Cambridge University Press
Journal of Financial and Quantitative Analysis
1997, Volume 32, Issue 02
- 205-224 Performance Attribution using an APT with Prespecified Macrofactors and Time-Varying Risk Premia and Betas
by Kryzanowski, Lawrence & Lalancette, Simon & To, Minh Chau
- 225-238 SOES Trading and Market Volatility
by Battalio, Robert H. & Hatch, Brian & Jennings, Robert
- 239-248 Valuing Risky Fixed Rate Debt: An Extension
by Briys, Eric & de Varenne, François
1997, Volume 32, Issue 01
- 1-24 Why Include Warrants in New Equity Issues? A Theory of Unit IPOs
by Chemmanur, Thomas J. & Fulghieri, Paolo
- 25-45 Do Noise Traders “Create Their Own Space?”
by Bhushan, Ravi & Brown, David P. & Mello, Antonio S.
- 47-69 An Empirical Analysis of the Determinants of Corporate Debt Ownership Structure
by Johnson, Shane A.
- 71-90 Box Spread Arbitrage Profits following the 1987 Market Crash: Real or Illusory?
by Hemler, Michael L. & Miller, Thomas W.
- 91-115 Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil during the Gulf Crisis
by Melick, William R. & Thomas, Charles P.
- 117-135 Do Investors Ignore Dividend Taxation? A Reexamination of the Citizens Utilities Case
by Hubbard, Jeff & Michaely, Roni
1996, Volume 31, Issue 04
- 441-465 Multifactor Portfolio Efficiency and Multifactor Asset Pricing
by Fama, Eugene F.
- 467-491 Form of Compensation and Managerial Decision Horizon
by Narayanan, M. P.
- 493-512 The Impact of Security Analysts' Monitoring and Marketing Functions on the Market Value of Firms
by Chung, Kee H. & Jo, Hoje
- 513-539 The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility
by Ederington, Louis H. & Lee, Jae Ha
- 541-562 Direct Tests of Index Arbitrage Models
by Neal, Robert
- 563-580 Which Takeover Targets Overinvest?
by Hendershott, Robert J.
- 581-603 The Pricing of Multiclass Commercial Mortgage-Backed Securities
by Childs, Paul D. & Ott, Steven H. & Riddiough, Timothy J.
- 605-631 On Estimating the Expected Rate of Return in Diffusion Price Models with Application to Estimating the Expected Return on the Market
by Goldenberg, David H. & Schmidt, Raymond J.
1996, Volume 31, Issue 03
- 309-335 The Impact of Industry Classifications on Financial Research
by Kahle, Kathleen M. & Walkling, Ralph A.
- 337-355 Outside Directors and CEO Selection
by Borokhovich, Kenneth A. & Parrino, Robert & Trapani, Teresa
- 357-375 What Do Stock Splits Really Signal?
by Ikenberry, David L. & Rankine, Graeme & Stice, Earl K.
- 377-397 Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders
by Agrawal, Anup & Knoeber, Charles R.
- 399-417 Measuring Rents and Interest Rate Risk in Imperfect Financial Markets: The Case of Retail Bank Deposits
by Hutchison, David E. & Pennacchi, George G.
- 419-439 Evidence on Corporate Hedging Policy
by Mian, Shehzad L.
1996, Volume 31, Issue 02
- 161-188 An Intertemporal Model of International Capital Market Segmentation
by Basak, Suleyman
- 189-211 Dividend Changes, Abnormal Returns, and Intra-lndustry Firm Valuations
by Firth, Michael
- 213-231 Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy
by Harris, Lawrence & Hasbrouck, Joel
- 233-263 On the Mean-Variance Tradeoff in Option Replication with Transactions Costs
by Toft, Klaus Bjerre
- 265-281 Firm and Guarantor Risk, Risk Contagion, and the Interfirm Spread among Insured Deposits
by Cook, Douglas O. & Spellman, Lewis J.
