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December 1995, Volume 50, Issue 5
September 1995, Volume 50, Issue 4
- 1029-1057 Performance Changes Following Top Management Dismissals
by Denis, David J & Denis, Diane K
- 1059-1093 The Valuation of Cash Flow Forecasts: An Empirical Analysis
by Kaplan, Steven N & Ruback, Richard S
- 1095-1112 Do LBO Supermarkets Charge More? An Empirical Analysis of the Effects of LBOs on Supermarket Pricing
by Chevalier, Judith A
- 1113-1146 Covenants and Collateral as Incentives to Monitor
by Rajan, Raghuram & Winton, Andrew
- 1147-1174 The Behavior of Stock Prices around Institutional Trades
by Chan, Louis K C & Lakonishok, Josef
- 1175-1199 One Security, Many Markets: Determining the Contributions to Price Discovery
by Hasbrouck, Joel
- 1201-1228 Predictability of Stock Returns: Robustness and Economic Significance
by Pesaran, M Hashem & Timmermann, Allan
- 1229-1256 Fundamental Economic Variables, Expected Returns, and Bond Fund Performance
by Elton, Edwin J & Gruber, Martin J & Blake, Christopher R
- 1257-1273 An Analysis of the Recommendations of the "Superstar" Money Managers at Barron's Annual Roundtable
by Desai, Hemang & Jain, Prem C
- 1275-1289 Convertible Bonds Are Not Called Late
by Asquith, Paul
- 1291-1308 Do Managerial Motives Influence Firm Risk Reduction Strategies?
by May, Don O
- 1309-1319 The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity
by Sercu, Piet & Uppal, Raman & Van Hulle, Cynthia
- 1321-1329 Explaining Forward Exchange Bias . . . Intraday
by Lyons, Richard K & Rose, Andrew K
July 1995, Volume 50, Issue 3
- 773-787 Dynamic Asset Allocation and the Informational Efficiency of Markets
by Grossman, Sanford J
- 789-819 A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
by Longstaff, Francis A & Schwartz, Eduardo S
- 821-851 Capital Requirements for Securities Firms
by Dimson, Elroy & Marsh, Paul
- 853-873 Survival
by Brown, Stephen J & Goetzmann, William N & Ross, Stephen A
- 875-897 Ex-day Behavior: Tax or Short-Term Trading Effects
by Lasfer, M Ameziane
- 899-917 The Priority Structure of Corporate Liabilities
by Barclay, Michael J & Smith, Clifford W, Jr
- 919-940 Managers of Financially Distressed Firms: Villains or Scapegoats?
by Khanna, Naveen & Poulsen, Annette B
June 1995, Volume 50, Issue 2
- 403-444 Time-Varying World Market Integration
by Bekaert, Geert & Harvey, Campbell R
- 445-479 The World Price of Foreign Exchange Risk
by Dumas, Bernard & Solnik, Bruno
- 481-506 Time-Varying Expected Returns in International Bond Markets
by Ilmanen, Antti
- 507-528 Predicting Volatility in the Foreign Exchange Market
by Jorion, Philippe
- 529-547 Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options
by Campa, Jose Manuel & Chang, P H Kevin
- 549-572 Returns from Investing in Equity Mutual Funds 1971 to 1991
by Malkiel, Burton G
- 573-608 Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?
by Michaely, Roni & Thaler, Richard H & Womack, Kent L
- 609-631 The Maturity Structure of Corporate Debt
by Barclay, Michael J & Smith, Clifford W, Jr
- 633-659 Debt Financing under Asymmetric Information
by Goswami, Gautam & Noe, Thomas H & Rebello, Michael J
- 661-678 Did J. P. Morgan's Men Add Liquidity? Corporate Investment, Cash Flow, and Financial Structure at the Turn of the Twentieth Century
by Ramirez, Carlos D
- 679-698 Performance Persistence
by Brown, Stephen J & Goetzmann, William N
- 699-718 The Effect of Lender Identity on a Borrowing Firm's Equity Return
by Billett, Matthew T & Flannery, Mark J & Garfinkel, Jon A
- 719-737 Lattice Models for Pricing American Interest Rate Claims
by Li, Anlong & Ritchken, Peter & Sankarasubramanian, L
- 739-748 What Constitutes Evidence of Discrimination in Lending?
