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Content
March 1997, Volume 52, Issue 1
- 35-55 The Limits of Arbitrage
by Shleifer, Andrei & Vishny, Robert W
- 57-82 On Persistence in Mutual Fund Performance
by Carhart, Mark M
- 83-109 Cash Flow and Investment: Evidence from Internal Capital Markets
by Lamont, Owen
- 111-133 Internal Capital Markets and the Competition for Corporate Resources
by Stein, Jeremy C
- 135-160 Agency Problems, Equity Ownership, and Corporate Diversification
by Denis, David J & Denis, Diane K & Sarin, Atulya
- 161-196 Transactions Costs and Capital Structure Choice: Evidence from Financially Distressed Firms
by Gilson, Stuart C
- 197-219 Equity Issuance and Adverse Selection: A Direct Test Using Conditional Stock Offers
by Houston, Joel F & Ryngaert, Michael D
- 221-244 Quotes, Order Flow, and Price Discovery
by Blume, Marshall E & Goldstein, Michael A
- 245-276 Competition and Collusion in Dealer Markets
by Dutta, Prajit K & Madhavan, Ananth
- 277-308 Market Orders and Market Efficiency
by Brown, David P & Zhang, Zhi Ming
- 309-325 Transactions Costs and Holding Periods for Common Stocks
by Atkins, Allen B & Dyl, Edward A
- 327-340 The Delisting Bias in CRSP Data
by Shumway, Tyler
- 341-352 Third Market Broker-Dealers: Cost Competitors or Cream Skimmers?
by Battalio, Robert H
- 353-378 Marketable Incentive Contracts and Capital Structure Relevance
by Garvey, Gerald T
- 379-396 The Pricing of Initial Public Offers of Corporate Straight Debt
by Datta, Sudip & Iskandar-Datta, Mai & Patel, Ajay
- 397-408 Dividends, Taxes, and Signaling: Evidence from Germany
by Amihud, Yakov & Murgia, Maurizio
- 409-430 Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates
by Miltersen, Kristian R & Sandmann, Klaus & Sondermann, Dieter
December 1996, Volume 51, Issue 5
- 1573-1610 General Properties of Option Prices
by Bergman, Yaacov Z & Grundy, Bruce D & Wiener, Zvi
- 1611-1632 Recovering Probability Distributions from Option Prices
by Jackwerth, Jens Carsten & Rubinstein, Mark
- 1633-1652 A Simple Nonparametric Approach to Derivative Security Valuation
by Stutzer, Michael
- 1653-1679 The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets
by Grenadier, Steven R
- 1681-1713 Momentum Strategies
by Chan, Louis K C & Jegadeesh, Narasimhan & Lakonishok, Josef
- 1715-1742 Expectations and the Cross-Section of Stock Returns
by La Porta, Rafael
- 1743-1763 Measuring International Economic Linkages with Stock Market Data
by Ammer, John & Mei, Jianping
- 1765-1790 Transparency and Liquidity: A Study of Block Trades on the London Stock Exchange under Different Publication Rules
by Gemmill, Gordon
- 1791-1808 Quotes, Prices, and Estimates in a Laboratory Market
by Bloomfield, Robert
- 1809-1833 The Determinants of the Maturity of Corporate Debt Issues
by Guedes, Jose & Opler, Tim
- 1835-1861 Limit Order Trading
by Handa, Puneet & Schwartz, Robert A
- 1863-1889 Bank Information Monopolies and the Mix of Private and Public Debt Claims
by Houston, Joel & James, Christopher
- 1891-1908 Tests of the Relations among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model
by He, Jia, et al
- 1909-1930 An Anatomy of the "S&P Game": The Effects of Changing the Rules
by Beneish, Messod D & Whaley, Robert E
- 1931-1946 The Wealth Effects of Bank Financing Announcements in Highly Leveraged Transactions
by Kracaw, William A & Zenner, Marc
- 1947-1958 The CAPM Is Wanted, Dead or Alive
by Fama, Eugene F & French, Kenneth R
- 1959-1970 Long-Term Market Overreaction: The Effect of Low-Priced Stocks
by Loughran, Tim & Ritter, Jay R
September 1996, Volume 51, Issue 4
- 1097-1137 Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry
by Tufano, Peter
- 1139-1174 The Capital Budgeting Process: Incentives and Information
by Harris, Milton & Raviv, Artur
- 1175-1200 Bustup Takeovers of Value-Destroying Diversified Firms
by Berger, Philip G & Ofek, Eli
- 1201-1225 The Value of Diversification during the Conglomerate Merger Wave
by Servaes, Henri
- 1227-1246 The Method of Payment in Corporate Acquisitions, Investment Opportunities, and Management Ownership
by Martin, Kenneth J