- 283-294 Did Tough Antitrust Enforcement Cause the Diversification of American Corporations?
by Matsusaka, John G.
- 295-307 New Evidence on the Valuation Effects of Convertible Bond Calls
by Datta, Sudip & Iskandar-Datta, Mai
1996, Volume 31, Issue 01
- 1-23 Pension Fund Activism and Firm Performance
by Wahal, Sunil
- 25-42 Stabilization, Syndication, and Pricing of IPOs
by Chowdhry, Bhagwan & Nanda, Vikram
- 43-68 Externalities and Corporate Objectives in a World with Diversified Shareholder/Consumers
by Hansen, Robert G. & Lott, John R.
- 69-84 On the Diversification, Observability, and Measurement of Estimation Risk
by Clarkson, Pete & Guedes, Jose & Thompson, Rex
- 85-107 Another Look at Models of the Short-Term Interest Rate
by Brenner, Robin J. & Harjes, Richard H. & Kroner, Kenneth F.
- 109-126 Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds
by Claessens, Stijn & Pennacchi, George
- 127-142 Trading Volume for Winners and Losers on the Tokyo Stock Exchange
by Bremer, Marc & Kato, Kiyoshi
- 143-159 The Maximum Entropy Distribution of an Asset Inferred from Option Prices
by Buchen, Peter W. & Kelly, Michael
1995, Volume 30, Issue 04
- 465-485 Can Takeover Losses Explain Spin-Off Gains?
by Allen, Jeffrey W. & Lummer, Scott L. & McConnell, John J. & Reed, Debra K.
- 487-517 Under-Diversification and Retention Commitments in IPOs
by Courteau, Lucie
- 519-539 Daily and Intradaily Tests of European Put-Call Parity
by Kamara, Avraham & Miller, Thomas W.
- 541-561 Exchange Rate Fluctuations, Political Risk, and Stock Returns: Some Evidence from an Emerging Market
by Bailey, Warren & Chung, Y. Peter
- 563-579 Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets
by deB. Harris, Frederick H. & McInish, Thomas H. & Shoesmith, Gary L. & Wood, Robert A.
- 581-605 Investment under Uncertainty: The Case of Replacement Investment Decisions
by Mauer, David C. & Ott, Steven H.
- 607-618 The Informative Role of the Value Line Investment Survey: Evidence from Stock Highlights
by Peterson, David R.
- 619-642 Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamics
by Jeffrey, Andrew
1995, Volume 30, Issue 03
- 329-346 The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options
by Chan, Kalok & Chung, Y. Peter & Johnson, Herb
- 347-364 On Equilibrium Pricing under Parameter Uncertainty
by Coles, Jeffrey L. & Loewenstein, Uri & Suay, Jose
- 365-382 Open-Market Share Repurchase Programs and Bid-Ask Spreads on the NYSE: Implications for Corporate Payout Policy
by Miller, James M. & McConnell, John J.
- 383-405 Numerical Valuation of High Dimensional Multivariate American Securities
by Barraquand, Jérôme & Martineau, Didier
- 407-423 Dividend Payout and the Valuation Effects of Bond Announcements
by Johnson, Shane A.
- 425-440 Signaling with Convertible Debt
by Davidson, Wallace N. & Glascock, John L. & Schwarz, Thomas V.
- 441-454 A Bias in Closing Prices: The Case of the When-Issued Pricing Anomaly
by Brooks, Raymond M. & Chiou, Shur-Nuaan
- 455-464 Measuring True Stock Index Value in the Presence of Infrequent Trading
by Jokivuolle, Esa
1995, Volume 30, Issue 02
- 171-198 Investors' Heterogeneity, Prices, and Volume around the Ex-Dividend Day
by Michaely, Roni & Vila, Jean-Luc
- 199-221 Price Continuity Rules and Insider Trading
by Dutta, Prajit K. & Madhavan, Ananth
- 223-239 Relative Prices of Dual Class Shares
by Smith, Brian F. & Amoako-Adu, Ben
- 241-256 A Market Microstructure Explanation for Predictable Variations in Stock Returns following Large Price Changes
by Park, Jinwoo
- 257-270 An Analysis of the Wealth Effects of Japanese Offshore Dollar-Denominated Convertible and Warrant Bond Issues
by Kang, Jun-Koo & Kim, Yong-Cheol & Park, Kyung-Joo & Stulz, René M.
