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Elsevier Journal of Financial Economics Contact information of
Elsevier: http://www.elsevier.com/locate/inca/505576
Download restrictions: Full text for ScienceDirect subscribers only Editor:
For technical questions regarding this series, please contact
(Heidi Boesdal) Series handle: repec:eee:jfinec
More pages of listings: 0 |1 |2 |3 |4 |5 |6 |7 |8
1984, Volume 13, Issue 4
1984, Volume 13, Issue 3 297-297 Editorial data by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM. [Downloadable! (restricted)]
299-335 Optimal bond trading with personal taxes by Constantinides, George M. & Ingersoll, Jonathan Jr. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
353-370 The quality option implicit in futures contracts by Gay, Gerald D. & Manaster, Steven [Downloadable! (restricted)]
371-397 Warrant exercise and bond conversion in competitive markets by Constantinides, George M. [Downloadable! (restricted)]
399-423 A strategic analysis of sinking fund bonds by Dunn, Kenneth B. & Spatt, Chester S. [Downloadable! (restricted)]
425-434 Call options and the risk of underlying securities by Jagannathan, Ravi [Downloadable! (restricted)]
435-455 Volume and turn-of-the-year behavior by Lakonishok, Josef & Smidt, Seymour [Downloadable! (restricted)]
1984, Volume 13, Issue 2 1984, Volume 13, Issue 1 1-1 Editorial data by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM. [Downloadable! (restricted)]
3-34 On interpreting security returns during the ex-dividend period by Eades, Kenneth M. & Hess, Patrick J. & Kim, E. Han [Downloadable! (restricted)]
65-89 Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns by Constantinides, George M. [Downloadable! (restricted)]
91-113 Option arbitrage and strategy with large price changes by Jones, E. Philip [Downloadable! (restricted)]
115-136 Investment incentives, debt, and warrants by Green, Richard C. [Downloadable! (restricted)]
137-151 The effect of capital structure on a firm's liquidation decision by Titman, Sheridan [Downloadable! (restricted)]
1983, Volume 12, Issue 4 407-407 Editorial data by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM. [Downloadable! (restricted)]
437-467 Effects of recontracting on shareholder wealth : The case of voluntary spin-offs by Schipper, Katherine & Smith, Abbie [Downloadable! (restricted)]
469-481 Stock market seasonality : International Evidence by Gultekin, Mustafa N. & Gultekin, N. Bulent [Downloadable! (restricted)]
483-496 An explicit bound on individual assets' deviations from APT pricing in a finite economy by Dybvig, Philip H. [Downloadable! (restricted)]
497-507 Factor pricing in a finite economy by Grinblatt, Mark & Titman, Sheridan [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
289-310 The effect of pre-emptive right amendments on shareholder wealth by Bhagat, Sanjai [Downloadable! (restricted)]
311-342 A comparison of futures and forward prices by French, Kenneth R. [Downloadable! (restricted)]
343-355 Banks, firms and the relative pricing of tax-exempt and taxable bonds by Skelton, Jeffrey L. [Downloadable! (restricted)]
357-369 Arbitrage pricing with information by Stambaugh, Robert F. [Downloadable! (restricted)]
371-386 On computing mean returns and the small firm premium by Roll, Richard [Downloadable! (restricted)]
387-404 Biases in computed returns : An application to the size effect by Blume, Marshall E. & Stambaugh, Robert F. [Downloadable! (restricted)]
1983, Volume 12, Issue 2 161-185 Transactions data tests of efficiency of the Chicago board options exchange by Bhattacharya, Mihir [Downloadable! (restricted)]
187-209 Shareholder wealth, information signaling and the specially designated dividend : An empirical study by Brickley, James A. [Downloadable! (restricted)]
211-235 Warrant valuation and exercise strategy by Emanuel, David C. [Downloadable! (restricted)]
237-261 Valuation of asset leasing contracts by McConnell, John J. & Schallheim, James S. [Downloadable! (restricted)]
