This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
American Finance Association Journal of Finance Contact information of
American Finance Association: http://www.afajof.org/ More information through EDIRC
Order information: http://www.afajof.org/membership/join.asp Editor: Robert F. Stambaugh
For technical questions regarding this series, please contact
(Christopher F. Baum) Series handle: repec:bla:jfinan
More pages of listings: 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 |14 |15 |16 |17 |18 |19
1997, Volume 52, Issue 5
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 [Downloadable! (restricted)]
1323-54 Why Firms Use Currency Derivatives by Geczy, Christopher & Minton, Bernadette A & Schrand, Catherine [Downloadable! (restricted)]
1355-82 On the Robustness of Size and Book-to-Market in Cross-Sectional Regressions by Knez, Peter J & Ready, Mark J [Downloadable! (restricted)]
1383-1410 Approximating the Asset Pricing Kernel by Chapman, David A [Downloadable! (restricted)]
1411-38 Managerial Entrenchment and Capital Structure Decisions by Berger, Philip G & Ofek, Eli & Yermack, David L [Downloadable! (restricted)]
1439-66 Do Firms Knowingly Sell Overvalued Equity? by Lee, Inmoo [Downloadable! (restricted)]
1467-93 Defensive Mechanisms and Managerial Discretion by Giammarino, Ronald & Heinkel, Robert & Hollifield, Burton [Downloadable! (restricted)]
1495-1517 CEO Contracting and Antitakeover Amendments by Borokhovich, Kenneth A & Brunarski, Kelly R & Parrino, Robert [Downloadable! (restricted)]
1519-42 The Cyclical Behavior of Interest Rates by Roma, Antonio & Torous, Walter [Downloadable! (restricted)]
1543-62 Institutions and Individuals at the Turn-of-the-Year by Sias, Richard W & Starks, Laura T [Downloadable! (restricted)]
1563-88 Portfolio Disclosures and Year-End Price Shifts by Musto, David K [Downloadable! (restricted)]
1589-1614 Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market by Peiers, Bettina [Downloadable! (restricted)]
1615-40 Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange by Cao, Charles & Choe, Hyuk & Hatheway, Frank [Downloadable! (restricted)]
1641-58 Corporate Governance and Equity Prices: Evidence from the Czech and Slovak Republics by Claessens, Stijn [Downloadable! (restricted)]
1659-79 Public Offerings of State-Owned and Privately-Owned Enterprises: An International Comparison by Dewenter, Kathryn L & Malatesta, Paul H [Downloadable! (restricted)]
1681-94 The Relation between Default-Free Interest Rates and Expected Economic Growth Is Stronger Than You Think by Kamara, Avraham [Downloadable! (restricted)]
1695-1706 Gaussian Estimation of Single-Factor Continuous Time Models of the Term Structure of Interest Rates by Nowman, K B [Downloadable! (restricted)]
1707-23 The Market for Equity Options in the 1870s by Kairys, Joseph P, Jr & Valerio, Nicholas, III [Downloadable! (restricted)]
1725-37 Testing Market Efficiency: Evidence from the NFL Sports Betting Market by Gray, Philip K & Gray, Stephen F [Downloadable! (restricted)]
1997, Volume 52, Issue 3 923-73 The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging by Schwartz, Eduardo S [Downloadable! (restricted)]
975-1005 Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns by Andersen, Torben G & Bollerslev, Tim [Downloadable! (restricted)]
1007-34 Do Changes in Dividends Signal the Future or the Past? by Benartzi, Shlomo & Michaely, Roni & Thaler, Richard H [Downloadable! (restricted)]
1035-58 Measuring Mutual Fund Performance with Characteristic-Based Benchmarks by Daniel, Kent, et al [Downloadable! (restricted)]
1059-85 Market Segmentation and Stock Prices: Evidence from an Emerging Market by Domowitz, Ian & Glen, Jack & Madhavan, Ananth [Downloadable! (restricted)]
1087-1129 Stock Market Efficiency and Economic Efficiency: Is There a Connection? by Dow, James & Gorton, Gary [Downloadable! (restricted)]
