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Series handle: RePEc:eee:jfinec
ISSN: 0304-405X
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Content
September 1985, Volume 14, Issue 3
- 359-375 A Monte Carlo investigation of the accuracy of multivariate CAPM tests
by Amsler, Christine E. & Schmidt, Peter
- 377-397 Underpricing of seasoned issues
by Parsons, John E. & Raviv, Artur
- 399-422 Corporate capital expenditure decisions and the market value of the firm
by McConnell, John J. & Muscarella, Chris J.
- 451-471 An exploratory investigation of the firm size effect
by Chan, K. C. & Chen, Nai-fu & Hsieh, David A.
- 473-489 Dividend yields and stock returns: Implications of abnormal January returns
by Keim, Donald B.
- 491-495 Derived factors in event studies
by Brown, Stephen J. & Weinstein, Mark I.
June 1985, Volume 14, Issue 2
- 163-163 Editorial data
by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM.
- 165-194 Stock price effects and costs of secondary distributions
by Mikkelson, Wayne H. & Partch, M. Megan
- 195-215 Incentive effects of stock purchase plans
by Bhagat, Sanjai & Brickley, James A. & Lease, Ronald C.
- 217-236 Testing asset pricing models with changing expectations and an unobservable market portfolio
by Gibbons, Michael R. & Ferson, Wayne
- 237-250 Partially anticipated events: A model of stock price reactions with an application to corporate acquisitions
by Malatesta, Paul H. & Thompson, Rex
- 251-266 Volatility increases subsequent to stock splits: An empirical aberration
by Ohlson, James A. & Penman, Stephen H.
- 267-282 Direct evidence on the marginal rate of taxation on dividend income
by Peterson, Pamela P. & Peterson, David R. & Ang, James S.
- 283-308 Trading and valuing depreciable assets
by Williams, Joseph T.
- 309-315 The duration of option portfolios
by Garman, Mark B.
- 317-321 Hedging options
by Chen, Nai-fu & Johnson, Herb
March 1985, Volume 14, Issue 1
- 1-1 Editorial data
by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM.
- 3-31 Using daily stock returns : The case of event studies
by Brown, Stephen J. & Warner, Jerold B.
- 33-69 Managerial ownership of voting rights : A study of public corporations with dual classes of common stock
by DeAngelo, Harry & DeAngelo, Linda
- 71-100 Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
by Glosten, Lawrence R. & Milgrom, Paul R.
- 101-119 Organizational forms and investment decisions
by Fama, Eugene F. & Jensen, Michael C.
- 121-143 The effect of value line investment survey rank changes on common stock prices
by Stickel, Scott E.
- 145-159 Time preference and capital asset pricing models
by Bergman, Yaacov Z.
December 1984, Volume 13, Issue 4
- 459-459 Editorial data
by Jensen, Michael C. & Long, John Jr. & William Schwert, G. & Smith, Clifford Jr. & Stulz, Rene M.
- 461-490 The valuation effects of stock splits and stock dividends
by Grinblatt, Mark S. & Masulis, Ronald W. & Titman, Sheridan
- 491-507 `Open-ending' closed-end funds
by Brauer, Greggory A.
- 509-528 The information in the term structure
by Fama, Eugene F.
- 529-546 Term premiums in bond returns
by Fama, Eugene F.
- 547-559 The weekend effect on the distribution of stock prices : Implications for option pricing
by French, Dan W.
- 561-574 Risk and return : Janaury vs. the rest of the year
by Tinic, Seha M. & West, Richard R.
- 575-592 The likelihood ratio test statistic of mean-variance efficiency without a riskless asset
by Kandel, Shmuel
September 1984, Volume 13, Issue 3
- 297-297 Editorial data
by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM.
- 299-335 Optimal bond trading with personal taxes
by Constantinides, George M. & Ingersoll, Jonathan Jr.
