Contact information of American Finance Association
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jfinan. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/afaaaea.html .
Content
June 1994, Volume 49, Issue 2
- 581-609 The Spinoff and Merger Ex-date Effects
by Vijh, Anand M
- 611-636 The Effect of Market Segmentation and Illiquidity on Asset Prices: Evidence from Exchange Listings
by Kadlec, Gregory B & McConnell, John J
- 637-654 Efficiency Gains in Unsuccessful Management Buyouts
by Ofek, Eli
- 655-679 Expected Returns, Time-Varying Risk, and Risk Premia
by Evans, Martin D D
- 681-695 The Rationality and Price Effects of U.S. Department of Agriculture Forecasts of Oranges
by Baur, Robert F & Orazem, Peter F
- 697-712 Relative Significance of Journals, Authors, and Articles Cited in Financial Research
by Alexander, John C & Mabry, Rodney H
- 713-725 Journal Communication and Influence in Financial Research
by Borokhovich, Kenneth A & Bricker, Robert J & Simkins, Betty J
- 727-735 On Cointegration and Exchange Rate Dynamics
by Diebold, Francis X & Gardeazabal, Javier & Yilmaz, Kamil
- 737-745 Cointegration, Fractional Cointegration, and Exchange Rate Dynamics
by Baillie, Richard T & Bollerslev, Tim
March 1994, Volume 49, Issue 1
- 3-37 The Benefits of Lending Relationships: Evidence from Small Business Data
by Petersen, Mitchell A & Rajan, Raghuram G
- 39-56 The Effect of a Rating Downgrade on Outstanding Commercial Paper
by Crabbe, Leland & Post, Mitchell A
- 57-79 Investment Bank Reputation, Information Production, and Financial Intermediation
by Chemmanur, Thomas J & Fulghieri, Paolo
- 81-99 Mortgage Redlining: Race, Risk, and Demand
by Holmes, Andrew & Horvitz, Paul
- 101-121 On the Cross-sectional Relation between Expected Returns and Betas
by Roll, Richard & Ross, Stephen A
- 123-152 Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns
by Cecchetti, Stephen G & Lam, Pok-sang & Mark, Nelson C
- 153-181 Market Statistics and Technical Analysis: The Role of Volume
by Blume, Lawrence & Easley, David & O'Hara, Maureen
- 183-214 Volume, Volatility, and New York Stock Exchange Trading Halts
by Lee, Charles M C & Ready, Mark J & Seguin, Paul J
- 215-236 The Value of Wildcard Options
by Fleming, Jeff & Whaley, Robert E
- 237-254 Circuit Breakers and Market Volatility: A Theoretical Perspective
by Subrahmanyam, Avanidhar
- 255-267 Stock Returns Following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance
by Cox, Don R & Peterson, David R
- 269-279 Market Efficiency and the Favorite-Longshot Bias: The Baseball Betting Market
by Woodland, Linda M & Woodland, Bill M
- 281-289 The Effect of Dividend Changes on Stock and Bond Prices
by Dhillon, Upinder S & Johnson, Herb
- 291-306 Trading Profits in Dutch Auction Self-Tender Offers
by Kadapakkam, Palani-Rajan & Seth, Sarabjeet
- 307-324 Holiday Trading in Futures Markets
by Fabozzi, Frank J & Ma, Christopher K & Briley, James E
- 325-343 The Interaction between Nonexpected Utility and Asymmetric Market Fundamentals
by Hung, Mao-Wei
- 345-357 Parameter-Based Decision Making under Estimation Risk: An Application to Futures Trading
by Lence, Sergio H & Hayes, Dermot J
December 1993, Volume 48, Issue 5
- 1565-1593 The Trades of Market Makers: An Empirical Analysis of NYSE Specialists
by Hasabrouck, Joel & Sofianos, George
- 1595-1628 An Analysis of Changes in Specialist Inventories and Quotations
by Madhavan, Ananth & Smidt, Seymour
- 1629-1658 Risk Management: Coordinating Corporate Investment and Financing Policies
by Froot, Kenneth A & Scharfstein, David S & Stein, Jeremy C
- 1659-1692 Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions
by Maksimovic, Vojislav & Unal, Haluk
- 1693-1718 Information Sharing in Credit Markets
by Pagano, Marco & Jappelli, Tullio
- 1719-1747 A New Approach to International Arbitrage Pricing
by Bansal, Ravi & Hsieh, David A & Viswanathan, S
- 1749-1778 Measuring and Testing the Impact of News on Volatility
by Engle, Robert F & Ng, Victor K
- 1779-1801 On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
by Glosten, Lawrence R & Jagannathan, Ravi & Runkle, David E
- 1803-1832 Asset-Pricing Puzzles and Incomplete Markets
by Telmer, Chris I
- 1833-1863 Jump Diffusion Option Valuation in Discrete Time
by Amin, Kaushik I
- 1865-1886 Currency Hedging for International Portfolios
by Glen, Jack & Jorion, Philippe
- 1887-1908 Accounting for Forward Rates in Markets for Foreign Currency
by Backus, David K & Gregory, Allan W & Telmer, Chris I
- 1909-1925 Stock Market Crashes and the Performance of Circuit Breakers: Empirical Evidence
by Lauterbach, Beni & Ben-Zion, Uri
- 1927-1942 Asset-Pricing Tests under Alternative Distributions
by Zhou, Guofu
- 1943-1955 The Impact of Large Portfolio Insurers on Asset Prices
by Donaldson, R Glen & Uhlig, Harald
- 1957-1967 Why Option Prices Lag Stock Prices: A Trading-Based Explanation
by Chan, Kalok & Chung, Y Peter & Johnson, Herb
- 1969-1984 Option Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns
by Naik, Vasanttilak
- 1985-1999 The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs
by Opler, Tim & Titman, Sheridan
- 2001-2008 Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders?