1131-50 Legal Determinants of External Finance by La Porta, Rafael & Florencio Lopez-de-Silanes & Andrei Shleifer & Robert W. Vishny [Downloadable! (restricted)]
1151-80 Options on Leveraged Equity: Theory and Empirical Tests by Toft, Klaus Bjerre & Prucyk, Brian [Downloadable! (restricted)]
1182-84 Public Policy and Financial Markets: Privatizing Social Security by Feldstein, Martin
1184-88 Systemic Problems in the Next Market Crash by Glauber, Robert R
1189-93 The Regulatory Agency Cost Problem by Mullins, David W, Jr
1193-98 Regulatory Issues in a Technologically Advanced World by Wallman, Steven M H
1997, Volume 52, Issue 2 449-76 Good Timing: CEO Stock Option Awards and Company News Announcements by Yermack, David [Downloadable! (restricted)]
477-505 How Much Do Taxes Discourage Incorporation? by Mackie-Mason, Jeffrey K & Gordon, Roger H [Downloadable! (restricted)]
507-29 Analyst Following of Initial Public Offerings by Rajan, Raghuram & Servaes, Henri [Downloadable! (restricted)]
531-56 Strategic Debt Service by Mella-Barral, Pierre & Perraudin, William [Downloadable! (restricted)]
557-90 Assessing Specification Errors in Stochastic Discount Factor Models by Hansen, Lars Peter & Jagannathan, Ravi [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
609-33 Are There Tax Effects in the Relative Pricing of U.S. Government Bonds? by Green, Richard C & Odegaard, Bernt A [Downloadable! (restricted)]
635-54 On Stock Market Returns and Monetary Policy by Thorbecke, Willem [Downloadable! (restricted)]
655-81 Tick Size, Share Prices, and Stock Splits by Angel, James J [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
713-35 Institutional Equity Trading Costs: NYSE versus Nasdaq by Chan, Louis K C & Lakonishok, Josef [Downloadable! (restricted)]
737-83 A Survey of Corporate Governance by Shleifer, Andrei & Vishny, Robert W [Downloadable! (restricted)]
785-98 The Valuation of Complex Derivatives by Major Investment Firms: Empirical Evidence by Bernardo, Antonio E & Cornell, Bradford [Downloadable! (restricted)]
799-826 Equilibrium Valuation of Foreign Exchange Claims by Bakshi, Gurdip S & Chen, Zhiwu [Downloadable! (restricted)]
827-40 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 [Downloadable! (restricted)]
841-57 The Implications of Equity Issuance Decisions within a Parent-Subsidiary Governance Structure by Slovin, Myron B & Sushka, Marie E [Downloadable! (restricted)]
859-74 Good News for Value Stocks: Further Evidence on Market Efficiency by La Porta, Rafael, et al [Downloadable! (restricted)]
875-83 Firm Size, Book-to-Market Ratio, and Security Returns: A Holdout Sample of Financial Firms by Barber, Brad M & Lyon, John D [Downloadable! (restricted)]
885-99 Price Limit Performance: Evidence from the Tokyo Stock Exchange by Kim, Kenneth & Rhee, S Ghon [Downloadable! (restricted)]
1997, Volume 52, Issue 1 1-33 Evidence on the Characteristics of Cross Sectional Variation in Stock Returns by Daniel, Kent & Titman, Sheridan [Downloadable! (restricted)]
35-55 The Limits of Arbitrage by Shleifer, Andrei & Vishny, Robert W [Downloadable! (restricted)]
57-82 On Persistence in Mutual Fund Performance by Carhart, Mark M [Downloadable! (restricted)]
83-109 Cash Flow and Investment: Evidence from Internal Capital Markets by Lamont, Owen [Downloadable! (restricted)]
111-33 Internal Capital Markets and the Competition for Corporate Resources by Stein, Jeremy C [Downloadable! (restricted)]
135-60 Agency Problems, Equity Ownership, and Corporate Diversification by Denis, David J & Denis, Diane K & Sarin, Atulya [Downloadable! (restricted)]
161-96 Transactions Costs and Capital Structure Choice: Evidence from Financially Distressed Firms by Gilson, Stuart C [Downloadable! (restricted)]
197-219 Equity Issuance and Adverse Selection: A Direct Test Using Conditional Stock Offers by Houston, Joel F & Ryngaert, Michael D [Downloadable! (restricted)]
