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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 |20
1993, Volume 48, Issue 2
663-79 Testing the Predictive Power of Dividend Yields by Goetzmann, William Nelson & Jorion, Philippe [Downloadable! (restricted)]
681-96 Calls of Warrants: Timing and Market Reaction by Schultz, Paul [Downloadable! (restricted)]
697-718 Information, Ownership Structure, and Shareholder Voting: Evidence from Shareholder-Sponsored Corporate Governance Proposals by Gordon, Lilli A & Pound, John [Downloadable! (restricted)]
719-29 Do Short-Term Objectives Lead to Under- or Overinvestment in Long-Term Projects? by Bebchuk, Lucian Arye & Stole, Lars A [Downloadable! (restricted)]
731-45 The Strategic Role of Debt in Takeover Contests by Chowdhry, Bhagwan & Nanda, Vikram [Downloadable! (restricted)]
747-60 Disagreements among Shareholders over a Firm's Disclosure Policy by Kim, Oliver [Downloadable! (restricted)]
761-77 Options, Short Sales, and Market Completeness by Figlewski, Stephen & Webb, Gwendolyn P [Downloadable! (restricted)]
779-89 A Reexamination of Traditional Hypotheses about the Term Structure: A Comment by McCulloch, J Huston [Downloadable! (restricted)]
791-93 Spanning with Short-Selling Restrictions by Raab, Martin & Schwager, Robert [Downloadable! (restricted)]
795-800 Are the Discounts on Closed-End Funds a Sentiment Index? by Chen, Nai-fu & Kan, Raymond & Miller, Merton H [Downloadable! (restricted)]
801-808 Yes, Discounts on Closed-End Funds Are a Sentiment Index by Chopra, Navin, et al [Downloadable! (restricted)]
809-10 Are the Discounts on Closed-End Funds a Sentiment Index? A Rejoinder by Chen, Nai-fu & Kan, Raymond & Miller, Merton H [Downloadable! (restricted)]
811-12 Yes, Discounts on Closed-End Funds Are a Sentiment Index: Summing Up by Chopra, Navin, et al, [Downloadable! (restricted)]
1993, Volume 48, Issue 1 3-37 What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns by Campbell, John Y & Ammer, John [Downloadable! (restricted)]
39-63 Long-Term Market Overreaction or Biases in Computed Returns? by Conrad, Jennifer & Kaul, Gautam [Downloadable! (restricted)]
65-91 Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency by Jegadeesh, Narasimhan & Titman, Sheridan [Downloadable! (restricted)]
93-130 Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 by Hendricks, Darryll & Patel, Jayendu & Zeckhauser, Richard [Downloadable! (restricted)]
131-56 General Tests of Latent Variable Models and Mean-Variance Spanning by Ferson, Wayne E & Foerster, Stephen R & Keim, Donald B [Downloadable! (restricted)]
157-85 Price Information and Equilibrium Liquidity in Fragmented and Centralized Markets by Biais, Bruno [Downloadable! (restricted)]
187-211 Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models by Foster, F Douglas & Viswanathan, S [Downloadable! (restricted)]
213-45 Trading and Manipulation around Seasoned Equity Offerings by Gerard, Bruno & Nanda, Vikram [Downloadable! (restricted)]
247-66 The Value of Bank Durability: Borrowers as Bank Stakeholders by Slovin, Myron B & Sushka, Marie E & Polonchek, John A [Downloadable! (restricted)]
267-84 On the Determinants of Corporate Hedging by Nance, Deana R & Smith, Clifford W, Jr & Smithson, Charles W [Downloadable! (restricted)]
285-304 The Pricing of Initial Public Offerings: A Dynamic Model with Information Production by Chemmanur, Thomas J [Downloadable! (restricted)]
305-14 The Valuation Effects of Warrant Extensions by Howe, John S & Wei, Peihwang [Downloadable! (restricted)]
315-29 Liquidity, Reconstitution, and the Value of U.S. Treasury Strips by Daves, Phillip R & Ehrhardt, Michael C [Downloadable! (restricted)]
331-44 Tax-Induced Intra-Year Patterns in Bonds Yields by Hochman, Shalom J & Palmon, Oded & Tang, Alex P [Downloadable! (restricted)]
