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Content
September 1994, Volume 29, Issue 3
- 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.
June 1994, Volume 29, Issue 2
- 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
March 1994, Volume 29, Issue 1
- 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
December 1993, Volume 28, Issue 4
- 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
September 1993, Volume 28, Issue 3
- 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
June 1993, Volume 28, Issue 2
- 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.
March 1993, Volume 28, Issue 1
- 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.
December 1992, Volume 27, Issue 4
- 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.
September 1992, Volume 27, Issue 3
- 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.
June 1992, Volume 27, Issue 2
- 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.
March 1992, Volume 27, Issue 1
- 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
December 1991, Volume 26, Issue 4
- 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.
September 1991, Volume 26, Issue 3
- 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
June 1991, Volume 26, Issue 2
- 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
- 201-222 The Call, Sinking Fund, and Term-To-Maturity Features of Corporate Bonds: An Empirical Investigation
by Mitchell, Karlyn
- 223-231 The Multi-Period CAPM and the Valuation of Multi-Period Stochastic Cash Flows
by Kazemi, Hossein B.
- 233-244 Share Repurchase as a Takeover Defense
by Sinha, Sidharth
- 245-267 Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co-Integration, and Stochastic Coefficients
by Barnhart, Scott W. & Szakmary, Andrew C.
- 269-285 Seasonality in Daily Bond Returns
by Jordan, Susan D. & Jordan, Bradford D.
March 1991, Volume 26, Issue 1
- 1-10 Fundamentals, Factor Structure, and Multibeta Models in Large Asset Markets
by John, Kose & Reisman, Haim
- 11-22 Equilibrium Factor Pricing with Heterogeneous Beliefs
by Handa, Puneet & Linn, Scott C.
- 23-44 Day-of-the-Week Effects in Financial Futures: An Analysis of GNMA, T-Bond, T-Note, and T-Bill Contracts
by Johnston, Elizabeth Tashijan & Kracaw, William A. & McConnell, John J.
- 45-61 The Ex-Dividend Behavior of Nonconvertible Preferred Stock Returns and Trading Volume
by Stickel, Scott E.
- 63-81 Interest Rate Uncertainty and the Optimal Debt Maturity Structure
by Brick, Ivan E. & Ravid, S. Abraham
- 83-95 The Loan Commitment as an Optimal Financing Contract
by Berkovitch, Elazar & Greenbaum, Stuart I.
- 97-108 Segmentation in the Treasury Bill Market: Evidence from Cash Management Bills
by Simon, David P.
- 109-127 The Influence of Production Technology on Risk and the Cost of Capital
by Booth, Laurence
- 129-138 The Value of Early Exercise in Option Prices: An Empirical Investigation
by Zivney, Terry L.
December 1990, Volume 25, Issue 4
- 419-440 Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation
by Heath, David & Jarrow, Robert & Morton, Andrew
- 441-468 The Dynamics of Stock Index and Stock Index Futures Returns
by Stoll, Hans R. & Whaley, Robert E.
- 469-490 Asymmetric Information, Collateral, and Moral Hazard
by Igawa, Kazuhiro & Kanatas, George
- 491-505 Valuation Effects of Greenmail Prohibitions
by Eckbo, B. Espen
- 507-516 The Systematic Risk of Discretely Rebalanced Option Hedges
by Gilster, John E.
- 517-533 Stock Market Seasonals and Prespecified Multifactor Pricing Relations
by Chang, Eric C. & Pinegar, J. Michael
- 535-547 Price Reversals, Bid-Ask Spreads, and Market Efficiency
by Atkins, Allen B. & Dyl, Edward A.
- 549-554 Stock Returns before and after Calls of Convertible Bonds
by Cowan, Arnold R. & Nayar, Nandkumar & Singh, Ajai K.
September 1990, Volume 25, Issue 3
- 291-306 Estimation of Stock Price Variances and Serial Covariances from Discrete Observations
by Harris, Lawrence
- 307-321 Monetary Regimes and the Relation between Stock Returns and Inflationary Expectations
by Kaul, Gautam
- 323-340 Time-Varying Return and Risk in the Corporate Bond Market
by Chang, Eric C. & Huang, Roger D.
- 341-360 Securityholder Taxes and Corporate Restructurings
by Mauer, David C. & Lewellen, Wilbur G.
- 361-376 The Heterogeneous Investment Horizon and the Capital Asset Pricing Model: Theory and Implications
by Lee, Cheng F. & Wu, Chunchi & Wei, K. C. John
- 377-386 The Relation between Risk and Optimal Debt Maturity and the Value of Leverage
by Wiggins, James B.
- 387-398 Stock Returns, Money, and Fiscal Deficits
by Darrat, Ali F.
- 399-410 Stock Price Reactions to The Wall Street Journal's Securities Recommendations
by Liu, Pu & Smith, Stanley D. & Syed, Azmat A.
- 411-415 A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A. Correction
by Corrado, Charles J. & Schatzberg, John
- 417-418 A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment
by Ashley, Richard & Patterson, Douglas
June 1990, Volume 25, Issue 2
- 143-161 Large Shareholders and the Monitoring of Managers: The Case of Antitakeover Charter Amendments
by Agrawal, Anup & Mandelker, Gershon N.
- 163-185 Multivariate Tests of Asset Pricing: The Comparative Power of Alternative Statistics
by Affleck-Graves, John & McDonald, Bill
- 187-201 Stock Return Seasonalities and Earnings Information
by Peterson, David R.