221-44 Quotes, Order Flow, and Price Discovery by Blume, Marshall E & Goldstein, Michael A [Downloadable! (restricted)]
245-76 Competition and Collusion in Dealer Markets by Dutta, Prajit K & Madhavan, Ananth [Downloadable! (restricted)]
277-308 Market Orders and Market Efficiency by Brown, David P & Zhang, Zhi Ming [Downloadable! (restricted)]
309-25 Transactions Costs and Holding Periods for Common Stocks by Atkins, Allen B & Dyl, Edward A [Downloadable! (restricted)]
327-40 The Delisting Bias in CRSP Data by Shumway, Tyler [Downloadable! (restricted)]
341-52 Third Market Broker-Dealers: Cost Competitors or Cream Skimmers? by Battalio, Robert H [Downloadable! (restricted)]
353-78 Marketable Incentive Contracts and Capital Structure Relevance by Garvey, Gerald T [Downloadable! (restricted)]
379-96 The Pricing of Initial Public Offers of Corporate Straight Debt by Datta, Sudip & Iskandar-Datta, Mai & Patel, Ajay [Downloadable! (restricted)]
397-408 Dividends, Taxes, and Signaling: Evidence from Germany by Amihud, Yakov & Murgia, Maurizio [Downloadable! (restricted)]
409-30 Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates by Miltersen, Kristian R & Sandmann, Klaus & Sondermann, Dieter [Downloadable! (restricted)]
1996, Volume 51, Issue 5 1573-1610 General Properties of Option Prices by Bergman, Yaacov Z & Grundy, Bruce D & Wiener, Zvi [Downloadable! (restricted)]
1611-32 Recovering Probability Distributions from Option Prices by Jackwerth, Jens Carsten & Rubinstein, Mark [Downloadable! (restricted)]
1633-52 A Simple Nonparametric Approach to Derivative Security Valuation by Stutzer, Michael [Downloadable! (restricted)]
1653-79 The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets by Grenadier, Steven R [Downloadable! (restricted)]
1681-1713 Momentum Strategies by Chan, Louis K C & Jegadeesh, Narasimhan & Lakonishok, Josef [Downloadable! (restricted)]
1715-42 Expectations and the Cross-Section of Stock Returns by La Porta, Rafael [Downloadable! (restricted)]
1743-63 Measuring International Economic Linkages with Stock Market Data by Ammer, John & Mei, Jianping [Downloadable! (restricted)]
1765-90 Transparency and Liquidity: A Study of Block Trades on the London Stock Exchange under Different Publication Rules by Gemmill, Gordon [Downloadable! (restricted)]
1791-1808 Quotes, Prices, and Estimates in a Laboratory Market by Bloomfield, Robert [Downloadable! (restricted)]
1809-33 The Determinants of the Maturity of Corporate Debt Issues by Guedes, Jose & Opler, Tim [Downloadable! (restricted)]
1835-61 Limit Order Trading by Handa, Puneet & Schwartz, Robert A [Downloadable! (restricted)]
1863-89 Bank Information Monopolies and the Mix of Private and Public Debt Claims by Houston, Joel & James, Christopher [Downloadable! (restricted)]
1891-1908 Tests of the Relations among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model by He, Jia, et al [Downloadable! (restricted)]
1909-30 An Anatomy of the "S&P Game": The Effects of Changing the Rules by Beneish, Messod D & Whaley, Robert E [Downloadable! (restricted)]
1931-46 The Wealth Effects of Bank Financing Announcements in Highly Leveraged Transactions by Kracaw, William A & Zenner, Marc [Downloadable! (restricted)]
1947-58 The CAPM Is Wanted, Dead or Alive by Fama, Eugene F & French, Kenneth R [Downloadable! (restricted)]
1959-70 Long-Term Market Overreaction: The Effect of Low-Priced Stocks by Loughran, Tim & Ritter, Jay R [Downloadable! (restricted)]
1996, Volume 51, Issue 4 1097-1137 Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry by Tufano, Peter [Downloadable! (restricted)]
1139-74 The Capital Budgeting Process: Incentives and Information by Harris, Milton & Raviv, Artur [Downloadable! (restricted)]
1175-1200 Bustup Takeovers of Value-Destroying Diversified Firms by Berger, Philip G & Ofek, Eli [Downloadable! (restricted)]
1201-25 The Value of Diversification during the Conglomerate Merger Wave by Servaes, Henri [Downloadable! (restricted)]
1227-46 The Method of Payment in Corporate Acquisitions, Investment Opportunities, and Management Ownership by Martin, Kenneth J [Downloadable! (restricted)]
1247-83 Tax-Exempt Debt and the Capital Structure of Nonprofit Organizations: An Application to Hospitals by Wedig, Gerard J & Hassan, Mahmud & Morrisey, Michael A [Downloadable! (restricted)]
1285-1319 Regulatory Incentives and the Thrift Crisis: Dividends, Mutual-to-Stock Conversions, and Financial Distress by Kroszner, Randall S & Strahan, Philip E [Downloadable! (restricted)]
1321-46 Impact of the 1988 Basle Accord on International Banks by Wagster, John D [Downloadable! (restricted)]
1347-77 Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983-1991 by Flannery, Mark J & Sorescu, Sorin M [Downloadable! (restricted)]
1379-1403 Equilibrium Analysis of Portfolio Insurance by Grossman, Sanford J & Zhou, Zhongquan [Downloadable! (restricted)]
1405-36 Liquidity, Information, and Infrequently Traded Stocks by Easley, David, et al [Downloadable! (restricted)]
1437-78 Strategic Trading When Agents Forecast the Forecasts of Others by Foster, F Douglas & Viswanathan, S [Downloadable! (restricted)]
1479-97 Decision Frequency and Synchronization across Agents: Implications for Aggregate Consumption and Equity Return by Lynch, Anthony W [Downloadable! (restricted)]
1499-1522 Relative Pricing of Eurodollar Features and Forward Contracts by Grinblatt, Mark & Jegadeesh, Narasimhan [Downloadable! (restricted)]
1523-35 Earnings Announcements and the Components of the Bid-Ask Spread by Krinsky, Itzhak & Lee, Jason [Downloadable! (restricted)]
1537-50 Noise Trading in Small Markets by Palomino, Frederic [Downloadable! (restricted)]
1551-54 Evidence of Discrimination in Lending: An Extension by Shaffer, Sherrill [Downloadable! (restricted)]
1996, Volume 51, Issue 3 783-810 Another Puzzle: The Growth in Activity Managed Mutual Funds by Gruber, Martin J [Downloadable! (restricted)]
811-33 Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow by Easley, David & Kiefer, Nicholas M & O'Hara, Maureen [Downloadable! (restricted)]
835-69 Diversification, Integration and Emerging Market Closed-End Funds by Bekaert, Geert & Urias, Michael S [Downloadable! (restricted)]
871-88 Investment Policy and Exit-Exchange Offers within Financially Distressed Firms by Bernardo, Antonio E & Talley, Eric L [Downloadable! (restricted)]
889-919 Delayed Reaction to Good News and the Cross-Autocorrelation of Portfolio Returns by McQueen, Grant & Pinegar, Michael & Thorley, Steven [Downloadable! (restricted)]
921-49 Swap Rates and Credit Quality by Duffie, Darrell & Huang, Ming [Downloadable! (restricted)]
951-86 Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements by Karolyi, G Andrew & Stulz, Rene M [Downloadable! (restricted)]
987-1019 Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads by Leland, Hayne E & Toft, Klaus Bjerre [Downloadable! (restricted)]
1996, Volume 51, Issue 2 385-424 On the Predictability of Stock Returns: An Asset-Allocation Perspective by Kandel, Shmuel & Stambaugh, Robert F [Downloadable! (restricted)]
425-61 Measuring Fund Strategy and Performance in Changing Economic Conditions by Ferson, Wayne E & Schadt, Rudi W [Downloadable! (restricted)]
463-91 Oil and the Stock Markets by Jones, Charles M & Kaul, Gautam [Downloadable! (restricted)]
493-526 Special Repo Rates by Duffie, Darrell [Downloadable! (restricted)]
527-51 Idiosyncratic Variation of Treasury Bill Yields by Duffee, Gregory R [Downloadable! (restricted)]
553-78 Non-fundamental Speculation by Madrigal, Vicente [Downloadable! (restricted)]
579-611 Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading by Pagano, Marco & Roell, Ailsa [Downloadable! (restricted)]
