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December 1990, Volume 45, Issue 5
September 1990, Volume 45, Issue 4
- 993-1018 Shareholder Preferences and Dividend Policy
by Brennan, Michael J & Thakor, Anjan V
- 1019-1043 Equity Issues and Stock Price Dynamics
by Lucas, Deborah J & McDonald, Robert L
- 1045-1067 Initial Public Offerings and Underwriter Reputation
by Carter, Richard B & Manaster, Steven
- 1069-1087 Asymmetric Information, Bank Lending, and Implicit Contracts: A Stylized Model of Customer Relationships
by Sharpe, Steven A
- 1089-1108 Stock Returns, Expected Returns, and Real Activity
by Fama, Eugene F
- 1109-1128 Predicting Stock Returns in an Efficient Market
by Balvers, Ronald J & Cosimano, Thomas F & McDonald, Bill
- 1129-1155 Heteroskedasticity in Stock Returns
by Schwert, G William & Seguin, Paul J
- 1157-1179 Liquidity of the CBOE Equity Options
by Vijh, Anand M
- 1181-1209 Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives
by Lauterbach, Beni & Schultz, Paul
- 1211-1236 The Behavior of Eurocurrency Returns across Different Holding Periods and Monetary Regimes
by Lewis, Karen K
- 1237-1257 Stock Returns and Real Activity: A Century of Evidence
by Schwert, G William
- 1259-1272 Turn-of-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects
by Ogden, Joseph P
- 1273-1284 Insider Trading in the OTC Market
by Lin, Ji-Chai & Howe, John S
- 1285-1295 The Effects of Stock Splits on Bid-Ask Spreads
by Conroy, Robert M & Harris, Robert S & Benet, Bruce A
- 1297-1306 The Intertemporal Relation between the U.S. and Japanese Stock Markets
by Becker, Kent G & Finnerty, Joseph E & Gupta, Manoj
- 1307-1314 Time Varying Term Premia and Traditional Hypotheses about the Term Structure
by Longstaff, Francis A
- 1315-1324 Optimal Hedging under Intertemporally Dependent Preferences
by Briys, Eric & Crouhy, Michel & Schlesinger, Harris
- 1325-1331 Corporate Capital Structure, Agency Costs, and Ownership Control: The Case of All-Equity Firms
by Agrawal, Anup & Nagarajan, Nandu J
- 1333-1336 Forward and Futures Prices: Evidence from the Foreign Exchange Markets
by Chang, Carolyn W & Chang, Jack S K
- 1337-1346 Changes in the Cost of Intermediation: The Case of Savings and Loans
by Le Compte, Richard L B & Smith, Stephen D
July 1990, Volume 45, Issue 3
- 709-730 Latent Assets
by Brennan, Michael J
- 731-754 Determinants of Thrift Institution Resolution Costs
by Barth, James R & Bartholomew, Philip F & Bradley, Michael
- 755-764 Principal-Agent Problems in S&L Salvage
by Kane, Edward J
- 765-794 Financial Contracting and Leverage Induced Over- and Under-Investment Incentives
by Berkovitch, Elazar & Kim, E Han
- 795-816 Debt and Input Misallocation
by Kim, Moshe & Maksimovic, Vojislav
- 817-833 The Distribution of Target Ownership and the Division of Gains in Successful Takeovers
by Stulz, Rene M & Walkling, Ralph A & Song, Moon H
- 835-855 Information Content of Insider Trading Around Corporate Announcements: The Case of Capital Expenditures
by John, Kose & Mishra, Banikanta
- 857-879 Stock Dividends, Stock Splits, and Signaling
by McNichols, Maureen & Dravid, Ajay
- 881-898 Evidence of Predictable Behavior of Security Returns
by Jegadeesh, Narasimhan
- 899-907 Equilibrium Exchange Rate Hedging
by Black, Fischer
- 909-933 Default Risk in Futures Markets: The Customer-Broker Relationship
by Jordan, James V & Morgan, George Emir
- 935-957 Pricing Options with Extendible Maturities: Analysis and Applications
by Longstaff, Francis A
- 959-976 Stochastic Convenience Yield and the Pricing of Oil Contingent Claims
by Gibson, Rajna & Schwartz, Eduardo S
June 1990, Volume 45, Issue 2
- 321-349 Capital Structure and the Informational Role of Debt
by Harris, Milton & Raviv, Artur
- 351-377 Corporate Financial Policy and the Theory of Financial Intermediation
by Seward, James K
- 379-395 Positive Feedback Investment Strategies and Destabilizing Rational Speculation
by De Long, J Bradford, et al
- 397-429 Are the Latent Variables in Time-Varying Expected Returns Compensation for Consumption Risk?