345-62 Defaults of Original Issue High-Yield Convertible Bonds by Rosengren, Eric S [Downloadable! (restricted)]
363-85 Value of Latent Information: Alternative Event Study Methods by Acharya, Sankarshan [Downloadable! (restricted)]
387-400 A Simple Measure of Price Adjustment Coefficients by Damodaran, Aswath [Downloadable! (restricted)]
1992, Volume 47, Issue 5 1661-99 An Empirical Analysis of Illegal Insider Trading by Meulbroek, Lisa K [Downloadable! (restricted)]
1701-30 Stock Returns, Real Activity, and the Trust Question by Bittlingmayer, George [Downloadable! (restricted)]
1731-64 Simple Technical Trading Rules and the Stochastic Properties of Stock Returns by Brock, William & Lakonishok, Josef & LeBaron, Blake [Downloadable! (restricted)]
1765-84 Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close by Gerety, Mason S & Mulherin, J Harold [Downloadable! (restricted)]
1785-809 When Will Mean-Variance Efficient Portfolios Be Well Diversified? by Green, Richard C & Hollifield, Burton [Downloadable! (restricted)]
1811-36 Reputation and Performance among Security Analysts by Stickel, Scott E [Downloadable! (restricted)]
1837-63 Dividends and Losses by DeAngelo, Harry & DeAngelo, Linda & Skinner, Douglas J [Downloadable! (restricted)]
1865-85 Relationship-Specific Assets and the Pricing of Underwriter Services by James, Christopher [Downloadable! (restricted)]
1887-904 Measuring the Agency Cost of Debt by Mello, Antonio S & Parsons, John E [Downloadable! (restricted)]
1905-34 Insider Trading in Financial Signaling Models by Bagnoli, Mark & Khanna, Naveen [Downloadable! (restricted)]
1935-45 The Intra-industry Transfer of Information Inferred from Announcements of Corporate Security Offerings by Szewczyk, Samuel H [Downloadable! (restricted)]
1947-61 Managers' Trading around Stock Repurchases by Lee, D Scott & Mikkelson, Wayne H & Partch, M Megan [Downloadable! (restricted)]
1963-75 One-Time Cash Flow Announcements and Free Cash-Flow Theory: Share Repurchases and Special Dividends by Howe, Keith M & He, Jia & Kao, G Wenchi [Downloadable! (restricted)]
1977-84 The Persistence of Mutual Fund Performance by Grinblatt, Mark & Titman, Sheridan [Downloadable! (restricted)]
1985-97 Stock Price Dynamics and Firm Size: An Empirical Investigation by Cheung, Yin-Wong & Ng, Lilian K [Downloadable! (restricted)]
1999-2014 Seasonalities in NYSE Bid-Ask Spreads and Stock Returns in January by Clark, Robert A & McConnell, John J & Singh, Manoj [Downloadable! (restricted)]
2015-34 Futures-Trading Activity and Stock Price Volatility by Bessembinder, Hendrik & Seguin, Paul J [Downloadable! (restricted)]
2035-54 Additional Evidence on Integration in the Canadian Stock Market by Mittoo, Usha R [Downloadable! (restricted)]
2055-70 More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm-Specific Variables for Cross-Sectional Studies by Chandra, Ramesh & Balachandran, Bala V [Downloadable! (restricted)]
1992, Volume 47, Issue 4 1259-82 Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model by Longstaff, Francis A & Schwartz, Eduardo S [Downloadable! (restricted)]
1283-302 Arbitrage with Holding Costs: A Utility-Based Approach by Tuckman, Bruce & Vila, Jean-Luc [Downloadable! (restricted)]
1303-14 Reference Variables, Factor Structure, and the Approximate Multibeta Representation by Reisman, Haim [Downloadable! (restricted)]
1315-42 Inflation and Asset Returns in a Monetary Economy by Marshall, David A [Downloadable! (restricted)]
1343-66 Liquidation Values and Debt Capacity: A Market Equilibrium Approach by Shleifer, Andrei & Vishny, Robert W [Downloadable! (restricted)]
1367-400 Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt by Rajan, Raghuram G [Downloadable! (restricted)]
