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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
1988, Volume 43, Issue 4
1988, Volume 43, Issue 3 541-66 R-S1-2 by Roll, Richard [Downloadable! (restricted)]
567-91 Corporate Finance and Corporate Governance by Williamson, Oliver E [Downloadable! (restricted)]
593-616 Compensation and Incentives: Practice vs. Theory by Baker, George P & Jensen, Michael C & Murphy, Kevin J [Downloadable! (restricted)]
617-37 Liquidity and Market Structure by Grossman, Sanford J & Miller, Merton H [Downloadable! (restricted)]
639-56 Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation by West, Kenneth D [Downloadable! (restricted)]
656-60 Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation: Discussion by Kleidon, Allan W [Downloadable! (restricted)]
661-76 Stock Prices, Earnings, and Expected Dividends by Campbell, John Y & Shiller, Robert J [Downloadable! (restricted)]
677-97 Predicting Contemporary Volume with Historic Volume at Differential Price Levels: Evidence Supporting the Disposition Effect by Ferris, Stephen P & Haugen, Robert A & Makhija, Anil K [Downloadable! (restricted)]
698-99 Predicting Contemporary Volume with Historic Volume at Differential Price Levels: Evidence Supporting the Disposition Effect: Discussion by Harris, Lawrence [Downloadable! (restricted)]
701-17 The Buying and Selling Behavior of Individual Investors at the Turn of the Year by Ritter, Jay R [Downloadable! (restricted)]
717-19 The Buying and Selling Behavior of Individual Investors at the Turn of the Year: Discussion by Ziemba, William T [Downloadable! (restricted)]
721-33 Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory by Burmeister, Edwin & McElroy, Marjorie B [Downloadable! (restricted)]
734-35 Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory: Discussion by Brown, Stephen J [Downloadable! (restricted)]
737-47 Efficient Signalling with Dividends, Investment, and Stock Repurchase s by Williams, Joseph [Downloadable! (restricted)]
749-61 Banking Panics, Information, and Rational Expectations Equilibrium by Chari, V V & Jagannathan, Ravi [Downloadable! (restricted)]
761-63 Banking Panics, Information, and Rational Expectations Equilibrium: Discussion by Williams, Joseph [Downloadable! (restricted)]
1988, Volume 43, Issue 2 271-81 An Empirical Test of the Impact of Managerial Self-interest on Corporate Capital Structure by Friend, Irwin & Lang, Larry H P [Downloadable! (restricted)]
283-99 Time-Invariant Portfolio Insurance Strategies by Brennan, Michael J & Schwartz, Eduardo S [Downloadable! (restricted)]
301-08 Option Bounds with Finite Revision Opportunities by Ritchken, Peter H & Kuo, Shyanjaw [Downloadable! (restricted)]
309-25 An Unconditional Asset-Pricing Test and the Role of Firm Size as an Instrumental Variable for Risk by Chan, K C & Chen, Nai-Fu [Downloadable! (restricted)]
327-38 Exact Arbitrage Pricing and the Minimum-Variance Frontier by Tiemann, Jonathan [Downloadable! (restricted)]
339-56 The Predictive Power of the Term Structure during Recent Monetary Regimes by Hardouvelis, Gikas A [Downloadable! (restricted)]
357-73 The Effect of Taxes and Depreciation on Corporate Investment and Financial Leverage by Dammon, Robert M & Senbet, Lemma W [Downloadable! (restricted)]
375-96 Loan Sales and the Cost of Bank Capital by Pennacchi, George G [Downloadable! (restricted)]
397-412 Bond Covenants and Delegated Monitoring by Berlin, Mitchell & Loeys, Jan [Downloadable! (restricted)]
413-29 A Generalized Econometric Model and Tests of a Signalling Hypothesis with Two Discrete Signals by Acharya, Sankarshan [Downloadable! (restricted)]
431-50 From T-Bills to Common Stocks: Investigating the Generality of Intra-Week Return Seasonality by Flannery, Mark J & Protopapadakis, Aris A [Downloadable! (restricted)]