- 271-293 Valuation of Path-Dependent Contingent Claims with Multiple Exercise Decisions over Time: The Case of Take-or-Pay
by Thompson, Andrew C.
- 295-312 Efficient Selection of Insured Currency Positions: Protective Puts vs. Fiduciary Calls
by Conover, James A. & Dubofsky, David A.
- 313-327 Transitory Price Changes and Price-Limit Rules: Evidence from the Tokyo Stock Exchange
by George, Thomas J. & Hwang, Chuan-Yang
1995, Volume 30, Issue 01
- 1-22 The Response of Stock Prices to Permanent and Temporary Shocks to Dividends
by Lee, Bong-Soo
- 23-42 Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets
by Brenner, Robin J. & Kroner, Kenneth F.
- 43-59 The Asset Pricing Effects of Fixed Holding Costs: An Upper Bound
by Viard, Alan D.
- 61-80 Price Adjustment Delays and Arbitrage Costs: Evidence from the Behavior of Convertible Preferred Prices
by Lin, Ji-Chai & Rozeff, Michael S.
- 81-100 Stock Market Reaction to Capital Investment Decisions: Evidence from Business Relocations
by Chan, Su Han & Gau, George W. & Wang, Ko
- 101-116 The Conditional Relation between Beta and Returns
by Pettengill, Glenn N. & Sundaram, Sridhar & Mathur, Ike
- 117-134 The Short-Run Dynamics of the Price Adjustment to New Information
by Ederington, Louis H. & Lee, Jae Ha
- 135-157 Information Costs and Liquidity Effects from Changes in the Dow Jones Industrial Average List
by Beneish, Messod D. & Gardner, John C.
- 159-169 The Effects of Reverse Splits on the Liquidity of the Stock
by Han, Ki C.
1994, Volume 29, Issue 04
- 499-518 Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information
by Foster, F. Douglas & Viswanathan, S.
- 519-540 Econometrics of Financial Models and Market Microstructure Effects
by Smith, Tom
- 541-565 Mergers as a Means of Restructuring Distressed Firms: An Empirical Investigation
by Clark, Kent & Ofek, Eli
- 567-587 The Information Content of Dividend Changes: Cash Flow Signaling, Overinvestment, and Dividend Clienteles
by Denis, David J. & Denis, Diane K. & Sarin, Atulya
- 589-607 Stochastic Volatility Option Pricing
by Ball, Clifford A. & Roma, Antonio
- 609-631 Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing
by Kim, Myung-Jig & Oh, Young-Ho & Brooks, Robert
- 633-646 Is There News in the Prime Rate?
by Slovin, Myron B. & Sushka, Marie E. & Waller, Edward R.
1994, Volume 29, Issue 03
- 323-349 Behavioral Capital Asset Pricing Theory
by Shefrin, Hersh & Statman, Meir
- 351-377 Corporate Financing Decisions and Anonymous Trading
by Giammarino, Ronald & Heinkel, Robert & Hollifield, Burton
- 379-401 Bubbles, Stock Returns, and Duration Dependence
by McQueen, Grant & Thorley, Steven
- 403-417 Liquidity, Taxes, and Short-Term Treasury Yields
by Kamara, Avraham
- 419-444 A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques
by Grinblatt, Mark & Titman, Sheridan
- 445-457 Managerial Voting Rights and Seasoned Public Equity Issues
by Fields, L. Paige & Mais, Eric L.
