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Content
June 2000, Volume 55, Issue 3
- 1105-1131 The Seven Percent Solution
by Hsuan‐Chi Chen & Jay R. Ritter - 1133-1161 Multiple versus Single Banking Relationships: Theory and Evidence
by Enrica Detragiache & Paolo Garella & Luigi Guiso - 1163-1198 Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk
by John Heaton & Deborah Lucas - 1199-1227 A Test of the Relative Pricing Effects of Dividends and Earnings: Evidence from Simultaneous Announcements in Japan
by Robert M. Conroy & Kenneth M. Eades & Robert S. Harris - 1229-1262 Firm Size and Cyclical Variations in Stock Returns
by Gabriel Perez‐Quiros & Allan Timmermann - 1263-1295 Conditional Skewness in Asset Pricing Tests
by Campbell R. Harvey & Akhtar Siddique - 1297-1338 Equilibrium Forward Curves for Commodities
by Bryan R. Routledge & Duane J. Seppi & Chester S. Spatt - 1339-1365 Price Discovery without Trading: Evidence from the Nasdaq Preopening
by Charles Cao & Eric Ghysels & Frank Hatheway - 1367-1384 Taking Stock: Equity‐Based Compensation and the Evolution of Managerial Ownership
by Eli Ofek & David Yermack - 1385-1414 Fund Advisor Compensation in Closed‐End Funds
by Jeffrey L. Coles & Jose Suay & Denise Woodbury - 1415-1436 Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program
by Mark Grinblatt & Francis A. Longstaff - 1437-1456 Hedging Pressure Effects in Futures Markets
by Frans A. De Roon & Theo E. Nijman & Chris Veld - 1457-1469 An Analysis of Finance Journal Impact Factors
by Kenneth A. Borokhovich & Robert J. Bricker & Betty J. Simkins
April 2000, Volume 55, Issue 2
- 529-564 Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices
by Peter Blair Henry - 565-613 Foreign Speculators and Emerging Equity Markets
by Geert Bekaert & Campbell R. Harvey - 615-646 Going Public without Governance: Managerial Reputation Effects
by Armando Gomes - 647-677 Agency Conflicts in Public and Negotiated Transfers of Corporate Control
by Mike Burkart & Denis Gromb & Fausto Panunzi - 679-713 Can Relationship Banking Survive Competition?
by Arnoud W. A. Boot & Anjan V. Thakor - 715-743 Some Evidence on the Uniqueness of Initial Public Debt Offerings
by Sudip Datta & Mai Iskandar‐Datta & Ajay Patel - 745-772 Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies
by Ronald Balvers & Yangru Wu & Erik Gilliland - 773-806 Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
by Brad M. Barber & Terrance Odean - 807-837 How Does Information Quality Affect Stock Returns?
by Pietro Veronesi - 839-866 Option Prices, Implied Price Processes, and Stochastic Volatility
by Mark Britten‐Jones & Anthony Neuberger - 867-891 Is Group Affiliation Profitable in Emerging Markets? An Analysis of Diversified Indian Business Groups
by Tarun Khanna & Krishna Palepu - 893-912 Demand Curves for Stocks Do Slope Down: New Evidence from an Index Weights Adjustment
by Aditya Kaul & Vikas Mehrotra & Randall Morck - 913-935 Trading Volume and Cross‐Autocorrelations in Stock Returns
by Tarun Chordia & Bhaskaran Swaminathan - 937-958 Truth in Mutual Fund Advertising: Evidence on Future Performance and Fund Flows
by Prem C. Jain & Joanna Shuang Wu - 959-988 A Model of Returns and Trading in Futures Markets
by Harrison Hong - 989-994 Arbitrage and the Expectations Hypothesis
by Francis A. Longstaff
February 2000, Volume 55, Issue 1
- 1-33 Agency Problems and Dividend Policies around the World
by Rafael La Porta & Florencio Lopez‐de‐Silanes & Andrei Shleifer & Robert W. Vishny - 35-80 The Cost of Diversity: The Diversification Discount and Inefficient Investment
by Raghuram Rajan & Henri Servaes & Luigi Zingales - 81-106 Agency Costs and Ownership Structure
by James S. Ang & Rebel A. Cole & James Wuh Lin - 107-152 Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers
by G. David Haushalter - 153-178 The Exploitation of Relationships in Financial Distress: The Case of Trade Credit
by Benjamin S. Wilner - 179-223 Portfolio Selection and Asset Pricing Models
by Ľuboš Pástor - 225-264 Investing for the Long Run when Returns Are Predictable
by Nicholas Barberis - 265-295 Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
by Harrison Hong & Terence Lim & Jeremy C. Stein - 297-354 Trading and Returns under Periodic Market Closures
by Harrison Hong & Jiang Wang - 355-388 Is the Short Rate Drift Actually Nonlinear?