451-66 Estimating the Volatility of Discrete Stock Prices by Cho, David Chinhyung & Frees, Edward W [Downloadable! (restricted)]
467-91 Intradaily Price-Volume Adjustments of NYSE Stocks to Unexpected Earnings by Woodruff, Catherine S & Senchack, A J, Jr [Downloadable! (restricted)]
493-506 Warrant Exercise, Dividends, and Reinvestment Policy by Spatt, Chester S & Sterbenz, Frederic P [Downloadable! (restricted)]
507-28 Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence by Bhandari, Laxmi Chand [Downloadable! (restricted)]
529-30 A Mean-Variance Synthesis of Corporate Financial Theory: A Note by Narayanaswamy, C R [Downloadable! (restricted)]
1988, Volume 43, Issue 1 1-19 The Determinants of Capital Structure Choice by Titman, Sheridan & Wessels, Roberto [Downloadable! (restricted)]
21-40 Capital Structure, Ownership, and Capital Payment Policy: The Case of Hospitals by Wedig, Gerard, et al [Downloadable! (restricted)]
41-59 Private versus Public Ownership: Investment, Ownership Distribution, and Optimality by Shah, Salman & Thakor, Anjan V [Downloadable! (restricted)]
61-70 An Alternative Testable Form of the Consumption CAPM by Kazemi, Hossein B [Downloadable! (restricted)]
71-82 A Simple Algorithm for the Portfolio Selection Problem by Lewis, Alan L [Downloadable! (restricted)]
83-95 A Theory of Noise Trading in Securities Markets by Trueman, Brett [Downloadable! (restricted)]
97-112 The Total Cost of Transactions on the NYSE by Berkowitz, Stephen A & Logue, Dennis E & Noser, Eugene A, Jr [Downloadable! (restricted)]
113-127 Closed-End Fund Shares' Abnormal Returns and the Information Content of Discounts and Premiums by Brauer, Greggory A [Downloadable! (restricted)]
129-41 The January Effect and Aggregate Insider Trading by Seyhun, H Nejat [Downloadable! (restricted)]
143-53 On the Optimal Hedge of a Nontraded Cash Position by Adler, Michael & Detemple, Jerome B [Downloadable! (restricted)]
155-74 Jump-Diffusion Processes and the Term Structure of Interest Rates by Ahn, Chang Mo & Thompson, Howard E [Downloadable! (restricted)]
175-95 Optimal Futures Positions for Large Banking Firms by Morgan, George Emir & Shome, Dilip K & Smith, Stephen D [Downloadable! (restricted)]
197-215 Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection by Eun, Cheol S & Resnick, Bruce G [Downloadable! (restricted)]
217-39 The October 1979 Change in the U.S. Monetary Regime: Its Impact on the Forecastability of Canadian Interest Rates by Pesando, James E & Plourde, Andre [Downloadable! (restricted)]
241-45 A Note on Simple Criteria for Optimal Portfolio Selection by Cheung, C Sherman & Kwan, Clarence C Y [Downloadable! (restricted)]
247-58 Implied Spot Rates as Predictors of Currency Returns: A Note by Peterson, David R & Tucker, Alan L [Downloadable! (restricted)]
1987, Volume 42, Issue 5 1113-28 Time-Dependent Variance and the Pricing of Bond Options by Schaefer, Stephen M & Schwartz, Eduardo S [Downloadable! (restricted)]
1129-42 Arbitrage, Continuous Trading, and Margin Requirements by Heath, David C & Jarrow, Robert A [Downloadable! (restricted)]
1143-66 Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets by Dammon, Robert M & Green, Richard C [Downloadable! (restricted)]
1167-85 Forward Markets, Stock Markets, and the Theory of the Firm by MacMinn, Richard D [Downloadable! (restricted)]
1187-94 An Empirical Investigation of the Market for Comex Gold Futures Options by Bailey, Warren Bernard [Downloadable! (restricted)]
1195-1211 The Seasonal Stability of the Factor Structure of Stock Returns by Cho, David Chinhyung & Taylor, William M [Downloadable! (restricted)]
1213-24 Stock Return Anomalies and the Tests of the APT by Gultekin, Mustafa N & Gultekin, N Bulent [Downloadable! (restricted)]