- 459-480 Are Dividend Omissions Truly the Cruelest Cut of All?
by Christie, William G.
- 481-497 Shareholder Wealth Effects of Directors' Liability Limitation Provisions
by Brook, Yaron & Rao, Ramesh K. S.
1994, Volume 29, Issue 02
- 159-177 Investment Opportunities and the Market Reaction to Equity Offerings
by Denis, David J.
- 179-197 Optimal Maturity Structure with Multiple Debt Claims
by Houston, Joel F. & Venkataraman, S.
- 199-222 Leverage Constraints and the Optimal Hedging of Stock and Bond Options
by Naik, Vasanttilak & Uppal, Raman
- 223-239 Securities Markets, Diffusion State Processes, and Arbitrage-Free Shadow Prices
by Heaney, John & Poitras, Geoffrey
- 241-261 Derivative Security Markets, Market Manipulation, and Option Pricing Theory
by Jarrow, Robert A.
- 263-277 The Individual Investor and the Weekend Effect
by Abraham, Abraham & Ikenberry, David L.
- 279-300 On the Efficiency of Least Squares Regression with Security Abnormal Returns as the Dependent Variable
by Karafiath, Imre
- 301-321 Immunization in Markets with Tax-Clientele Effects: Evidence from the Canadian Market
by Prisman, Eliezer Z. & Tian, Yisong
1994, Volume 29, Issue 01
- 1-14 Insider Trading and the Managerial Choice among Risky Projects
by Bebchuk, Lucian Arye & Fershtman, Chaim
- 15-29 Tests of Conditional Asset Pricing with Time-Varying Moments and Risk Prices
by Turtle, Harry & Buse, Adolf & Korkie, Bob
- 31-56 Analysis of the Term Structure of Implied Volatilities
by Heynen, Ronald & Kemna, Angelien & Vorst, Ton
- 57-74 The Term Structure of Volatility Implied by Foreign Exchange Options
by Xu, Xinzhong & Taylor, Stephen J.
- 75-87 Foreign Exchange Forward and Futures Prices: Are They Equal?
by Dezhbakhsh, Hashem
- 89-99 The Valuation of PBGC Insurance Premiums Using an Option Pricing Model
by Hsieh, Su-Jane & Chen, Andrew H. & Ferris, Kenneth R.
- 101-116 A Direct Test of the Mixture of Distributions Hypothesis: Measuring the Daily Flow of Information
by Richardson, Matthew & Smith, Tom
- 117-129 Pre-Tender Offer Share Acquisition Strategy in Takeovers
by Chowdhry, Bhagwan & Jegadeesh, Narasimhan
- 131-144 An Empirical Examination of Dividend Policy Following Debt Issues
by Long, Michael S. & Malitz, Ileen B. & Sefcik, Stephan E.
- 145-157 Holiday Effects and Stock Returns: Further Evidence
by Kim, Chan-Wung & Park, Jinwoo
1993, Volume 28, Issue 04
- 439-457 The Impact of Managerial Ownership on Acquisition Attempts and Target Shareholder Wealth
by Song, Moon H. & Walkling, Ralph A.
- 459-482 Information, Investment Horizon, and Price Reactions
by Thakor, Anjan V.
- 483-495 Testing the Heath-Jarrow-Morton/Ho-Lee Model of Interest Rate Contingent Claims Pricing
by Flesaker, Bjorn
- 497-513 International Evidence on the Robustness of the Day-of-the-Week Effect
by Chang, Eric C. & Pinegar, J. Michael & Ravichandran, R.
- 515-534 Privileged Traders and Asset Market Efficiency: A Laboratory Study
by Friedman, Daniel
- 535-551 Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures
by Kroner, Kenneth F. & Sultan, Jahangir
- 553-564 Changes in Organizational Structure and Shareholder Wealth: The Case of Limited Partnerships
by Denning, Karen C. & Shastri, Kuldeep
- 565-577 Bond and Stock Market Response to Unexpected Earnings Announcements
by Datta, Sudip & Dhillon, Upinder S.