613-36 Call and Continuous Trading Mechanisms under Asymmetric Information: An Experimental Investigation by Schnitzlein, Charles R [Downloadable! (restricted)]
637-60 Asymmetric Information, Managerial Opportunism, Financing, and Payout Policies by Noe, Thomas H & Rebello, Michael J [Downloadable! (restricted)]
661-89 Dividends and Profits: Some Unsubtle Foreign Influences by Hines, James R, Jr [Downloadable! (restricted)]
691-709 A Theory of Corporate Scope and Financial Structure by Li, David D & Li, Shan [Downloadable! (restricted)]
711-27 Bank Debt Restructurings and the Composition of Exchange Offers in Financial Distress by James, Christopher [Downloadable! (restricted)]
729-49 An Empirical Investigation of Short-Selling Activity Prior to Seasoned Equity Offerings by Safieddine, Assem & Wilhelm, William J, Jr [Downloadable! (restricted)]
751-62 Robust Structure without Predictability: The "Compass Rose" Pattern of the Stock Market by Crack, Timothy Falcon & Ledoit, Olivier [Downloadable! (restricted)]
1996, Volume 51, Issue 1 3-53 The Conditional CAPM and the Cross-Section of Expected Returns by Jagannathan, Ravi & Wang, Zhenyu [Downloadable! (restricted)]
55-84 Multifactor Explanations of Asset Pricing Anomalies by Fama, Eugene F & French, Kenneth R [Downloadable! (restricted)]
85-110 Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry by Brown, Keith C & Harlow, W V & Starks, Laura T [Downloadable! (restricted)]
111-35 Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings by Falkenstein, Eric G [Downloadable! (restricted)]
137-67 Do Brokerage Analysts' Recommendations Have Investment Value? by Womack, Kent L [Downloadable! (restricted)]
169-204 Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility by Andersen, Torben G [Downloadable! (restricted)]
205-25 Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis by Kandel, Shmuel & Ofer, Aharon R & Sarig, Oded [Downloadable! (restricted)]
227-52 Shareholder Activism by Institutional Investors: Evidence for CalPERS by Smith, Michael P [Downloadable! (restricted)]
253-78 Is There a Window of Opportunity for Seasoned Equity Issuance? by Bayless, Mark & Chaplinsky, Susan [Downloadable! (restricted)]
279-324 Capital Requirements, Monetary Policy, and Aggregate Bank Lending: Theory and Empirical Evidence by Thakor, Anjan V [Downloadable! (restricted)]
325-43 Volatility in Wheat Spot and Futures Markets, 1950-1993: Government Farm Programs, Seasonality, and Causality by Crain, Susan J & Lee, Jae Ha [Downloadable! (restricted)]
345-61 Does Money Explain Asset Returns? Theory and Empirical Analysis by Chan, K C & Foresi, Silverio & Lang, Larry H P [Downloadable! (restricted)]
363-80 Determinants of Contract Choice: The Use of Warrants to Compensate Underwriters of Seasoned Equity Issues by Ng, Chee K & Smith, Richard L [Downloadable! (restricted)]
381-82 A Simple Measure of Price Adjustment Coefficients: A Correction by Brisley, Neil & Theobald, Michael [Downloadable! (restricted)]
1995, Volume 50, Issue 5 1359-70 Fischer Black by Scholes, Myron S [Downloadable! (restricted)]
1371-76 Interest Rates as Options by Black, Fischer [Downloadable! (restricted)]
1377-1420 Corporate Control, Portfolio Choice, and the Decline of Banking by Gorton, Gary & Rosen, Richard [Downloadable! (restricted)]
1421-60 What Do We Know about Capital Structure? Some Evidence from International Data by Rajan, Raghuram G & Zingales, Luigi [Downloadable! (restricted)]
1461-89 Optimal Investment, Monitoring, and the Staging of Venture Capital by Gompers, Paul A [Downloadable! (restricted)]
1491-1515 Initial Shareholdings and Overbidding in Takeover Contests by Burkart, Mike [Downloadable! (restricted)]
1517-45 Backwardation in Oil Futures Markets: Theory and Empirical Evidence by Litzenberger, Robert H & Rabinowitz, Nir [Downloadable! (restricted)]
