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Content
October 1995, Volume 68, Issue 4
- 443-482 Internal Finance and Investment: Evidence from the Undistributed Profits Tax of 1936-37
by Calomiris, Charles W & Hubbard, R Glenn
- 483-508 A Longer Look at Dividend Yields
by Goetzmann, William N & Jorion, Philippe
- 509-541 Futures Contracting and Dividend Uncertainty in Experimental Asset Markets
by Porter, David P & Smith, Vernon L
- 543-575 Market Making, the Tick Size, and Payment-for-Order Flow: Theory and Evidence
by Chordia, Tarun & Subrahmanyam, Avanidhar
- 577-608 You Can Pay Me Now and You Can Pay Me Later: The Dynamic Response of Executive Compensation to Firm Performance
by Boschen, John F & Smith, Kimberly J
July 1995, Volume 68, Issue 3
April 1995, Volume 68, Issue 2
- 161-183 Management's Incentives, Equity's Bargaining Power, and Deviations from Absolute Priority in Chapter 11 Bankruptcies
by Betker, Brian L
- 185-214 Are Foreign Exchange Intervention and Monetary Policy Related, and Does It Really Matter?
by Lewis, Karen K
- 215-230 An Examination of Customer Racial Discrimination in the Market for Baseball Memorabilia
by Gabriel, Paul E & Johnson, Curtis & Stanton, Timothy J
- 231-256 Bank CEO Pay-Performance Relations and the Effects of Deregulation
by Crawford, Anthony J & Ezzell, John R & Miles, James A
- 257-267 Two Models of Bid-Taker Cheating in Vickrey Auctions
by Rothkopf, Michael H & Harstad, Ronald M
January 1995, Volume 68, Issue 1
- 1-33 How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets
by Aitken, Michael J & Garvey, Gerald T & Swan, Peter L
- 35-60 Market Structure and the Intraday Pattern of Bid-Ask Spreads for NASDAQ Securities
by Chan, K C & Christie, William G & Schultz, Paul H
- 61-84 Standard & Poor's 500 Index Futures Volatility and Price Changes around the New York Stock Exchange Close
by Chang, Eric C & Jain, Prem C & Locke, Peter R
- 85-98 A Graphical Analysis of Bundling
by Salinger, Michael A
- 99-119 Are Survey Forecasts of Macroeconomic Variables Rational?
by Aggarwal, Raj & Mohanty, Sunil & Song, Frank
October 1994, Volume 67, Issue 4
- 481-509 Information and Index Arbitrage
by Kumar, Praveen & Seppi, Duane J
- 511-538 Price Cutting in Liability Insurance Markets
by Harrington, Scott E & Danzon, Patricia M
- 539-561 How Good Are Standard Debt Contracts? Stochastic versus Nonstochastic Monitoring in a Costly State Verification Environment
by Boyd, John H & Smith, Bruce D
- 563-598 Alternative Models for the Conditional Heteroscedasticity of Stock Returns
by Kim, Dongcheol & Kon, Stanley J
- 599-609 Economic Forces, Fundamental Variables, and Equity Returns
by He, Jia & Ng, Lilian K
July 1994, Volume 67, Issue 3
- 321-343 On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia?
by Cavaglia, Stefano M F G & Verschoor, Willem F C & Wolff, Christian C P
- 345-370 Retail Pricing and Advertising Strategies
by Lal, Rajiv & Matutes, Carmen
- 371-399 A Unified Approach to Testing for Serial Correlation in Stock Returns
by Richardson, Matthew P & Smith, Tom
- 401-421 Forward and Futures Prices with Markovian Interest-Rate Processes
by Benninga, Simon & Protopapadakis, Aris
- 423-457 Why Negotiation with a Single Syndicate May Be Preferred to Making Syndicates Compete: The Problem of Trapped Bidders
by Hansen, Robert S & Khanna, Naveen
- 459-473 The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market
by Leuthold, Raymond M & Garcia, Philip & Lu, Richard
April 1994, Volume 67, Issue 2
- 165-202 Baby Boom, Population Aging, and Capital Markets
by Bakshi, Gurdip S & Chen, Zhiwu
- 203-230 Fundamentals and Volatility: Storage, Spreads, and the Dynamics of Metals Prices
by Ng, Victor K & Pirrong, Stephen Craig
- 231-262 How Do Taxes Affect Investors' Stock Market Realizations? Evidence from Tax-Return Panel Data
by Seyhun, H Nejat & Skinner, Douglas J
- 263-280 Why One Firm Is the Target and the Other the Bidder in Single-Bidder, Synergistic Takeovers
by Harris, Ellie G
- 281-310 The Combined Effects of Free Cash Flow and Financial Slack on Bidder and Target Stock Returns
by Smith, Richard L & Kim, Joo-Hyun
January 1994, Volume 67, Issue 1
October 1993, Volume 66, Issue 4
- 499-516 Do Bondholders Lose from Junk Bond Covenant Changes
by Kahan, Marcel & Tuckman, Bruce
- 517-540 A Compound Option Model of Production and Intermediate Inventories
by Cortazar, Gonzalo & Schwartz, Eduardo S
- 541-568 The Value Line Enigma Extended: An Examination of the Performance of Option Recommendations
by Broughton, John B & Chance, Don M
- 571-593 Common Stock Price Effects of Security Issues Conditioned by Current Earnings and Dividend Announcements
by Manuel, Timothy A & Brooks, LeRoy D & Schadler, Frederick P
- 595-618 Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages
by Kau, James B & Keenan, Donald C & Muller, Walter J, III & Epperson, James F
July 1993, Volume 66, Issue 3
April 1993, Volume 66, Issue 2
- 171-187 Liquidity Effects of the Introduction of the S&P 500 Index Futures Contract on the Underlying Stocks
by Jegadeesh, Narasimhan & Subrahmanyam, Avanidhar
- 189-217 Managerial Decision Making and Capital Structure
by Maloney, Michael T & McCormick, Robert E & Mitchell, Mark L
- 219-248 Timing of Investment and Financial Decisions in Imperfectly Competitive Financial Markets
by Berkovitch, Elazar & Narayanan, M P
- 249-270 Patterns in Three Centuries of Stock Market Prices
by Goetzmann, William Nelson
- 271-293 Do Corporate Executives Have Rational Expectations?
by Levine, David I
- 295-321 A Test for Multivariate Normality in Stock Returns
by Richardson, Matthew & Smith, Tom
January 1993, Volume 66, Issue 1
- 1-27 Security Baskets and Index-Linked Securities
by Gorton, Gary B & Pennacchi, George G
- 29-46 Stock versus Mutual Ownership Structures: The Risk Implications
by Lamm-Tennant, Joan & Starks, Laura T
- 47-68 Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns
by Grinblatt, Mark & Titman, Sheridan
- 69-92 Prime Rate Changes: Is There an Advantage in Being First?
by Nabar, Prafulla G & Park, Sang Yong & Saunders, Anthony
- 93-116 The Behavior of Volatility Expectations and Their Effects on Expected Returns
by Sheikh, Aamir M
- 117-132 Unionization, Incomplete Contracting, and Capital Investment
by Bronars, Stephen G & Deere, Donald R
October 1992, Volume 65, Issue 4
- 483-507 Arbitrage, Nontrading, and Stale Prices: October 1987
by Kleidon, Allan W
- 509-528 The Informational Role of Upstairs and Downstairs Trading
by Grossman, Sanford J
- 529-556 The Determinants of Tendering Rates in Interfirm and Self-Tender Offers
by Brown, David T & Ryngaert, Michael D
- 557-570 Equity Risk Premia, Corporate Profit Forecasts, and Investor Sentiment around the Stock Crash of October 1987
by Siegel, Jeremy J
- 571-592 Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle
by Longstaff, Francis A
- 593-614 Dynamic Monopoly Pricing under a Poisson-Type Uncertain Demand
by Chen, Yu-Min & Jain, Dipak C
- 615-628 Market Segmentation by Price-Quality Schedules: Some Evidence from Automobiles
by Kwoka, John E, Jr
July 1992, Volume 65, Issue 3
- 317-334 A Comparison of Transaction Costs between Competitive Market Maker and Specialist Market Structures
by Neal, Robert
- 335-351 Options Trading and the Bid-Ask Spread of the Underlying Stocks
by Fedenia, Mark & Grammatikos, Theoharry
- 353-369 Liquidity Costs and Stock Price Response to Convertible Security Calls
by Mazzeo, Michael A & Moore, William T
- 371-394 Growth Opportunities and the Stock Price Response to New Financing
by Pilotte, Eugene
- 395-429 Interpreting the Movements in Short-Term Interest Rates
by Evans, Martin & Wachtel, Paul
- 431-450 Signal Facilitation: A Policy Response to Asymmetric Information
by Cooper, Thomas E
- 451-472 Stock Price Response to Accounting Information in Oligopoly
by Joh, Gun-Ho & Lee, Chi-Wen Jevons
April 1992, Volume 65, Issue 2
- 177-198 Long-Term Contracting and Multiple-Price Systems
by Hubbard, R Glenn & Weiner, Robert J
- 199-219 Some Relations between Volatility and Serial Correlations in Stock Market Returns
by LeBaron, Blake
- 221-239 Prepayment, Default, and the Valuation of Mortgage Pass-through Securities
by Schwartz, Eduardo S & Torous, Walter N
- 241-266 The Market Value of Information: Some Experimental Results
by Copeland, Thomas E & Friedman, Daniel
- 267-280 The Response of Domestic Prices to Expected Exchange Rates
by Feinberg, Robert M & Kaplan, Seth
- 281-293 On the Formation of Expected Inflation under Various Conditions: Some Survey Evidence
by Baghestani, Hamid
- 295-302 Improving the Parkinson Method of Estimating Security Price Volatilities
by Kunitomo, Naoto
January 1992, Volume 65, Issue 1
- 1-29 Waiting to Invest: Investment and Uncertainty
by Ingersoll, Jonathan E, Jr & Ross, Stephen A
- 31-50 Risk Reduction and Umbrella Branding
by Montgomery, Cynthia A & Wernerfelt, Birger
- 51-74 Executive Compensation in the Life Insurance Industry
by Mayers, David & Smith, Clifford W, Jr
- 75-91 Is There a Global Market for Convertible Bonds?
by Kim, Yong-Cheol & Stulz, Rene M
- 93-121 An Empirical Analysis of Sales-Force Compensation Plans
by Coughlan, Anne T & Narasimhan, Chakravarthi
- 123-138 Market and Survey Forecasts of the Three-Month Treasury-Bill Rate
by Hafer, R W & Hein, Scott E & MacDonald, S Scott
October 1991, Volume 64, Issue 4
- 443-462 Transactional Risk, Market Crashes, and the Role of Circuit Breakers
by Greenwald, Bruce C & Stein, Jeremy C
- 463-493 Information Mirages in Experimental Asset Markets
by Camerer, Colin & Weigelt, Keith
- 495-522 Off-Floor Trading, Disintegration, and the Bid-Ask Spread in Experimental Markets
by Campbell, Joseph & LaMaster, Shawn & Smith, Vernon L & Van Boening, Mark
- 523-547 Stock Index Futures and Index Arbitrage in a Rational Expectations Model
by Fremault, Anne
- 549-571 Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis."
by Neftci, Salih N
- 573-610 The Impact of New Product Introductions on the Market Value of Firms
by Chaney, Paul K & Devinney, Timothy M & Winer, Russell S
July 1991, Volume 64, Issue 3
- 287-312 The Tax-Timing Option and the Discounts on Closed-End Investment Companies
by Brickley, James A & Manaster, Steven & Schallheim, James
- 313-337 Monetary Base Growth, Deposit Growth, and Inflation in the Postwar United States
by Boschen, John F & Talbot, Kathleen E
- 339-362 Technological Change in Large U.S. Commercial Banks
by Hunter, William C & Timme, Stephen G
- 363-392 The Aggregate and Distributional Effects of the Tax Reform Act of 1986 on Firm Valuation
by Givoly, Dan & Hayn, Carla
- 393-416 Stock Prices and the Dissemination of Analysts' Recommendations
by Beneish, Messod D
- 417-432 Empirical Tests of the Bias and Efficiency of the Extreme-Value Variance Estimator for Common Stocks
by Wiggins, James B
April 1991, Volume 64, Issue 2
- 139-163 Stock Price Movements around Acquisition Announcements and Management's Response
by Jennings, Robert H & Mazzeo, Michael A
- 165-187 Why Investors Value Multinationality
by Morck, Randall & Yeung, Bernard
- 189-212 Shelf Registration and the Market for Seasoned Equity Offerings
by Denis, David J
- 213-227 The Agency Costs of Free Cash Flow: Acquisition Activity and Equity Issues
by Mann, Steven V & Sicherman, Neil W
- 229-254 Implications of Current Factor Proportions Indices for the Competitive Position of the U.S. Manufacturing and Service Industries in the Year 2000
by Erzan, Refik & Yeats, Alexander J
- 255-267 Regulation, Advertising, and Economic Welfare
by Kaserman, David L & Mayo, John W
January 1991, Volume 64, Issue 1
October 1990, Volume 63, Issue 4
July 1990, Volume 63, Issue 3
April 1990, Volume 63, Issue 2
- 145-164 Adverse Selection, Private Information, and Lowballing in Insurance Markets
by D'Arcy, Stephen P & Doherty, Neil A
- 165-186 The Financial Effects of Fuel Adjustment Clauses on Electric Utilities
by Golec, Joseph
- 187-216 Market Efficiency and Value Line's Record
by Huberman, Gur & Kandel, Shmuel
- 217-237 Systematic Risk and the Theory of Wage Indexation
by Woglom, Geoffrey
- 239-260 Dividends and Taxes: Evidence on Tax-Reduction Strategies
by Chaplinsky, Susan & Seyhun, H Nejat
- 261-278 Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation
by Lee, Cheng Few & Rahman, Shafiqur
January 1990, Volume 63, Issue 1
- 1-17 Forecasting Inflation Using Interest-Rate and Time-Series Models: Some International Evidence
by Hafer, R W & Hein, Scott E
- 7-31 Arbitrage in Stock Index Futures
by Brennan, Michael J & Schwartz, Eduardo S
- 19-40 On the Corporate Demand for Insurance: Evidence from the Reinsurance Market
by Mayers, David & Smith, Clifford W, Jr
- 33-50 Determinants of the Value of Call Options of Default-Free Bonds
by Buser, Stephen A & Hendershott, Patric H & Sanders, Anthony B
- 41-60 Bonding and Nonbonding Signals of Product Quality
by Ippolito, Pauline M
- 51-70 Changing Risk, Changing Risk Premiums, and Dividend Yield Effects
by Chen, Nai-Fu & Grundy, Bruce & Stambaugh, Robert F
- 61-78 Arbitrage Strategies for Cross-Track Betting on Major Horse Races
by Hausch, Donald B & Ziemba, William T
- 71-91 Contract Costs and Financing Decisions
by Fama, Eugene F
- 79-90 The Economic Effects of Intellectual Property Right Infringements
by Feinberg, Robert M & Rousslang, Donald J
- 91-98 Advertising Content When Brand Choice Is a Signal
by Wernerfelt, Birger
- 93-106 Dividend Neutrality with Transaction Costs
by Huberman, Gur
- 99-107 Evaluating Predictions of Change
by Schnader, M H & Stekler, H O
- 107-123 Costs of Financial Distress, Delayed Calls of Convertible Bonds, and the Role of Investment Banks
by Jaffee, Dwight & Shleifer, Andrei
- 125-140 The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One
by Nelson, Charles R & Startz, Richard
- 141-164 The Effects of Changes in Tax Laws on Corporate Reorganization Activity
by Scholes, Myron S & Wolfson, Mark A
- 165-192 Program Trading and Individual Stock Returns: Ingredients of the Triple-Witching Brew
by Stoll, Hans R & Whaley, Robert E
October 1989, Volume 62, Issue 4
- 455-472 Portfolio Insurance and Financial Market Equilibrium
by Brennan, Michael J & Schwartz, Eduardo S
- 473-476 Portfolio Insurance in Complete Markets: A Note
by Grossman, Sanford J & Vila, Jean-Luc
- 477-499 Calibration-Based Predictive Distributions: An Application of Prequential Analysis to Interest Rates, Money, Prices, and Output
by Kling, John L & Bessler, David A
- 501-515 Bank Size, Collateral, and Net Purchase Behavior in the Federal Funds Market: Empirical Evidence
by Allen, Linda & Peristiani, Stavros & Saunders, Anthony
- 517-537 Hospital Investment Decisions and the Cost of Capital
by Wedig, Gerard J & Hassan, Mahmud & Sloan, Frank A
- 539-552 Call-Option Pricing and the Turn of the Year
by Maloney, Kevin J & Rogalski, Richard J
July 1989, Volume 62, Issue 3
- 311-337 Nonlinear Dynamics and Stock Returns
by Scheinkman, Jose A & LeBaron, Blake
- 339-368 Testing for Nonlinear Dependence in Daily Foreign Exchange Rates
by Hsieh, David A
- 369-391 Scoring the Leading Indicators
by Diebold, Francis X & Rudebusch, Glenn D
- 393-416 Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings
by Grinblatt, Mark & Titman, Sheridan D
- 417-445 Estimation of the Economic Rate of Return for Industrial Companies
by Shinnear, Reuel & Dressler, Ofer & Feng, C A & Avidan, Alan I
April 1989, Volume 62, Issue 2
- 157-173 Dividend Stripping, Risk Exposure, and the Effect of the 1984 Tax Reform Act on the Ex-dividend Day Behavior
by Grammatikos, Theoharry
- 175-197 The Impact of Dividend Initiation on the Earnings Announcements and Returns Volatility
by Venkatesh, P C
- 199-209 Monopolistic Competition and Multiproduct Brand Names
by Margolis, Stephen E
- 211-235 Insider Trading, Liquidity, and the Role of the Monopolist Specialist
by Glosten, Lawrence R
- 237-270 A Bargaining Approach to Profit Sharing in Joint Ventures
by Darrough, Masako N & Stoughton, Neal M
- 271-292 The Value of Shelf Registration for New Debt Issues
by Kadapakkam, Palani-Rajan & Kon, Stanley J
January 1989, Volume 62, Issue 1
- 1-15 New Public Offerings, Information, and Investor Rationality: The Case of Publicly Offered Commodity Funds
by Elton, Edwin J & Gruber, Martin J & Rentzler, Joel
- 17-31 SICs as Delineators of Economic Markets
by Clarke, Richard N
- 33-53 The Effects of Regulatory Policies on the Cost of Debt for Electric Utilities: An Empirical Investigation
by Prager, Robin A
- 55-80 Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts
by Akgiray, Vedat
- 81-98 Investment Returns and Yields to Holders of Insurance
by Smith, Michael L
- 99-120 Optimal Investments Using Empirical Dynamic Programming with Application to Natural Resources
by Stensland, Gunnar & Tjostheim, Dag
October 1988, Volume 61, Issue 4
- 409-425 Time-Variation in Expected Returns
by Conrad, Jennifer & Kaul, Gautam
- 427-449 Competitive Promotional Strategies
by Narasimhan, Chakravarthi
- 451-472 On Measuring Skewness and Elongation in Common Stock Return Distributions: The Case of the Market Index
by Badrinath, S G & Chatterjee, Sangit
- 473-484 Indexation and the Effect of Inflation Uncertainty on Real GNP
by Holland, A Steven
- 485-499 Risk, Return, and Equilibrium: An Extension
by Carroll, Carolyn & Wei, K C John
July 1988, Volume 61, Issue 3
- 275-298 An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies
by Grossman, Sanford J
- 299-319 Dividend Spreads
by Castanias, Rick & Chung, Ki-Young & Johnson, Herb
- 321-336 The Effects of Regulation on Research and Development: Theory and Evidence
by Mayo, John W & Flynn, Joseph E
- 337-346 An Exception to the Risk Preference Anomaly
by Busche, Kelly & Hall, Christopher D
- 347-367 Equilibrium in Servicing Industries: An Economic Application of Queuing Theory
by Davidson, Carl
- 369-393 Distributional Analysis of Portfolio Choice
by Dybvig, Philip H
April 1988, Volume 61, Issue 2
January 1988, Volume 61, Issue 1
October 1987, Volume 60, Issue 4
- 473-489 Parsimonious Modeling of Yield Curves
by Nelson, Charles R & Siegel, Andrew F
- 491-517 Why Do Hot Dogs Come in Packs of 10 and Buns in 8s or 12s? A Demand-Side Investigation
by Gerstner, Eitan & Hess, James D
- 519-537 Mobility Barriers and Tobin's q
by Lustgarten, Steven & Thomadakis, Stavros
- 539-552 Advertising, Competition, and Market Share Instability
by Eckard, E Woodrow, Jr
- 553-575 Labor Participation in Corporate Policy-Making Decisions: West Germany's Experience with Codetermination
by Benelli, Giuseppe & Loderer, Claudio & Lys, Thomas
- 577-589 Value Line Rank and Firm Size
by Huberman, Gur & Kandel, Shmuel
July 1987, Volume 60, Issue 3
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