1401-23 Why Hang on to Losers? Divestitures and Takeovers by Boot, Arnoud W A [Downloadable! (restricted)]
1425-60 Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data by Whited, Toni M [Downloadable! (restricted)]
1461-84 Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation by Froot, Kenneth A & Scharftstein, David S & Stein, Jeremy C [Downloadable! (restricted)]
1485-502 Futures Manipulation with "Cash Settlement." by Kumar, Praveen & Seppi, Duane J [Downloadable! (restricted)]
1503-16 Interest Rate Swaps and Corporate Financing Choices by Titman, Sheridan [Downloadable! (restricted)]
1517-36 Common Stock Offerings and Earnings Expectations: A Test of the Release of Unfavorable Information by Brous, Peter Alan [Downloadable! (restricted)]
1537-55 Underwriter Compensation and Corporate Monitoring by Hansen, Robert S & Torregrosa, Paul [Downloadable! (restricted)]
1557-68 Debt Financing and Tax Status: Tests of the Substitution Effect and the Tax Exhaustion Hypothesis Using Firms' Responses to the Economic Recovery Tax Act of 1981 by Trezevant, Robert [Downloadable! (restricted)]
1569-74 The Current State of the Arbitrage Pricing Theory by Shanken, Jay [Downloadable! (restricted)]
1575-90 Information, Asset Prices, and the Volume of Trade by Huffman, Gregory W [Downloadable! (restricted)]
1591-603 Causal Relations among Stock Returns, Interest Rates, Real Activity, and Inflation by Lee, Bong-Soo [Downloadable! (restricted)]
1605-21 The Post-merger Performance of Acquiring Firms: A Re-examination of an Anomaly by Agrawal, Anup & Jaffe, Jeffrey F & Mandelker, Gershon N [Downloadable! (restricted)]
1623-40 Dividend Surprises Inferred from Option and Stock Prices by Bar-Yosef, Sasson & Sarig, Oded H [Downloadable! (restricted)]
1992, Volume 47, Issue 3 831-50 Swaps: Plain and Fanciful by Litzenberger, Robert H [Downloadable! (restricted)]
851-77 One Market? Stocks, Futures, and Options during October 1987 by Kleidon, Allan W & Whaley, Robert E [Downloadable! (restricted)]
879-89 The Behavior of Option Price around Large Block Transactions in the Underlying Security by Kumar, Raman & Sarin, Atulya & Shastri, Kuldeep [Downloadable! (restricted)]
891-917 The Voluntary Restructuring of Large Firms in Response to Performance Decline by John, Kose & Lang, Larry H P & Netter, Jeffry [Downloadable! (restricted)]
919-41 The 1985 Ohio Thrift Crisis, the FSLIC's Solvency, and Rate Contagion for Retail CDs by Cooperman, Elizabeth S & Lee, Winson B & Wolfe, Glenn A [Downloadable! (restricted)]
943-80 Does the Bond Market Predict Bankruptcy Settlements? by Eberhart, Allan C & Sweeney, Richard J [Downloadable! (restricted)]
981-1004 Sovereign Debt: Optimal Contract, Underinvestment, and Forgiveness by Schwartz, Eduardo S & Zurita, Salvador [Downloadable! (restricted)]
1005-29 Mergers and the Value of Antitrust Deterrence by Eckbo, B Espen [Downloadable! (restricted)]
1031-59 The Reaction of Investors and Stock Prices to Insider Trading by Cornell, Bradford & Sirri, Erik R [Downloadable! (restricted)]
1061-79 Management Buyout Proposals and Inside Information by Lee, D Scott [Downloadable! (restricted)]
1081-119 Beatrice: A Study in the Creation and Destruction of Value by Baker, George P [Downloadable! (restricted)]
1121-40 The Structure of Corporate Ownership in Japan by Prowse, Stephen D [Downloadable! (restricted)]
1141-58 Capital Structure as an Optimal Contract between Employees and Investors by Chang, Chun [Downloadable! (restricted)]
1159-80 Can Capital Income Taxes Survive in Open Economies? by Gordon, Roger H [Downloadable! (restricted)]
1181-207 Tests of Analysts' Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior by Abarbanell, Jeffrey S & Bernard, Victor L [Downloadable! (restricted)]