- 579-594 A Bayesian Approach to Modeling Stock Return Volatility for Option Valuation
by Karolyi, G. Andrew
1993, Volume 28, Issue 03
- 313-330 Price Barriers in the Dow Jones Industrial Average
by Donaldson, R. Glen & Kim, Harold Y.
- 331-345 Explaining the Cross-Section of Returns via a Multi-Factor APT Model
by Mei, Jianping
- 347-362 Motives for Takeovers: An Empirical Investigation
by Berkovitch, Elazar & Narayanan, M. P.
- 363-379 Government Regulation and Structural Change in the Corporate Acquisitions Market: The Impact of the Williams Act
by Malatesta, Paul H. & Thompson, Rex
- 381-397 Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market
by George, Thomas J. & Longstaff, Francis A.
- 399-416 Information Asymmetry and the Sinking Fund Provision
by Wu, Chunchi
- 417-430 Time Varying Volatilities and Calculation of the Weighted Implied Standard Deviation
by Resnick, Bruce G. & Sheikh, Aamir M. & Song, Yo-Shin
- 431-437 The Relation between Aggregate Insider Transactions and Stock Market Returns
by Chowdhury, Mustafa & Howe, John S. & Lin, Ji-Chai
1993, Volume 28, Issue 02
- 161-176 Temporary Components of Stock Prices: New Univariate Results
by Eckbo, B. Espen & Liu, Jian
- 177-194 Short-Sale Restrictions and Market Reaction to Short-Interest Announcements
by Senchack, A. J. & Starks, Laura T.
- 195-212 Can Omitted Risk Factors Explain the January Effect? A Stochastic Dominance Approach
by Seyhun, H. Nejat
- 213-234 Strategic Considerations, the Pecking Order Hypothesis, and Market Reactions to Equity Financing
by Viswanath, P. V.
- 235-254 One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities
by Hull, John & White, Alan
- 255-272 Warrant Pricing: Jump-Diffusion vs. Black-Scholes
by Kremer, Joseph W. & Roenfeldt, Rodney L.
- 273-284 The “Dartboard” Column: Second-Hand Information and Price Pressure
by Barber, Brad M. & Loeffler, Douglas
- 285-300 Product Risk, Asymmetric Information, and Trade Credit
by Lee, Yul W. & Stowe, John D.
- 301-311 Negative Moments, Risk Aversion, and Stochastic Dominance
by Thistle, Paul D.
1993, Volume 28, Issue 01
- 1-20 The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options
by Trigeorgis, Lenos
- 21-39 Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
by Bessembinder, Hendrik & Seguin, Paul J.
- 41-64 Implications of Nonlinear Dynamics for Financial Risk Management
by Hsieh, David A.
- 65-80 No Arbitrage and Valuation in Markets with Realistic Transaction Costs
by Dermody, Jaime Cuevas & Prisman, Eliezer Z.
- 81-100 Arbitrage Pricing with Estimation Risk
by Handa, Puneet & Linn, Scott C.
- 101-116 The Risk and Required Return of Common Stock following Major Price Innovations
by Brown, Keith C. & Harlow, W. V. & Tinic, Seha M.
- 117-138 Optimal Replication of Options with Transactions Costs and Trading Restrictions
by Edirisinghe, Chanaka & Naik, Vasanttilak & Uppal, Raman
- 139-160 Optimality of Spin-Offs and Allocation of Debt
by John, Teresa A.
1992, Volume 27, Issue 04
- 479-496 Inflation Forecast Errors and Time Variation in Term Premia
by De Bondt, Werner F. M. & Bange, Mary M.
- 497-511 Are Debt and Leases Substitutes?
by Lewis, Craig M. & Schallheim, James S.
- 513-537 Positively Weighted Minimum-Variance Portfolios and the Structure of Asset Expected Returns
by Best, Michael J. & Grauer, Robert R.
- 539-560 Executive Incentive Plans, Corporate Control, and Capital Structure
by Mehran, Hamid
- 561-573 The Effect of Adoption of Long-Term Performance Plans on Stock Prices and Accounting Numbers
by Kumar, Raman & Sopariwala, Parvez R.
- 575-589 The Role of Asset Structure, Ownership Structure, and Takeover Defenses in Determining Acquisition Likelihood
by Ambrose, Brent W. & Megginson, William L.
- 591-604 Odd-Lot Transactions around the Turn of the Year and the January Effect
by Dyl, Edward A. & Maberly, Edwin D.
- 605-617 Bond Returns, Liquidity, and Missing Data
by Warga, Arthur
- 619-629 Logarithmic Preferences, Myopic Decisions, and Incomplete Information
by Feldman, David
- 631-640 Beta Changes around Stock Splits Revisited
by Wiggins, James B.
1992, Volume 27, Issue 03
- 311-336 Market Manipulation, Bubbles, Corners, and Short Squeezes
by Jarrow, Robert A.
- 337-351 Does Market Risk Really Explain the Size Effect?
by Jegadeesh, Narasimhan
- 353-364 The International Crash of October 1987: Causality Tests
by Malliaris, A. G. & Urrutia, Jorge L.
- 365-382 Trading Rules and Excess Volatility
by Bulkley, George & Tonks, Ian
- 383-395 The Contrarian Investment Strategy Does Not Work in Canadian Markets
by Kryzanowski, Lawrence & Zhang, Hao
- 397-417 Equity Issues with Time-Varying Asymmetric Information
by Korajczyk, Robert A. & Lucas, Deborah J. & McDonald, Robert L.
- 419-435 The Robustness of Risk-Return Nonlinearities to the Normality Assumption
by Carroll, Carolyn & Thistle, Paul D. & Wei, K. C. John
- 437-447 Implied volatilities and Transaction Costs
by Swidler, Steve & Diltz, J. David
- 449-463 The Treasury Yield Curve as a Cointegrated System
by Bradley, Michael G. & Lumpkin, Stephen A.
- 465-478 The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns
by Corrado, Charles J. & Zivney, Terry L.
1992, Volume 27, Issue 02
- 151-168 Optimal Dynamic Trading with Leverage Constraints
by Grossman, Sanford J. & Vila, Jean-Luc
- 169-183 Information and Diversity of Analyst Opinion
by Barry, Christopher B. & Jennings, Robert H.
- 185-208 Adverse Selection and Large Trade Volume: The Implications for Market Efficiency
by Easley, David & O'Hara, Maureen
- 209-227 The Probability of a Trade at the Ask: An Examination of Interday and Intraday Behavior
by Porter, David C.
- 229-246 The Valuation of Multiple Claim Insurance Contracts
by Shimko, David C.
- 247-263 Simultaneous Determination of Insider Ownership, Debt, and Dividend Policies
by Jensen, Gerald R. & Solberg, Donald P. & Zorn, Thomas S.
- 265-282 Robust Measurement of Beta Risk
by Chan, Louis K. C. & Lakonishok, Josef
- 283-301 The Tylenol Incident, Ensuing Regulation, and Stock Prices
by Dowdell, Thomas D. & Govindaraj, Suresh & Jain, Prem C.
- 303-309 Spanning with Index Options
by Duan, Jin-Chuan & Moreau, Arthur F. & Sealey, C. W.
1992, Volume 27, Issue 01
- 1-18 Long-Horizon Mean-Reverting Stock Prices Revisited
by McQueen, Grant
- 19-38 On Universal Currency Hedges
by Adler, Michael & Prasad, Bhaskar
- 39-53 Standard Errors in Event Studies
by Salinger, Michael
- 55-79 The Effect of the Secondary Market on the Pricing of Initial Public Offerings: Theory and Evidence
by Mauer, David C. & Senbet, Lemma W.