1547-74 The Long-Run Negative Drift of Post-listing Stock Returns by Dharan, Bala G & Ikenberry, David L [Downloadable! (restricted)]
1575-1603 Good News, Bad News, Volatility, and Betas by Braun, Phillip A & Nelson, Daniel B & Sunier, Alain M [Downloadable! (restricted)]
1605-34 The Errors in the Variables Problem in the Cross-Section of Expected Stock Returns by Kim, Dongcheol [Downloadable! (restricted)]
1635-53 The Allocation of Informed Trading across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements by Mayhew, Stewart & Sarin, Atulya & Shastri, Kuldeep [Downloadable! (restricted)]
1655-89 An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse by Biais, Bruno & Hillion, Pierre & Spatt, Chester [Downloadable! (restricted)]
1691-1717 Finance Research Productivity and Influence by Borokhovich, Kenneth A, et al [Downloadable! (restricted)]
1719-34 Does the Liquidity of a Debt Issue Increase with Its Size? Evidence from the Corporate Bond and Medium-Term Note Markets by Crabbe, Leland E & Turner, Christopher M [Downloadable! (restricted)]
1735-46 Fairly Priced Deposit Insurance and Bank Charter Policy by Craine, Roger [Downloadable! (restricted)]
1747-66 Asset Price Dynamics and Infrequent Feedback Trades by Balduzzi, Pierluigi & Bertola, Giuseppe & Foresi, Silverio [Downloadable! (restricted)]
1767-74 How Much Can Marketability Affect Security Values? by Longstaff, Francis A [Downloadable! (restricted)]
1995, Volume 50, Issue 4 1029-57 Performance Changes Following Top Management Dismissals by Denis, David J & Denis, Diane K [Downloadable! (restricted)]
1059-93 The Valuation of Cash Flow Forecasts: An Empirical Analysis by Kaplan, Steven N & Ruback, Richard S [Downloadable! (restricted)]
1095-1112 Do LBO Supermarkets Charge More? An Empirical Analysis of the Effects of LBOs on Supermarket Pricing by Chevalier, Judith A [Downloadable! (restricted)]
1113-46 Covenants and Collateral as Incentives to Monitor by Rajan, Raghuram & Winton, Andrew [Downloadable! (restricted)]
1147-74 The Behavior of Stock Prices around Institutional Trades by Chan, Louis K C & Lakonishok, Josef [Downloadable! (restricted)]
1175-99 One Security, Many Markets: Determining the Contributions to Price Discovery by Hasbrouck, Joel [Downloadable! (restricted)]
1201-28 Predictability of Stock Returns: Robustness and Economic Significance by Pesaran, M Hashem & Timmermann, Allan [Downloadable! (restricted)]
1229-56 Fundamental Economic Variables, Expected Returns, and Bond Fund Performance by Elton, Edwin J & Gruber, Martin J & Blake, Christopher R [Downloadable! (restricted)]
1257-73 An Analysis of the Recommendations of the "Superstar" Money Managers at Barron's Annual Roundtable by Desai, Hemang & Jain, Prem C [Downloadable! (restricted)]
1275-89 Convertible Bonds Are Not Called Late by Asquith, Paul [Downloadable! (restricted)]
1291-1308 Do Managerial Motives Influence Firm Risk Reduction Strategies? by May, Don O [Downloadable! (restricted)]
1309-19 The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity by Sercu, Piet & Uppal, Raman & Van Hulle, Cynthia [Downloadable! (restricted)]
1321-29 Explaining Forward Exchange Bias . . . Intraday by Lyons, Richard K & Rose, Andrew K [Downloadable! (restricted)]
1995, Volume 50, Issue 3 773-87 Dynamic Asset Allocation and the Informational Efficiency of Markets by Grossman, Sanford J [Downloadable! (restricted)]
789-819 A Simple Approach to Valuing Risky Fixed and Floating Rate Debt by Longstaff, Francis A & Schwartz, Eduardo S [Downloadable! (restricted)]
821-51 Capital Requirements for Securities Firms by Dimson, Elroy & Marsh, Paul [Downloadable! (restricted)]
853-73 Survival by Brown, Stephen J & Goetzmann, William N & Ross, Stephen A [Downloadable! (restricted)]
875-97 Ex-day Behavior: Tax or Short-Term Trading Effects by Lasfer, M Ameziane [Downloadable! (restricted)]