by David A. Chapman & Neil D. Pearson - 389-406 Characteristics, Covariances, and Average Returns: 1929 to 1997
by James L. Davis & Eugene F. Fama & Kenneth R. French - 407-427 Sorting Out Sorts
by Jonathan B. Berk - 429-450 Stock Splits, Tick Size, and Sponsorship
by Paul Schultz - 451-468 Effectiveness of Capital Regulation at U.S. Commercial Banks, 1985 to 1994
by Armen Hovakimian & Edward J. Kane - 469-485 Liquidity and Liquidation: Evidence from Real Estate Investment Trusts
by David T. Brown - 487-514 The Effect of Options on Stock Prices: 1973 to 1995
by Sorin M. Sorescu
December 1999, Volume 54, Issue 6
- 1939-1967 The Corporate Cost of Capital and the Return on Corporate Investment
by Eugene F. Fama & Kenneth R. French - 1969-1997 Corporate Cash Reserves and Acquisitions
by Jarrad Harford - 1999-2043 Executive Compensation, Strategic Competition, and Relative Performance Evaluation: Theory and Evidence
by Rajesh K. Aggarwal & Andrew A. Samwick - 2045-2073 Home Bias at Home: Local Equity Preference in Domestic Portfolios
by Joshua D. Coval & Tobias J. Moskowitz - 2075-2107 Can the Gains from International Diversification Be Achieved without Trading Abroad?
by Vihang Errunza & Ked Hogan & Mao‐Wei Hung - 2109-2142 The Dynamics of Discrete Bid and Ask Quotes
by Joel Hasbrouck - 2143-2184 A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
by Harrison Hong & Jeremy C. Stein - 2185-2214 Bank Deposit Rate Clustering: Theory and Empirical Evidence
by Charles Kahn & George Pennacchi & Ben Sopranzetti - 2215-2239 International Evidence on the Value of Corporate Diversification
by Karl Lins & Henri Servaes - 2241-2262 Tax Incentives to Hedge
by John R. Graham & Clifford W. Smith - 2263-2295 Herding and Feedback Trading by Institutional and Individual Investors
by John R. Nofsinger & Richard W. Sias - 2297-2316 The Impact of Trader Type on the Futures Volatility‐Volume Relation
by Robert T. Daigler & Marilyn K. Wiley - 2317-2337 Call Options, Points, and Dominance Restrictions on Debt Contracts
by Kenneth B. Dunn & Chester S. Spatt - 2339-2359 The Stochastic Volatility of Short‐Term Interest Rates: Some International Evidence
by Clifford A. Ball & Walter N. Torous - 2361-2379 The Delisting Bias in CRSP's Nasdaq Data and Its Implications for the Size Effect
by Tyler Shumway & Vincent A. Warther
October 1999, Volume 54, Issue 5
- 1553-1607 Optimal Investment, Growth Options, and Security Returns
by Jonathan B. Berk & Richard C. Green & Vasant Naik - 1609-1645 Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach
by Michael W. Brandt - 1647-1691 Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap
by Ryan Sullivan & Allan Timmermann & Halbert White - 1693-1741 What is the Intrinsic Value of the Dow?
by Charles M. C. Lee & James Myers & Bhaskaran Swaminathan - 1743-1775 Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters
by Andrew Metrick - 1777-1797 Inefficiency in Analysts' Earnings Forecasts: Systematic Misreaction or Systematic Optimism?
by John C. Easterwood & Stacey R. Nutt - 1799-1828 Preferencing, Internalization, Best Execution, and Dealer Profits
by Oliver Hansch & Narayan Y. Naik & S. Viswanathan - 1829-1853 CEO Involvement in the Selection of New Board Members: An Empirical Analysis
by Anil Shivdasani & David Yermack - 1855-1868 The Equity Performance of Firms Emerging from Bankruptcy
by Allan C. Eberhart & Edward I. Altman & Reena Aggarwal - 1869-1884 The Slope of the Credit Yield Curve for Speculative‐Grade Issuers
by Jean Helwege & Christopher M. Turner - 1885-1899 Liquidity Provision and Noise Trading: Evidence from the “Investment Dartboard” Column
by Jason Greene & Scott Smart - 1901-1915 Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information
by Michael J. Fleming & Eli M. Remolona - 1929-1929 Erratum from the Editor
by René M. Stulz
August 1999, Volume 54, Issue 4
- 1199-1220 Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests
by Edwin J. Elton - 1221-1248 A Critique of the Stochastic Discount Factor Methodology
by Raymond Kan & Guofu Zhou - 1249-1290 Do Industries Explain Momentum?
by Tobias J. Moskowitz & Mark Grinblatt - 1291-1323 Optimal Leverage and Aggregate Investment
by Bruno Biais & Catherine Casamatta - 1325-1360 Conditioning Variables and the Cross Section of Stock Returns
by Wayne E. Ferson & Campbell R. Harvey - 1361-1395 Transition Densities for Interest Rate and Other Nonlinear Diffusions
by Yacine Aït‐Sahalia - 1397-1438 The Financial and Operating Performance of Privatized Firms during the 1990s
by Juliet D'souza & William L. Megginson - 1439-1464 Local Return Factors and Turnover in Emerging Stock Markets
by K. Geert Rouwenhorst - 1465-1499 Market Risk and Model Risk for a Financial Institution Writing Options
by T. Clifton Green & Stephen Figlewski - 1501-1507 Fed Policy, Financial Market Efficiency, and Capital Flows
by David M. Jones - 1508-1521 Reforming the Global Economic Architecture: Lessons from Recent Crises
by Joseph E. Stiglitz - 1523-1524 Minutes of the Annual Membership Meeting
by David H. Pyle - 1525-1529 Report of the Executive Secretary and Treasurer
by Michael Keenan - 1531-1546 Report of the Editor of the Journal of Finance for the Year 1998
by René M. Stultz - 1547-1548 Report of the Representative to the National Bureau of Economic Research
by Robert S. Hamada
June 1999, Volume 54, Issue 3
- 833-874 The Performance of Hedge Funds: Risk, Return, and Incentives
by Carl Ackermann & Richard McEnally & David Ravenscraft - 875-899 Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance
by Judith Chevalier & Glenn Ellison - 901-933 Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability
by Lu Zheng - 935-952 Investment Decisions Depend on Portfolio Disclosures
by David K. Musto - 953-980 Global Stock Markets in the Twentieth Century
by Philippe Jorion & William N. Goetzmann - 981-1013 The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States
by Stephen R. Foerster & G. Andrew Karolyi - 1015-1044 The Persistence of IPO Mispricing and the Predictive Power of Flipping
by Laurie Krigman & Wayne H. Shaw & Kent L. Womack - 1045-1082 The Going‐Public Decision and the Development of Financial Markets
by Avanidhar Subrahmanyam & Sheridan Titman - 1083-1107 Merging Markets
by Tom Arnold & Philip Hersch & J. Harold Mulherin & Jeffry Netter - 1109-1129 Evidence on the Determinants of Credit Terms Used in Interfirm Trade
by Chee K. Ng & Janet Kiholm Smith & Richard L. Smith - 1131-1152 A Reexamination of the Conglomerate Merger Wave in the 1960s: An Internal Capital Markets View
by R. Glenn Hubbard & Darius Palia - 1153-1167 Ex Ante Bond Returns and the Liquidity Preference Hypothesis
by Jacob Boudoukh & Matthew Richardson & Tom Smith & Robert F. Whitelaw - 1169-1184 Number of Shareholders and Stock Prices: Evidence from Japan
by Yakov Amihud & Haim Mendelson & Jun Uno
April 1999, Volume 54, Issue 2
- 435-469 Were the Good Old Days That Good? Changes in Managerial Stock Ownership Since the Great Depression
by Clifford G. Holderness & Randall S. Kroszner & Dennis P. Sheehan - 471-517 Corporate Ownership Around the World
by Rafael La Porta & Florencio Lopez‐De‐Silanes & Andrei Shleifer - 519-546 Capital Structure and Corporate Control: The Effect of Antitakeover Statutes on Firm Leverage
by Gerald T. Garvey & Gordon Hanka - 547-580 Leverage and Corporate Performance: Evidence from Unsuccessful Takeovers
by Assem Safieddine & Sheridan Titman - 581-622 Mutual Fund Herding and the Impact on Stock Prices
by Russ Wermers - 623-654 Can Costs of Consumption Adjustment Explain Asset Pricing Puzzles?
by David A. Marshall & Nayan G. Parekh - 655-671 The Sampling Error in Estimates of Mean‐Variance Efficient Portfolio Weights
by Mark Britten‐Jones - 673-692 The Relationship between Firm Investment and Financial Status
by Sean Cleary - 693-720 The Financing and Redeployment of Specific Assets
by Michel A. Habib & D. Bruce Johnsen - 721-745 Differences in Trading Behavior across NYSE Specialist Firms
by Shane A. Corwin - 747-771 A Specialist's Quoted Depth and the Limit Order Book
by Kenneth A. Kavajecz - 773-789 On the Cross‐Sectional Relation between Expected Returns, Betas, and Size
by Robert R. Grauer - 791-816 How Are Derivatives Used? Evidence from the Mutual Fund Industry
by Jennifer Lynch Koski & Jeffrey Pontiff - 817-823 Book Reviews
by Stewart Mayhew & Frank Packer
February 1999, Volume 54, Issue 1
- 1-34 Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks
by Michael J. Barclay & William G. Christie & Jeffrey H. Harris & Eugene Kandel & Paul H. Schultz - 35-66 Payments for Order Flow on Nasdaq
by Eugene Kandel & Leslie M. Marx - 67-121 Costs of Equity Capital and Model Mispricing
by Ľuboš Pástor & Robert F. Stambaugh - 123-163 Incomplete Markets and Security Prices: Do Asset‐Pricing Puzzles Result from Aggregation Problems?
by Kris Jacobs - 165-201 Improved Methods for Tests of Long‐Run Abnormal Stock Returns
by John D. Lyon & Brad M. Barber & Chih‐Ling Tsai - 203-235 Two‐Pass Tests of Asset Pricing Models with Useless Factors
by Raymond Kan & Chu Zhang - 237-268 Herding among Investment Newsletters: Theory and Evidence
by John R. Graham - 269-305 An Empirical Comparison of Forward‐Rate and Spot‐Rate Models for Valuing Interest‐Rate Options
by Wolfgang Bühler & Marliese Uhrig‐Homburg & Ulrich Walter & Thomas Weber - 307-317 Are Tax Effects Important in the Long‐Run Fisher Relationship? Evidence from the Municipal Bond Market
by William J. Crowder & Mark E. Wohar - 319-339 Banks and Corporate Control in Japan
by Randall Morck & Masao Nakamura - 341-357 How Long Do Junk Bonds Spend in Default?
by Jean Helwege - 359-375 Optimal Risk Management Using Options
by Dong‐Hyun Ahn & Jacob Boudoukh & Matthew Richardson & Robert F. Whitelaw - 377-402 Pricing Options under Generalized GARCH and Stochastic Volatility Processes
by Peter Ritchken & Rob Trevor - 403-420 Determinants of the Consumer Bankruptcy Decision
by Ian Domowitz & Robert L. Sartain
December 1997, Volume 52, Issue 5
- 1765-1790 Do Long-Term Shareholders Benefit from Corporate Acquisitions?
by Loughran, Tim & Vijh, Anand M - 1791-1821 Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies
by Brav, Alon & Gompers, Paul A - 1823-1850 The Operating Performance of Firms Conducting Seasoned Equity Offerings
by Loughran, Tim & Ritter, Jay R - 1851-1880 International Portfolio Investment Flows
by Brennan, Michael J & Cao, H Henry - 1881-1912 International Asset Pricing and Portfolio Diversification with Time-Varying Risk
by De Santis, Giorgio & Gerard, Bruno - 1913-1949 Risk Premia and Variance Bounds
by Balduzzi, Pierluigi & Kallal, Hedi - 1951-1972 Stock Return Predictability and the Role of Monetary Policy
by Patelis, Alex D - 1973-2002 A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk
by Stanton, Richard - 2003-2049 Empirical Performance of Alternative Option Pricing Models
by Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu - 2051-2072 Special Repo Rates: An Empirical Analysis
by Jordan, Bradford D & Jordan, Susan D - 2073-2090 Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test?
by Kyle, Albert S & Wang, F Albert - 2091-2102 Journal Influence on the Design of Finance Doctoral Education
by Corrado, Charles J & Ferris, Stephen P - 2103-2112 Trading Costs and Exchange Delisting: The Case of Firms That Voluntarily Move from the American Stock Exchange to the Nasdaq
by Clyde, Paul & Schultz, Paul & Zaman, Mir - 2113-2127 Cost of Transacting and Expected Returns in the Nasdaq Market
by Eleswarapu, Venkat R - 2129-2144 Winner-Loser Reversals in National Stock Market Indices: Can They Be Explained?
by Richards, Anthony J - 2145-2170 An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets
by Hollifield, Burton & Uppal, Raman - 2171-2186 A New Look at the Monday Effect
by Wang, Ko & Li, Yuming & Erickson, John - 2187-2209 Endogenous Borrowing Constraints with Incomplete Markets
by Zhang, Harold H
September 1997, Volume 52, Issue 4
- 1287-1321 An Econometric Model of the Term Structure of Interest-Rate Swap Yields
by Duffie, Darrell & Singleton, Kenneth J - 1323-1354 Why Firms Use Currency Derivatives
by Geczy, Christopher & Minton, Bernadette A & Schrand, Catherine - 1355-1382 On the Robustness of Size and Book-to-Market in Cross-Sectional Regressions
by Knez, Peter J & Ready, Mark J - 1383-1410 Approximating the Asset Pricing Kernel
by Chapman, David A - 1411-1438 Managerial Entrenchment and Capital Structure Decisions
by Berger, Philip G & Ofek, Eli & Yermack, David L - 1439-1466 Do Firms Knowingly Sell Overvalued Equity?
by Lee, Inmoo - 1467-1493 Defensive Mechanisms and Managerial Discretion
by Giammarino, Ronald & Heinkel, Robert & Hollifield, Burton - 1495-1517 CEO Contracting and Antitakeover Amendments
by Borokhovich, Kenneth A & Brunarski, Kelly R & Parrino, Robert - 1519-1542 The Cyclical Behavior of Interest Rates
by Roma, Antonio & Torous, Walter - 1543-1562 Institutions and Individuals at the Turn-of-the-Year
by Sias, Richard W & Starks, Laura T - 1563-1588 Portfolio Disclosures and Year-End Price Shifts
by Musto, David K - 1589-1614 Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market
by Peiers, Bettina - 1615-1640 Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange
by Cao, Charles & Choe, Hyuk & Hatheway, Frank - 1641-1658 Corporate Governance and Equity Prices: Evidence from the Czech and Slovak Republics
by Claessens, Stijn - 1659-1679 Public Offerings of State-Owned and Privately-Owned Enterprises: An International Comparison
by Dewenter, Kathryn L & Malatesta, Paul H - 1681-1694 The Relation between Default-Free Interest Rates and Expected Economic Growth Is Stronger Than You Think
by Kamara, Avraham - 1695-1706 Gaussian Estimation of Single-Factor Continuous Time Models of the Term Structure of Interest Rates
by Nowman, K B - 1707-1723 The Market for Equity Options in the 1870s
by Kairys, Joseph P, Jr & Valerio, Nicholas, III - 1725-1737 Testing Market Efficiency: Evidence from the NFL Sports Betting Market
by Gray, Philip K & Gray, Stephen F
July 1997, Volume 52, Issue 3
- 923-973 The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging
by Schwartz, Eduardo S - 975-1005 Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns
by Andersen, Torben G & Bollerslev, Tim - 1007-1034 Do Changes in Dividends Signal the Future or the Past?
by Benartzi, Shlomo & Michaely, Roni & Thaler, Richard H - 1035-1058 Measuring Mutual Fund Performance with Characteristic-Based Benchmarks
by Daniel, Kent, et al - 1059-1085 Market Segmentation and Stock Prices: Evidence from an Emerging Market
by Domowitz, Ian & Glen, Jack & Madhavan, Ananth - 1087-1129 Stock Market Efficiency and Economic Efficiency: Is There a Connection?
by Dow, James & Gorton, Gary - 1131-1150 Legal Determinants of External Finance
by La Porta, Rafael & Florencio Lopez-de-Silanes & Andrei Shleifer & Robert W. Vishny - 1151-1180 Options on Leveraged Equity: Theory and Empirical Tests
by Toft, Klaus Bjerre & Prucyk, Brian - 1182-1184 Public Policy and Financial Markets: Privatizing Social Security
by Feldstein, Martin - 1184-1188 Systemic Problems in the Next Market Crash
by Glauber, Robert R - 1189-1193 The Regulatory Agency Cost Problem
by Mullins, David W, Jr - 1193-1198 Regulatory Issues in a Technologically Advanced World
by Wallman, Steven M H
June 1997, Volume 52, Issue 2
- 449-476 Good Timing: CEO Stock Option Awards and Company News Announcements
by Yermack, David - 477-505 How Much Do Taxes Discourage Incorporation?
by Mackie-Mason, Jeffrey K & Gordon, Roger H - 507-529 Analyst Following of Initial Public Offerings
by Rajan, Raghuram & Servaes, Henri - 531-556 Strategic Debt Service
by Mella-Barral, Pierre & Perraudin, William - 557-590 Assessing Specification Errors in Stochastic Discount Factor Models
by Hansen, Lars Peter & Jagannathan, Ravi - 591-607 Assessing Goodness-of-Fit of Asset Pricing Models: The Distribution of the Maximal R-Squared
by Foster, F Douglas & Smith, Tom & Whaley, Robert E - 609-633 Are There Tax Effects in the Relative Pricing of U.S. Government Bonds?
by Green, Richard C & Odegaard, Bernt A - 635-654 On Stock Market Returns and Monetary Policy
by Thorbecke, Willem - 655-681 Tick Size, Share Prices, and Stock Splits
by Angel, James J - 683-712 When It's Not the Only Game in Town: The Effect of Bilateral Search on the Quality of a Dealer Market
by Lamoureux, Christopher G & Schnitzlein, Charles R - 713-735 Institutional Equity Trading Costs: NYSE versus Nasdaq
by Chan, Louis K C & Lakonishok, Josef - 737-783 A Survey of Corporate Governance
by Shleifer, Andrei & Vishny, Robert W - 785-798 The Valuation of Complex Derivatives by Major Investment Firms: Empirical Evidence
by Bernardo, Antonio E & Cornell, Bradford - 799-826 Equilibrium Valuation of Foreign Exchange Claims
by Bakshi, Gurdip S & Chen, Zhiwu - 827-840 The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique
by Ho, T S & Stapleton, Richard C & Subrahmanyam, Marti G - 841-857 The Implications of Equity Issuance Decisions within a Parent-Subsidiary Governance Structure
by Slovin, Myron B & Sushka, Marie E - 859-874 Good News for Value Stocks: Further Evidence on Market Efficiency
by La Porta, Rafael, et al - 875-883 Firm Size, Book-to-Market Ratio, and Security Returns: A Holdout Sample of Financial Firms
by Barber, Brad M & Lyon, John D - 885-899 Price Limit Performance: Evidence from the Tokyo Stock Exchange
by Kim, Kenneth & Rhee, S Ghon
March 1997, Volume 52, Issue 1
- 1-33 Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
by Daniel, Kent & Titman, Sheridan