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September 2002, Volume 37, Issue 03
- 375-389 Daily Momentum and Contrarian Behavior of Index Fund Investors
by Goetzmann, William N. & Massa, Massimo
- 391-424 Information-Based Trading in Dealer and Auction Markets: An Analysis of Exchange Listings
by Heidle, Hans G. & Huang, Roger D.
- 425-448 Price Leadership in the Spot Foreign Exchange Market
by Sapp, Stephen G.
- 449-469 Preferencing, Internalization of Order Flow, and Tacit Collusion: Evidence from Experiments
by Kluger, Brian D. & Wyatt, Steve B.
- 471-493 Risk-Neutral Skewness: Evidence from Stock Options
by Dennis, Patrick & Mayhew, Stewart
- 495-521 International Cross-Listing and Visibility
by Baker, H. Kent & Nofsinger, John R. & Weaver, Daniel G.
June 2002, Volume 37, Issue 02
- 177-200 Agency Conflicts in Closed-End Funds: The Case of Rights Offerings
by Khorana, Ajay & Wahal, Sunil & Zenner, Marc
- 201-220 How Large are the Benefits from Using Options?
by Neuberger, Anthony & Hodges, Stewart
- 221-241 Order Submission Strategy and the Curious Case of Marketable Limit Orders
by Peterson, Mark & Sirri, Erik
- 243-269 Intraday Market Price Integration for Shares Cross-Listed Internationally
by Kryzanowski, Lawrence & Zhang, Hao
- 271-295 Asset Pricing under the Quadratic Class
by Leippold, Markus & Wu, Liuren
- 297-318 A Methodology for Assessing Model Risk and its Application to the Implied Volatility Function Model
by Hull, John & Suo, Wulin
- 319-340 How Stock Flippers Affect IPO Pricing and Stabilization
by Fishe, Raymond P. H.
March 2002, Volume 37, Issue 01
- 1-27 Stock Market Volatility in a Heterogeneous Information Economy
by Grundy, Bruce D. & Kim, Youngsoo
- 29-61 The Decline of Inflation and the Bull Market of 1982–1999
by Ritter, Jay R. & Warr, Richard S.
- 63-91 Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets
by Wachter, Jessica A.
- 93-115 Average Rate Claims with Emphasis on Catastrophe Loss Options
by Bakshi, Gurdip & Madan, Dilip
- 117-135 Analytical Upper Bounds for American Option Prices
by Chen, Ren-Raw & Yeh, Shih-Kuo
- 137-155 Operating Performance and the Method of Payment in Takeovers
by Heron, Randall & Lie, Erik
- 157-176 Put Option Values of Thrifts in the 1980s: Evidence from Thrift Stock Reactions to the FIRREA
by Park, Sangkyun
December 2001, Volume 36, Issue 04
- 415-430 Long-Run Performance and Insider Trading in Completed and Canceled Seasoned Equity Offerings
by Clarke, Jonathan & Dunbar, Craig & Kahle, Kathleen M.
- 431-449 The Effect of Green Investment on Corporate Behavior
by Heinkel, Robert & Kraus, Alan & Zechner, Josef
- 451-484 Why Do Option Introductions Depress Stock Prices? A Study of Diminishing Short Sale Constraints
by Danielsen, Bartley R. & Sorescu, Sorin M.
- 485-501 Trade Size and Information-Motivated Trading in the Options and Stock Markets
by Lee, Jason & Yi, Cheong H.
- 503-522 Tick Size, Bid-Ask Spreads, and Market Structure
by Huang, Roger D. & Stoll, Hans R.
