London, 29 June - 2 July 1997 First Joint Seminar of the Q-Group, Inquire UK, and Inquire Europe International Applications of Quantitative Techniques Does a Large Minimum Price Variation Encourage Order Exposure? Evidence of Large Order Option Values on the Paris and Toronto Exchanges Lawrence Harris, University of Southern California Stock Index and Price Dynamics in the UK and USA: New Evidence from Single Technical Trading Rules and Statistical Analysis Stephan Taylor, Lancaster University Analyst Opinion and Social Pressure in the UK Securities Market William Forbes and Werner de Bondt, Manchester University and University of Wisconsin-Madison Testing International Real Estate Strategies Kees Koedijk, University of Maastricht Downside Risk and Volatility Stephen Satchell and David Damant, Cambridge University and Credit Suisse Hedging Bonds Subject to Credit Risk Frank S. S. Skinner, University of Reading Heath/Jarrow/Morton or Hull/White? An Empirical Study of Valuation Models for Interest Rate Derivatives Wolfgang Bhhler, University of Mannheim A Re-Examination of the Benefits of Emerging Markets Philippe Jorion and William Goetzmann, University of California, Irvine and Yale University Can the Q-Group, Inquire Europe and Inquire (UK) Cooperate Better? Panel chaired by: Jan Overmeer, Inquire (Europe), AEGON Beleggingen Nederland Investment Styles, Market Anomalies and Global Stock Selection Richard O. Michaud, Acadian Asset Management The Global or Local Debate and the Design of Active Equity Strategies Edward Fishwick and Jason MacQueen, QUANTEC/Alpha Strategies Accounting Valuation, Market Expectation, and the Book-to-Market Effect Richard Frankel and Charles M.C. Lee, University of Michigan and Cornell University Valuation of the Firm Under Uncertainty, Towards an Explanation of the Size and Book-to-Market Factors Peter Pope, Lancaster University Are Common Swings in International Stock Returns Justified by Subsequent National Output Fluctuations? Bernard Dumas, HEC, Jouy-en Josas One European Equity Market: Fact or Fiction? Andrew Rudd and Stan Beckers, BARRA