- 1247-1283 Tax-Exempt Debt and the Capital Structure of Nonprofit Organizations: An Application to Hospitals
by Wedig, Gerard J & Hassan, Mahmud & Morrisey, Michael A
- 1285-1319 Regulatory Incentives and the Thrift Crisis: Dividends, Mutual-to-Stock Conversions, and Financial Distress
by Kroszner, Randall S & Strahan, Philip E
- 1321-1346 Impact of the 1988 Basle Accord on International Banks
by Wagster, John D
- 1347-1377 Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983-1991
by Flannery, Mark J & Sorescu, Sorin M
- 1379-1403 Equilibrium Analysis of Portfolio Insurance
by Grossman, Sanford J & Zhou, Zhongquan
- 1405-1436 Liquidity, Information, and Infrequently Traded Stocks
by Easley, David, et al
- 1437-1478 Strategic Trading When Agents Forecast the Forecasts of Others
by Foster, F Douglas & Viswanathan, S
- 1479-1497 Decision Frequency and Synchronization across Agents: Implications for Aggregate Consumption and Equity Return
by Lynch, Anthony W
- 1499-1522 Relative Pricing of Eurodollar Features and Forward Contracts
by Grinblatt, Mark & Jegadeesh, Narasimhan
- 1523-1535 Earnings Announcements and the Components of the Bid-Ask Spread
by Krinsky, Itzhak & Lee, Jason
- 1537-1550 Noise Trading in Small Markets
by Palomino, Frederic
- 1551-1554 Evidence of Discrimination in Lending: An Extension
by Shaffer, Sherrill
July 1996, Volume 51, Issue 3
- 783-810 Another Puzzle: The Growth in Activity Managed Mutual Funds
by Gruber, Martin J
- 811-833 Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow
by Easley, David & Kiefer, Nicholas M & O'Hara, Maureen
- 835-869 Diversification, Integration and Emerging Market Closed-End Funds
by Bekaert, Geert & Urias, Michael S
- 871-888 Investment Policy and Exit-Exchange Offers within Financially Distressed Firms
by Bernardo, Antonio E & Talley, Eric L
- 889-919 Delayed Reaction to Good News and the Cross-Autocorrelation of Portfolio Returns
by McQueen, Grant & Pinegar, Michael & Thorley, Steven
- 921-949 Swap Rates and Credit Quality
by Duffie, Darrell & Huang, Ming
- 951-986 Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements
by Karolyi, G Andrew & Stulz, Rene M
- 987-1019 Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads
by Leland, Hayne E & Toft, Klaus Bjerre
June 1996, Volume 51, Issue 2
- 385-424 On the Predictability of Stock Returns: An Asset-Allocation Perspective
by Kandel, Shmuel & Stambaugh, Robert F
- 425-461 Measuring Fund Strategy and Performance in Changing Economic Conditions
by Ferson, Wayne E & Schadt, Rudi W
- 463-491 Oil and the Stock Markets
by Jones, Charles M & Kaul, Gautam
- 493-526 Special Repo Rates
by Duffie, Darrell
- 527-551 Idiosyncratic Variation of Treasury Bill Yields
by Duffee, Gregory R
- 553-578 Non-fundamental Speculation
by Madrigal, Vicente
- 579-611 Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading
by Pagano, Marco & Roell, Ailsa
- 613-636 Call and Continuous Trading Mechanisms under Asymmetric Information: An Experimental Investigation
by Schnitzlein, Charles R
- 637-660 Asymmetric Information, Managerial Opportunism, Financing, and Payout Policies
by Noe, Thomas H & Rebello, Michael J
- 661-689 Dividends and Profits: Some Unsubtle Foreign Influences
by Hines, James R, Jr
- 691-709 A Theory of Corporate Scope and Financial Structure
by Li, David D & Li, Shan
- 711-727 Bank Debt Restructurings and the Composition of Exchange Offers in Financial Distress
by James, Christopher
- 729-749 An Empirical Investigation of Short-Selling Activity Prior to Seasoned Equity Offerings
by Safieddine, Assem & Wilhelm, William J, Jr
- 751-762 Robust Structure without Predictability: The "Compass Rose" Pattern of the Stock Market
by Crack, Timothy Falcon & Ledoit, Olivier
March 1996, Volume 51, Issue 1
- 3-53 The Conditional CAPM and the Cross-Section of Expected Returns
by Jagannathan, Ravi & Wang, Zhenyu
- 55-84 Multifactor Explanations of Asset Pricing Anomalies
by Fama, Eugene F & French, Kenneth R
- 85-110 Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry
by Brown, Keith C & Harlow, W V & Starks, Laura T
- 111-135 Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings
by Falkenstein, Eric G
- 137-167 Do Brokerage Analysts' Recommendations Have Investment Value?
