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Let \\(r\\geq 1\\) and \\(E| X_ 1|^ r<\\infty\\). If either \\(EN^ r<\\infty\\) or \\(EX_ 1=0\\) and \\(EN^ s<\\infty\\), where \\(s=\\max (1,r/2)\\), then \\(E| S_ N|^ r<\\infty\\) [see the first author, Stopped random walks, limit theorems and applications. (1986), Ch. I]. The paper shows that this still holds for right one-sided moments, if in the second assertion \\(EX_ 1=0\\) is replaced by \\(EX_ 1<0\\). The case \\(EX_ 1=0\\) is still open.    The authors' main interest is proving converses of these results. Typical examples: Let \\(r\\geq 1\\). If \\(E| S_ n|^ r<\\infty\\), \\(E| X_ 1|^ r<\\infty\\) and \\(EX_ 1\\neq 0\\), then \\(EN^ r<\\infty\\). If \\(E| S_ N|^ r<\\infty\\) and \\(EN^ r<\\infty\\), then \\(E| X_ 1|^ r<\\infty\\). The ''one-sided'' problem is completely solved for \\(EX_ 1>0\\) and \\(r>1\\) fixed. Out of the 32 combinations of finiteness and infinity of the \\(r^{th}\\) moments of \\(X^+_ 1\\), \\(X^-_ 1\\), N, \\(S^+_ N\\) and \\(S^-_ N\\) eighteen are shown to be impossible. For the remaining ones examples are given. Some results are proved for \\(0<r<1\\), for N not a stopping time and for the special case that \\(N,X_ 1,X_ 2,..\\). are independent.    Let \\(N_ a\\), \\(a\\in A\\), be a family of stopping times for the random walk and \\(b(a)>0\\), \\(a\\in A\\). The paper proves results of the following type. If \\(r\\geq 1\\), \\(E| X_ 1|^ r<\\infty\\), \\(EX_ 1=0\\) and \\(N^ s_ a/b(a)\\), \\(a\\in A\\), is uniformly integrable, then so is \\(| S(N_ a)|^ r/b(a)\\). If \\(r\\geq 1\\), \\(E| X_ 1|^ r<\\infty\\), \\(EX_ 1\\neq 0\\) and \\(| S(N_ a)|^ r/b(a)\\), \\(a\\in A\\), is uniformly integrable, so is \\(N^ r_ a/b(a)\\), \\(a\\in 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