by Goh, Jeremy C & Ederington, Louis H
- 2009-2028 Moral Hazard and the Portfolio Management Problem
by Stoughton, Neal M
September 1993, Volume 48, Issue 4
- 1147-1160 Stock Price Volatility, Ordinary Dividends, and Other Cash Flows to Shareholders
by Ackert, Lucy F & Smith, Brian F
- 1161-1191 How Markets Process Information: News Releases and Volatility
by Ederington, Louis H & Lee, Jae Ha
- 1193-1209 Fundamentals or Noise? Evidence from the Professional Basketball Betting Market
by Brown, William O & Sauer, Raymond D
- 1211-1230 Imperfect Information and Cross-Autocorrelation among Stock Prices
by Chan, Kalok
- 1231-1262 No Arbitrage and Arbitrage Pricing: A New Approach
by Bansal, Ravi & Viswanathan, S
- 1263-1291 A Test for the Number of Factors in an Approximate Factor Model
by Connor, Gregory & Korajczyk, Robert A
- 1293-1321 Ownership Concentration, Corporate Control Activity, and Firm Value: Evidence from the Death of Inside Blockholders
by Slovin, Myron B & Sushka, Marie E
- 1323-1348 The Reverse LBO Decision and Firm Performance: Theory and Evidence
by Degeorge, Francois & Zeckhauser, Richard
- 1349-1378 Security Design
by Boot, Arnoud W A & Thakor, Anjan V
- 1379-1402 Brokerage Commission Schedules
by Brennan, Michael J & Chordia, Tarun
- 1403-1419 Treasury Auction Bids and the Salomon Squeeze
by Jegadeesh, Narasimhan
- 1421-1443 Trading Patterns and Prices in the Interbank Foreign Exchange Market
by Bollerslev, Tim & Domowitz, Ian
- 1445-1455 The Effect of Money Shocks on Interest Rates in the Presence of Conditional Heteroskedasticity
by Grier, Kevin B & Perry, Mark J
- 1456-1473 The Irrelevance of Margin: Evidence form the Crash of'87
by Seguin, Paul J & Jarrell, Gregg A
- 1475-1496 Crowding Out and the Informativeness of Security Prices
by Paul, Jonathan M
- 1497-1506 Short Selling and Efficient Sets
by Alexander, Gordon J
- 1507-1522 Alternative Information
by Best, Ronald & Zhang, Hang
- 1523-1542 An Incentive Approach to Banking Regulation
by Giammarino, Ronald M & Lewis, Tracy R & Sappington, David E M
- 1543-1551 Sensitivity of Multivariate Tests of the Capital Asset-Pricing Model to the Return Measurement Interval
by Handa, Puneet & Kothari, S P & Wasley, Charles
July 1993, Volume 48, Issue 3
- 831-880 The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems
by Jensen, Michael C
- 881-910 Option Valuation with Systematic Stochastic Volatility
by Amin, Kaushik I & Ng, Victor K
- 911-931 Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures
by Shiller, Robert J
- 933-947 Invisible Parameters in Option Prices
by Heston, Steven L
- 949-974 Top-Management Compensation and Capital Structure
by John, Teresa A & John, Kose
- 975-1008 Influence Costs and Capital Structure
by Bagwell, Laurie Simon & Zechner, Josef
- 1009-1038 Market Integration and Price Execution for NYSE-Listed Securities
by Lee, Charles M C
- 1039-1055 The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation
by Coggin, T Daniel & Fabozzi, Frank J & Rahman, Shafiqur
June 1993, Volume 48, Issue 2
- 425-458 CEO Compensation in Financially Distressed Firms: An Empirical Analysis
by Gilson, Stuart C & Vetsuypens, Michael R
- 459-485 Market Discounts and Shareholder Gains for Placing Equity Privately
by Hertzel, Michael G & Smith, Richard L
- 487-512 Limitation of Liability and the Ownership Structure of the Firm
by Winton, Andrew
- 513-528 Incentive Conflicts, Bundling Claims, and the Interaction among Financial Claimants
by Spatt, Chester S & Sterbenz, Frederic P
- 529-553 A General Equilibrium Model of International Portfolio Choice
by Uppal, Raman
- 555-573 Macroeconomic Influences and the Variability of the Commodity Futures Basis
by Bailey, Warren & Chang, K C
- 575-598 Tax-Induced Trading and the Turn-of-the-Year Anomaly: An Intraday Study
by Griffiths, Mark D & White, Robert W
- 599-620 A Semiautoregression Approach to the Arbitrage Pricing Theory
by Mei, Jianping
- 621-640 Empirical Testing of Real Option-Pricing Models
by Quigg, Laura
- 641-661 Predictable Stock Returns: The Role of Small Sample Bias
by Nelson, Charles R & Kim, Myung J
- 663-679 Testing the Predictive Power of Dividend Yields
by Goetzmann, William Nelson & Jorion, Philippe
- 681-696 Calls of Warrants: Timing and Market Reaction
by Schultz, Paul
- 697-718 Information, Ownership Structure, and Shareholder Voting: Evidence from Shareholder-Sponsored Corporate Governance Proposals
by Gordon, Lilli A & Pound, John
- 719-729 Do Short-Term Objectives Lead to Under- or Overinvestment in Long-Term Projects?
by Bebchuk, Lucian Arye & Stole, Lars A
- 731-745 The Strategic Role of Debt in Takeover Contests
by Chowdhry, Bhagwan & Nanda, Vikram
- 747-760 Disagreements among Shareholders over a Firm's Disclosure Policy
by Kim, Oliver
- 761-777 Options, Short Sales, and Market Completeness
by Figlewski, Stephen & Webb, Gwendolyn P
- 779-789 A Reexamination of Traditional Hypotheses about the Term Structure: A Comment
by McCulloch, J Huston
- 791-793 Spanning with Short-Selling Restrictions
by Raab, Martin & Schwager, Robert
- 795-800 Are the Discounts on Closed-End Funds a Sentiment Index?
by Chen, Nai-fu & Kan, Raymond & Miller, Merton H
- 801-808 Yes, Discounts on Closed-End Funds Are a Sentiment Index
by Chopra, Navin, et al
- 809-810 Are the Discounts on Closed-End Funds a Sentiment Index? A Rejoinder
by Chen, Nai-fu & Kan, Raymond & Miller, Merton H
- 811-812 Yes, Discounts on Closed-End Funds Are a Sentiment Index: Summing Up
by Chopra, Navin, et al,
March 1993, Volume 48, Issue 1
- 3-37 What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns
by Campbell, John Y & Ammer, John
- 39-63 Long-Term Market Overreaction or Biases in Computed Returns?