by Womack, Kent L
- 169-204 Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility
by Andersen, Torben G
- 205-225 Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis
by Kandel, Shmuel & Ofer, Aharon R & Sarig, Oded
- 227-252 Shareholder Activism by Institutional Investors: Evidence for CalPERS
by Smith, Michael P
- 253-278 Is There a Window of Opportunity for Seasoned Equity Issuance?
by Bayless, Mark & Chaplinsky, Susan
- 279-324 Capital Requirements, Monetary Policy, and Aggregate Bank Lending: Theory and Empirical Evidence
by Thakor, Anjan V
- 325-343 Volatility in Wheat Spot and Futures Markets, 1950-1993: Government Farm Programs, Seasonality, and Causality
by Crain, Susan J & Lee, Jae Ha
- 345-361 Does Money Explain Asset Returns? Theory and Empirical Analysis
by Chan, K C & Foresi, Silverio & Lang, Larry H P
- 363-380 Determinants of Contract Choice: The Use of Warrants to Compensate Underwriters of Seasoned Equity Issues
by Ng, Chee K & Smith, Richard L
- 381-382 A Simple Measure of Price Adjustment Coefficients: A Correction
by Brisley, Neil & Theobald, Michael
December 1995, Volume 50, Issue 5
- 1359-1370 Fischer Black
by Scholes, Myron S
- 1371-1376 Interest Rates as Options
by Black, Fischer
- 1377-1420 Corporate Control, Portfolio Choice, and the Decline of Banking
by Gorton, Gary & Rosen, Richard
- 1421-1460 What Do We Know about Capital Structure? Some Evidence from International Data
by Rajan, Raghuram G & Zingales, Luigi
- 1461-1489 Optimal Investment, Monitoring, and the Staging of Venture Capital
by Gompers, Paul A
- 1491-1515 Initial Shareholdings and Overbidding in Takeover Contests
by Burkart, Mike
- 1517-1545 Backwardation in Oil Futures Markets: Theory and Empirical Evidence
by Litzenberger, Robert H & Rabinowitz, Nir
- 1547-1574 The Long-Run Negative Drift of Post-listing Stock Returns
by Dharan, Bala G & Ikenberry, David L
- 1575-1603 Good News, Bad News, Volatility, and Betas
by Braun, Phillip A & Nelson, Daniel B & Sunier, Alain M
- 1605-1634 The Errors in the Variables Problem in the Cross-Section of Expected Stock Returns
by Kim, Dongcheol
- 1635-1653 The Allocation of Informed Trading across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements
by Mayhew, Stewart & Sarin, Atulya & Shastri, Kuldeep
- 1655-1689 An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse
by Biais, Bruno & Hillion, Pierre & Spatt, Chester
- 1691-1717 Finance Research Productivity and Influence
by Borokhovich, Kenneth A, et al
- 1719-1734 Does the Liquidity of a Debt Issue Increase with Its Size? Evidence from the Corporate Bond and Medium-Term Note Markets
by Crabbe, Leland E & Turner, Christopher M
- 1735-1746 Fairly Priced Deposit Insurance and Bank Charter Policy
by Craine, Roger
- 1747-1766 Asset Price Dynamics and Infrequent Feedback Trades
by Balduzzi, Pierluigi & Bertola, Giuseppe & Foresi, Silverio
- 1767-1774 How Much Can Marketability Affect Security Values?