- 203-214 Stock Returns and Volatility
by Baillie, Richard T. & DeGennaro, Ramon P.
- 215-227 An Algorithm for Computing Values of Options on the Maximum or Minimum of Several Assets
by Boyle, Phelim P. & Tse, Y. K.
- 229-243 Informative Conversion Ratios: A Signalling Approach
by Kim, Yong O.
- 245-259 Shelf Registration and the Reduced Due Diligence Argument: Implications of the Underwriter Certification and the Implicit Insurance Hypotheses
by Blackwell, David W. & Marr, M. Wayne & Spivey, Michael F.
- 261-272 An Empirical Analysis of Common Stock Delistings
by Sanger, Gary C. & Peterson, James D.
- 273-289 Short Interest: Explanations and Tests
by Brent, Averil & Morse, Dale & Stice, E. Kay
March 1990, Volume 25, Issue 1
- 1-24 The Role of Debt and Perferred Stock as a Solution to Adverse Investment Incentives
by Heinkel, Robert & Zechner, Josef
- 25-43 A Multiperiod Theory of Corporate Financial Policy under Taxation
by Lewis, Craig M.
- 45-64 Delivery Uncertainty and the Efficiency of Futures Markets
by Kamara, Avraham
- 65-86 Quality Option Profits, Switching Option Profits, and Variation Margin Costs: An Evaluation of Their Size and Impact on Treasury Bond Futures Prices
by Barnhill, Theodore M.
- 87-100 Valuing Derivative Securities Using the Explicit Finite Difference Method
by Hull, John & White, Alan
- 101-112 On the Presence of Speculative Bubbles in Stock Prices
by Dezhbakhsh, Hashem & Demirguc-Kunt, Asli
- 113-125 Size, Seasonality, and Stock Market Overreaction
by Zarowin, Paul
- 127-142 A Unified Approach to Term Structure Estimation: A Methodology for Estimating the Term Structure in a Market with Frictions
by Prisman, Eliezer Z.
December 1989, Volume 24, Issue 4
- 409-425 Executive Stock Option Plans and Corporate Dividend Policy
by Lambert, Richard A. & Lanen, William N. & Larcker, David F.
- 427-446 Dynamic Recapitalization Policies and the Role of Call Premia and Issue Discounts
by Fischer, Edwin O. & Heinkel, Robert & Zechner, Josef
- 447-457 Pricing Stock and Bond Options when the Default-Free Rate is Stochastic
by Rabinovitch, Ramon
- 459-472 Mergers, Executive Risk Reduction, and Stockholder Wealth
by Lewellen, Wilbur & Loderer, Claudio & Rosenfeld, Ahron
- 473-487 The Valuation of Forestry Resources under Stochastic Prices and Inventories
by Morck, Randall & Schwartz, Eduardo & Stangeland, David
- 489-501 Assessing Credit Risk in a Financial Institution's Off-Balance Sheet Commitments
by Hull, John
- 503-512 Security Analyst Monitoring Activity: Agency Costs and Information Demands
by Moyer, R. Charles & Chatfield, Robert E. & Sisneros, Phillip M.
- 513-526 Errors in Recorded Security Prices and the Turn-ofthe-Year Effect
by Thomson, James B.
- 527-532 Black-Scholes Approximations of Call Option Prices with Stochastic Volatilities: A Note
by Finucane, Thomas J.
- 533-537 A New Linear Programming Approach to Bond Portfolio Management: A Comment
by Ehrhardt, Michael C.
September 1989, Volume 24, Issue 3
- 267-284 Pricing European Currency Options: A Comparison of the Modified Black-Scholes Model and a Random Variance Model
by Chesney, Marc & Scott, Louis
- 285-311 Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence
by Harlow, W. V. & Rao, Ramesh K. S.
- 313-331 Determinants of Hedging and Risk Premia in Commodity Futures Markets
by Hirshleifer, David
- 333-355 Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data
by Froot, Kenneth A.
- 357-365 Expectations and Risk in the Treasury Bill Market: An Instrumental Variables Approach
by Simon, David P.
- 367-378 Bond Price Data and Bond Market Liquidity
by Sarig, Oded & Warga, Arthur
- 379-394 The Incidence of Secured Debt: Evidence from the Small Business Community
by Leeth, John D. & Scott, Jonathan A.
- 395-407 Seasonality in NASDAQ Dealer Spreads
by Fortin, Richard D. & Grube, R. Corwin & Joy, O. Maurice
June 1989, Volume 24, Issue 2
- 133-169 An Examination of the Robustness of the Weekend Effect
by Connolly, Robert A.
- 171-184 Takeover Bids below the Expected Value of Minority Shares
by Bebchuk, Lucian Arye
- 185-204 A Performance Interpretation of Multivariate Tests of Asset Set Intersection, Spanning, and Mean-Variance Efficiency
by Jobson, J. D. & Korkie, Bob
- 205-216 A New Test of the Three-Moment Capital Asset Pricing Model
by Lim, Kian-Guan
- 217-240 Hedging Interest Rate Risk with Futures Portfolios under Full-Rank Assumptions
by Hilliard, Jimmy E. & Jordan, Susan D.
- 241-256 International Transmission of Stock Market Movements
by Eun, Cheol S. & Shim, Sangdal
- 257-266 Signalling and the Valuation of Unseasoned New Issues Revisited
by Krinsky, I. & Rotenberg, W.
March 1989, Volume 24, Issue 1
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