- 337-351 Arbitrage pricing, transaction costs and taxation of capital gains : A study of government bonds with the same maturity date
by Litzenberger, Robert H. & Rolfo, Jacques
- 353-370 The quality option implicit in futures contracts
by Gay, Gerald D. & Manaster, Steven
- 371-397 Warrant exercise and bond conversion in competitive markets
by Constantinides, George M.
- 399-423 A strategic analysis of sinking fund bonds
by Dunn, Kenneth B. & Spatt, Chester S.
- 425-434 Call options and the risk of underlying securities
by Jagannathan, Ravi
- 435-455 Volume and turn-of-the-year behavior
by Lakonishok, Josef & Smidt, Seymour
June 1984, Volume 13, Issue 2
March 1984, Volume 13, Issue 1
- 1-1 Editorial data
by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM.
- 3-34 On interpreting security returns during the ex-dividend period
by Eades, Kenneth M. & Hess, Patrick J. & Kim, E. Han
- 65-89 Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns
by Constantinides, George M.
- 91-113 Option arbitrage and strategy with large price changes
by Jones, E. Philip
- 115-136 Investment incentives, debt, and warrants
by Green, Richard C.
- 137-151 The effect of capital structure on a firm's liquidation decision
by Titman, Sheridan
December 1983, Volume 12, Issue 4
- 407-407 Editorial data
by Jensen, Michael C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM.
- 437-467 Effects of recontracting on shareholder wealth : The case of voluntary spin-offs
by Schipper, Katherine & Smith, Abbie
- 469-481 Stock market seasonality : International Evidence
by Gultekin, Mustafa N. & Gultekin, N. Bulent
- 483-496 An explicit bound on individual assets' deviations from APT pricing in a finite economy
by Dybvig, Philip H.
- 497-507 Factor pricing in a finite economy
by Grinblatt, Mark & Titman, Sheridan
November 1983, Volume 12, Issue 3
- 287-287 Editorial data
by Jensen Michael C. & Long John B., Jr. & Schwert G. William & Smith Clifford W., Jr. & Stulz ReneM.
- 289-310 The effect of pre-emptive right amendments on shareholder wealth
by Bhagat, Sanjai
- 311-342 A comparison of futures and forward prices
by French, Kenneth R.
- 343-355 Banks, firms and the relative pricing of tax-exempt and taxable bonds
by Skelton, Jeffrey L.
- 357-369 Arbitrage pricing with information
by Stambaugh, Robert F.
- 371-386 On computing mean returns and the small firm premium
by Roll, Richard
- 387-404 Biases in computed returns : An application to the size effect
by Blume, Marshall E. & Stambaugh, Robert F.
August 1983, Volume 12, Issue 2
- 161-185 Transactions data tests of efficiency of the Chicago board options exchange
by Bhattacharya, Mihir
- 187-209 Shareholder wealth, information signaling and the specially designated dividend : An empirical study
by Brickley, James A.
- 211-235 Warrant valuation and exercise strategy
by Emanuel, David C.
- 237-261 Valuation of asset leasing contracts
by McConnell, John J. & Schallheim, James S.
- 263-278 Friction in the trading process and the estimation of systematic risk
by Cohen, Kalman J. & Hawawini, Gabriel A. & Maier, Steven F. & Schwartz, Robert A. & Whitcomb, David K.
- 279-283 Risk measurement when shares are subject to infrequent trading : Comment
by Fowler, David J. & Rorke, C. Harvey
- 285-286 Option pricing in a lognormal securities market with discrete trading : A comment
by Brown, David & Huang, Chi-fu
June 1983, Volume 12, Issue 1
- 1-1 Editorial data
by Jensen, Micahel C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM.
- 3-12 Size and stock returns, and other empirical regularities
by Schwert, G. William
- 13-32 Size-related anomalies and stock return seasonality : Further empirical evidence
by Keim, Donald B.
- 33-56 New evidence on the nature of size-related anomalies in stock prices
by Brown, Philip & Kleidon, Allan W. & Marsh, Terry A.