by Ferson, Wayne E
- 431-453 Empirical Estimates of Beta When Investors Face Estimation Risk
by Clarkson, Peter M & Thompson, Rex
- 455-477 Anomalous Price Behavior around Repurchase Tender Offers
by Lakonishok, Josef & Vermaelen, Theo
- 467-477 Expectations and the Treasury Bill-Federal Funds Rate Spread over Recent Monetary Policy Regimes
by Simon, David P
- 479-496 Relative Price Variability, Real Shocks, and the Stock Market
by Kaul, Gautam & Seyhun, H Nejat
- 497-521 Evaluating the Performance of International Mutual Funds
by Cumby, Robert E & Glen, Jack D
- 523-547 International Investment Restrictions and Closed-End Country Fund Prices
by Bonser-Neal, Catherine, et al
- 549-565 Valuing Flexibility as a Complex Option
by Triantis, Alexander J & Hodder, James E
- 579-590 Statistical Properties of the Roll Serial Covariance Bid/Ask Spread Estimator
by Harris, Lawrence
- 591-601 An Examination of Stock Market Return Volatility during Overnight and Intraday Periods, 1964-1989
by Lockwood, Larry J & Linn, Scott C
- 603-616 Corporate Control and the Choice of Investment Financing: The Case of Corporate Acquisitions
by Amihud, Yakov & Lev, Baruch & Travlos, Nickolaos G
- 617-627 The Effect of Executive Stock Option Plans on Stockholders and Bondholders
by DeFusco, Richard A & Johnson, Robert R & Zorn, Thomas S
- 629-642 The Structure of Spot Rates and Immunization
by Elton, Edwin J & Gruber, Martin J & Michaely, Roni
- 643-654 Ownership Structure, Deregulation, and Bank Risk Taking
by Saunders, Anthony & Strock, Elizabeth & Travlos, Nickolaos G
- 655-671 International Interest Rates, Exchange Rates, and the Stochastic Structure of Supply
by Boyle, Glenn W
- 673-689 On Viable Diffusion Price Processes of the Market Portfolio
by Bick, Avi
- 691-697 An Examination of the Super Bowl Stock Market Predictor
by Krueger, Thomas M & Kennedy, William F
March 1990, Volume 45, Issue 1
- 3-29 Margin Regulation and Stock Market Volatility
by Hsieh, David A & Miller, Merton H
- 31-48 Do Managerial Objectives Drive Bad Acquisitions?
by Morck, Randall & Shleifer, Andrei & Vishny, Robert W
- 49-71 Financial Intermediaries and Liquidity Creation
by Gorton, Gary & Pennacchi, George
- 73-94 Equilibrium Block Trading and Asymmetric Information
by Seppi, Duane J
- 95-111 An Examination of the Impact of the Garn-St. Germain Depository Institutions Act of 1982 on Commercial Banks and Savings and Loans
by Millon-Cornett, Marcia H & Tehranian, Hassan
- 113-136 Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms
by Kane, Edward J & Unal, Haluk
- 137-156 How Target Shareholders Benefit from Value-Reducing Defensive Strategies in Takeovers
by Berkovitch, Elazar & Khanna, Naveen
- 157-174 Purchasing Power Parity in the Long Run
by Abuaf, Niso & Jorion, Philippe
- 175-190 Disentangling the Coefficient of Relative Risk Aversion from the Elasticity of Intertemporal Substitution: An Irrelevance Result
by Kocherlakota, Narayana R
- 191-220 Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets
by Stephan, Jens A & Whaley, Robert E
- 221-229 Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects
by Lamoureux, Christopher G & Lastrapes, William D
- 231-243 The Weekend Effect: Trading Patterns of Individual and Institutional Investors
by Lakonishok, Josef & Maberly, Edwin
- 245-257 Can Futures Market Data Be Used to Understand the Behavior of Real Interest Rates?