1225-43 Efficient Financing under Asymmetric Information by Brennan, Michael J & Kraus, Alan [Downloadable! (restricted)]
1245-60 The Issue Decision of Manager-Owners under Information Asymmetry by Bradford, William D [Downloadable! (restricted)]
1261-73 Acquisition of Divested Assets and Shareholders' Wealth by Sicherman, Neil W & Pettway, Richard H [Downloadable! (restricted)]
1275-91 Debt Management under Corporate and Personal Taxation by Mauer, David C & Lewellen, Wilbur G [Downloadable! (restricted)]
1293-1307 Components of the Bid-Ask Spread and the Statistical Properties of Transaction Prices by Glosten, Lawrence R [Downloadable! (restricted)]
1309-29 The Temporal Price Relationship between S&P 500 Futures and the S and P 500 Index by Kawaller, Ira G & Koch, Paul D & Koch, Timothy W [Downloadable! (restricted)]
1331-45 Off-Board Trading of NYSE-Listed Stocks: The Effects of Degregulation and the National Market System by Hamilton, James L [Downloadable! (restricted)]
1347-70 The Market Reaction to Stock Splits by Lamoureux, Christopher G & Poon, Percy [Downloadable! (restricted)]
1371-76 Portfolio Selection in the Mean-Variance Model: A Note by Nielsen, Lars Tyge [Downloadable! (restricted)]
1377-83 A Note on Quantity versus Price Risk and the Theory of Financial Intermediation by Smith, Stephen D & Gregory, Deborah Wright & Weiss, Kathleen A [Downloadable! (restricted)]
1385-87 Friday the Thirteenth: 'Part VII'--A Note by Kolb, Robert W & Rodriguez, Ricardo J [Downloadable! (restricted)]
1389-97 Institutional Contributions to the Leading Finance Journals, 1975 through 1986: A Note by Niemi, Albert W, Jr [Downloadable! (restricted)]
1987, Volume 42, Issue 4 809-22 Costless Signalling in Financial Markets by Franke, Gunter [Downloadable! (restricted)]
823-37 Managerial Incentives and Corporate Investment and Financing Decision s by Agrawal, Anup & Mandelker, Gershon N [Downloadable! (restricted)]
839-62 Managerial Preference, Asymmetric Information, and Financial Structur e by Blazenko, George W [Downloadable! (restricted)]
863-72 Trade Credit and Informational Asymmetry by Smith, Janet Kiholm [Downloadable! (restricted)]
873-88 Mean-Variance Spanning by Huberman, Gur & Kandel, Shmuel [Downloadable! (restricted)]
889-911 Corporate Financial Policy, Information, and Market Expectations: An Empirical Investigation of Dividends by Ofer, Aharon R & Siegel, Daniel R [Downloadable! (restricted)]
913-32 Stock Splits and Stock Dividends: Why, Who, and When by Lakonishok, Josef & Lev, Baruch [Downloadable! (restricted)]
933-42 The Effect of Long-term Performance Plans on Corporate Sell-Off-Induced Abnormal Returns by Tehranaian, Hassan & Travlos, Nickolaos G & Waegelein, James F [Downloadable! (restricted)]
943-63 Corporate Takeover Bids, Methods of Payment, and Bidding Firms' Stock Returns by Travlos, Nickolaos G [Downloadable! (restricted)]
965-86 The Pricing Effects of Interfirm Cash Tender Offers by Bhagat, Sanjai & Brickley, James A & Loewenstein, Uri [Downloadable! (restricted)]
987-1005 Lease Valuation When Taxable Earnings Are a Scarce Resource by Franks, Julian R & Hodges, Stewart D [Downloadable! (restricted)]
1007-21 Optimal Hedging in Futures Markets with Multiple Delivery Specifications by Kamara, Avraham & Siegel, Andrew F [Downloadable! (restricted)]
1023-34 Maturity Intermediation and Intertemporal Lending Policies of Financial Intermediaries by Morgan, George Emir & Smith, Stephen D [Downloadable! (restricted)]
1035-48 Order Arrival, Quote Behavior, and the Return-Generating Process by Hasbrouck, Joel & Ho, Thomas S Y [Downloadable! (restricted)]
1049-70 A Model of Intertemporal Discount Rates in the Presence of Real and Inflationary Autocorrelations by Bosshardt, Donald I [Downloadable! (restricted)]
1071-76 A Note on the Pricing of Commodity-Linked Bonds by Carr, Peter [Downloadable! (restricted)]
