### Table 3 continued:

"... In PAGE 18: ... Results and Discussion Table 2 provides definitions and descriptive statistics of the measures used in this analysis. Table3 reports our results for four specifications of the model. Specification (1) is estimated using the number of hospitals with 25 or more beds as the dependent variable, while specification (2) uses the total number of hospitals.... In PAGE 32: ... Table3 : Ordered Probit Results (standard errors in parentheses) Dependent Variable: (1) Number of hospitals with 25+ beds (2) Total Number of hospitals (3) Number of hospitals with 25+ beds (4) Total Number of hospitals Ln(city population) 1.48*** (.... ..."

### Table 1: Inputs for Implied Volatility Calculations Strategy Implied

1996

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### Table 2: Implied values of guarantees on corporate bonds

1995

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### Table 2: Weighted Implied Standard Deviations

1998

"... In PAGE 4: ...able 1: Implied Standard Deviations and Vega apos;s ...........................................14 Table2 : Weighted Implied Standard Deviations .... ..."

### Table 4: Implied U.S. Weights

2002

"... In PAGE 31: ... 29 Table4 presents the implied marginal weights from the point of view of the U.S.... ..."

### Table 1: Bounds on the competitive ratio x implied

1995

"... In PAGE 8: ... 2 To get more detailed information on the best bound on x implied by #286#29, we consider the corresponding recurrence x = cp + p #20 p,1 lnc +1 x ! p,1 ; #287#29 for all c#3E1. Table1 shows the bounds on the com- petitive ratio x implied by #286#29, where the choice of c is optimized for each p. As p gets larger, the optimal value of c for use in #287#29 converges to the solution of the equation c ln c = 1, whichisc#191:77.... ..."

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### Table 1. Summary statistics of implied volatilities

"... In PAGE 4: ... IV. EMPIRICAL RESULTS Summary statistics of the calculated implied volatilities are presented in Table1 . The 62 906 observations on implied volatility have a mean of 0.... In PAGE 4: ... mean and standard deviation of 0.1588 and 0.0253, respec- tively, using closing prices from 1 August 1988 to 31 July 1989. Table1 reports a minimum implied volatility value of 0.... ..."