by Conrad, Jennifer & Kaul, Gautam
- 65-91 Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
by Jegadeesh, Narasimhan & Titman, Sheridan
- 93-130 Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988
by Hendricks, Darryll & Patel, Jayendu & Zeckhauser, Richard
- 131-156 General Tests of Latent Variable Models and Mean-Variance Spanning
by Ferson, Wayne E & Foerster, Stephen R & Keim, Donald B
- 157-185 Price Information and Equilibrium Liquidity in Fragmented and Centralized Markets
by Biais, Bruno
- 187-211 Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models
by Foster, F Douglas & Viswanathan, S
- 213-245 Trading and Manipulation around Seasoned Equity Offerings
by Gerard, Bruno & Nanda, Vikram
- 247-266 The Value of Bank Durability: Borrowers as Bank Stakeholders
by Slovin, Myron B & Sushka, Marie E & Polonchek, John A
- 267-284 On the Determinants of Corporate Hedging
by Nance, Deana R & Smith, Clifford W, Jr & Smithson, Charles W
- 285-304 The Pricing of Initial Public Offerings: A Dynamic Model with Information Production
by Chemmanur, Thomas J
- 305-314 The Valuation Effects of Warrant Extensions
by Howe, John S & Wei, Peihwang
- 315-329 Liquidity, Reconstitution, and the Value of U.S. Treasury Strips
by Daves, Phillip R & Ehrhardt, Michael C
- 331-344 Tax-Induced Intra-Year Patterns in Bonds Yields
by Hochman, Shalom J & Palmon, Oded & Tang, Alex P
- 345-362 Defaults of Original Issue High-Yield Convertible Bonds
by Rosengren, Eric S
- 363-385 Value of Latent Information: Alternative Event Study Methods
by Acharya, Sankarshan
- 387-400 A Simple Measure of Price Adjustment Coefficients
by Damodaran, Aswath
December 1992, Volume 47, Issue 5
- 1661-1699 An Empirical Analysis of Illegal Insider Trading
by Meulbroek, Lisa K
- 1701-1730 Stock Returns, Real Activity, and the Trust Question
by Bittlingmayer, George
- 1731-1764 Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
by Brock, William & Lakonishok, Josef & LeBaron, Blake
- 1765-1784 Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close
by Gerety, Mason S & Mulherin, J Harold
- 1785-1809 When Will Mean-Variance Efficient Portfolios Be Well Diversified?
by Green, Richard C & Hollifield, Burton
- 1811-1836 Reputation and Performance among Security Analysts
by Stickel, Scott E
- 1837-1863 Dividends and Losses
by DeAngelo, Harry & DeAngelo, Linda & Skinner, Douglas J
- 1865-1885 Relationship-Specific Assets and the Pricing of Underwriter Services
by James, Christopher
- 1887-1904 Measuring the Agency Cost of Debt
by Mello, Antonio S & Parsons, John E
- 1905-1934 Insider Trading in Financial Signaling Models
by Bagnoli, Mark & Khanna, Naveen
- 1935-1945 The Intra-industry Transfer of Information Inferred from Announcements of Corporate Security Offerings
by Szewczyk, Samuel H
- 1947-1961 Managers' Trading around Stock Repurchases
by Lee, D Scott & Mikkelson, Wayne H & Partch, M Megan
- 1963-1975 One-Time Cash Flow Announcements and Free Cash-Flow Theory: Share Repurchases and Special Dividends
by Howe, Keith M & He, Jia & Kao, G Wenchi
- 1977-1984 The Persistence of Mutual Fund Performance
by Grinblatt, Mark & Titman, Sheridan
- 1985-1997 Stock Price Dynamics and Firm Size: An Empirical Investigation
by Cheung, Yin-Wong & Ng, Lilian K
- 1999-2014 Seasonalities in NYSE Bid-Ask Spreads and Stock Returns in January
by Clark, Robert A & McConnell, John J & Singh, Manoj
- 2015-2034 Futures-Trading Activity and Stock Price Volatility
by Bessembinder, Hendrik & Seguin, Paul J
- 2035-2054 Additional Evidence on Integration in the Canadian Stock Market
by Mittoo, Usha R
- 2055-2070 More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm-Specific Variables for Cross-Sectional Studies
by Chandra, Ramesh & Balachandran, Bala V
September 1992, Volume 47, Issue 4
- 1259-1282 Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model
by Longstaff, Francis A & Schwartz, Eduardo S
- 1283-1302 Arbitrage with Holding Costs: A Utility-Based Approach
by Tuckman, Bruce & Vila, Jean-Luc
- 1303-1314 Reference Variables, Factor Structure, and the Approximate Multibeta Representation
by Reisman, Haim
- 1315-1342 Inflation and Asset Returns in a Monetary Economy
by Marshall, David A
- 1343-1366 Liquidation Values and Debt Capacity: A Market Equilibrium Approach
by Shleifer, Andrei & Vishny, Robert W
- 1367-1400 Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt
by Rajan, Raghuram G
- 1401-1423 Why Hang on to Losers? Divestitures and Takeovers
by Boot, Arnoud W A
- 1425-1460 Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data
by Whited, Toni M
- 1461-1484 Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation
by Froot, Kenneth A & Scharftstein, David S & Stein, Jeremy C
- 1485-1502 Futures Manipulation with "Cash Settlement."