by Longstaff, Francis A
September 1995, Volume 50, Issue 4
- 1029-1057 Performance Changes Following Top Management Dismissals
by Denis, David J & Denis, Diane K
- 1059-1093 The Valuation of Cash Flow Forecasts: An Empirical Analysis
by Kaplan, Steven N & Ruback, Richard S
- 1095-1112 Do LBO Supermarkets Charge More? An Empirical Analysis of the Effects of LBOs on Supermarket Pricing
by Chevalier, Judith A
- 1113-1146 Covenants and Collateral as Incentives to Monitor
by Rajan, Raghuram & Winton, Andrew
- 1147-1174 The Behavior of Stock Prices around Institutional Trades
by Chan, Louis K C & Lakonishok, Josef
- 1175-1199 One Security, Many Markets: Determining the Contributions to Price Discovery
by Hasbrouck, Joel
- 1201-1228 Predictability of Stock Returns: Robustness and Economic Significance
by Pesaran, M Hashem & Timmermann, Allan
- 1229-1256 Fundamental Economic Variables, Expected Returns, and Bond Fund Performance
by Elton, Edwin J & Gruber, Martin J & Blake, Christopher R
- 1257-1273 An Analysis of the Recommendations of the "Superstar" Money Managers at Barron's Annual Roundtable
by Desai, Hemang & Jain, Prem C
- 1275-1289 Convertible Bonds Are Not Called Late
by Asquith, Paul
- 1291-1308 Do Managerial Motives Influence Firm Risk Reduction Strategies?
by May, Don O
- 1309-1319 The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity
by Sercu, Piet & Uppal, Raman & Van Hulle, Cynthia
- 1321-1329 Explaining Forward Exchange Bias . . . Intraday
by Lyons, Richard K & Rose, Andrew K
July 1995, Volume 50, Issue 3
- 773-787 Dynamic Asset Allocation and the Informational Efficiency of Markets
by Grossman, Sanford J
- 789-819 A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
by Longstaff, Francis A & Schwartz, Eduardo S
- 821-851 Capital Requirements for Securities Firms
by Dimson, Elroy & Marsh, Paul
- 853-873 Survival
by Brown, Stephen J & Goetzmann, William N & Ross, Stephen A
- 875-897 Ex-day Behavior: Tax or Short-Term Trading Effects
by Lasfer, M Ameziane
- 899-917 The Priority Structure of Corporate Liabilities
by Barclay, Michael J & Smith, Clifford W, Jr
- 919-940 Managers of Financially Distressed Firms: Villains or Scapegoats?
by Khanna, Naveen & Poulsen, Annette B
June 1995, Volume 50, Issue 2
- 403-444 Time-Varying World Market Integration
by Bekaert, Geert & Harvey, Campbell R
- 445-479 The World Price of Foreign Exchange Risk
by Dumas, Bernard & Solnik, Bruno
- 481-506 Time-Varying Expected Returns in International Bond Markets
by Ilmanen, Antti
- 507-528 Predicting Volatility in the Foreign Exchange Market
by Jorion, Philippe
- 529-547 Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options
by Campa, Jose Manuel & Chang, P H Kevin
- 549-572 Returns from Investing in Equity Mutual Funds 1971 to 1991
by Malkiel, Burton G
- 573-608 Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?
by Michaely, Roni & Thaler, Richard H & Womack, Kent L
- 609-631 The Maturity Structure of Corporate Debt
by Barclay, Michael J & Smith, Clifford W, Jr
- 633-659 Debt Financing under Asymmetric Information
by Goswami, Gautam & Noe, Thomas H & Rebello, Michael J
- 661-678 Did J. P. Morgan's Men Add Liquidity? Corporate Investment, Cash Flow, and Financial Structure at the Turn of the Twentieth Century
by Ramirez, Carlos D
- 679-698 Performance Persistence
by Brown, Stephen J & Goetzmann, William N
- 699-718 The Effect of Lender Identity on a Borrowing Firm's Equity Return
by Billett, Matthew T & Flannery, Mark J & Garfinkel, Jon A
- 719-737 Lattice Models for Pricing American Interest Rate Claims
by Li, Anlong & Ritchken, Peter & Sankarasubramanian, L
- 739-748 What Constitutes Evidence of Discrimination in Lending?
by Ferguson, Michael F & Peters, Stephen R
March 1995, Volume 50, Issue 1
- 3-21 Postbankruptcy Performance and Management Turnover
by Hotchkiss, Edith Shwalb
- 23-51 The New Issues Puzzle
by Loughran, Tim & Ritter, Jay R
- 53-85 Pricing Derivatives on Financial Securities Subject to Credit Risk
by Jarrow, Robert A & Turnbull, Stuart M
- 87-129 Implementing Option Pricing Models When Asset Returns Are Predictable
by Lo, Andrew W & Wang, Jiang
- 131-155 Size and Book-to-Market Factors in Earnings and Returns
by Fama, Eugene F & French, Kenneth R
- 157-184 Portfolio Inefficiency and the Cross-Section of Expected Returns
by Kandel, Shmuel & Stambaugh, Robert F
- 185-224 Another Look at the Cross-Section of Expected Stock Returns
by Kothari, S P & Shanken, Jay & Sloan, Richard G
- 225-253 Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?
by Evans, Martin D D & Lewis, Karen K
- 255-279 Trading Behavior and the Unbiasedness of the Market Reaction to Dividend Announcements
by Bajaj, Mukesh & Vijh, Anand M
- 281-300 Stock Volatility and the Levels of the Basis and Open Interest in Future Contracts
by Chen, Nai-Fu & Cuny, Charles J & Haugen, Robert A
- 301-318 Venture Capitalists and the Oversight of Private Firms
by Lerner, Josh
- 319-339 On Intraday Risk Premia
by Spiegel, Matthew & Subrahmanyam, Avanidhar
- 341-359 Information Quality, Performance Measurement, and Security Demand in Rational Expectations Economies
by Noe, Thomas H & Ramamurtie, Buddhavarapu Sailesh
- 361-375 Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure
by Bessembinder, Hendrik, et al
December 1994, Volume 49, Issue 5
- 1541-1578 Contrarian Investment, Extrapolation, and Risk
by Lakonishok, Josef & Shleifer, Andrei & Vishny, Robert W
- 1579-1593 The Cross-Section of Realized Stock Returns: The Pre-COMPUSTAT Evidence
by Davis, James L
- 1595-1615 Industry Returns and the Fisher Effect
by Boudoukh, Jacob & Richardson, Matthew & Whitelaw, Robert F
- 1617-1638 Time-Series Variation in Dividend Pricing
by Eades, Kenneth M & Hess, Patrick J & Kim, E Han
- 1639-1664 Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation
by Hiemstra, Craig & Jones, Jonathan D
- 1665-1698 Security Analysis and Trading Patterns When Some Investors Receive Information before Others
by Hirshleifer, David & Subrahmanyam, Avanidhar & Titman, Sheridan
- 1699-1726 The Post-Issue Operating Performance of IPO Firms
by Jain, Bharat A & Kini, Omesh
- 1727-1754 Free Cash Flow, Shareholder Value, and the Undistributed Profits Tax of 1936 and 1937
by Christie, William G & Nanda, Vikram
- 1755-1785 Firm Valuation, Earnings Expectations, and the Exchange-Rate Exposure Effect
by Bartov, Eli & Bodnar, Gordon M
- 1787-1811 Corporate Events, Trading Activity, and the Estimation of Systematic Risk: Evidence from Equity Offerings and Share Repurchases
by Denis, David J & Kadlec, Gregory B
- 1813-1840 Why Do NASDAQ Market Makers Avoid Odd-Eighth Quotes?
by Christie, William G & Schultz, Paul H
- 1841-1860 Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes?
by Christie, William G & Harris, Jeffrey H & Schultz, Paul H
- 1861-1882 Explorations into Factors Explaining Money Market Returns
by Knez, Peter J & Litterman, Robert & Scheinkman, Jose Alexandre
- 1883-1891 Macroeconomic Seasonality and the January Effect
by Kramer, Charles
- 1893-1904 An Empirical Study of the Consequences of U.S. Tax Rules for International Acquisitions by U.S. Firms
by Manzon, Gil B, Jr & Sharp, David J & Travlos, Nickolaos G
- 1905-1920 Poison Put Bonds: An Analysis of Their Economic Role
by Cook, Douglas O & Easterwood, John C
September 1994, Volume 49, Issue 4
- 1127-1161 Is the Electronic Open Limit Order Book Inevitable?
by Glosten, Lawrence R
- 1163-1211 A Theory of the Dynamics of Security Returns around Market Closures
by Slezak, Steve L
- 1213-1252 Corporate Debt Value, Bond Covenants, and Optimal Capital Structure
by Leland, Hayne E
- 1253-1277 Interactions of Corporate Financing and Investment Decisions: A Dynamic Framework
by Mauer, David C & Triantis, Alexander J
- 1279-1304 Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model
by Pearson, Neil D & Sun, Tong-Sheng
- 1305-1329 Volume and Autocovariances in Short-Horizon Individual Security Returns
by Conrad, Jennifer S & Hameed, Allaudeen & Niden, Cathy
- 1331-1346 Public Information Arrival
by Berry, Thomas D & Howe, Keith M
- 1347-1371 Tax-Induced Intertemporal Restrictions on Security Returns
by Bossaerts, Peter & Dammon, Robert M
- 1373-1402 Signaling and Takeover Deterrence with Stock Repurchases: Dutch Auctions versus Fixed Price Tender Offers
by Persons, John C
- 1403-1430 The Effect of Bankruptcy Protection on Investment: Chapter 11 as a Screening Device
by Mooradian, Robert M
- 1431-1449 Ratings, Commercial Paper, and Equity Returns
by Nayar, Nandkumar & Rozeff, Michael S
- 1451-1470 The Role of ESOPs in Takeover Contests
by Chaplinsky, Susan & Niehaus, Greg
- 1471-1488 Trading Mechanisms and the Components of the Bid-Ask Spread
by Affleck-Graves, John & Hegde, Shantaram P & Miller, Robert E
- 1489-1505 Trading Volume and Transaction Costs in Specialist Markets
by George, Thomas J & Kaul, Gautam & Nimalendran, M
- 1507-1519 Market Microstructure and the Ex-date Return
by Conrad, Jennifer S & Conroy, Robert
July 1994, Volume 49, Issue 3
- 771-818 Implied Binomial Trees
by Rubinstein, Mark
- 819-849 Arbitrage Chains
by Dow, James & Gorton, Gary
- 851-889 A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks
by Hutchinson, James M & Lo, Andrew W & Poggio, Tomaso
- 891-921 Rational Prepayments and the Valuation of Collateralized Mortgage Obligations
by McConnell, John J & Singh, Manoj
- 923-950 The Impact of Public Information on the Stock Market
by Mitchell, Mark L & Mulherin, J Harold
- 951-984 Trading and Liquidity on the Tokyo Stock Exchange: A Bird's Eye View
by Lehmann, Bruce N & Modest, David M
- 985-1014 Executive Careers and Compensation Surrounding Takeover Bids
by Agrawal, Anup & Walkling, Ralph A
- 1015-1040 Financial Distress and Corporate Performance
by Opler, Tim C & Titman, Sheridan
June 1994, Volume 49, Issue 2
- 371-402 Robust Financial Contracting and the Role of Venture Capitalists
by Admati, Anat R & Pfleiderer, Paul
- 403-452 The Financial and Operating Performance of Newly Privatized Firms: An International Empirical Analysis
by Megginson, William L & Nash, Robert C & van Randenborgh, Matthias
- 453-477 Managers, Owners, and the Pricing of Risky Debt: An Empirical Analysis
by Bagnani, Elizabeth Strock, et al
- 479-513 Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-Induced or Statistical Illusion?
by Miller, Merton H & Muthuswamy, Jayaram & Whaley, Robert E
- 515-541 Time Variations and Covariations in the Expectation and Volatility of Stock Market Returns
by Whitelaw, Robert F
- 543-556 On Stock Market Returns and Returns on Investment
by Restoy, Fernando & Rockinger, G Michael
- 557-579 A Characterization of the Daily and Intraday Behavior of Returns on Options
by Sheikh, Aamir M & Ronn, Ehud I
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