by Mishkin, Frederic S
- 259-264 On Arbitrage-Free Pricing of Interest Rate Contingent Claims
by Ritchken, Peter & Boenawan, Kiekie
- 265-274 Default Risk and the Duration of Zero Coupon Bonds
by Chance, Don M
- 275-287 The Shelf Registration of Debt and Self Selection Bias
by Allen, David S & Lamy, Robert E & Thompson, G Rodney
- 289-299 Corporate Sale-and-Leasebacks and Shareholder Wealth
by Slovin, Myron B & Sushka, Marie E & Polonchek, John A
- 301-309 Patterns of Productivity in the Finance Literature: A Study of the Bibliometric Distributions
by Chung, Kee H & Cox, Raymond A K
July 1989, Volume 44, Issue 3
December 1987, Volume 42, Issue 5
- 1113-1128 Time-Dependent Variance and the Pricing of Bond Options
by Schaefer, Stephen M & Schwartz, Eduardo S
- 1129-1142 Arbitrage, Continuous Trading, and Margin Requirements
by Heath, David C & Jarrow, Robert A
- 1143-1166 Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets
by Dammon, Robert M & Green, Richard C
- 1167-1185 Forward Markets, Stock Markets, and the Theory of the Firm
by MacMinn, Richard D
- 1187-1194 An Empirical Investigation of the Market for Comex Gold Futures Options
by Bailey, Warren Bernard
- 1195-1211 The Seasonal Stability of the Factor Structure of Stock Returns
by Cho, David Chinhyung & Taylor, William M
- 1213-1224 Stock Return Anomalies and the Tests of the APT
by Gultekin, Mustafa N & Gultekin, N Bulent
- 1225-1243 Efficient Financing under Asymmetric Information
by Brennan, Michael J & Kraus, Alan
- 1245-1260 The Issue Decision of Manager-Owners under Information Asymmetry
by Bradford, William D
- 1261-1273 Acquisition of Divested Assets and Shareholders' Wealth
by Sicherman, Neil W & Pettway, Richard H
- 1275-1291 Debt Management under Corporate and Personal Taxation
by Mauer, David C & Lewellen, Wilbur G
- 1293-1307 Components of the Bid-Ask Spread and the Statistical Properties of Transaction Prices
by Glosten, Lawrence R
- 1309-1329 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
- 1331-1345 Off-Board Trading of NYSE-Listed Stocks: The Effects of Degregulation and the National Market System
by Hamilton, James L
- 1347-1370 The Market Reaction to Stock Splits
by Lamoureux, Christopher G & Poon, Percy
- 1371-1376 Portfolio Selection in the Mean-Variance Model: A Note
by Nielsen, Lars Tyge
- 1377-1383 A Note on Quantity versus Price Risk and the Theory of Financial Intermediation
by Smith, Stephen D & Gregory, Deborah Wright & Weiss, Kathleen A
- 1385-1387 Friday the Thirteenth: 'Part VII'--A Note
by Kolb, Robert W & Rodriguez, Ricardo J
- 1389-1397 Institutional Contributions to the Leading Finance Journals, 1975 through 1986: A Note
by Niemi, Albert W, Jr
September 1987, Volume 42, Issue 4
- 809-822 Costless Signalling in Financial Markets
by Franke, Gunter
- 823-837 Managerial Incentives and Corporate Investment and Financing Decision s
by Agrawal, Anup & Mandelker, Gershon N
- 839-862 Managerial Preference, Asymmetric Information, and Financial Structur e
by Blazenko, George W
- 863-872 Trade Credit and Informational Asymmetry
by Smith, Janet Kiholm
- 873-888 Mean-Variance Spanning
by Huberman, Gur & Kandel, Shmuel
- 889-911 Corporate Financial Policy, Information, and Market Expectations: An Empirical Investigation of Dividends
by Ofer, Aharon R & Siegel, Daniel R
- 913-932 Stock Splits and Stock Dividends: Why, Who, and When
by Lakonishok, Josef & Lev, Baruch
- 933-942 The Effect of Long-term Performance Plans on Corporate Sell-Off-Induced Abnormal Returns
by Tehranaian, Hassan & Travlos, Nickolaos G & Waegelein, James F
- 943-963 Corporate Takeover Bids, Methods of Payment, and Bidding Firms' Stock Returns
by Travlos, Nickolaos G
- 965-986 The Pricing Effects of Interfirm Cash Tender Offers
by Bhagat, Sanjai & Brickley, James A & Loewenstein, Uri
- 987-1005 Lease Valuation When Taxable Earnings Are a Scarce Resource
by Franks, Julian R & Hodges, Stewart D
- 1007-1021 Optimal Hedging in Futures Markets with Multiple Delivery Specifications
by Kamara, Avraham & Siegel, Andrew F
- 1023-1034 Maturity Intermediation and Intertemporal Lending Policies of Financial Intermediaries
by Morgan, George Emir & Smith, Stephen D
- 1035-1048 Order Arrival, Quote Behavior, and the Return-Generating Process