263-278 Friction in the trading process and the estimation of systematic risk by Cohen, Kalman J. & Hawawini, Gabriel A. & Maier, Steven F. & Schwartz, Robert A. & Whitcomb, David K. [Downloadable! (restricted)]
279-283 Risk measurement when shares are subject to infrequent trading : Comment by Fowler, David J. & Rorke, C. Harvey [Downloadable! (restricted)]
285-286 Option pricing in a lognormal securities market with discrete trading : A comment by Brown, David & Huang, Chi-fu [Downloadable! (restricted)]
1983, Volume 12, Issue 1 1-1 Editorial data by Jensen, Micahel C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM. [Downloadable! (restricted)]
3-12 Size and stock returns, and other empirical regularities by Schwert, G. William [Downloadable! (restricted)]
13-32 Size-related anomalies and stock return seasonality : Further empirical evidence by Keim, Donald B. [Downloadable! (restricted)]
33-56 New evidence on the nature of size-related anomalies in stock prices by Brown, Philip & Kleidon, Allan W. & Marsh, Terry A. [Downloadable! (restricted)]
57-79 Transaction costs and the small firm effect by Stoll, Hans R. & Whaley, Robert E. [Downloadable! (restricted)]
81-88 Transaction costs and the small firm effect : A comment by Schultz, Paul [Downloadable! (restricted)]
89-104 The anomalous stock market behavior of small firms in January : Empirical tests for tax-loss selling effects by Reinganum, Marc R. [Downloadable! (restricted)]
105-127 Stock return seasonalities and the tax-loss selling hypothesis : Analysis of the arguments and Australian evidence by Brown, Philip & Keim, Donald B. & Kleidon, Allan W. & Marsh, Terry A. [Downloadable! (restricted)]
129-156 The relationship between earnings' yield, market value and return for NYSE common stocks : Further evidence by Basu, Sanjoy [Downloadable! (restricted)]
1983, Volume 11, Issue 1-4 3-3 Preface by Jensen, Michael C. [Downloadable! (restricted)]
5-50 The market for corporate control : The scientific evidence by Jensen, Michael C. & Ruback, Richard S. [Downloadable! (restricted)]
51-83 Merger bids, uncertainty, and stockholder returns by Asquith, Paul [Downloadable! (restricted)]
85-119 Evidence on the capitalized value of merger activity for acquiring firms by Schipper, Katherine & Thompson, Rex [Downloadable! (restricted)]
121-139 The gains to bidding firms from merger by Asquith, Paul & Bruner, Robert F. & Mullins, David Jr. [Downloadable! (restricted)]
141-153 Assessing competition in the market for corporate acquisitions by Ruback, Richard S. [Downloadable! (restricted)]
155-181 The wealth effect of merger activity and the objective functions of merging firms by Malatesta, Paul H. [Downloadable! (restricted)]
183-206 The rationale behind interfirm tender offers : Information or synergy? by Bradley, Michael & Desai, Anand & Kim, E. Han [Downloadable! (restricted)]
207-224 The costs of antimerger lawsuits : Evidence from the stock market by Wier, Peggy [Downloadable! (restricted)]
225-240 Examining antitrust policy towards horizontal mergers by Stillman, Robert [Downloadable! (restricted)]
241-273 Horizontal mergers, collusion, and stockholder wealth by Eckbo, B. Espen [Downloadable! (restricted)]
275-300 Standstill agreements, privately negotiated stock repurchases, and the market for corporate control by Dann, Larry Y. & DeAngelo, Harry [Downloadable! (restricted)]
301-328 The wealth effects of targeted share repurchases by Bradley, Michael & Wakeman, L. Macdonald [Downloadable! (restricted)]
329-359 Antitakeover charter amendments and stockholder wealth by DeAngelo, Harry & Rice, Edward M. [Downloadable! (restricted)]
361-399 An empirical investigation of the impact of `antitakeover' amendments on common stock prices by Linn, Scott C. & McConnell, John J. [Downloadable! (restricted)]
401-438 On corporate governance : A study of proxy contests by Dodd, Peter & Warner, Jerold B. [Downloadable! (restricted)]
439-471 The market value of control in publicly-traded corporations by Lease, Ronald C. & McConnell, John J. & Mikkelson, Wayne H. [Downloadable! (restricted)]