1209-27 An Empirical Comparison of Alternative Models of the Short-Term Interest Rate by Chan, K C, et al [Downloadable! (restricted)]
1992, Volume 47, Issue 2 427-65 The Cross-Section of Expected Stock Returns by Fama, Eugene F & French, Kenneth R [Downloadable! (restricted)]
467-509 Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets by Bekaert, Geert & Hodrick, Robert J [Downloadable! (restricted)]
511-52 Seasonality and Consumption-Based Asset Pricing by Ferson, Wayne E & Harvey, Campbell R [Downloadable! (restricted)]
553-75 The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias by Bhardwaj, Ravinder K & Brooks, LeRoy D [Downloadable! (restricted)]
576-605 Time and the Process of Security Price Adjustment by Easley, David & O'Hara, Maureen
607-41 Trading Mechanisms in Securities Markets by Madhavan, Ananth [Downloadable! (restricted)]
643-71 Dual Trading in Futures Markets by Fishman, Michael J & Longstaff, Francis A [Downloadable! (restricted)]
673-94 Optimal Contracting and Insider Trading Restrictions by Fischer, Paul E [Downloadable! (restricted)]
695-732 Sequential Sales, Learning, and Cascades by Welch, Ivo [Downloadable! (restricted)]
733-52 The Effect of Bond Rating Agency Announcements on Bond and Stock Prices by Hand, John R M & Holthausen, Robert W & Leftwich, Richard W [Downloadable! (restricted)]
753-64 An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks by McInish, Thomas H & Wood, Robert A [Downloadable! (restricted)]
765-79 Market Making in the Options Markets and the Costs of Discrete Hedge Rebalancing by Jameson, Mel & Wilhelm, William [Downloadable! (restricted)]
781-90 The Pricing of Best Efforts New Issues by Sherman, Ann Guenther [Downloadable! (restricted)]
791-808 Positive Prices in CAPM by Nielsen, Lars Tyge [Downloadable! (restricted)]
809-16 A Simple and Numerically Efficient Valuation Method for American Puts Using a Modified Geske-Johnson Approach by Bunch, David S & Johnson, Herb [Downloadable! (restricted)]
1992, Volume 47, Issue 1 3-41 Industrial Structure and the Comparative Behavior of International Stock Market Indices by Roll, Richard [Downloadable! (restricted)]
43-69 Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration by Campbell, John Y & Hamao, Yasushi [Downloadable! (restricted)]
71-105 Dutch Auction Repurchases: An Analysis of Shareholder Heterogeneity by Bagwell, Laurie Simon [Downloadable! (restricted)]
107-38 The Success of Acquisitions: Evidence from Divestitures by Kaplan, Steven N & Weisbach, Michael S [Downloadable! (restricted)]
139-67 LBOs, Reversions and Implicit Contracts by Ippolito, Richard A & James, William H [Downloadable! (restricted)]
169-200 Accounts Receivable Management Policy: Theory and Evidence by Mian, Shehzad L & Smith, Clifford W, Jr [Downloadable! (restricted)]
201-25 Corporate Dividends and Seasoned Equity Issues: An Empirical Investigation by Loderer, Claudio F & Mauer, David C [Downloadable! (restricted)]
227-45 Is Fairly Priced Deposit Insurance Possible? by Chan, Yuk-Shee & Greenbaum, Stuart I & Thakor, Anjan V [Downloadable! (restricted)]
247-70 Long-Lived Private Information and Imperfect Competition by Holden, Craig W & Subrahmanyam, Avanidhar [Downloadable! (restricted)]
271-93 Option Replication in Discrete Time with Transaction Costs by Boyle, Phelim P & Vorst, Ton [Downloadable! (restricted)]
295-329 Publish or Perish: What the Competition Is Really Doing by Zivney, Terry L & Bertin, William J [Downloadable! (restricted)]
331-47 An Option-Theoretic Approach to the Valuation of Dividend Reinvestment and Voluntary Purchase Plans by Dammon, Robert M & Spatt, Chester S [Downloadable! (restricted)]
349-62 Bankruptcy and Insider Trading: Differences between Exchange-Listed and OTC Firms by Gosnell, Thomas & Keown, Arthur J & Pinkerton, John M [Downloadable! (restricted)]