- 81-95 Empirical Tests of a Principal-Agent Model of the Investor-Investment Advisor Relationship
by Golec, Joseph H.
- 97-107 Exact Solutions for Futures and European Futures Options on Pure Discount Bonds
by Chen, Ren-Raw
- 109-129 Target Firm Abnormal Returns and Trading Volume around the Initiation of Change in Control Transactions
by Sanders, Ralph W. & Zdanowicz, John S.
- 131-142 The Estimation of Quality-Adjusted Auction Returns with Varying Transaction Intervals
by Taylor, William M.
- 143-149 Optimal Bank Interest Margin under Capital Regulation and Deposit Insurance
by Zarruk, Emilio R. & Madura, Jeff
1991, Volume 26, Issue 04
- 435-443 Arbitrage, Clientele Effects, and the Term Structure of Interest Rates
by Katz, Eliakim & Prisman, Eliezer Z.
- 445-457 Put-Call Parity and Expected Returns
by Finucane, Thomas J.
- 459-475 Transaction Data Tests of S&P 100 Call Option Pricing
by Sheikh, Aamir M.
- 477-495 On the Computation of Continuous Time Option Prices Using Discrete Approximations
by Amin, Kaushik I.
- 497-518 An Empirical Examination of Models of Contract Choice in Initial Public Offerings
by Welch, Ivo
- 519-532 Forward Contracts and Firm Value: Investment Incentive and Contracting Effects
by Bessembinder, Hendrik
- 533-547 The Relevance of Fiduciary Conflict-of-Interests in Control versus Issue Proxy Contests
by Jarrow, Robert A. & Leach, J. Chris
- 549-558 The Stock Price Effect of Risky versus Safe Debt
by Shyam-Sunder, Lakshmi
- 559-564 Macroeconomic Forces, Systematic Risk, and Financial Variables: An Empirical Investigation
by Young, S. David & Berry, Michael A. & Harvey, David W. & Page, John R.
- 565-578 The Hedging of an Uncertain Future Foreign Currency Cash Flow
by Kerkvliet, Joe & Moffett, Michael H.
1991, Volume 26, Issue 03
- 287-308 General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence
by Hemler, Michael L. & Longstaff, Francis A.
- 309-326 A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments
by Trigeorgis, Lenos
- 327-344 A Model of Capital Structure when Earnings Are Mean-Reverting
by Raymar, Steven
- 345-362 Measuring Risk in Fixed Payment Securities: An Empirical Test of the Structured Full Rank Covariance Matrix
by Hilliard, Jimmy E. & Jordan, Susan D.
- 363-376 The Pricing of Exchange Rate Risk in the Stock Market
by Jorion, Philippe
- 377-389 A Quick Algorithm for Pricing European Average Options
by Turnbull, Stuart M. & Wakeman, Lee Macdonald
- 391-407 Toehold Acquisitions, Shareholder Wealth, and the Market for Corporate Control
by Choi, Dosoung
- 409-424 Futures Prices on Yields, Forward Prices, and Implied Forward Prices from Term Structure
by Sundaresan, Suresh
- 425-431 Valuation Effects of Cancelled Debt Offerings
by Jensen, Marlin R. H. & Pugh, William N.
- 433-434 Pricing Stock and Bond Options when the Default-Free Rate Is Stochastic: A Comment
by Chen, Ren-Raw
1991, Volume 26, Issue 02
- 139-151 Currency Option Pricing with Stochastic Domestic and Foreign Interest Rates
by Hilliard, Jimmy E. & Madura, Jeff & Tucker, Alan L.
- 153-164 The Accelerated Binomial Option Pricing Model
by Breen, Richard
- 165-180 Financial Signalling by Committing to Cash Outflows
by Ravid, S. Abraham & Sarig, Oded H.
- 181-199 Information Asymmetry and Equity Issues
by Dierkens, Nathalie