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Content
October 1988, Volume 22, Issue 1
- 1-1 Editorial data
by Jensen, Michael C. & Long, John Jr. & Ruback, Richard S. & Smith, Clifford Jr. & Warner, Jerold B.
- 3-25 Dividend yields and expected stock returns
by Fama, Eugene F. & French, Kenneth R.
- 27-59 Mean reversion in stock prices : Evidence and Implications
by Poterba, James M. & Summers, Lawrence H.
- 61-82 Corporate payout policy : Cash Dividends versus Open-Market Repurchases
by Barclay, Michael J. & Smith, Clifford Jr.
- 83-101 Stock splits, stock prices, and transaction costs
by Brennan, Michael J. & Copeland, Thomas E.
- 103-122 The behavior of the volatility implicit in the prices of stock index options
by Day, Theodore E. & Lewis, Craig M.
- 123-153 Investigating security-price performance in the presence of event-date uncertainty
by Ball, Clifford A. & Torous, Walter N.
- 155-184 The effect of issuing preferred stock on common and preferred stockholder wealth
by Linn, Scott C. & Michael Pinegar, J.
September 1988, Volume 21, Issue 2
- 145-145 Editorial
by Jensen, Michael C. & Long, John Jr. & Smith, Clifford Jr. & Warner, Jerold B.
- 147-147 Editorial data
by Jensen, Michael C. & Long, John Jr. & Smith, Clifford Jr. & Warner, Jerold B.
- 149-175 Earnings information conveyed by dividend initiations and omissions
by Healy, Paul M. & Palepu, Krishna G.
- 177-212 Some tests of international equity integration
by Wheatley, Simon
- 213-254 The empirical foundations of the arbitrage pricing theory
by Lehmann, Bruce N. & Modest, David M.
- 255-289 Risk and return in an equilibrium APT : Application of a new test methodology
by Connor, Gregory & Korajczyk, Robert A.
- 291-298 Short-term trading around ex-dividend days : Additional evidence
by Karpoff, Jonathan M. & Walkling, Ralph A.
May 1988, Volume 21, Issue 1
- 1-1 Editorial data
by Jensen, Michael C. & Long, John Jr. & Smith, Clifford Jr. & Warner, Jerold B.
- 3-40 Synergistic gains from corporate acquisitions and their division between the stockholders of target and acquiring firms
by Bradley, Michael & Desai, Anand & Kim, E. Han
- 41-70 The information in forward rates : Implications for models of the term structure
by Stambaugh, Robert F.
- 123-142 Estimating the components of the bid/ask spread
by Glosten, Lawrence R. & Harris, Lawrence E.
January 1988, Volume 20, Issue 1-2
- 1-1 Editorial data
by Jensen, Michael C. & Long, John Jr. & Smith, Clifford Jr. & Warner, Jerold B.
- 3-24 The distribution of power among corporate managers, shareholders, and directors
by Jensen, Michael C. & Warner, Jerold B.
- 25-54 Managerial control of voting rights : Financing policies and the market for corporate control
by Stulz, ReneM.
- 55-86 Corporate control contests and capital structure
by Harris, Milton & Raviv, Artur
- 87-127 Corporate financial policy and corporate control : A study of defensive adjustments in asset and ownership structure
by Dann, Larry Y. & DeAngelo, Harry
- 129-152 Dual-class recapitalizations as antitakeover mechanisms : The recent evidence
by Jarrell, Gregg A. & Poulsen, Annette B.
- 153-173 Coercive dual-class exchange offers
by Ruback, Richard S.
- 175-202 One share-one vote and the market for corporate control
by Grossman, Sanford J. & Hart, Oliver D.
- 203-235 Corporate governance : Voting rights and majority rules
by Harris, Milton & Raviv, Artur
- 237-265 Proxy contests and the efficiency of shareholder oversight
by Pound, John
- 267-291 Ownership structure and voting on antitakeover amendments
by Brickley, James A. & Lease, Ronald C. & Smith, Clifford Jr.
- 293-315 Management ownership and market valuation : An empirical analysis
by Morck, Randall & Shleifer, Andrei & Vishny, Robert W.
- 317-346 The role of majority shareholders in publicly held corporations : An exploratory analysis
by Holderness, Clifford G. & Sheehan, Dennis P.
- 347-376 Poison pill securities : Stockholder wealth, profitability, and ownership structure
by Malatesta, Paul H. & Walkling, Ralph A.