- 57-79 Transaction costs and the small firm effect
by Stoll, Hans R. & Whaley, Robert E.
- 81-88 Transaction costs and the small firm effect : A comment
by Schultz, Paul
- 89-104 The anomalous stock market behavior of small firms in January : Empirical tests for tax-loss selling effects
by Reinganum, Marc R.
- 105-127 Stock return seasonalities and the tax-loss selling hypothesis : Analysis of the arguments and Australian evidence
by Brown, Philip & Keim, Donald B. & Kleidon, Allan W. & Marsh, Terry A.
- 129-156 The relationship between earnings' yield, market value and return for NYSE common stocks : Further evidence
by Basu, Sanjoy
April 1983, Volume 11, Issue 1-4
- 3-3 Preface
by Jensen, Michael C.
- 5-50 The market for corporate control : The scientific evidence
by Jensen, Michael C. & Ruback, Richard S.
- 51-83 Merger bids, uncertainty, and stockholder returns
by Asquith, Paul
- 85-119 Evidence on the capitalized value of merger activity for acquiring firms
by Schipper, Katherine & Thompson, Rex
- 121-139 The gains to bidding firms from merger
by Asquith, Paul & Bruner, Robert F. & Mullins, David Jr.
- 141-153 Assessing competition in the market for corporate acquisitions
by Ruback, Richard S.
- 155-181 The wealth effect of merger activity and the objective functions of merging firms
by Malatesta, Paul H.
- 183-206 The rationale behind interfirm tender offers : Information or synergy?
by Bradley, Michael & Desai, Anand & Kim, E. Han
- 207-224 The costs of antimerger lawsuits : Evidence from the stock market
by Wier, Peggy
- 225-240 Examining antitrust policy towards horizontal mergers
by Stillman, Robert
- 241-273 Horizontal mergers, collusion, and stockholder wealth
by Eckbo, B. Espen
- 275-300 Standstill agreements, privately negotiated stock repurchases, and the market for corporate control
by Dann, Larry Y. & DeAngelo, Harry
- 301-328 The wealth effects of targeted share repurchases
by Bradley, Michael & Wakeman, L. Macdonald
- 329-359 Antitakeover charter amendments and stockholder wealth
by DeAngelo, Harry & Rice, Edward M.
- 361-399 An empirical investigation of the impact of `antitakeover' amendments on common stock prices
by Linn, Scott C. & McConnell, John J.
- 401-438 On corporate governance : A study of proxy contests
by Dodd, Peter & Warner, Jerold B.
- 439-471 The market value of control in publicly-traded corporations
by Lease, Ronald C. & McConnell, John J. & Mikkelson, Wayne H.
December 1982, Volume 10, Issue 4
November 1982, Volume 10, Issue 3
- 237-268 On the exclusion of assets from tests of the two-parameter model : A sensitivity analysis
by Stambaugh, Robert F.
- 269-287 Empirical anomalies based on unexpected earnings and the importance of risk adjustments
by Rendleman, Richard Jr. & Jones, Charles P. & Latane, Henry A.
- 289-321 The value line enigma (1965-1978) : A case study of performance evaluation issues
by Copeland, Thomas E. & Mayers, David
- 323-329 Do forecast errors or term premia really make the difference between long and short rates?
by Startz, Richard
- 331-345 Comments on the valuation of derivative assets
by Bick, Avi
- 347-369 Approximate option valuation for arbitrary stochastic processes
by Jarrow, Robert & Rudd, Andrew
July 1982, Volume 10, Issue 2
- 119-119 Editorial data
by Jensen, Michael C. & Schwert, G. William
- 121-159 Tax-induced clientele effects in the market for British government securities : Placing bounds on security values in an incomplete market
by Schaefer, Stephen M.
- 161-185 Options on the minimum or the maximum of two risky assets : Analysis and applications
by Stulz, ReneM.
- 187-194 Racetrack betting and informed behavior
by Asch, Peter & Malkiel, Burton G. & Quandt, Richard E.
- 195-210 Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information
by Grossman, Sanford J. & Shiller, Robert J.
- 211-233 Stockholder-bondholder conflict and dividend constraints
by Kalay, Avner
March 1982, Volume 10, Issue 1
December 1981, Volume 9, Issue 4
- 319-319 Editorial data
by Jensen, Michael C. & Schwert, G. William
- 321-346 The relation between forward prices and futures prices
by Cox, John C. & Ingersoll, Jonathan Jr. & Ross, Stephen A.
- 347-371 A continuous time equilibrium model of forward prices and futures prices in a multigood economy
by Richard, Scott F. & Sundaresan, M.
- 373-382 Forward contracts and futures contracts
by Jarrow, Robert A. & Oldfield, George S.
- 383-406 A model of international asset pricing
by Stulz, ReneM.
September 1981, Volume 9, Issue 3
- 221-235 Information aggregation in a noisy rational expectations economy
by Diamond, Douglas W. & Verrecchia, Robert E.
- 237-264 Convertible calls and security returns
by Mikkelson, Wayne H.
- 265-269 Does the investment interest limitation explain the existence of dividends?
by Feenberg, Daniel
- 271-280 Valuation of risky assets in arbitrage-free economies with transactions costs
by Garman, Mark B. & Ohlson, James A.
- 281-307 Risky debt, jump processes, and safety covenants
by Mason, Scott P. & Bhattacharya, Sudipto
- 309-315 Assimilating earnings and split information : Is the capital market becoming more efficient?
by Nichols, William D. & Brown, Stewart L.
June 1981, Volume 9, Issue 2
March 1981, Volume 9, Issue 1
December 1980, Volume 8, Issue 4
September 1980, Volume 8, Issue 3
- 203-203 Editorial data
by Jensen, Michael C.
- 205-258 Measuring security price performance
by Brown, Stephen J. & Warner, Jerold B.
- 259-282 Discretely adjusted option hedges
by Boyle, Phelim P. & Emanuel, David
- 283-317 Mutual fund insurance
by Gatto, Mary Ann & Geske, Robert & Litzenberger, Robert & Sosin, Howard
- 319-319 Call for papers
by Block, Stanley
June 1980, Volume 8, Issue 2
March 1980, Volume 8, Issue 1
December 1979, Volume 7, Issue 4
September 1979, Volume 7, Issue 3
June 1979, Volume 7, Issue 2
March 1979, Volume 7, Issue 1
- 1-1 Editorial data
by Jensen, Michael C.
- 3-28 Measuring portfolio performance and the empirical content of asset pricing models
by Mayers, David & Rice, Edward M.
- 29-61 Information dissemination, market efficiency and the frequency of transactions
by Barry Goldman, M. & Sosin, Howard B.
- 63-81 The valuation of compound options
by Geske, Robert
- 83-109 Financial leverage clienteles : Theory and evidence
by Han Kim, E. & Lewellen, Wilbur G. & McConnell, John J.
December 1978, Volume 6, Issue 4
1978, Volume 6, Issue 2-3
- 93-93 Editorial data
by Jensen, Michael C.
- 95-101 Some anomalous evidence regarding market efficiency
by Jensen, Michael C.
- 103-126 Anomalies in relationships between securities' yields and yield-surrogates
by Ball, Ray
- 151-186 The information content of discounts and premiums on closed-end fund shares
by Thompson, Rex
- 187-211 Empirical tests of boundary conditions for CBOE options
by Galai, Dan
- 213-234 The information content of option prices and a test of market efficiency
by Chiras, Donald P. & Manaster, Steven
- 235-264 The market valuation of cash dividends : A case to consider
by Long, John Jr.
- 265-296 Split information, stock returns and market efficiency-I
by Charest, Guy
- 297-330 Dividend information, stock returns and market efficiency-II
by Charest, Guy
March 1978, Volume 6, Issue 1
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