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Content
April 2000, Volume 55, Issue 2
February 2000, Volume 55, Issue 1
December 1999, Volume 54, Issue 6
October 1999, Volume 54, Issue 5
August 1999, Volume 54, Issue 4
June 1999, Volume 54, Issue 3
April 1999, Volume 54, Issue 2
February 1999, Volume 54, Issue 1
December 1997, Volume 52, Issue 5
- 1765-1790 Do Long-Term Shareholders Benefit from Corporate Acquisitions?
by Loughran, Tim & Vijh, Anand M
- 1791-1821 Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies
by Brav, Alon & Gompers, Paul A
- 1823-1850 The Operating Performance of Firms Conducting Seasoned Equity Offerings
by Loughran, Tim & Ritter, Jay R
- 1851-1880 International Portfolio Investment Flows
by Brennan, Michael J & Cao, H Henry
- 1881-1912 International Asset Pricing and Portfolio Diversification with Time-Varying Risk
by De Santis, Giorgio & Gerard, Bruno
- 1913-1949 Risk Premia and Variance Bounds
by Balduzzi, Pierluigi & Kallal, Hedi
- 1951-1972 Stock Return Predictability and the Role of Monetary Policy
by Patelis, Alex D
- 1973-2002 A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk
by Stanton, Richard
- 2003-2049 Empirical Performance of Alternative Option Pricing Models
by Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu
- 2051-2072 Special Repo Rates: An Empirical Analysis
by Jordan, Bradford D & Jordan, Susan D
- 2073-2090 Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test?
by Kyle, Albert S & Wang, F Albert
- 2091-2102 Journal Influence on the Design of Finance Doctoral Education
by Corrado, Charles J & Ferris, Stephen P
- 2103-2112 Trading Costs and Exchange Delisting: The Case of Firms That Voluntarily Move from the American Stock Exchange to the Nasdaq
by Clyde, Paul & Schultz, Paul & Zaman, Mir
- 2113-2127 Cost of Transacting and Expected Returns in the Nasdaq Market
by Eleswarapu, Venkat R
- 2129-2144 Winner-Loser Reversals in National Stock Market Indices: Can They Be Explained?
by Richards, Anthony J
- 2145-2170 An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets
by Hollifield, Burton & Uppal, Raman
- 2171-2186 A New Look at the Monday Effect
by Wang, Ko & Li, Yuming & Erickson, John
- 2187-2209 Endogenous Borrowing Constraints with Incomplete Markets
by Zhang, Harold H
September 1997, Volume 52, Issue 4
- 1287-1321 An Econometric Model of the Term Structure of Interest-Rate Swap Yields
by Duffie, Darrell & Singleton, Kenneth J
- 1323-1354 Why Firms Use Currency Derivatives
by Geczy, Christopher & Minton, Bernadette A & Schrand, Catherine
- 1355-1382 On the Robustness of Size and Book-to-Market in Cross-Sectional Regressions
by Knez, Peter J & Ready, Mark J
- 1383-1410 Approximating the Asset Pricing Kernel
by Chapman, David A
- 1411-1438 Managerial Entrenchment and Capital Structure Decisions
by Berger, Philip G & Ofek, Eli & Yermack, David L
- 1439-1466 Do Firms Knowingly Sell Overvalued Equity?
