty makes deposits excessively fragile, creating a role for outside bank capital. Greater bank capital reduces the probability of financial distress but also reduces liquidity creation. The quantity of capital influences the amount that banks can induce borrowers to pay. Optimal bank capital structure trades off effects on liquidity creation, costs of bank distress, and the ability to force borrower repayment. The model explains the decline in bank capital over the last two centuries. It identifies overlooked consequences of having regulatory capital requirements and deposit insurance.
Monitoring as a Motivation for IPO Underpricing
Published: 10/2004, Volume: 59, Issue: 5 | DOI: 10.1111/j.1540-6261.2004.00703.x | Cited by: 42
ONUR ARUǦASLAN, DOUGLAS O. COOK, ROBERT KIESCHNICK
Brennan and Franks (1997) and Stoughton and Zechner (1998) provide contrasting arguments for why monitoring considerations create incentives for managers to underprice their firms' IPOs (initial public offerings). Like Smart and Zutter (2003), we examine these arguments using a sample of U.S. IPOs. However, we find evidence that the determinants of initial returns, institutional shareholdings, and post‐IPO likelihood of acquisition are not consistent with these arguments. Thus, we conclude that monitoring considerations are not important determinants of IPO underpricing.
Dividends and Losses
Published: 12/1992, Volume: 47, Issue: 5 | DOI: 10.1111/j.1540-6261.1992.tb04685.x | Cited by: 273
HARRY DeANGELO, LINDA DeANGELO, DOUGLAS J. SKINNER
An annual loss is essentially a necessary condition for dividend reductions in firms with established earnings and dividend records: 50.9% of 167 NYSE firms with losses during 1980–1985 reduced dividends, versus 1.0% of 440 firms without losses. As hypothesized by Miller and Modigliani, dividend reductions depend on whether earnings include unusual items that are likely to temporarily depress income. Dividend reductions are more likely given greater current losses, less negative unusual items, and more persistent earnings difficulties. Dividend policy has information content in that knowledge that a firm has reduced dividends improves the ability of current earnings to predict future earnings.
Assessing Goodness‐of‐Fit of Asset Pricing Models: The Distribution of the Maximal R2
Published: 6/1997, Volume: 52, Issue: 2 | DOI: 10.1111/j.1540-6261.1997.tb04814.x | Cited by: 66
F. DOUGLAS FOSTER, TOM SMITH, ROBERT E. WHALEY
The development of asset pricing models that rely on instrumental variables together with the increased availability of easily‐accessible economic time‐series have renewed interest in predicting security returns. Evaluating the significance of these new research findings, however, is no easy task. Because these asset pricing theory tests are not independent, classical methods of assessing goodness‐of‐fit are inappropriate. This study investigates the distribution of the maximal when k of m regressors are used to predict security returns. We provide a simple procedure that adjusts critical values to account for selecting variables by searching among potential regressors.
Ripoffs, Lemons, and Reputation Formation in Agency Relationships: A Laboratory Market Study
Published: 7/1985, Volume: 40, Issue: 3 | DOI: 10.1111/j.1540-6261.1985.tb05006.x | Cited by: 50
DOUGLAS V. DEJONG, ROBERT FORSYTHE, RUSSELL J. LUNDHOLM
This paper examines the effect of the moral hazard problem in an agency relationship where the principal cannot observe the level of service provided by the agent. Using data from laboratory markets, we demonstrate that the presence of moral hazard leads to shirking by agents. However, this “lemons” phenomenon occurs only about one‐half of the time. While there is evidence of reputation effects in these markets, seemingly reputable agents are often able to use opportunities for false advertising to their advantage and “ripoff” principals.
Pledgeability, Industry Liquidity, and Financing Cycles
Published: 7/26/2019, Volume: 75, Issue: 1 | DOI: 10.1111/jofi.12831 | Cited by: 33
DOUGLAS W. DIAMOND, YUNZHI HU, RAGHURAM G. RAJAN
Why do firms choose high debt when they anticipate high valuations, and underperform subsequently? We propose a theory of financing cycles where the importance of creditors’ control rights over cash flows (“pledgeability”) varies with industry liquidity. The market allows firms take on more debt when they anticipate higher future liquidity. However, both high anticipated liquidity and the resulting high debt limit their incentives to enhance pledgeability. This has prolonged adverse effects in a downturn. Because these effects are hard to contract upon, higher anticipated liquidity can also reduce a firm's current access to finance.
Empirical Tests of the Consumption‐Oriented CAPM
Published: 6/1989, Volume: 44, Issue: 2 | DOI: 10.1111/j.1540-6261.1989.tb05056.x | Cited by: 230
DOUGLAS T. BREEDEN, MICHAEL R. GIBBONS, ROBERT H. LITZENBERGER
The empirical implications of the consumption‐oriented capital asset pricing model (CCAPM) are examined, and its performance is compared with a model based on the market portfolio. The CCAPM is estimated after adjusting for measurement problems associated with reported consumption data. The CCAPM is tested using betas based on both consumption and the portfolio having the maximum correlation with consumption. As predicted by the CCAPM, the market price of risk is significantly positive, and the estimate of the real interest rate is close to zero. The performances of the traditional CAPM and the CCAPM are about the same.
Can Tax‐Loss Selling Explain the January Effect? A Note
Published: 6/1987, Volume: 42, Issue: 2 | DOI: 10.1111/j.1540-6261.1987.tb02577.x | Cited by: 39
CHARLES P. JONES, DOUGLAS K. PEARCE, JACK W. WILSON
Employee Stock Options, Corporate Taxes, and Debt Policy
Published: 8/2004, Volume: 59, Issue: 4 | DOI: 10.1111/j.1540-6261.2004.00673.x | Cited by: 129
John R. Graham, Mark H. Lang, Douglas A. Shackelford
We find that employee stock option deductions lead to large aggregate tax savings for Nasdaq 100 and S&P 100 firms and also affect corporate marginal tax rates. For Nasdaq firms, including the effect of options reduces the estimated median marginal tax rate from 31% to 5%. For S&P firms, in contrast, option deductions do not affect marginal tax rates to a large degree. Our evidence suggests that option deductions are important nondebt tax shields and that option deductions substitute for interest deductions in corporate capital structure decisions, explaining in part why some firms use so little debt.
Capital Gains Taxes and Asset Prices: Capitalization or Lock‐in?
Published: 4/2008, Volume: 63, Issue: 2 | DOI: 10.1111/j.1540-6261.2008.01329.x | Cited by: 129
ZHONGLAN DAI, EDWARD MAYDEW, DOUGLAS A. SHACKELFORD, HAROLD H. ZHANG
This paper demonstrates that the equilibrium impact of capital gains taxes reflects both the capitalization effect (i.e., capital gains taxes decrease demand) and the lock‐in effect (i.e., capital gains taxes decrease supply). Depending on time periods and stock characteristics, either effect may dominate. Using the Taxpayer Relief Act of 1997 as our event, we find evidence supporting a dominant capitalization effect in the week following news that sharply increased the probability of a reduction in the capital gains tax rate and a dominant lock‐in effect in the week after the rate reduction became effective.
DISCUSSION
Published: 5/1959, Volume: 14, Issue: 2 | DOI: 10.1111/j.1540-6261.1959.tb01585.x | Cited by: 0
John F. Childs, Douglas A. Hayes, Corliss D. Anderson, Roger W. Valentine