- 523-543 Economic News and Bond Prices: Evidence from the U.S. Treasury Market
by Balduzzi, Pierluigi & Elton, Edwin J. & Green, T. Clifton
- 545-565 Trading Volume and Information Revelation in Stock Market
by Suominen, Matti
September 2001, Volume 36, Issue 03
- 287-309 Day Trading International Mutual Funds: Evidence and Policy Solutions
by Goetzmann, William N. & Ivković, Zoran & Rouwenhorst, K. Geert
- 311-334 Takeover Defenses and Dilution: A Welfare Analysis
by Chakraborty, Atreya & Arnott, Richard
- 335-344 Does Conditioning Information Matter in Estimating Continuous Time Interest Rate Diffusions?
by Abhyankar, Abhay & Basu, Devraj
- 345-370 Managerial Ownership, Incentive Contracting, and the Use of Zero-Cost Collars and Equity Swaps by Corporate Insiders
by Bettis, J. Carr & Bizjak, John M. & Lemmon, Michael L.
- 371-393 Performance Changes following Top Management Turnover: Evidence from Open-End Mutual Funds
by Khorana, Ajay
- 395-414 Firm Internationalization and the Cost of Debt Financing: Evidence from Non-Provisional Publicly Traded Debt
by Reeb, David M. & Mansi, Sattar A. & Allee, John M.
June 2001, Volume 36, Issue 02
- 141-168 Is the Market Optimistic about the Future Earnings of Seasoned Equity Offering Firms?
by Brous, Peter A. & Datar, Vinay & Kini, Omseh
- 169-193 Is the Market Surprised by Poor Earnings Realizations following Seasoned Equity Offerings?
by Denis, David J. & Sarin, Atulya
- 195-220 The Market Demand Curve for Common Stocks: Evidence from Equity Mutual Fund Flows
by Cha, Heung-Joo & Lee, Bong-Soo
- 221-250 Corporate Hedging and Speculative Incentives: Implications for Swap Market Default Risk
by Mozumdar, Abon
- 251-265 Are Treasury Securities Free of Default?
by Nippani, Srinivas & Liu, Pu & Schulman, Craig T.
- 267-286 Can the Treatment of Limit Orders Reconcile the Differences in Trading Costs between the Differences in Trading Costs between NYSE and Nasdaq Issues?
by Chung, Kee H. & Van Ness, Bonnie F. & Van Ness, Robert A.
March 2001, Volume 36, Issue 01
- 1-24 The Debt-Equity Choice
by Hovakimian, Armen & Opler, Tim & Titman, Sheridan
- 25-51 How Stock Splits Affect Trading: A Microstructure Approach
by Easley, David & O'Hara, Maureen & Saar, Gideon
- 53-73 Another Look at Mutual Fund Tournaments
by Busse, Jeffrey A.
- 75-92 Derivatives Performance Attribution
by Rubinstein, Mark
- 93-118 Are Corporations Reducing or Taking Risks with Derivatives?
by Hentschel, Ludger & Kothari, S. P.
- 119-139 Record Date, When-Issued, and Ex-Date Effects in Stock Splits
by Nayar, Nandkumar & Rozeff, Michael S.
December 2000, Volume 35, Issue 04
- 499-528 The Long-Run Performance of Global Equity Offerings
by Foerster, Stephen R. & Karolyi, G. Andrew
- 529-551 The Accuracy of Trade Classification Rules: Evidence from Nasdaq
by Ellis, Katrina & Michaely, Roni & O'Hara, Maureen
- 553-576 A Direct Test of Methods for Inferring Trade Direction from Intra-Day Data
by Finucane, Thomas J.
- 577-600 Market Segmentation and the Cost of the Capital in International Equity Markets
by Errunza, Vihang R. & Miller, Darius P.
- 601-620 Predictability in International Asset Returns: A Reexamination
by Neely, Christopher J. & Weller, Paul
- 621-633 Blockholder Ownership and Market Liquidity
by Heflin, Frank & Shaw, Kenneth W.
September 2000, Volume 35, Issue 03
- 257-290 Monthly Measurement of Daily Timers
by Goetzmann, William N. & Ingersoll, Jonathan & Ivković, Zoran
- 291-307 Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases
by Fung, William & Hsieh, David A.
- 309-326 Hedge Funds: The Living and the Dead
by Liang, Bing
- 327-342 Multi-Period Performance Persistence Analysis of Hedge Funds
by Agarwal, Vikas & Naik, Narayan Y.
- 343-368 The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers
by Chen, Hsiu-Lang & Jegadeesh, Narasimhan & Wermers, Russ
- 369-386 Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings
by Gibson, Scott & Safieddine, Assem & Titman, Sheridan
- 387-408 The Value Added from Investment Managers: An Examination of Funds of REITs
by Kallberg, Jarl G. & Liu, Crocker L. & Trzcinka, Charles
- 409-423 Performance and Characteristics of Swedish Mutual Funds
by Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul
- 425-450 Small Sample Analysis of Performance Measures in the Asymmetric Response Model
by Pedersen, Christian S. & Satchell, Stephen E.
- 451-483 Morningstar Ratings and Mutual Fund Performance
by Blake, Christopher R. & Morey, Matthew R.
- 485-498 The Value Line Enigma: The Sum of Known Parts?
by Choi, James J.
June 2000, Volume 35, Issue 02
- 127-151 Behavioral Portfolio Theory
by Shefrin, Hersh & Statman, Meir
- 153-172 Profitability of Momentum Stragegies in the International Equity Markets
by Chan, Kalok & Hameed, Allaudeen & Tong, Wilson
- 173-189 Dividend Behaviour and Dividend Signaling
by Garrett, Ian & Priestley, Richard
- 191-215 Testing the Empirical Performance of Stochastic Volatility Models of the Short-Term Interest Rate
by Bali, Turan G.
- 217-238 The Impact of Takeovers on Shareholder Wealth during the 1920s Merger Wave
by Leeth, John D. & Borg, J. Rody
- 239-255 Do the Portfolios of Small Investors Reflect Positive Feedback Trading?
by Bange, Mary M.
March 2000, Volume 35, Issue 01
- 1-25 Gains to Bidder Firms Revisited: Domestic and Foreign Acquisitions in Canada
by Eckbo, B. Espen & Thorburn, Karin S.
- 27-41 The Rationality of Asset Allocation Recommendations
by Elton, Edwin J. & Gruber, Martin J.
- 43-65 A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads
by Madan, Dilip & Unal, Haluk
- 67-85 A Rexamination of the Motives and Gains in Joint Ventures
by Johnson, Shane A. & Houston, Mark B.
- 87-110 The Determinants of Contract Terms in Bank Revolving Credit Agreements
by Dennis, Steven & Nandy, Debarshi & Sharpe, Lan G.
- 111-126 Prices as Aggregators of Private Information: Evidence from S&P 500 Futures Data
by Cho, Jin-Wan & Krishnan, Murugappa
December 1999, Volume 34, Issue 04
- 425-444 IPO Underpricing Explanations: Implications from Investor Application and Allocation Schedules
by Lee, Philip J. & Taylor, Stephen L. & Walter, Terry S.
- 445-464 Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle
by Zhou, Chunsheng
- 465-487 Autoregressive Conditional Skewness
by Harvey, Campbell R. & Siddique, Akhtar
- 489-511 Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-Border Investments?
by Bailey, Warren & Chung, Y. Peter & Kang, Jun-koo
- 513-531 Dynamic Asset Allocation and Fixed Income Management
by Sørensen, Carsten
- 533-552 The Role of Personal Taxes in Corporate Decisions: An Empirical Analysis of Share Repurchases and Dividends
by Lie, Erik & Lie, Heidi J.
September 1999, Volume 34, Issue 03
- 293-322 Discontinuous Interest Rate Processes: An Equilibrium Model for Bond Option Prices
by Attari, Mukarram
- 323-339 Adding Risks: Samuelson's Fallacy of Large Numbers Revisited
by Ross, Stephen A.
- 341-367 Long Swings with Memory and Stock Market Fluctuations
by Chow, Ying-Foon & Liu, Ming
- 369-386 Differential Interpretations and Trading Volume
by Bamber, Linda Smith & Barron, Orie E. & Stober, Thomas L.
- 387-407 Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison
by Bessembinder, Hendrik
- 409-424 The Signaling Power of Specially Designated Dividends
by Gombola, Michael J. & Liu, Feng-Ying
June 1999, Volume 34, Issue 02
- 161-189 Optimal vs. Traditional Securities under Moral Hazard
by Robe, Michel A.
- 191-209 Does Insider Trading Really Move Stock Prices?
by Chakravarty, Sugato & McConnell, John J.
- 211-239 Of Smiles and Smirks: A Term Structure Perspective
by Das, Sanjiv Ranjan & Sundaram, Rangarajan K.
- 241-264 Pricing Lookback and Barrier Options under the CEV Process
by Boyle, Phelim P. & Tian, Yisong “Sam”
- 265-291 Non-Informative Tests of the Unbiased Forward Exchange Rate
by Barnhart, Scott W. & McNown, Robert & Wallace, Myles S.
March 1999, Volume 34, Issue 01
- 1-32 Re-Emerging Markets
by Goetzmann, William N. & Jorion, Philippe
- 33-55 Volatility in Emerging Stock Markets
by Aggarwal, Reena & Inclan, Carla & Leal, Ricardo
- 57-88 Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions
by Locke, Peter R. & Sarkar, Asani & Wu, Lifan
- 89-114 A Trading Volume Benchmark: Theory and Evidence
by Tkac, Paula A.
- 115-130 Kalman Filtering of Generalized Vasicek Term Structure Models
by Babbs, Simon H. & Nowman, K. Ben
- 131-157 The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables
by de Jong, Frank & Santa-Clara, Pedro
December 1998, Volume 33, Issue 04
- 441-464 The Design of Bankruptcy Law: A Case for Management Bias in Bankruptcy Reorganizations
by Berkovitch, Elazar & Israel, Ronen & Zender, Jaime F.
- 465-497 Nonparametric Modeling of U.S. Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities
by Jiang, George J.
- 499-521 Are Shareholder Proposals All Bark and No Bite? Evidence from Shareholder Resolutions to Rescind Poison Pills
by Bizjak, John M. & Marquette, Christopher J.
- 523-547 Do Measures of Investor Sentiment Predict Returns?
by Neal, Robert & Wheatley, Simon M.
- 549-568 An Empirical Analysis of the Reincorporation Decision
by Heron, Randall A. & Lewellen, Wilbur G.
- 569-585 Bond Rating Agencies and Stock Analysts: Who Knows What When?
by Ederington, Louis H. & Goh, Jeremy C.
September 1998, Volume 33, Issue 03
- 305-334 Capital Budgeting for Interrelated Projects: A Real Options Approach
by Childs, Paul D. & Ott, Steven H. & Triantis, Alexander J.
- 335-359 The Determinants of Corporate Liquidity: Theory and Evidence
by Kim, Chang-Soo & Mauer, David C. & Sherman, Ann E.
- 361-382 Is Foreign Exchange Risk Priced in the Japanese Stock Market?
by Choi, Jongmoo Jay & Hiraki, Takato & Takezawa, Nobuya
- 383-408 The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior
by Almeida, Alvaro & Goodhart, Charles & Payne, Richard
- 409-422 Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution
by Milevsky, Moshe Arye & Posner, Steven E.
- 423-440 A Markovian Framework in Multi-Factor Heath-Jarrow-Morton Models
by Inui, Koji & Kijima, Masaaki
June 1998, Volume 33, Issue 02
- 159-188 The Risk and Return from Factors
by Chan, Louis K. C. & Karceski, Jason & Lakonishok, Josef
- 189-216 Country and Currency Risk Premia in an Emerging Market
by Domowitz, Ian & Glen, Jack & Madhavan, Ananth
- 217-231 Determining the Number of Priced State Variables in the ICAPM
by Fama, Eugene F.