by Hasbrouck, Joel & Ho, Thomas S Y
- 1049-1070 A Model of Intertemporal Discount Rates in the Presence of Real and Inflationary Autocorrelations
by Bosshardt, Donald I
- 1071-1076 A Note on the Pricing of Commodity-Linked Bonds
by Carr, Peter
- 1077-1082 The Effect of 12b-1 Plans on Mutual Fund Expense Ratios: A Note
by Ferris, Stephen P & Chance, Don M
- 1083-1090 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
- 1091-1095 On the Resolution of Agency Problems by Complex Financial Instruments: A Reply
by Haugen, Robert A & Senbet, Lemma W
- 1097-1102 Managerial Incentives for Short-term Results: A Comment
by Darrough, Masako N
- 1103-1104 Managerial Incentives for Short-term Results: A Reply
by Narayanan, M P
July 1987, Volume 42, Issue 3
- 483-510 A Simple Model of Capital Market Equilibrium with Incomplete Information
by Merton, Robert C
- 511-531 Potential Competition and Actual Competition in Equity Options
by Neal, Robert
- 533-553 Trading Mechanisms and Stock Returns: An Empirical Investigation
by Amihud, Yakov & Mendelson, Haim
- 554-555 Trading Mechanisms and Stock Returns: An Empirical Investigation: Discussion
by O'Hara, Maureen
- 557-581 Further Evidence on Investor Overreaction and Stock Market Seasonalit y
by De Bondt, Werner F M & Thaler, Richard H
- 583-599 Growth Opportunities and Risk-Taking by Financial Intermediaries
by Herring, Richard J & Vankudre, Prashant
- 601-619 Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests
by Lehmann, Bruce N
- 620-622 Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests: Discussion
by Kandel, Shmuel
- 623-641 Risk-Shifting Incentives and Signalling through Corporate Capital Structure
by John, Kose
- 643-661 Asset Writedowns: Managerial Incentives and Security Returns
by Strong, John S & Meyer, John R
- 661-663 Asset Writedowns: Managerial Incentives and Security Returns: Discussion
by Thakor, Anjan V
- 665-681 Credit Granting: A Comparative Analysis of Classification Procedures
by Srinivasan, Venkat & Kim, Yong H
- 681-683 Credit Granting: A Comparative Analysis of Classification Procedures: Discussion
by Eisenbeis, Robert A
- 685-698 Death and Taxes: The Market for Flower Bonds
by Mayers, David & Smith, Clifford W, Jr
- 698-702 Death and Taxes: The Market for Flower Bonds: Discussion
by Witt, Robert C
- 703-720 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
- 721-739 Gains from International Diversification: 1968-85 Returns on Portfolios of Stocks and Bonds
by Grauer, Robert R & Hakansson, Nils H
- 739-741 Gains from International Diversification: 1968-85 Returns on Portfolios of Stocks and Bonds: Discussion
by Crouhy, Michel
- 743-758 Effects of Capital Gains Taxation on Life-Cycle Investment and Portfolio Management
by Balcer, Yves & Judd, Kenneth L
- 758-761 Effects of Capital Gains Taxation on Life-Cycle Investment and Portfolio Management: Discussion
by Spatt, Chester S
- 763-797 The Effect of Sequential Information Arrival on Asset Prices: An Experimental Study
by Copeland, Thomas E & Friedman, Daniel
June 1987, Volume 42, Issue 2
- 201-220 Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas
by Ferson, Wayne E & Kandel, Shmuel & Stambaugh, Robert F
- 221-231 Nonsynchronous Data and the Covariance-Factor Structure of Returns
by Shanken, Jay
- 233-265 Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons
by Lehmann, Bruce N & Modest, David M
- 267-280 The Pricing of Options with Default Risk
by Johnson, Herb & Stulz, Rene
- 281-300 The Pricing of Options on Assets with Stochastic Volatilities
by Hull, John C & White, Alan D
- 301-320 Efficient Analytic Approximation of American Option Values
by Barone-Adesi, Giovanni & Whaley, Robert E
- 321-343 Efficient Signalling with Dividends and Investments
by Ambarish, Ramasastry & John, Kose & Williams, Joseph
- 345-363 Collateral and Competitive Equilibria with Moral Hazard and Private Information
by Chan, Yuk-Shee & Thakor, Anjan V
- 365-394 A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchases and Dividends
by Ofer, Aharon R & Thakor, Anjan V
- 395-406 Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach
by Wolff, Christian C P
- 407-422 Reserves Announcements and Interest Rates: Does Monetary Policy Matter?