by Kumar, Praveen & Seppi, Duane J
- 1503-1516 Interest Rate Swaps and Corporate Financing Choices
by Titman, Sheridan
- 1517-1536 Common Stock Offerings and Earnings Expectations: A Test of the Release of Unfavorable Information
by Brous, Peter Alan
- 1537-1555 Underwriter Compensation and Corporate Monitoring
by Hansen, Robert S & Torregrosa, Paul
- 1557-1568 Debt Financing and Tax Status: Tests of the Substitution Effect and the Tax Exhaustion Hypothesis Using Firms' Responses to the Economic Recovery Tax Act of 1981
by Trezevant, Robert
- 1569-1574 The Current State of the Arbitrage Pricing Theory
by Shanken, Jay
- 1575-1590 Information, Asset Prices, and the Volume of Trade
by Huffman, Gregory W
- 1591-1603 Causal Relations among Stock Returns, Interest Rates, Real Activity, and Inflation
by Lee, Bong-Soo
- 1605-1621 The Post-merger Performance of Acquiring Firms: A Re-examination of an Anomaly
by Agrawal, Anup & Jaffe, Jeffrey F & Mandelker, Gershon N
- 1623-1640 Dividend Surprises Inferred from Option and Stock Prices
by Bar-Yosef, Sasson & Sarig, Oded H
July 1992, Volume 47, Issue 3
- 831-850 Swaps: Plain and Fanciful
by Litzenberger, Robert H
- 851-877 One Market? Stocks, Futures, and Options during October 1987
by Kleidon, Allan W & Whaley, Robert E
- 879-889 The Behavior of Option Price around Large Block Transactions in the Underlying Security
by Kumar, Raman & Sarin, Atulya & Shastri, Kuldeep
- 891-917 The Voluntary Restructuring of Large Firms in Response to Performance Decline
by John, Kose & Lang, Larry H P & Netter, Jeffry
- 919-941 The 1985 Ohio Thrift Crisis, the FSLIC's Solvency, and Rate Contagion for Retail CDs
by Cooperman, Elizabeth S & Lee, Winson B & Wolfe, Glenn A
- 943-980 Does the Bond Market Predict Bankruptcy Settlements?
by Eberhart, Allan C & Sweeney, Richard J
- 981-1004 Sovereign Debt: Optimal Contract, Underinvestment, and Forgiveness
by Schwartz, Eduardo S & Zurita, Salvador
- 1005-1029 Mergers and the Value of Antitrust Deterrence
by Eckbo, B Espen
- 1031-1059 The Reaction of Investors and Stock Prices to Insider Trading
by Cornell, Bradford & Sirri, Erik R
- 1061-1079 Management Buyout Proposals and Inside Information
by Lee, D Scott
- 1081-1119 Beatrice: A Study in the Creation and Destruction of Value
by Baker, George P
- 1121-1140 The Structure of Corporate Ownership in Japan
by Prowse, Stephen D
- 1141-1158 Capital Structure as an Optimal Contract between Employees and Investors
by Chang, Chun
- 1159-1180 Can Capital Income Taxes Survive in Open Economies?
by Gordon, Roger H
- 1181-1207 Tests of Analysts' Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior
by Abarbanell, Jeffrey S & Bernard, Victor L
- 1209-1227 An Empirical Comparison of Alternative Models of the Short-Term Interest Rate
by Chan, K C, et al
June 1992, Volume 47, Issue 2
- 427-465 The Cross-Section of Expected Stock Returns
by Fama, Eugene F & French, Kenneth R
- 467-509 Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets
by Bekaert, Geert & Hodrick, Robert J
- 511-552 Seasonality and Consumption-Based Asset Pricing
by Ferson, Wayne E & Harvey, Campbell R
- 553-575 The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias
by Bhardwaj, Ravinder K & Brooks, LeRoy D
- 576-605 Time and the Process of Security Price Adjustment
by Easley, David & O'Hara, Maureen
- 607-641 Trading Mechanisms in Securities Markets
by Madhavan, Ananth
- 643-671 Dual Trading in Futures Markets
by Fishman, Michael J & Longstaff, Francis A
- 673-694 Optimal Contracting and Insider Trading Restrictions
by Fischer, Paul E
- 695-732 Sequential Sales, Learning, and Cascades
by Welch, Ivo
- 733-752 The Effect of Bond Rating Agency Announcements on Bond and Stock Prices
by Hand, John R M & Holthausen, Robert W & Leftwich, Richard W
- 753-764 An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks
by McInish, Thomas H & Wood, Robert A
- 765-779 Market Making in the Options Markets and the Costs of Discrete Hedge Rebalancing
by Jameson, Mel & Wilhelm, William
- 781-790 The Pricing of Best Efforts New Issues
by Sherman, Ann Guenther
- 791-808 Positive Prices in CAPM
by Nielsen, Lars Tyge
- 809-816 A Simple and Numerically Efficient Valuation Method for American Puts Using a Modified Geske-Johnson Approach
by Bunch, David S & Johnson, Herb
March 1992, