Yarns of phenylene oxadiazole/N-alkylhydrazide copolymers are made by a wet spinning process involving the steps of extruding, coagulating, washing, drying, hot-drawing and collecting. These yarns when formed into cord lose considerable tenacity, that is, cords plied from these yarns have considerably less tenacity than the individual yarns making up the cords. It has been found that this loss in tenacity in forming cords can be significantly reduced by applying a certain zirconium-containing finish to the yarn during its preparation. The finish is applied after the yarn is washed and while it is still wet.