1077-82 The Effect of 12b-1 Plans on Mutual Fund Expense Ratios: A Note by Ferris, Stephen P & Chance, Don M [Downloadable! (restricted)]
1083-90 On the Resolution of Agency Problems by Complex Financial Instruments: A Comment [Resolving the Agency Problems of External Capital through Stock Options] by Narayanan, M P [Downloadable! (restricted)]
1091-95 On the Resolution of Agency Problems by Complex Financial Instruments: A Reply by Haugen, Robert A & Senbet, Lemma W [Downloadable! (restricted)]
1097-1102 Managerial Incentives for Short-term Results: A Comment by Darrough, Masako N [Downloadable! (restricted)]
1103-04 Managerial Incentives for Short-term Results: A Reply by Narayanan, M P [Downloadable! (restricted)]
1987, Volume 42, Issue 3 483-510 A Simple Model of Capital Market Equilibrium with Incomplete Information by Merton, Robert C [Downloadable! (restricted)]
511-31 Potential Competition and Actual Competition in Equity Options by Neal, Robert [Downloadable! (restricted)]
533-53 Trading Mechanisms and Stock Returns: An Empirical Investigation by Amihud, Yakov & Mendelson, Haim [Downloadable! (restricted)]
554-55 Trading Mechanisms and Stock Returns: An Empirical Investigation: Discussion by O'Hara, Maureen [Downloadable! (restricted)]
557-81 Further Evidence on Investor Overreaction and Stock Market Seasonalit y by De Bondt, Werner F M & Thaler, Richard H [Downloadable! (restricted)]
583-99 Growth Opportunities and Risk-Taking by Financial Intermediaries by Herring, Richard J & Vankudre, Prashant [Downloadable! (restricted)]
601-19 Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests by Lehmann, Bruce N [Downloadable! (restricted)]
620-22 Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests: Discussion by Kandel, Shmuel [Downloadable! (restricted)]
623-41 Risk-Shifting Incentives and Signalling through Corporate Capital Structure by John, Kose [Downloadable! (restricted)]
643-61 Asset Writedowns: Managerial Incentives and Security Returns by Strong, John S & Meyer, John R [Downloadable! (restricted)]
661-63 Asset Writedowns: Managerial Incentives and Security Returns: Discussion by Thakor, Anjan V [Downloadable! (restricted)]
665-81 Credit Granting: A Comparative Analysis of Classification Procedures by Srinivasan, Venkat & Kim, Yong H [Downloadable! (restricted)]
681-83 Credit Granting: A Comparative Analysis of Classification Procedures: Discussion by Eisenbeis, Robert A [Downloadable! (restricted)]
685-98 Death and Taxes: The Market for Flower Bonds by Mayers, David & Smith, Clifford W, Jr [Downloadable! (restricted)]
698-702 Death and Taxes: The Market for Flower Bonds: Discussion by Witt, Robert C [Downloadable! (restricted)]
703-20 The Choice of Issuance Procedure and the Cost of Competitive and Negotiated Underwriting: An Examination of the Impact of Rule 50 by Smith, Richard L [Downloadable! (restricted)]
721-39 Gains from International Diversification: 1968-85 Returns on Portfolios of Stocks and Bonds by Grauer, Robert R & Hakansson, Nils H [Downloadable! (restricted)]
739-41 Gains from International Diversification: 1968-85 Returns on Portfolios of Stocks and Bonds: Discussion by Crouhy, Michel [Downloadable! (restricted)]
743-58 Effects of Capital Gains Taxation on Life-Cycle Investment and Portfolio Management by Balcer, Yves & Judd, Kenneth L [Downloadable! (restricted)]
758-61 Effects of Capital Gains Taxation on Life-Cycle Investment and Portfolio Management: Discussion by Spatt, Chester S [Downloadable! (restricted)]
763-97 The Effect of Sequential Information Arrival on Asset Prices: An Experimental Study by Copeland, Thomas E & Friedman, Daniel [Downloadable! (restricted)]
1987, Volume 42, Issue 2 201-20 Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas by Ferson, Wayne E & Kandel, Shmuel & Stambaugh, Robert F [Downloadable! (restricted)]
221-31 Nonsynchronous Data and the Covariance-Factor Structure of Returns by Shanken, Jay [Downloadable! (restricted)]
233-65 Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons by Lehmann, Bruce N & Modest, David M [Downloadable! (restricted)]
267-80 The Pricing of Options with Default Risk by Johnson, Herb & Stulz, Rene [Downloadable! (restricted)]
281-300 The Pricing of Options on Assets with Stochastic Volatilities by Hull, John C & White, Alan D [Downloadable! (restricted)]
301-20 Efficient Analytic Approximation of American Option Values by Barone-Adesi, Giovanni & Whaley, Robert E [Downloadable! (restricted)]
321-43 Efficient Signalling with Dividends and Investments by Ambarish, Ramasastry & John, Kose & Williams, Joseph [Downloadable! (restricted)]
345-63 Collateral and Competitive Equilibria with Moral Hazard and Private Information by Chan, Yuk-Shee & Thakor, Anjan V [Downloadable! (restricted)]
365-94 A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchases and Dividends by Ofer, Aharon R & Thakor, Anjan V [Downloadable! (restricted)]
395-406 Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach by Wolff, Christian C P [Downloadable! (restricted)]
407-22 Reserves Announcements and Interest Rates: Does Monetary Policy Matter? by Hardouvelis, Gikas A [Downloadable! (restricted)]
423-45 A Multiproduct Cost Study of Savings and Loans by Mester, Loretta J [Downloadable! (restricted)]
447-51 Taxable vs. Tax-Exempt Bonds: A Note on the Effect of Uncertain Taxable Income by Piros, Christopher D [Downloadable! (restricted)]
453-61 Can Tax-Loss Selling Explain the January Effect? A Note by Jones, Charles P & Pearce, Douglas K & Wilson, Jack W [Downloadable! (restricted)]
463-69 A Note on the Convergence of Binomial-Pricing and Compound-Option by Omberg, Edward [Downloadable! (restricted)]
471 Positively Weighted Frontier Portfolios: A Note by Nielsen, Lars Tyge
473 A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition--Erratum by Gilles, Christian & LeRoy, Stephen F
1987, Volume 42, Issue 1 1-9 Mimicking Portfolios and Exact Arbitrage Pricing by Huberman, Gur & Kandel, Shmuel & Stambaugh, Robert F [Downloadable! (restricted)]
11-28 Autoregressive Modeling of Earnings-Investment Causality by Bar Yosef, Sasson & Callen, Jeffrey L & Livnat, Joshua [Downloadable! (restricted)]
29-48 Perquisites, Risk, and Capital Structure by Williams, Joseph T [Downloadable! (restricted)]
49-68 Seasonality in the Risk-Return Relationship: Some International Evidence by Corhay, Albert & Hawawini, Gabriel & Michel, Pierre [Downloadable! (restricted)]
69-79 Expectations of Exchange Rates and Differential Inflation Rates: by Huang, Roger D [Downloadable! (restricted)]
81-97 The Default Premium and Corporate Bond Experience by Fons, Jerome S [Downloadable! (restricted)]
99-110 An Analysis of Yield Curve Notes by Ogden, Joseph P [Downloadable! (restricted)]
111-18 Nonsynchronous Security Trading and Market Index Autocorrelation by Atchison, Michael D & Butler, Kirt C & Simonds, Richard R [Downloadable! (restricted)]
119-40 The Puzzle in Post-listing Common Stock Returns by McConnell, John J & Sanger, Gary C [Downloadable! (restricted)]
141-49 Using Financial Prices to Test Exchange Rate Models: A Note by Solnik, Bruno [Downloadable! (restricted)]
151-58 Asset Pricing and Dual Listing on Foreign Capital Markets: A Note by Alexander, Gordon J & Eun, Cheol S & Janakiramanan, S [Downloadable! (restricted)]
159-62 Initial Public Offer Underpricing: The Issuer's View--A Note by Dawson, Steven M [Downloadable! (restricted)]
163-68 A Note on the Behavior of Stock Returns around Ex-dates of Stock Distributions by Dravid, Ajay R [Downloadable! (restricted)]
169-80 Miller's Irrelevance Mechanism: A Note by Aivazian, Varouj A & Callen, Jeffrey L [Downloadable! (restricted)]
181-88 The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement--A Comment by So, Jacky C [Downloadable! (restricted)]
189-94 The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement--A Reply by McFarland, James W & Pettit, R Richardson & Sung, Sam K [Downloadable! (restricted)]
1986, Volume 41, Issue 5 997-1010 An Analysis of Divestiture Effects Resulting from Deregulation by Chen, Andrew H & Merville, Larry J [Downloadable! (restricted)]
1011-29 Term Structure Movements and Pricing Interest Rate Contingent Claims by Ho, Thomas S Y & Lee, Sang-bin [Downloadable! (restricted)]
1031-50 Price Regulation in Property-Liability Insurance: A Contingent-Claims Approach by Doherty, Neil A & Garven, James R [Downloadable! (restricted)]
1051-68 Positively Weighted Portfolios on the Minimum-Variance Frontier by Green, Richard C [Downloadable! (restricted)]
1069-87 A Theory of Trading Volume by Karpoff, Jonathan M [Downloadable! (restricted)]
1089-1102 Information Asymmetry and the Dealer's Bid-Ask Spread: A Case Study of Earnings and Dividend Announcements by Venkatesh, P C & Chiang, R [Downloadable! (restricted)]
1103-14 Commercial Bank Portfolio Behavior and Endogenous Uncertainty by Stanhouse, Bryan [Downloadable! (restricted)]
1115-28 Can Tax-Loss Selling Explain the January Seasonal in Stock Returns? by Chan, K C [Downloadable! (restricted)]
1129-40 Contributing Authors and Institutions to the Journal of Finance: 1946-1985 by Heck, J Louis & Cooley, Philip L & Hubbard, Carl M [Downloadable! (restricted)]
1141-48 A Note on Optimal Credit and Pricing Policy under Uncertainty: A Contingent-Claims Approach by Lam, Chun H & Chen, Andrew H [Downloadable! (restricted)]
1149-52 The Weekly Pattern in Stock Index Futures: A Further Note by Dyl, Edward A & Maberly, Edwin D [Downloadable! (restricted)]
1153-55 Homogeneity Restrictions on the Translog Cost Model: A Note [Scale Economies in Banking: A Restructuring and Reassessment] by Zardkoohi, Asghar & Rangan, Nanda & Kolari, James [Downloadable! (restricted)]
1157-70 The Role of Options in the Resolution of Agency Problems: A Comment [Theory of the Firm: Managerial Behaviour, Agency Costs and Ownership Structure] by Farmer, Roger E A & Winter, Ralph A [Downloadable! (restricted)]
1171-73 The Role of Options in the Resolution of Agency Problems: A Reply by Haugen, Robert A & Senbet, Lemma W [Downloadable! (restricted)]
1175-76 Performance Hypothesis Testing with the Sharpe and Treynor Measures: A Comment by Cadsby, Charles Bram [Downloadable! (restricted)]
1177-79 Mean-Variance versus Direct Utility Maximization: A Comment by Reid, Donald W & Tew, Bernard V [Downloadable! (restricted)]
1181 Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach--Erratum by Levy, Haim
1986, Volume 41, Issue 4 779-93 Sample-Dependent Results Using Accounting and Market Data: Some Evidence by Banz, Rolf W & Breen, William J [Downloadable! (restricted)]
795-814 The Impact of Preferred-for-Common Exchange Offers on Firm Value by Pinegar, J Michael & Lease, Ronald C [Downloadable! (restricted)]
815-29 Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures by Harris, Lawrence E & Gurel, Eitan [Downloadable! (restricted)]
831-42 Asset Price Volatility, Bubbles, and Process Switching by Flood, Robert P & Hodrick, Robert J [Downloadable! (restricted)]
843-55 The Pricing of Futures and Options Contracts on the Value Line Index by Eytan, T Hanan & Harpaz, Giora [Downloadable! (restricted)]
857-70 Futures Options and the Volatility of Futures Prices by Ball, Clifford A & Torous, Walter N [Downloadable! (restricted)]
871-95 Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model by Ronn, Ehud I & Verma, Avinash K [Downloadable! (restricted)]