- 233-253 Shareholder Heterogeneity, Adverse Selection, and Payout Policy
by Lucas, Deborah J. & McDonald, Robert L.
- 255-289 Market Manipulation, Price Bubbles, and a Model of the U.S. Treasury Securities Auction Market
by Chatterjea, Arkadev & Jarrow, Robert A.
- 291-304 Extraordinary Antitakeover Provisions and Insider Ownership Structure: The Case of Converting Savings and Loans
by Boyle, Glenn W. & Carter, Richard B. & Stover, Roger D.
March 1998, Volume 33, Issue 01
- 1-32 Permanent, Temporary, and Non-Fundamental Components of Stock Prices
by Lee, Bong-Soo
- 33-59 Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates
by Miltersen, Kristian R. & Schwartz, Eduardo S.
- 61-86 Valuation of Commodity Futures and Options under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot
by Hilliard, Jimmy E. & Reis, Jorge
- 87-116 Loan Commitments and the Debt Overhang Problem
by Snyder, Christopher M.
- 117-137 A Strategic Analysis of Corners and Squeezes
by Cooper, David J. & Donaldson, R. Glen
- 139-157 Pricing Term Structure Risk in Futures Markets
by de Roon, Frans A. & Nijman, Theo E. & Veld, Chris
December 1997, Volume 32, Issue 04
- 383-403 Bookbuilding vs. Fixed Price: An Analysis of Competing Strategies for Marketing IPOs
by Benveniste, Lawrence M. & Busaba, Walid Y.
- 405-426 Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach
by Neely, Christopher & Weller, Paul & Dittmar, Rob
- 427-462 Fluctuating Confidence in Stock Markets: Implications for Returns and Volatility
by David, Alexander
- 463-489 A Reexamination of Firm Size, Book-to-Market, and Earnings Price in the Cross-Section of Expected Stock Returns
by Kim, Dongcheol
- 491-505 Board Monitoring and Antitakeover Amendments
by McWilliams, Victoria B. & Sen, Nilanjan
- 507-524 Market Structure, Informed Trading, and Analysts' Recommendations
by Kim, Sok Tae & Lin, Ji-Chai & Slovin, Myron B.
- 525-540 A Simple Cost Reduction Strategy for Small Liquidity Traders: Trade at the Opening
by Brooks, Raymond M. & Su, Tie
September 1997, Volume 32, Issue 03
- 249-268 Book-to-Market across Firm Size, Exchange, and Seasonality: Is There an Effect?
by Loughran, Tim
- 269-286 Optimal Financial Contracts for a Start-Up with Unlimited Operating Discretion
by Ravid, S. Abraham & Spiegel, Matthew
- 287-310 A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks
by Bessembinder, Hendrik & Kaufman, Herbert M.
- 311-329 Ownership Studies: The Data Source Does Matter
by Anderson, Ronald C. & Lee, D. Scott
- 331-344 Reciprocally Interlocking Boards of Directors and Executive Compensation
by Hallock, Kevin F.
- 345-365 Predictable Patterns after Large Stock Price Changes on the Tokyo Stock Exchange
by Bremer, Marc & Hiraki, Takato & Sweeney, Richard J.
- 367-381 Herding on Noise: The Case of Johnson Redbook's Weekly Retail Sales Data
by Golec, Joseph
June 1997, Volume 32, Issue 02
- 137-159 Price Barriers and the Dynamics of Asset Prices in Equilibrium
by Balduzzi, Pierluigi & Foresi, Silverio & Hait, David J.
- 161-182 The Market Reaction to the Choice of Accounting Method for Stock Splits and Large Stock Dividends
by Rankine, Graeme & Stice, Earl K.
- 183-204 Tests and Properties of Variance Ratios in Microstructure Studies
by Ronen, Tavy
- 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
March 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
December 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.
September 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.
June 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
March 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
December 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
September 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
June 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