363-79 Intra-day Arbitrage Opportunities in Foreign Exchange and Eurocurrency Markets by Rhee, S Ghon & Chang, Rosita P [Downloadable! (restricted)]
381-96 A Comparison of Forward and Futures Prices of an Interest Rate-Sensitive Financial Asset by Meulbroek, Lisa [Downloadable! (restricted)]
397-405 Transformed Securities and Alternative Factor Structures by Huang, Roger D & Jo, Hoje [Downloadable! (restricted)]
1991, Volume 46, Issue 5 1575-617 Efficient Capital Markets: II by Fama, Eugene F [Downloadable! (restricted)]
1619-43 Debt, Agency Costs, and Industry Equilibrium by Maksimovic, Vojislav & Zechner, Josef [Downloadable! (restricted)]
1645-63 Optimal Financial Instruments by Zender, Jaime F [Downloadable! (restricted)]
1665-91 Stock Prices and the Supply of Information by Brennan, Michael J & Hughes, Patricia J [Downloadable! (restricted)]
1693-715 The Effect of Business Risk on Corporate Capital Structure: Theory and Evidence by Kale, Jayant R & Noe, Thomas H & Ramirez, Gabriel G [Downloadable! (restricted)]
1717-37 On the Good News in Equity Carve-Outs by Nanda, Vikram [Downloadable! (restricted)]
1739-64 Fundamentals and Stock Returns in Japan by Chan, Louis K C & Hamao, Yasushi & Lakonishok, Josef [Downloadable! (restricted)]
1765-89 Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market by Amihud, Yakov & Mendelson, Haim [Downloadable! (restricted)]
1791-809 A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability by Chung, Y Peter [Downloadable! (restricted)]
1811-38 Dynamic Stock Markets with Multiple Assets: An Experimental Analysis by O'Brien, John & Srivastava, Sanjay [Downloadable! (restricted)]
1839-77 Chaos and Nonlinear Dynamics: Application to Financial Markets by Hsieh, David A [Downloadable! (restricted)]
1879-92 The Pricing of Default-Free Interest Rate Cap, Floor, and Collar Agreements by Briys, Eric & Crouhy, Michel & Schobel, Rainer [Downloadable! (restricted)]
1893-907 Path Dependent Options: The Case of Lookback Options by Conze, Antoine & Viswanathan [Downloadable! (restricted)]
1909-24 New Evidence on the January Effect before Personal Income Taxes by Jones, Steven L & Lee, Winson & Apenbrink, Rudolf [Downloadable! (restricted)]
1925-32 The Valuation Effects of Private Placements of Convertible Debt by Fields, L Paige & Mais, Eric L [Downloadable! (restricted)]
1933-36 A Tax-Induced Clientele for Index-Linked Bonds: A Comment by Knoll, Michael S [Downloadable! (restricted)]
1991, Volume 46, Issue 4 1189-1222 A Theory of Workouts and the Effects of Reorganization Law by Gertner, Robert & Scharfstein, David [Downloadable! (restricted)]
1223-42 The Losses Realized in Bank Failures by James, Christopher [Downloadable! (restricted)]
1243-71 The Relative Signalling Power of Dutch-Auction and Fixed-Price Self-Tender Offers and Open-Market Share Repurchases by Comment, Robert & Jarrell, Gregg A [Downloadable! (restricted)]
1251-61 S&P 100 Index Option Volatility by Harvey, Campbell R & Whaley, Robert E
1273-89 Convertible Debt: Corporate Call Policy and Voluntary Conversion by Asquith, Paul & Mullins, David W, Jr [Downloadable! (restricted)]
1291-1324 Tax Shields, Sample-Selection Bias, and the Information Content of Conversion-Forcing Bond Calls by Campbell, Cynthia J & Ederington, Louis H & Vankudre, Prashant [Downloadable! (restricted)]
1325-59 Disclosure, Liquidity, and the Cost of Capital by Diamond, Douglas W & Verrecchia, Robert E [Downloadable! (restricted)]
1361-89 Insider Trading around Dividend Announcements: Theory and Evidence by John, Kose & Lang, Larry H P [Downloadable! (restricted)]
1391-1409 Capital Structure and the Market for Corporate Control: The Defensive Role of Debt Financing by Israel, Ronen [Downloadable! (restricted)]