897-914 A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership by Eun, Cheol S & Janakiramanan, S [Downloadable! (restricted)]
915-21 The Relationship between Arbitrage and First Order Stochastic Dominance by Jarrow, Robert [Downloadable! (restricted)]
923-33 The Duration of an Adjustable-Rate Mortgage and the Impact of the Index by Ott, Robert A, Jr [Downloadable! (restricted)]
935-49 Callable Bonds: A Risk-Reducing Signalling Mechanism by Robbins, Edward Henry & Schatzberg, John D [Downloadable! (restricted)]
951-74 Volume for Winners and Losers: Taxation and Other Motives for Stock Trading by Lakonishok, Josef & Smidt, Seymour [Downloadable! (restricted)]
975-79 A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition by Gilles, Christian & Leroy, Stephen F [Downloadable! (restricted)]
981-85 A Note on Unanticipated Money Growth and Interest Rate Surprises: Mishkin and Makin Revisited by Grier, Kevin B [Downloadable! (restricted)]
1986, Volume 41, Issue 3 529-43 Noise by Black, Fischer [Downloadable! (restricted)]
545-57 Valuation of Risky Assets in Arbitrage Free Economies with Frictions by Prisman, Eliezer Z [Downloadable! (restricted)]
557-60 Valuation of Risky Assets in Arbitrage Free Economies with Frictions: Discussion by Ronn, Ehud I [Downloadable! (restricted)]
561-76 LYON Taming by McConnell, John J & Schwartz, Eduardo S [Downloadable! (restricted)]
576-77 LYON Taming: Discussion by Mason, Scott P [Downloadable! (restricted)]
579-90 Do Demand Curves for Stocks Slope Down? by Shleifer, Andrei [Downloadable! (restricted)]
591-601 Does the Stock Market Rationally Reflect Fundamental Values? by Summers, Lawrence H [Downloadable! (restricted)]
601-02 Does the Stock Market Rationally Reflect Fundamental Values? Discussion by Stambaugh, Robert F [Downloadable! (restricted)]
603-14 Integration vs. Segmentation in the Canadian Stock Market by Jorion, Philippe & Schwartz, Eduardo [Downloadable! (restricted)]
614-16 Integration vs. Segmentation in the Canadian Stock Market: Discussion by Bodurtha, James N, Jr [Downloadable! (restricted)]
617-30 The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates by Brown, Stephen J & Dybvig, Philip H [Downloadable! (restricted)]
630-32 The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates: Discussion by Ferson, Wayne E [Downloadable! (restricted)]
633-43 Pricing New Corporate Bond Issues: An Analysis of Issue Cost and Seasoning Effects by Fung, W K H & Rudd, Andrew [Downloadable! (restricted)]
643-44 Pricing New Corporate Bond Issues: An Analysis of Issue Cost and Seasoning Effects: Discussion by Taggart, Robert A, Jr [Downloadable! (restricted)]
645-55 An Economic Analysis of Interest Rate Swaps by Bicksler, James & Chen, Andrew H [Downloadable! (restricted)]
657-68 Inflation, Uncertainty, and Investment by Baldwin, Carliss Y & Ruback, Richard S [Downloadable! (restricted)]
668-69 Inflation, Uncertainty, and Investment: Discussion by Auerbach, Alan J [Downloadable! (restricted)]
671-82 Returns and Risks of U.S. Bank Foreign Currency Activities by Grammatikos, Theoharry & Saunders, Anthony & Swary, Itzhak [Downloadable! (restricted)]
682-83 Returns and Risks of U.S. Bank Foreign Currency Activities: Discussion by Brickley, James A [Downloadable! (restricted)]
685-96 The Timing and Substance of Divestiture Announcements: Individual, Simultaneous and Cumulative Effects by Klein, April [Downloadable! (restricted)]
696-97 The Timing and Substance of Divestiture Announcements: Individual, Simultaneous and Cumulative Effects: Discussion by Hite, Gailen L [Downloadable! (restricted)]
699-713 Discrete Expectational Data and Portfolio Performance by Elton, Edwin J & Gruber, Martin J & Grossman, Seth [Downloadable! (restricted)]
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