by Ferguson, Michael F & Peters, Stephen R
March 1995, Volume 50, Issue 1
- 3-21 Postbankruptcy Performance and Management Turnover
by Hotchkiss, Edith Shwalb
- 23-51 The New Issues Puzzle
by Loughran, Tim & Ritter, Jay R
- 53-85 Pricing Derivatives on Financial Securities Subject to Credit Risk
by Jarrow, Robert A & Turnbull, Stuart M
- 87-129 Implementing Option Pricing Models When Asset Returns Are Predictable
by Lo, Andrew W & Wang, Jiang
- 131-155 Size and Book-to-Market Factors in Earnings and Returns
by Fama, Eugene F & French, Kenneth R
- 157-184 Portfolio Inefficiency and the Cross-Section of Expected Returns
by Kandel, Shmuel & Stambaugh, Robert F
- 185-224 Another Look at the Cross-Section of Expected Stock Returns
by Kothari, S P & Shanken, Jay & Sloan, Richard G
- 225-253 Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?
by Evans, Martin D D & Lewis, Karen K
- 255-279 Trading Behavior and the Unbiasedness of the Market Reaction to Dividend Announcements
by Bajaj, Mukesh & Vijh, Anand M
- 281-300 Stock Volatility and the Levels of the Basis and Open Interest in Future Contracts
by Chen, Nai-Fu & Cuny, Charles J & Haugen, Robert A
- 301-318 Venture Capitalists and the Oversight of Private Firms
by Lerner, Josh
- 319-339 On Intraday Risk Premia
by Spiegel, Matthew & Subrahmanyam, Avanidhar
- 341-359 Information Quality, Performance Measurement, and Security Demand in Rational Expectations Economies
by Noe, Thomas H & Ramamurtie, Buddhavarapu Sailesh
- 361-375 Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure
by Bessembinder, Hendrik, et al
December 1994, Volume 49, Issue 5
- 1541-1578 Contrarian Investment, Extrapolation, and Risk
by Lakonishok, Josef & Shleifer, Andrei & Vishny, Robert W
- 1579-1593 The Cross-Section of Realized Stock Returns: The Pre-COMPUSTAT Evidence
by Davis, James L
- 1595-1615 Industry Returns and the Fisher Effect
by Boudoukh, Jacob & Richardson, Matthew & Whitelaw, Robert F
- 1617-1638 Time-Series Variation in Dividend Pricing
by Eades, Kenneth M & Hess, Patrick J & Kim, E Han
- 1639-1664 Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation
by Hiemstra, Craig & Jones, Jonathan D
- 1665-1698 Security Analysis and Trading Patterns When Some Investors Receive Information before Others
by Hirshleifer, David & Subrahmanyam, Avanidhar & Titman, Sheridan
- 1699-1726 The Post-Issue Operating Performance of IPO Firms
by Jain, Bharat A & Kini, Omesh
- 1727-1754 Free Cash Flow, Shareholder Value, and the Undistributed Profits Tax of 1936 and 1937
by Christie, William G & Nanda, Vikram
- 1755-1785 Firm Valuation, Earnings Expectations, and the Exchange-Rate Exposure Effect
by Bartov, Eli & Bodnar, Gordon M
- 1787-1811 Corporate Events, Trading Activity, and the Estimation of Systematic Risk: Evidence from Equity Offerings and Share Repurchases
by Denis, David J & Kadlec, Gregory B
- 1813-1840 Why Do NASDAQ Market Makers Avoid Odd-Eighth Quotes?
by Christie, William G & Schultz, Paul H
- 1841-1860 Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes?
by Christie, William G & Harris, Jeffrey H & Schultz, Paul H
- 1861-1882 Explorations into Factors Explaining Money Market Returns
by Knez, Peter J & Litterman, Robert & Scheinkman, Jose Alexandre
- 1883-1891 Macroeconomic Seasonality and the January Effect
by Kramer, Charles
- 1893-1904 An Empirical Study of the Consequences of U.S. Tax Rules for International Acquisitions by U.S. Firms
by Manzon, Gil B, Jr & Sharp, David J & Travlos, Nickolaos G
- 1905-1920 Poison Put Bonds: An Analysis of Their Economic Role
by Cook, Douglas O & Easterwood, John C
September 1994, Volume 49, Issue 4
- 1127-1161 Is the Electronic Open Limit Order Book Inevitable?