1411-25 Liquidity, Maturity, and the Yields on U.S. Treasury Securities by Amihud, Yakov & Mendelson, Haim [Downloadable! (restricted)]
1427-44 Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K by Jegadeesh, Narasimhan [Downloadable! (restricted)]
1445-65 Stock Markets, Growth, and Tax Policy by Levine, Ross [Downloadable! (restricted)]
1467-84 Structural and Return Characteristics of Small and Large Firms by Chan, K C & Chen, Nai-Fu [Downloadable! (restricted)]
1485-1505 Testing the CAPM with Time-Varying Risks and Returns by Bodurtha, James N, Jr & Mark, Nelson C [Downloadable! (restricted)]
1507-21 Tests of the CAPM with Time-Varying Covariances: A Multivariate GARCH Approach by Ng, Lilian [Downloadable! (restricted)]
1523-36 An Investigation of Market Microstructure Impacts on Event Study Returns by Lease, Ronald C & Masulis, Ronald W & Page, John R [Downloadable! (restricted)]
1537-50 The Intra-industry Effects of Going-Private Transactions by Slovin, Myron B & Sushka, Marie E & Bendeck, Yvette M [Downloadable! (restricted)]
1991, Volume 46, Issue 3 803-23 Stock and Compensation by Scholes, Myron S [Downloadable! (restricted)]
825-44 The Role of Acquisitions in Foreign Direct Investment: Evidence from the U.S. Stock Market by Harris, Robert S & Ravenscraft, David [Downloadable! (restricted)]
845-59 Ex-dividend Day Stock Price Behavior: The Case of the 1986 Tax Reform Act by Michaely, Roni [Downloadable! (restricted)]
861-78 Negotiated Block Trades and Corporate Control by Barclay, Michael J & Holderness, Clifford G [Downloadable! (restricted)]
879-903 Venture Capitalist Certification in Initial Public Offerings by Megginson, William L & Weiss, Kathleen A [Downloadable! (restricted)]
905-27 Order Form and Information in Securities Markets by Easley, David & O'Hara, Maureen [Downloadable! (restricted)]
929-53 Information Asymmetries and Security Market Design: An Empirical Study of the Secondary Market for U.S. Government Securities by Umlauf, Steven R [Downloadable! (restricted)]
955-83 Diagnosing Asset Pricing Models Using the Distribution of Asset Returns by Snow, Karl N [Downloadable! (restricted)]
985-1007 The Effect of Volatility Changes on the Level of Stock Prices and Subsequent Expected Returns by Haugen, Robert A & Talmor, Eli & Torous, Walter N [Downloadable! (restricted)]
1009-44 The Crash of '87: Was It Expected? The Evidence from Options Markets by Bates, David S [Downloadable! (restricted)]
1045-69 Option Prices and the Underlying Asset's Return Distribution by Grundy, Bruce D [Downloadable! (restricted)]
1071-93 Default Premiums in Commodity Markets: Theory and Evidence by Bailey, Warren & Ng, Edward [Downloadable! (restricted)]
1991, Volume 46, Issue 2 469-77 Foundations of Portfolio Theory by Markowitz, Harry M [Downloadable! (restricted)]
479-88 Leverage by Miller, Merton H [Downloadable! (restricted)]
489-509 Capital Asset Prices with and without Negative Holdings by Sharpe, William F [Downloadable! (restricted)]
511-27 Using Generalized Method of Moments to Test Mean-Variance Efficiency by MacKinlay, A Craig & Richardson, Matthew P [Downloadable! (restricted)]
529-54 Financial Investment Opportunities and the Macroeconomy by Chen, Nai-Fu [Downloadable! (restricted)]
555-76 The Term Structure as a Predictor of Real Economic Activity by Estrella, Arturo & Hardouvelis, Gikas A [Downloadable! (restricted)]
577-95 An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs by Dumas, Bernard & Luciano, Elisa [Downloadable! (restricted)]
597-620 The Default Risk of Swaps by Cooper, Ian A & Mello, Antonio S [Downloadable! (restricted)]
621-51 The Price Elasticity of Demand for Common Stock by Loderer, Claudio & Cooney, John W & van Drunen, Leonard D [Downloadable! (restricted)]