by Lee, Inmoo
- 1467-1493 Defensive Mechanisms and Managerial Discretion
by Giammarino, Ronald & Heinkel, Robert & Hollifield, Burton
- 1495-1517 CEO Contracting and Antitakeover Amendments
by Borokhovich, Kenneth A & Brunarski, Kelly R & Parrino, Robert
- 1519-1542 The Cyclical Behavior of Interest Rates
by Roma, Antonio & Torous, Walter
- 1543-1562 Institutions and Individuals at the Turn-of-the-Year
by Sias, Richard W & Starks, Laura T
- 1563-1588 Portfolio Disclosures and Year-End Price Shifts
by Musto, David K
- 1589-1614 Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market
by Peiers, Bettina
- 1615-1640 Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange
by Cao, Charles & Choe, Hyuk & Hatheway, Frank
- 1641-1658 Corporate Governance and Equity Prices: Evidence from the Czech and Slovak Republics
by Claessens, Stijn
- 1659-1679 Public Offerings of State-Owned and Privately-Owned Enterprises: An International Comparison
by Dewenter, Kathryn L & Malatesta, Paul H
- 1681-1694 The Relation between Default-Free Interest Rates and Expected Economic Growth Is Stronger Than You Think
by Kamara, Avraham
- 1695-1706 Gaussian Estimation of Single-Factor Continuous Time Models of the Term Structure of Interest Rates
by Nowman, K B
- 1707-1723 The Market for Equity Options in the 1870s
by Kairys, Joseph P, Jr & Valerio, Nicholas, III
- 1725-1737 Testing Market Efficiency: Evidence from the NFL Sports Betting Market
by Gray, Philip K & Gray, Stephen F
July 1997, Volume 52, Issue 3
- 923-973 The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging
by Schwartz, Eduardo S
- 975-1005 Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns
by Andersen, Torben G & Bollerslev, Tim
- 1007-1034 Do Changes in Dividends Signal the Future or the Past?
by Benartzi, Shlomo & Michaely, Roni & Thaler, Richard H
- 1035-1058 Measuring Mutual Fund Performance with Characteristic-Based Benchmarks
by Daniel, Kent, et al
- 1059-1085 Market Segmentation and Stock Prices: Evidence from an Emerging Market
by Domowitz, Ian & Glen, Jack & Madhavan, Ananth
- 1087-1129 Stock Market Efficiency and Economic Efficiency: Is There a Connection?
by Dow, James & Gorton, Gary
- 1131-1150 Legal Determinants of External Finance
by La Porta, Rafael & Florencio Lopez-de-Silanes & Andrei Shleifer & Robert W. Vishny
- 1151-1180 Options on Leveraged Equity: Theory and Empirical Tests
by Toft, Klaus Bjerre & Prucyk, Brian
- 1182-1184 Public Policy and Financial Markets: Privatizing Social Security
by Feldstein, Martin
- 1184-1188 Systemic Problems in the Next Market Crash
by Glauber, Robert R
- 1189-1193 The Regulatory Agency Cost Problem
by Mullins, David W, Jr
- 1193-1198 Regulatory Issues in a Technologically Advanced World
by Wallman, Steven M H
June 1997, Volume 52, Issue 2
- 449-476 Good Timing: CEO Stock Option Awards and Company News Announcements
by Yermack, David
- 477-505 How Much Do Taxes Discourage Incorporation?
by Mackie-Mason, Jeffrey K & Gordon, Roger H
- 507-529 Analyst Following of Initial Public Offerings
by Rajan, Raghuram & Servaes, Henri
- 531-556 Strategic Debt Service
by Mella-Barral, Pierre & Perraudin, William
- 557-590 Assessing Specification Errors in Stochastic Discount Factor Models
by Hansen, Lars Peter & Jagannathan, Ravi
- 591-607 Assessing Goodness-of-Fit of Asset Pricing Models: The Distribution of the Maximal R-Squared
by Foster, F Douglas & Smith, Tom & Whaley, Robert E
- 609-633 Are There Tax Effects in the Relative Pricing of U.S. Government Bonds?
by Green, Richard C & Odegaard, Bernt A
- 635-654 On Stock Market Returns and Monetary Policy
by Thorbecke, Willem
- 655-681 Tick Size, Share Prices, and Stock Splits
by Angel, James J
- 683-712 When It's Not the Only Game in Town: The Effect of Bilateral Search on the Quality of a Dealer Market
by Lamoureux, Christopher G & Schnitzlein, Charles R
- 713-735 Institutional Equity Trading Costs: NYSE versus Nasdaq
by Chan, Louis K C & Lakonishok, Josef
- 737-783 A Survey of Corporate Governance
by Shleifer, Andrei & Vishny, Robert W
- 785-798 The Valuation of Complex Derivatives by Major Investment Firms: Empirical Evidence
by Bernardo, Antonio E & Cornell, Bradford
- 799-826 Equilibrium Valuation of Foreign Exchange Claims
by Bakshi, Gurdip S & Chen, Zhiwu
- 827-840 The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique
by Ho, T S & Stapleton, Richard C & Subrahmanyam, Marti G
- 841-857 The Implications of Equity Issuance Decisions within a Parent-Subsidiary Governance Structure
by Slovin, Myron B & Sushka, Marie E
- 859-874 Good News for Value Stocks: Further Evidence on Market Efficiency
by La Porta, Rafael, et al
- 875-883 Firm Size, Book-to-Market Ratio, and Security Returns: A Holdout Sample of Financial Firms
by Barber, Brad M & Lyon, John D
- 885-899 Price Limit Performance: Evidence from the Tokyo Stock Exchange
by Kim, Kenneth & Rhee, S Ghon
March 1997, Volume 52, Issue 1
- 1-33 Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
by Daniel, Kent & Titman, Sheridan
- 35-55 The Limits of Arbitrage
by Shleifer, Andrei & Vishny, Robert W
- 57-82 On Persistence in Mutual Fund Performance
by Carhart, Mark M
- 83-109 Cash Flow and Investment: Evidence from Internal Capital Markets
by Lamont, Owen
- 111-133 Internal Capital Markets and the Competition for Corporate Resources
by Stein, Jeremy C
- 135-160 Agency Problems, Equity Ownership, and Corporate Diversification
by Denis, David J & Denis, Diane K & Sarin, Atulya
- 161-196 Transactions Costs and Capital Structure Choice: Evidence from Financially Distressed Firms
by Gilson, Stuart C
- 197-219 Equity Issuance and Adverse Selection: A Direct Test Using Conditional Stock Offers
by Houston, Joel F & Ryngaert, Michael D
- 221-244 Quotes, Order Flow, and Price Discovery
by Blume, Marshall E & Goldstein, Michael A
- 245-276 Competition and Collusion in Dealer Markets
by Dutta, Prajit K & Madhavan, Ananth
- 277-308 Market Orders and Market Efficiency
by Brown, David P & Zhang, Zhi Ming
- 309-325 Transactions Costs and Holding Periods for Common Stocks
by Atkins, Allen B & Dyl, Edward A
- 327-340 The Delisting Bias in CRSP Data
by Shumway, Tyler
- 341-352 Third Market Broker-Dealers: Cost Competitors or Cream Skimmers?
by Battalio, Robert H
- 353-378 Marketable Incentive Contracts and Capital Structure Relevance
by Garvey, Gerald T
- 379-396 The Pricing of Initial Public Offers of Corporate Straight Debt
by Datta, Sudip & Iskandar-Datta, Mai & Patel, Ajay
- 397-408 Dividends, Taxes, and Signaling: Evidence from Germany
by Amihud, Yakov & Murgia, Maurizio
- 409-430 Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates
by Miltersen, Kristian R & Sandmann, Klaus & Sondermann, Dieter
December 1996, Volume 51, Issue 5
- 1573-1610 General Properties of Option Prices
by Bergman, Yaacov Z & Grundy, Bruce D & Wiener, Zvi
- 1611-1632 Recovering Probability Distributions from Option Prices
by Jackwerth, Jens Carsten & Rubinstein, Mark
- 1633-1652 A Simple Nonparametric Approach to Derivative Security Valuation
by Stutzer, Michael
- 1653-1679 The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets
by Grenadier, Steven R
- 1681-1713 Momentum Strategies
by Chan, Louis K C & Jegadeesh, Narasimhan & Lakonishok, Josef
- 1715-1742 Expectations and the Cross-Section of Stock Returns
by La Porta, Rafael
- 1743-1763 Measuring International Economic Linkages with Stock Market Data
by Ammer, John & Mei, Jianping
- 1765-1790 Transparency and Liquidity: A Study of Block Trades on the London Stock Exchange under Different Publication Rules
by Gemmill, Gordon
- 1791-1808 Quotes, Prices, and Estimates in a Laboratory Market
by Bloomfield, Robert
- 1809-1833 The Determinants of the Maturity of Corporate Debt Issues
by Guedes, Jose & Opler, Tim