by Glosten, Lawrence R
- 1163-1211 A Theory of the Dynamics of Security Returns around Market Closures
by Slezak, Steve L
- 1213-1252 Corporate Debt Value, Bond Covenants, and Optimal Capital Structure
by Leland, Hayne E
- 1253-1277 Interactions of Corporate Financing and Investment Decisions: A Dynamic Framework
by Mauer, David C & Triantis, Alexander J
- 1279-1304 Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model
by Pearson, Neil D & Sun, Tong-Sheng
- 1305-1329 Volume and Autocovariances in Short-Horizon Individual Security Returns
by Conrad, Jennifer S & Hameed, Allaudeen & Niden, Cathy
- 1331-1346 Public Information Arrival
by Berry, Thomas D & Howe, Keith M
- 1347-1371 Tax-Induced Intertemporal Restrictions on Security Returns
by Bossaerts, Peter & Dammon, Robert M
- 1373-1402 Signaling and Takeover Deterrence with Stock Repurchases: Dutch Auctions versus Fixed Price Tender Offers
by Persons, John C
- 1403-1430 The Effect of Bankruptcy Protection on Investment: Chapter 11 as a Screening Device
by Mooradian, Robert M
- 1431-1449 Ratings, Commercial Paper, and Equity Returns
by Nayar, Nandkumar & Rozeff, Michael S
- 1451-1470 The Role of ESOPs in Takeover Contests
by Chaplinsky, Susan & Niehaus, Greg
- 1471-1488 Trading Mechanisms and the Components of the Bid-Ask Spread
by Affleck-Graves, John & Hegde, Shantaram P & Miller, Robert E
- 1489-1505 Trading Volume and Transaction Costs in Specialist Markets
by George, Thomas J & Kaul, Gautam & Nimalendran, M
- 1507-1519 Market Microstructure and the Ex-date Return
by Conrad, Jennifer S & Conroy, Robert
July 1994, Volume 49, Issue 3
- 771-818 Implied Binomial Trees
by Rubinstein, Mark
- 819-849 Arbitrage Chains
by Dow, James & Gorton, Gary
- 851-889 A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks
by Hutchinson, James M & Lo, Andrew W & Poggio, Tomaso
- 891-921 Rational Prepayments and the Valuation of Collateralized Mortgage Obligations
by McConnell, John J & Singh, Manoj
- 923-950 The Impact of Public Information on the Stock Market
by Mitchell, Mark L & Mulherin, J Harold
- 951-984 Trading and Liquidity on the Tokyo Stock Exchange: A Bird's Eye View
by Lehmann, Bruce N & Modest, David M
- 985-1014 Executive Careers and Compensation Surrounding Takeover Bids
by Agrawal, Anup & Walkling, Ralph A
- 1015-1040 Financial Distress and Corporate Performance
by Opler, Tim C & Titman, Sheridan
June 1994, Volume 49, Issue 2
- 371-402 Robust Financial Contracting and the Role of Venture Capitalists
by Admati, Anat R & Pfleiderer, Paul
- 403-452 The Financial and Operating Performance of Newly Privatized Firms: An International Empirical Analysis
by Megginson, William L & Nash, Robert C & van Randenborgh, Matthias
- 453-477 Managers, Owners, and the Pricing of Risky Debt: An Empirical Analysis
by Bagnani, Elizabeth Strock, et al
- 479-513 Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-Induced or Statistical Illusion?
by Miller, Merton H & Muthuswamy, Jayaram & Whaley, Robert E
- 515-541 Time Variations and Covariations in the Expectation and Volatility of Stock Market Returns
by Whitelaw, Robert F
- 543-556 On Stock Market Returns and Returns on Investment
by Restoy, Fernando & Rockinger, G Michael
- 557-579 A Characterization of the Daily and Intraday Behavior of Returns on Options
by Sheikh, Aamir M & Ronn, Ehud I
- 581-609 The Spinoff and Merger Ex-date Effects
by Vijh, Anand M
- 611-636 The Effect of Market Segmentation and Illiquidity on Asset Prices: Evidence from Exchange Listings
by Kadlec, Gregory B & McConnell, John J
- 637-654 Efficiency Gains in Unsuccessful Management Buyouts
by Ofek, Eli
- 655-679 Expected Returns, Time-Varying Risk, and Risk Premia
by Evans, Martin D D
- 681-695 The Rationality and Price Effects of U.S. Department of Agriculture Forecasts of Oranges
by Baur, Robert F & Orazem, Peter F
- 697-712 Relative Significance of Journals, Authors, and Articles Cited in Financial Research
by Alexander, John C & Mabry, Rodney H
- 713-725 Journal Communication and Influence in Financial Research
by Borokhovich, Kenneth A & Bricker, Robert J & Simkins, Betty J
- 727-735 On Cointegration and Exchange Rate Dynamics
by Diebold, Francis X & Gardeazabal, Javier & Yilmaz, Kamil
- 737-745 Cointegration, Fractional Cointegration, and Exchange Rate Dynamics
by Baillie, Richard T & Bollerslev, Tim
March 1994, Volume 49, Issue 1
- 3-37 The Benefits of Lending Relationships: Evidence from Small Business Data
by Petersen, Mitchell A & Rajan, Raghuram G
- 39-56 The Effect of a Rating Downgrade on Outstanding Commercial Paper
by Crabbe, Leland & Post, Mitchell A
- 57-79 Investment Bank Reputation, Information Production, and Financial Intermediation
by Chemmanur, Thomas J & Fulghieri, Paolo
- 81-99 Mortgage Redlining: Race, Risk, and Demand
by Holmes, Andrew & Horvitz, Paul
- 101-121 On the Cross-sectional Relation between Expected Returns and Betas
by Roll, Richard & Ross, Stephen A
- 123-152 Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns
by Cecchetti, Stephen G & Lam, Pok-sang & Mark, Nelson C
- 153-181 Market Statistics and Technical Analysis: The Role of Volume
by Blume, Lawrence & Easley, David & O'Hara, Maureen
- 183-214 Volume, Volatility, and New York Stock Exchange Trading Halts
by Lee, Charles M C & Ready, Mark J & Seguin, Paul J
- 215-236 The Value of Wildcard Options
by Fleming, Jeff & Whaley, Robert E
- 237-254 Circuit Breakers and Market Volatility: A Theoretical Perspective
by Subrahmanyam, Avanidhar
- 255-267 Stock Returns Following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance
by Cox, Don R & Peterson, David R
- 269-279 Market Efficiency and the Favorite-Longshot Bias: The Baseball Betting Market
by Woodland, Linda M & Woodland, Bill M
- 281-289 The Effect of Dividend Changes on Stock and Bond Prices
by Dhillon, Upinder S & Johnson, Herb
- 291-306 Trading Profits in Dutch Auction Self-Tender Offers
by Kadapakkam, Palani-Rajan & Seth, Sarabjeet
- 307-324 Holiday Trading in Futures Markets
by Fabozzi, Frank J & Ma, Christopher K & Briley, James E
- 325-343 The Interaction between Nonexpected Utility and Asymmetric Market Fundamentals
by Hung, Mao-Wei
- 345-357 Parameter-Based Decision Making under Estimation Risk: An Application to Futures Trading
by Lence, Sergio H & Hayes, Dermot J
December 1993, Volume 48, Issue 5
- 1565-1593 The Trades of Market Makers: An Empirical Analysis of NYSE Specialists
by Hasabrouck, Joel & Sofianos, George
- 1595-1628 An Analysis of Changes in Specialist Inventories and Quotations
by Madhavan, Ananth & Smidt, Seymour
- 1629-1658 Risk Management: Coordinating Corporate Investment and Financing Policies
by Froot, Kenneth A & Scharfstein, David S & Stein, Jeremy C
- 1659-1692 Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions
by Maksimovic, Vojislav & Unal, Haluk
- 1693-1718 Information Sharing in Credit Markets
by Pagano, Marco & Jappelli, Tullio
- 1719-1747 A New Approach to International Arbitrage Pricing
by Bansal, Ravi & Hsieh, David A & Viswanathan, S
- 1749-1778 Measuring and Testing the Impact of News on Volatility
by Engle, Robert F & Ng, Victor K
- 1779-1801 On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
by Glosten, Lawrence R & Jagannathan, Ravi & Runkle, David E
- 1803-1832 Asset-Pricing Puzzles and Incomplete Markets
by Telmer, Chris I
- 1833-1863 Jump Diffusion Option Valuation in Discrete Time
by Amin, Kaushik I
- 1865-1886 Currency Hedging for International Portfolios
by Glen, Jack & Jorion, Philippe
- 1887-1908 Accounting for Forward Rates in Markets for Foreign Currency
by Backus, David K & Gregory, Allan W & Telmer, Chris I
- 1909-1925 Stock Market Crashes and the Performance of Circuit Breakers: Empirical Evidence
by Lauterbach, Beni & Ben-Zion, Uri
- 1927-1942 Asset-Pricing Tests under Alternative Distributions
by Zhou, Guofu
- 1943-1955 The Impact of Large Portfolio Insurers on Asset Prices
by Donaldson, R Glen & Uhlig, Harald
- 1957-1967 Why Option Prices Lag Stock Prices: A Trading-Based Explanation
by Chan, Kalok & Chung, Y Peter & Johnson, Herb
- 1969-1984 Option Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns
by Naik, Vasanttilak
- 1985-1999 The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs
by Opler, Tim & Titman, Sheridan
- 2001-2008 Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders?
by Goh, Jeremy C & Ederington, Louis H
- 2009-2028 Moral Hazard and the Portfolio Management Problem
by Stoughton, Neal M
September 1993, Volume 48, Issue 4
- 1147-1160 Stock Price Volatility, Ordinary Dividends, and Other Cash Flows to Shareholders
by Ackert, Lucy F & Smith, Brian F
- 1161-1191 How Markets Process Information: News Releases and Volatility
by Ederington, Louis H & Lee, Jae Ha
- 1193-1209 Fundamentals or Noise? Evidence from the Professional Basketball Betting Market
by Brown, William O & Sauer, Raymond D
- 1211-1230 Imperfect Information and Cross-Autocorrelation among Stock Prices
by Chan, Kalok
- 1231-1262 No Arbitrage and Arbitrage Pricing: A New Approach
by Bansal, Ravi & Viswanathan, S
- 1263-1291 A Test for the Number of Factors in an Approximate Factor Model
by Connor, Gregory & Korajczyk, Robert A
- 1293-1321 Ownership Concentration, Corporate Control Activity, and Firm Value: Evidence from the Death of Inside Blockholders
by Slovin, Myron B & Sushka, Marie E
- 1323-1348 The Reverse LBO Decision and Firm Performance: Theory and Evidence
by Degeorge, Francois & Zeckhauser, Richard
- 1349-1378 Security Design
by Boot, Arnoud W A & Thakor, Anjan V
- 1379-1402 Brokerage Commission Schedules
by Brennan, Michael J & Chordia, Tarun
- 1403-1419 Treasury Auction Bids and the Salomon Squeeze
by Jegadeesh, Narasimhan
- 1421-1443 Trading Patterns and Prices in the Interbank Foreign Exchange Market
by Bollerslev, Tim & Domowitz, Ian
- 1445-1455 The Effect of Money Shocks on Interest Rates in the Presence of Conditional Heteroskedasticity
by Grier, Kevin B & Perry, Mark J
- 1456-1473 The Irrelevance of Margin: Evidence form the Crash of'87
by Seguin, Paul J & Jarrell, Gregg A
- 1475-1496 Crowding Out and the Informativeness of Security Prices
by Paul, Jonathan M
- 1497-1506 Short Selling and Efficient Sets
by Alexander, Gordon J
- 1507-1522 Alternative Information
by Best, Ronald & Zhang, Hang
- 1523-1542 An Incentive Approach to Banking Regulation
by Giammarino, Ronald M & Lewis, Tracy R & Sappington, David E M
- 1543-1551 Sensitivity of Multivariate Tests of the Capital Asset-Pricing Model to the Return Measurement Interval
by Handa, Puneet & Kothari, S P & Wasley, Charles
July 1993, Volume 48, Issue 3
- 831-880 The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems
by Jensen, Michael C
- 881-910 Option Valuation with Systematic Stochastic Volatility
by Amin, Kaushik I & Ng, Victor K
- 911-931 Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures
by Shiller, Robert J
- 933-947 Invisible Parameters in Option Prices
by Heston, Steven L
- 949-974 Top-Management Compensation and Capital Structure
by John, Teresa A & John, Kose
- 975-1008 Influence Costs and Capital Structure
by Bagwell, Laurie Simon & Zechner, Josef
- 1009-1038 Market Integration and Price Execution for NYSE-Listed Securities
by Lee, Charles M C
- 1039-1055 The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation
by Coggin, T Daniel & Fabozzi, Frank J & Rahman, Shafiqur
June 1993, Volume 48, Issue 2
- 425-458 CEO Compensation in Financially Distressed Firms: An Empirical Analysis
by Gilson, Stuart C & Vetsuypens, Michael R
- 459-485 Market Discounts and Shareholder Gains for Placing Equity Privately
by Hertzel, Michael G & Smith, Richard L
- 487-512 Limitation of Liability and the Ownership Structure of the Firm
by Winton, Andrew
- 513-528 Incentive Conflicts, Bundling Claims, and the Interaction among Financial Claimants
by Spatt, Chester S & Sterbenz, Frederic P
- 529-553 A General Equilibrium Model of International Portfolio Choice
by Uppal, Raman
- 555-573 Macroeconomic Influences and the Variability of the Commodity Futures Basis
by Bailey, Warren & Chang, K C
- 575-598 Tax-Induced Trading and the Turn-of-the-Year Anomaly: An Intraday Study
by Griffiths, Mark D & White, Robert W
- 599-620 A Semiautoregression Approach to the Arbitrage Pricing Theory
by Mei, Jianping
- 621-640 Empirical Testing of Real Option-Pricing Models
by Quigg, Laura
- 641-661 Predictable Stock Returns: The Role of Small Sample Bias
by Nelson, Charles R & Kim, Myung J
- 663-679 Testing the Predictive Power of Dividend Yields
by Goetzmann, William Nelson & Jorion, Philippe
- 681-696 Calls of Warrants: Timing and Market Reaction
by Schultz, Paul
- 697-718 Information, Ownership Structure, and Shareholder Voting: Evidence from Shareholder-Sponsored Corporate Governance Proposals
by Gordon, Lilli A & Pound, John
- 719-729 Do Short-Term Objectives Lead to Under- or Overinvestment in Long-Term Projects?
by Bebchuk, Lucian Arye & Stole, Lars A
- 731-745 The Strategic Role of Debt in Takeover Contests
by Chowdhry, Bhagwan & Nanda, Vikram
- 747-760 Disagreements among Shareholders over a Firm's Disclosure Policy
by Kim, Oliver
- 761-777 Options, Short Sales, and Market Completeness
by Figlewski, Stephen & Webb, Gwendolyn P
- 779-789 A Reexamination of Traditional Hypotheses about the Term Structure: A Comment
by McCulloch, J Huston
- 791-793 Spanning with Short-Selling Restrictions
by Raab, Martin & Schwager, Robert
- 795-800 Are the Discounts on Closed-End Funds a Sentiment Index?
by Chen, Nai-fu & Kan, Raymond & Miller, Merton H
- 801-808 Yes, Discounts on Closed-End Funds Are a Sentiment Index
by Chopra, Navin, et al
- 809-810 Are the Discounts on Closed-End Funds a Sentiment Index? A Rejoinder
by Chen, Nai-fu & Kan, Raymond & Miller, Merton H
- 811-812 Yes, Discounts on Closed-End Funds Are a Sentiment Index: Summing Up
by Chopra, Navin, et al,
March 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
- 39-63 Long-Term Market Overreaction or Biases in Computed Returns?
by Conrad, Jennifer & Kaul, Gautam
- 65-91 Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
by Jegadeesh, Narasimhan & Titman, Sheridan
- 93-130 Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988
by Hendricks, Darryll & Patel, Jayendu & Zeckhauser, Richard
- 131-156 General Tests of Latent Variable Models and Mean-Variance Spanning
by Ferson, Wayne E & Foerster, Stephen R & Keim, Donald B
- 157-185 Price Information and Equilibrium Liquidity in Fragmented and Centralized Markets
by Biais, Bruno
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