653-69 The Mode of Acquisition in Takeovers: Taxes and Asymmetric Information by Brown, David T & Ryngaert, Michael D [Downloadable! (restricted)]
671-87 Corporate Performance, Corporate Takeovers, and Management Turnover by Martin, Kenneth J & McConnell, John J [Downloadable! (restricted)]
689-706 Event Risk: An Analysis of Losses to Bondholders and "Super Poison Put" Bond Covenants by Crabbe, Leland [Downloadable! (restricted)]
707-16 The Effects of Stock Repurchases on Rival Firms by Hertzel, Michael G [Downloadable! (restricted)]
717-31 Animal Spirits, Margin Requirements, and Stock Price Volatility by Kupiec, Paul H & Sharpe, Steven A [Downloadable! (restricted)]
733-46 Inferring Trade Direction from Intraday Data by Lee, Charles M C & Ready, Mark J [Downloadable! (restricted)]
747-54 The Reversal of Large Stock-Price Decreases by Bremer, Marc & Sweeney, Richard J [Downloadable! (restricted)]
755-71 An Examination of Ex-dividend Day Stock Price Movements: The Case of Nontaxable Master Limited Partnership Distributions by Shaw, Wayne H [Downloadable! (restricted)]
773-85 A Variance-Ratio Test of Random Walks in Foreign Exchange Rates by Liu, Christina Y & He, Jia [Downloadable! (restricted)]
1991, Volume 46, Issue 1 3-27 The Long-run Performance of Initial Public Offerings by Ritter, Jay R [Downloadable! (restricted)]
29-48 The Investment Performance of Low-Grade Bond Funds by Cornell, Bradford & Green, Kevin [Downloadable! (restricted)]
49-74 Returns and Volatility of Low-Grade Bonds: 1977-1989 by Blume, Marshall E & Keim, Donald B & Patel, Sandeep A [Downloadable! (restricted)]
75-109 Investor Sentiment and the Closed-End Fund Puzzle by Lee, Charles M C & Shleifer, Andrei & Thaler, Richard H [Downloadable! (restricted)]
111-57 The World Price of Covariance Risk by Harvey, Campbell R [Downloadable! (restricted)]
159-78 After-Hours Stock Prices and Post-Crash Hangovers by Neumark, David & Tinsley, P A & Tosini, Suzanne [Downloadable! (restricted)]
179-207 Measuring the Information Content of Stock Trades by Hasbrouck, Joel [Downloadable! (restricted)]
209-37 Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations by Cochrane, John H [Downloadable! (restricted)]
239-63 Are Stock Returns Predictable? A Test Using Markov Chains by McQueen, Grant & Thorley, Steven [Downloadable! (restricted)]
265-95 Partial Revelation of Information in Experimental Asset Markets by Copeland, Thomas E & Friedman, Daniel [Downloadable! (restricted)]
297-355 The Theory of Capital Structure by Harris, Milton & Raviv, Artur [Downloadable! (restricted)]
357-68 Payout Policy and Tax Deferral by DeAngelo, Harry [Downloadable! (restricted)]
369-82 Evidence on Tax-Motivated Securities Trading Behavior by Badrinath, S G & Lewellen, Wilbur G [Downloadable! (restricted)]
383-99 The Effect of Taxes on the Relative Valuation of Dividends and Capital Gains: Evidence from Dual-Class British Investment Trusts by Ang, James S & Blackwell, David W & Megginson, William L [Downloadable! (restricted)]
401-07 Taxes and the Capital Structure of Partnerships, REIT's, and Related Entities by Jaffe, Jeffrey F [Downloadable! (restricted)]
409-19 Tobin's Q and the Gains from Takeovers by Servaes, Henri [Downloadable! (restricted)]
421-31 Volatility Increases Subsequent to NYSE and AMEX Stock Splits by Dubofsky, David A [Downloadable! (restricted)]
433-46 Consistency between Predicted and Actual Bid-Ask Quote-Revisions by Jang, Hasung & Venkatesh, P C [Downloadable! (restricted)]
447-55 Arbitrage Asset Pricing under Exchange Risk by Ikeda, Shinsuke [Downloadable! (restricted)]
1990, Volume 45, Issue 5 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 |14 |15 |16 |17 |18 |19 |20 Access
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