1982, Volume 10, Issue 4 1982, Volume 10, Issue 3 237-268 On the exclusion of assets from tests of the two-parameter model : A sensitivity analysis by Stambaugh, Robert F. [Downloadable! (restricted)]
269-287 Empirical anomalies based on unexpected earnings and the importance of risk adjustments by Rendleman, Richard Jr. & Jones, Charles P. & Latane, Henry A. [Downloadable! (restricted)]
289-321 The value line enigma (1965-1978) : A case study of performance evaluation issues by Copeland, Thomas E. & Mayers, David [Downloadable! (restricted)]
323-329 Do forecast errors or term premia really make the difference between long and short rates? by Startz, Richard [Downloadable! (restricted)]
331-345 Comments on the valuation of derivative assets by Bick, Avi [Downloadable! (restricted)]
347-369 Approximate option valuation for arbitrary stochastic processes by Jarrow, Robert & Rudd, Andrew [Downloadable! (restricted)]
1982, Volume 10, Issue 2 119-119 Editorial data by Jensen, Michael C. & Schwert, G. William [Downloadable! (restricted)]
121-159 Tax-induced clientele effects in the market for British government securities : Placing bounds on security values in an incomplete market by Schaefer, Stephen M. [Downloadable! (restricted)]
161-185 Options on the minimum or the maximum of two risky assets : Analysis and applications by Stulz, ReneM. [Downloadable! (restricted)]
187-194 Racetrack betting and informed behavior by Asch, Peter & Malkiel, Burton G. & Quandt, Richard E. [Downloadable! (restricted)]
195-210 Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information by Grossman, Sanford J. & Shiller, Robert J. [Downloadable! (restricted)]
211-233 Stockholder-bondholder conflict and dividend constraints by Kalay, Avner [Downloadable! (restricted)]
1982, Volume 10, Issue 1 1981, Volume 9, Issue 4 319-319 Editorial data by Jensen, Michael C. & Schwert, G. William [Downloadable! (restricted)]
321-346 The relation between forward prices and futures prices by Cox, John C. & Ingersoll, Jonathan Jr. & Ross, Stephen A. [Downloadable! (restricted)]
347-371 A continuous time equilibrium model of forward prices and futures prices in a multigood economy by Richard, Scott F. & Sundaresan, M. [Downloadable! (restricted)]
373-382 Forward contracts and futures contracts by Jarrow, Robert A. & Oldfield, George S. [Downloadable! (restricted)]
383-406 A model of international asset pricing by Stulz, ReneM. [Downloadable! (restricted)]
1981, Volume 9, Issue 3 221-235 Information aggregation in a noisy rational expectations economy by Diamond, Douglas W. & Verrecchia, Robert E. [Downloadable! (restricted)]
237-264 Convertible calls and security returns by Mikkelson, Wayne H. [Downloadable! (restricted)]
265-269 Does the investment interest limitation explain the existence of dividends? by Feenberg, Daniel [Downloadable! (restricted)]
271-280 Valuation of risky assets in arbitrage-free economies with transactions costs by Garman, Mark B. & Ohlson, James A. [Downloadable! (restricted)]
281-307 Risky debt, jump processes, and safety covenants by Mason, Scott P. & Bhattacharya, Sudipto [Downloadable! (restricted)]
309-315 Assimilating earnings and split information : Is the capital market becoming more efficient? by Nichols, William D. & Brown, Stewart L. [Downloadable! (restricted)]
1981, Volume 9, Issue 2 1981, Volume 9, Issue 1 1980, Volume 8, Issue 4 1980, Volume 8, Issue 3 203-203 Editorial data by Jensen, Michael C. [Downloadable! (restricted)]
205-258 Measuring security price performance by Brown, Stephen J. & Warner, Jerold B. [Downloadable! (restricted)]
259-282 Discretely adjusted option hedges by Boyle, Phelim P. & Emanuel, David [Downloadable! (restricted)]
283-317 Mutual fund insurance by Gatto, Mary Ann & Geske, Robert & Litzenberger, Robert & Sosin, Howard [Downloadable! (restricted)]
319-319 Call for papers by Block, Stanley [Downloadable! (restricted)]
1980, Volume 8, Issue 2 1980, Volume 8, Issue 1 1979, Volume 7, Issue 4 1979, Volume 7, Issue 3 1979, Volume 7, Issue 2 1979, Volume 7, Issue 1 1-1 Editorial data by Jensen, Michael C. [Downloadable! (restricted)]
3-28 Measuring portfolio performance and the empirical content of asset pricing models by Mayers, David & Rice, Edward M. [Downloadable! (restricted)]
29-61 Information dissemination, market efficiency and the frequency of transactions by Barry Goldman, M. & Sosin, Howard B. [Downloadable! (restricted)]
63-81 The valuation of compound options by Geske, Robert [Downloadable! (restricted)]
83-109 Financial leverage clienteles : Theory and evidence by Han Kim, E. & Lewellen, Wilbur G. & McConnell, John J. [Downloadable! (restricted)]
1978, Volume 6, Issue 2-3 93-93 Editorial data by Jensen, Michael C. [Downloadable! (restricted)]
95-101 Some anomalous evidence regarding market efficiency by Jensen, Michael C. [Downloadable! (restricted)]
103-126 Anomalies in relationships between securities' yields and yield-surrogates by Ball, Ray [Downloadable! (restricted)]
151-186 The information content of discounts and premiums on closed-end fund shares by Thompson, Rex [Downloadable! (restricted)]
187-211 Empirical tests of boundary conditions for CBOE options by Galai, Dan [Downloadable! (restricted)]
213-234 The information content of option prices and a test of market efficiency by Chiras, Donald P. & Manaster, Steven [Downloadable! (restricted)]
235-264 The market valuation of cash dividends : A case to consider by Long, John Jr. [Downloadable! (restricted)]
265-296 Split information, stock returns and market efficiency-I by Charest, Guy [Downloadable! (restricted)]
297-330 Dividend information, stock returns and market efficiency-II by Charest, Guy [Downloadable! (restricted)]
1978, Volume 6, Issue 4 1978, Volume 6, Issue 1 1977, Volume 5, Issue 3 271-271 Editorial data by Jensen, Michael C. [Downloadable! (restricted)]
273-307 Alternative methods for raising capital : Rights versus underwritten offerings by Smith, Clifford Jr. [Downloadable! (restricted)]
309-327 Estimating betas from nonsynchronous data by Scholes, Myron & Williams, Joseph [Downloadable! (restricted)]
351-373 Tender offers and stockholder returns : An empirical analysis by Dodd, Peter & Ruback, Richard [Downloadable! (restricted)]
375-387 The impact of variance estimation in option valuation models by Boyle, Phelim P. & Ananthanarayanan, A. L. [Downloadable! (restricted)]
389-418 An autoregressive jump process for common stock returns by Oldfield, George Jr. & Rogalski, Richard J. & Jarrow, Robert A. [Downloadable! (restricted)]
419-436 Taxes, transactions costs and the clientele effect of dividends by Pettit, R. Richardson [Downloadable! (restricted)]
1977, Volume 5, Issue 2 113-113 Editorial data by Jensen, Michael C. [Downloadable! (restricted)]
115-146 Asset returns and inflation by Fama, Eugene F. & Schwert, G. William [Downloadable! (restricted)]
147-175 Determinants of corporate borrowing by Myers, Stewart C. [Downloadable! (restricted)]
177-188 An equilibrium characterization of the term structure by Vasicek, Oldrich [Downloadable! (restricted)]
189-200 Capital market equilibrium in a mean-lower partial moment framework by Bawa, Vijay S. & Lindenberg, Eric B. [Downloadable! (restricted)]
201-218 Portfolio strategies and performance by Bloomfield, Ted & Leftwich, Richard & Long, John Jr. [Downloadable! (restricted)]
219-239 Capital asset prices with heterogeneous beliefs by Williams, Joseph T. [Downloadable! (restricted)]
241-249 On the pricing of contingent claims and the Modigliani-Miller theorem by Merton, Robert C. [Downloadable! (restricted)]
251-258 An analytic valuation formula for unprotected American call options on stocks with known dividends by Roll, Richard [Downloadable! (restricted)]
259-263 A note on qualitative results for investment proportions by Rudd, Andrew [Downloadable! (restricted)]
265-268 Comments on qualitative results for investment proportions by Roll, Richard & Ross, Stephen A. [Downloadable! (restricted)]
1977, Volume 5, Issue 1 1977, Volume 4, Issue 3 0 |1 |2 |3 |4 |5 |6 |7 |8 Access
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