- 377-417 The effect of poison pill securities on shareholder wealth
by Ryngaert, Michael
- 419-430 Investors' perceptions of the Delaware Supreme Court decision in Unocal v. Mesa
by Kamma, Sreenivas & Weintrop, Joseph & Wier, Peggy
- 431-460 Outside directors and CEO turnover
by Weisbach, Michael S.
- 461-492 Stock prices and top management changes
by Warner, Jerold B. & Watts, Ross L. & Wruck, Karen H.
- 493-506 Targeted share repurchases and top management changes
by Klein, April & Rosenfeld, James
December 1987, Volume 19, Issue 2
- 193-193 Editorial data
by Jensen, Michael C. & Long, John Jr. & Smith, Clifford Jr. & Stulz, ReneM. & Warner, Jerold B.
- 195-215 A Bayesian approach to testing portfolio efficiency
by Shanken, Jay
- 217-235 Some evidence on the uniqueness of bank loans
by James, Christopher
- 237-267 The effect of large block transactions on security prices: A cross-sectional analysis
by Holthausen, Robert W. & Leftwich, Richard W. & Mayers, David
- 269-281 The costs of going public
by Ritter, Jay R.
- 283-310 Two-tier and negotiated tender offers: The imprisonment of the free-riding shareholder
by Comment, Robert & Jarrell, Gregg A.
- 311-328 Voluntary corporate liquidations
by Kim, E. Han & Schatzberg, John D.
- 351-372 Option values under stochastic volatility: Theory and empirical estimates
by Wiggins, James B.
- 373-387 Semi-parametric upper bounds for option prices and expected payoffs
by Lo, Andrew W.
- 389-394 Subperiod aggregation and the power of multivariate tests of portfolio efficiency
by Gibbons, Michael R. & Shanken, Jay
September 1987, Volume 19, Issue 1
- 1-1 Editorial data
by Jensen, Michael C. & Long, John Jr. & Smith, Clifford Jr. & Stulz, ReneM. & Warner, Jerold B.
- 3-29 Expected stock returns and volatility
by French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F.
- 31-44 Dividends, taxes, and common stock prices : The ex-dividend day behavior of common stock prices before the income tax
by Barclay, Michael J.
- 45-67 The determinants of yields on financial leasing contracts
by Schallheim, James S. & Johnson, Ramon E. & Lease, Ronald C. & McConnell, John J.
- 69-90 Price, trade size, and information in securities markets
by Easley, David & O'Hara, Maureen
- 91-108 Convertible call policies : An empirical analysis of an information-signaling hypothesis
by Ofer, Aharon R. & Natarajan, Ashok
- 109-126 Firm value and seasoned equity issues : Price pressure, wealth redistribution, or negative information
by Kalay, Avner & Shimrat, Adam
- 127-168 Shark repellents and stock prices : The effects of antitakeover amendments since 1980
by Jarrell, Gregg A. & Poulsen, Annette B.
- 169-189 Testing for market timing ability : A framework for forecast evaluation
by Cumby, Robert E. & Modest, David M.
June 1987, Volume 18, Issue 2
- 195-195 Editorial data
by Jensen, Michael C. & Long, John Jr. & Smith, Clifford Jr. & Stulz, ReneM. & Warner, Jerold B.
- 199-228 The distribution of earnings news over time and seasonalities in aggregate stock returns
by Penman, Stephen H.
- 229-252 The market for interfirm asset sales : Partial sell-offs and total liquidations
by Hite, Gailen L. & Owers, James E. & Rogers, Ronald C.
- 253-276 Stock returns and inflation : The role of the monetary sector
by Kaul, Gautam
- 277-311 Constraints on short-selling and asset price adjustment to private information
by Diamond, Douglas W. & Verrecchia, Robert E.
- 313-339 The creation of a class of limited voting common stock and shareholder wealth
by Partch, M. Megan
- 341-371 On multivariate tests of the CAPM
by MacKinlay, A. Craig
- 373-399 Stock returns and the term structure
by Campbell, John Y.
- 401-420 The choice of organizational form The case of franchising
by Brickley, James A. & Dark, Frederick H.
March 1987, Volume 18, Issue 1
- 1-1 Editorial data
by Jensen, Michael C. & Long, John Jr. & Smith, Clifford Jr. & Stulz, ReneM. & Warner, Jerold B.
- 7-27 Time to build, option value, and investment decisions
by Majd, Saman & Pindyck, Robert S.
- 29-59 Changes in ownership structure : Conversions of mutual savings and loans to stock charter
by Masulis, Ronald W.
- 61-90 On correlations and inferences about mean-variance efficiency
by Kandel, Shmuel & Stambaugh, Robert F.
- 91-110 Multivariate proxies and asset pricing relations : Living with the Roll critique
by Shanken, Jay
- 111-126 An empirical analysis of the incentives to engage in costly information acquisition : The case of risk arbitrage
by Larcker, David F. & Lys, Thomas
- 127-146 Non-stationarity and stage-of-the-business-cycle effects in consumption-based asset pricing relations
by Ferson, Wayne E. & Merrick, John Jr.
- 147-160 The wealth effects of company initiated management changes
by Furtado, Eugene P. H. & Rozeff, Michael S.
- 161-174 A monthly effect in stock returns
by Ariel, Robert A.
- 175-184 An analysis of gains to acquiring firm's shareholders : The special case of REITs
by Allen, Paul R. & Sirmans, C. F.
- 185-192 The monotonicity of the term premium : A closer look
by McCulloch, J. Huston
December 1986, Volume 17, Issue 2
- 223-249 Asset pricing and the bid-ask spread
by Amihud, Yakov & Mendelson, Haim
- 251-272 The valuation of floating-rate instruments : Theory and evidence
by Ramaswamy, Krishna & Sundaresan, Suresh M.
- 273-312 Compensation and wealth transfers in the French nationalizations 1981-1982
by Langohr, Herwig M. & Viallet, Claude J.
- 313-333 A test of dividend irrelevance using volume reactions to a change in dividend policy
by Richardson, Gordon & Sefcik, Stephan E. & Thompson, Rex
- 335-355 Empirical determinants of the relative yields on taxable and tax-exempt securities
by Buser, Stephen A. & Hess, Patrick J.
- 357-390 Predicting returns in the stock and bond markets
by Keim, Donald B. & Stambaugh, Robert F.
- 391-415 Return seasonality and tax-loss selling in the market for long-term government and corporate bonds
by Chang, Eric C. & Pinegar, J. Michael
September 1986, Volume 17, Issue 1
- 3-3 Editorial data
by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM.
- 5-26 Stock return variances : The arrival of information and the reaction of traders
by French, Kenneth R. & Roll, Richard
- 27-55 Modeling the term structure of interest rates under non-separable utility and durability of goods
by Dunn, Kenneth B. & Singleton, Kenneth J.
- 57-89 The effect of bond rating changes on common stock prices
by Holthausen, Robert W. & Leftwich, Richard W.
- 91-111 The valuation of American call options and the expected ex-dividend stock price decline
by Barone-Adesi, Giovanni & Whaley, Robert E.
- 113-142 Event study methodologies and the size effect : The case of UK press recommendations
by Dimson, Elroy & Marsh, Paul
- 143-173 Statistical tests of contingent-claims asset-pricing models : A new methodology
by Lo, Andrew W.
- 175-196 Term premiums and default premiums in money markets
by Fama, Eugene F.
- 197-210 Day-of-the-week and intraday effects in stock returns
by Smirlock, Michael & Starks, Laura
- 211-219 The equity premium and the concentration of aggregate shocks
by Mankiw, N. Gregory
July 1986, Volume 16, Issue 3
June 1986, Volume 16, Issue 2
- 141-141 Editorial data
by Jensen, Michael C. & Long, John Jr. & William Schwert, G. & Smith, Clifford Jr. & Stultz, ReneM.
- 143-187 Corporate mergers and security returns
by Dennis, Debra K. & McConnell, John J.
- 189-212 Insiders' profits, costs of trading, and market efficiency
by Seyhun, H. Nejat
- 213-233 A theory of price limits in futures markets
by Brennan, Michael J.
- 235-265 An empirical investigation of calls of non-convertible bonds
by Vu, Joseph D.
- 267-283 The puzzling price behavior of treasury bills that mature at the turn of calendar months
by Park, Sang Yong & Reinganum, Marc R.
May 1986, Volume 16, Issue 1
- 1-1 Editorial data
by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM.
- 3-39 Consumption, production, inflation and interest rates : A synthesis
by Breeden, Douglas T.
- 41-72 Implicit delivery options and optimal delivery strategies for financial futures contracts
by Gay, Gerald D. & Manaster, Steven
- 73-98 Ownership structure and control : The mutualization of stock life insurance companies
by Mayers, David & Smith, Clifford Jr.
- 99-117 A transaction data study of weekly and intradaily patterns in stock returns
by Harris, Lawrence
- 119-140 The effect of the Bankruptcy Reform Act of 1978 on small business loan pricing
by Scott, Jonathan A. & Smith, Terence C.
March 1986, Volume 15, Issue 3
- 283-283 Editorial data
by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM.
- 285-321 Unanticipated inflation and the value of the firm
by Bernard, Victor L.
- 323-339 Calculating the market value of riskless cash flows
by Ruback, Richard S.
- 341-357 Unbiased estimation of the Black/Scholes formula
by Butler, J. S. & Schachter, Barry
- 359-372 Non-trading, market making, and estimates of stock price volatility
by Marsh, Terry A. & Rosenfeld, Eric R.
- 373-394 Performance measurement with the arbitrage pricing theory : A new framework for analysis
by Connor, Gregory & Korajczyk, Robert A.
- 395-405 The market valuation of cash dividends : The citizens utilities case reconsidered
by Poterba, James M.
1986, Volume 15, Issue 1-2
- 1-2 Preface
by Jensen, Michael C. & Smith, Clifford Jr.
- 3-29 Investment banking and the capital acquisition process
by Smith, Clifford Jr.
- 31-60 Valuation effects of security offerings and the issuance process
by Mikkelson, Wayne H. & Partch, M. Megan
- 61-89 Equity issues and offering dilution
by Asquith, Paul & Mullins, David Jr.
- 91-118 Seasoned equity offerings : An empirical investigation
by Masulis, Ronald W. & Korwar, Ashok N.
- 119-151 Valuation effects of corporate debt offerings
by Eckbo, B. Espen
- 153-186 A comparison of equity carve-outs and seasoned equity offerings : Share price effects and corporate restructuring
by Schipper, Katherine & Smith, Abbie
- 187-212 Why new issues are underpriced
by Rock, Kevin
- 213-232 Investment banking, reputation, and the underpricing of initial public offerings
by Beatty, Randolph P. & Ritter, Jay R.
- 233-259 Issuing costs to existing shareholders in competitive and negotiated underwritten public utility equity offerings
by Bhagat, Sanjai & Frost, Peter A.
- 261-281 Capital raising, underwriting and the certification hypothesis
by Booth, James R. & Smith, Richard II
December 1985, Volume 14, Issue 4
- 499-499 Editorial data
by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM.
- 501-521 An analysis of secured debt
by Stulz, ReneM. & Johnson, Herb
- 523-553 An empirical analysis of the interfirm equity investment process
by Mikkelson, Wayne H. & Ruback, Richard S.
- 555-555 Raiders or saviors? The evidence on six controversial investors
by Holderness, Clifford G. & Sheehan, Dennis P.
September 1985, Volume 14, Issue 3
- 325-325 Editorial data
by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, Rene M.
- 327-348 Multivariate tests of the zero-beta CAPM
by Shanken, Jay
- 349-357 A note on the geometry of Shanken's CSR T2 test for mean/variance efficiency
by Roll, Richard
- 359-375 A Monte Carlo investigation of the accuracy of multivariate CAPM tests
by Amsler, Christine E. & Schmidt, Peter
- 377-397 Underpricing of seasoned issues
by Parsons, John E. & Raviv, Artur
- 399-422 Corporate capital expenditure decisions and the market value of the firm
by McConnell, John J. & Muscarella, Chris J.
- 451-471 An exploratory investigation of the firm size effect
by Chan, K. C. & Chen, Nai-fu & Hsieh, David A.
- 473-489 Dividend yields and stock returns: Implications of abnormal January returns
by Keim, Donald B.
- 491-495 Derived factors in event studies
by Brown, Stephen J. & Weinstein, Mark I.
June 1985, Volume 14, Issue 2
- 163-163 Editorial data
by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM.
- 165-194 Stock price effects and costs of secondary distributions
by Mikkelson, Wayne H. & Partch, M. Megan
- 195-215 Incentive effects of stock purchase plans
by Bhagat, Sanjai & Brickley, James A. & Lease, Ronald C.
- 217-236 Testing asset pricing models with changing expectations and an unobservable market portfolio
by Gibbons, Michael R. & Ferson, Wayne
- 237-250 Partially anticipated events: A model of stock price reactions with an application to corporate acquisitions
by Malatesta, Paul H. & Thompson, Rex
- 251-266 Volatility increases subsequent to stock splits: An empirical aberration
by Ohlson, James A. & Penman, Stephen H.
- 267-282 Direct evidence on the marginal rate of taxation on dividend income
by Peterson, Pamela P. & Peterson, David R. & Ang, James S.
- 283-308 Trading and valuing depreciable assets
by Williams, Joseph T.
- 309-315 The duration of option portfolios
by Garman, Mark B.
- 317-321 Hedging options
by Chen, Nai-fu & Johnson, Herb
March 1985, Volume 14, Issue 1
- 1-1 Editorial data
by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM.
- 3-31 Using daily stock returns : The case of event studies
by Brown, Stephen J. & Warner, Jerold B.
- 33-69 Managerial ownership of voting rights : A study of public corporations with dual classes of common stock
by DeAngelo, Harry & DeAngelo, Linda
- 71-100 Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
by Glosten, Lawrence R. & Milgrom, Paul R.
- 101-119 Organizational forms and investment decisions
by Fama, Eugene F. & Jensen, Michael C.
- 121-143 The effect of value line investment survey rank changes on common stock prices
by Stickel, Scott E.
- 145-159 Time preference and capital asset pricing models
by Bergman, Yaacov Z.
December 1984, Volume 13, Issue 4
- 459-459 Editorial data
by Jensen, Michael C. & Long, John Jr. & William Schwert, G. & Smith, Clifford Jr. & Stulz, Rene M.
- 461-490 The valuation effects of stock splits and stock dividends
by Grinblatt, Mark S. & Masulis, Ronald W. & Titman, Sheridan
- 491-507 `Open-ending' closed-end funds
by Brauer, Greggory A.
- 509-528 The information in the term structure
by Fama, Eugene F.
- 529-546 Term premiums in bond returns
by Fama, Eugene F.
- 547-559 The weekend effect on the distribution of stock prices : Implications for option pricing
by French, Dan W.
- 561-574 Risk and return : Janaury vs. the rest of the year
by Tinic, Seha M. & West, Richard R.
- 575-592 The likelihood ratio test statistic of mean-variance efficiency without a riskless asset
by Kandel, Shmuel
September 1984, Volume 13, Issue 3
- 297-297 Editorial data
by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM.
- 299-335 Optimal bond trading with personal taxes
by Constantinides, George M. & Ingersoll, Jonathan Jr.
- 337-351 Arbitrage pricing, transaction costs and taxation of capital gains : A study of government bonds with the same maturity date
by Litzenberger, Robert H. & Rolfo, Jacques
- 353-370 The quality option implicit in futures contracts
by Gay, Gerald D. & Manaster, Steven
- 371-397 Warrant exercise and bond conversion in competitive markets
by Constantinides, George M.
- 399-423 A strategic analysis of sinking fund bonds
by Dunn, Kenneth B. & Spatt, Chester S.
- 425-434 Call options and the risk of underlying securities
by Jagannathan, Ravi
- 435-455 Volume and turn-of-the-year behavior
by Lakonishok, Josef & Smidt, Seymour
June 1984, Volume 13, Issue 2
March 1984, Volume 13, Issue 1
- 1-1 Editorial data
by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM.
- 3-34 On interpreting security returns during the ex-dividend period
by Eades, Kenneth M. & Hess, Patrick J. & Kim, E. Han
- 65-89 Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns
by Constantinides, George M.
- 91-113 Option arbitrage and strategy with large price changes
by Jones, E. Philip
- 115-136 Investment incentives, debt, and warrants
by Green, Richard C.
- 137-151 The effect of capital structure on a firm's liquidation decision
by Titman, Sheridan
December 1983, Volume 12, Issue 4
- 407-407 Editorial data
by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM.
- 437-467 Effects of recontracting on shareholder wealth : The case of voluntary spin-offs
by Schipper, Katherine & Smith, Abbie
- 469-481 Stock market seasonality : International Evidence
by Gultekin, Mustafa N. & Gultekin, N. Bulent
- 483-496 An explicit bound on individual assets' deviations from APT pricing in a finite economy
by Dybvig, Philip H.
- 497-507 Factor pricing in a finite economy
by Grinblatt, Mark & Titman, Sheridan
November 1983, Volume 12, Issue 3
- 287-287 Editorial data
by Jensen Michael C. & Long John B., Jr. & Schwert G. William & Smith Clifford W., Jr. & Stulz ReneM.
- 289-310 The effect of pre-emptive right amendments on shareholder wealth
by Bhagat, Sanjai
- 311-342 A comparison of futures and forward prices
by French, Kenneth R.
- 343-355 Banks, firms and the relative pricing of tax-exempt and taxable bonds
by Skelton, Jeffrey L.
- 357-369 Arbitrage pricing with information
by Stambaugh, Robert F.
- 371-386 On computing mean returns and the small firm premium
by Roll, Richard
- 387-404 Biases in computed returns : An application to the size effect
by Blume, Marshall E. & Stambaugh, Robert F.
August 1983, Volume 12, Issue 2
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