by Hardouvelis, Gikas A
- 423-445 A Multiproduct Cost Study of Savings and Loans
by Mester, Loretta J
- 447-451 Taxable vs. Tax-Exempt Bonds: A Note on the Effect of Uncertain Taxable Income
by Piros, Christopher D
- 453-461 Can Tax-Loss Selling Explain the January Effect? A Note
by Jones, Charles P & Pearce, Douglas K & Wilson, Jack W
- 463-469 A Note on the Convergence of Binomial-Pricing and Compound-Option
by Omberg, Edward
- 471-471 Positively Weighted Frontier Portfolios: A Note
by Nielsen, Lars Tyge
- 473-473 A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition--Erratum
by Gilles, Christian & LeRoy, Stephen F
March 1987, Volume 42, Issue 1
- 1-9 Mimicking Portfolios and Exact Arbitrage Pricing
by Huberman, Gur & Kandel, Shmuel & Stambaugh, Robert F
- 11-28 Autoregressive Modeling of Earnings-Investment Causality
by Bar Yosef, Sasson & Callen, Jeffrey L & Livnat, Joshua
- 29-48 Perquisites, Risk, and Capital Structure
by Williams, Joseph T
- 49-68 Seasonality in the Risk-Return Relationship: Some International Evidence
by Corhay, Albert & Hawawini, Gabriel & Michel, Pierre
- 69-79 Expectations of Exchange Rates and Differential Inflation Rates:
by Huang, Roger D
- 81-97 The Default Premium and Corporate Bond Experience
by Fons, Jerome S
- 99-110 An Analysis of Yield Curve Notes
by Ogden, Joseph P
- 111-118 Nonsynchronous Security Trading and Market Index Autocorrelation
by Atchison, Michael D & Butler, Kirt C & Simonds, Richard R
- 119-140 The Puzzle in Post-listing Common Stock Returns
by McConnell, John J & Sanger, Gary C
- 141-149 Using Financial Prices to Test Exchange Rate Models: A Note
by Solnik, Bruno
- 151-158 Asset Pricing and Dual Listing on Foreign Capital Markets: A Note
by Alexander, Gordon J & Eun, Cheol S & Janakiramanan, S
- 159-162 Initial Public Offer Underpricing: The Issuer's View--A Note
by Dawson, Steven M
- 163-168 A Note on the Behavior of Stock Returns around Ex-dates of Stock Distributions
by Dravid, Ajay R
- 169-180 Miller's Irrelevance Mechanism: A Note
by Aivazian, Varouj A & Callen, Jeffrey L
- 181-188 The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement--A Comment
by So, Jacky C
- 189-194 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
December 1986, Volume 41, Issue 5
- 997-1010 An Analysis of Divestiture Effects Resulting from Deregulation
by Chen, Andrew H & Merville, Larry J
- 1011-1029 Term Structure Movements and Pricing Interest Rate Contingent Claims
by Ho, Thomas S Y & Lee, Sang-bin
- 1031-1050 Price Regulation in Property-Liability Insurance: A Contingent-Claims Approach
by Doherty, Neil A & Garven, James R
- 1051-1068 Positively Weighted Portfolios on the Minimum-Variance Frontier
by Green, Richard C
- 1069-1087 A Theory of Trading Volume
by Karpoff, Jonathan M
- 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
- 1103-1114 Commercial Bank Portfolio Behavior and Endogenous Uncertainty
by Stanhouse, Bryan
- 1115-1128 Can Tax-Loss Selling Explain the January Seasonal in Stock Returns?
by Chan, K C
- 1129-1140 Contributing Authors and Institutions to the Journal of Finance: 1946-1985
by Heck, J Louis & Cooley, Philip L & Hubbard, Carl M
- 1141-1148 A Note on Optimal Credit and Pricing Policy under Uncertainty: A Contingent-Claims Approach
by Lam, Chun H & Chen, Andrew H
- 1149-1152 The Weekly Pattern in Stock Index Futures: A Further Note
by Dyl, Edward A & Maberly, Edwin D
- 1153-1155 Homogeneity Restrictions on the Translog Cost Model: A Note [Scale Economies in Banking: A Restructuring and Reassessment]
by Zardkoohi, Asghar & Rangan, Nanda & Kolari, James
- 1157-1170 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
- 1171-1173 The Role of Options in the Resolution of Agency Problems: A Reply
by Haugen, Robert A & Senbet, Lemma W
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