899-917 The Priority Structure of Corporate Liabilities by Barclay, Michael J & Smith, Clifford W, Jr [Downloadable! (restricted)]
919-40 Managers of Financially Distressed Firms: Villains or Scapegoats? by Khanna, Naveen & Poulsen, Annette B [Downloadable! (restricted)]
1995, Volume 50, Issue 2 403-44 Time-Varying World Market Integration by Bekaert, Geert & Harvey, Campbell R [Downloadable! (restricted)]
445-79 The World Price of Foreign Exchange Risk by Dumas, Bernard & Solnik, Bruno [Downloadable! (restricted)]
481-506 Time-Varying Expected Returns in International Bond Markets by Ilmanen, Antti [Downloadable! (restricted)]
507-28 Predicting Volatility in the Foreign Exchange Market by Jorion, Philippe [Downloadable! (restricted)]
529-47 Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options by Campa, Jose Manuel & Chang, P H Kevin [Downloadable! (restricted)]
549-72 Returns from Investing in Equity Mutual Funds 1971 to 1991 by Malkiel, Burton G [Downloadable! (restricted)]
573-608 Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift? by Michaely, Roni & Thaler, Richard H & Womack, Kent L [Downloadable! (restricted)]
609-31 The Maturity Structure of Corporate Debt by Barclay, Michael J & Smith, Clifford W, Jr [Downloadable! (restricted)]
633-59 Debt Financing under Asymmetric Information by Goswami, Gautam & Noe, Thomas H & Rebello, Michael J [Downloadable! (restricted)]
661-78 Did J. P. Morgan's Men Add Liquidity? Corporate Investment, Cash Flow, and Financial Structure at the Turn of the Twentieth Century by Ramirez, Carlos D [Downloadable! (restricted)]
679-98 Performance Persistence by Brown, Stephen J & Goetzmann, William N [Downloadable! (restricted)]
699-718 The Effect of Lender Identity on a Borrowing Firm's Equity Return by Billett, Matthew T & Flannery, Mark J & Garfinkel, Jon A [Downloadable! (restricted)]
719-37 Lattice Models for Pricing American Interest Rate Claims by Li, Anlong & Ritchken, Peter & Sankarasubramanian, L [Downloadable! (restricted)]
739-48 What Constitutes Evidence of Discrimination in Lending? by Ferguson, Michael F & Peters, Stephen R [Downloadable! (restricted)]
1995, Volume 50, Issue 1 3-21 Postbankruptcy Performance and Management Turnover by Hotchkiss, Edith Shwalb [Downloadable! (restricted)]
23-51 The New Issues Puzzle by Loughran, Tim & Ritter, Jay R [Downloadable! (restricted)]
53-85 Pricing Derivatives on Financial Securities Subject to Credit Risk by Jarrow, Robert A & Turnbull, Stuart M [Downloadable! (restricted)]
87-129 Implementing Option Pricing Models When Asset Returns Are Predictable by Lo, Andrew W & Wang, Jiang [Downloadable! (restricted)]
131-55 Size and Book-to-Market Factors in Earnings and Returns by Fama, Eugene F & French, Kenneth R [Downloadable! (restricted)]
157-84 Portfolio Inefficiency and the Cross-Section of Expected Returns by Kandel, Shmuel & Stambaugh, Robert F [Downloadable! (restricted)]
185-224 Another Look at the Cross-Section of Expected Stock Returns by Kothari, S P & Shanken, Jay & Sloan, Richard G [Downloadable! (restricted)]
225-53 Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? by Evans, Martin D D & Lewis, Karen K [Downloadable! (restricted)]
255-79 Trading Behavior and the Unbiasedness of the Market Reaction to Dividend Announcements by Bajaj, Mukesh & Vijh, Anand M [Downloadable! (restricted)]
281-300 Stock Volatility and the Levels of the Basis and Open Interest in Future Contracts by Chen, Nai-Fu & Cuny, Charles J & Haugen, Robert A [Downloadable! (restricted)]
301-18 Venture Capitalists and the Oversight of Private Firms by Lerner, Josh [Downloadable! (restricted)]
0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 |14 |15 |16 |17 |18 |19 Access
and download statistics
Did you know? RePEc also has a blog .
This page was last updated on 2008-11-26.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .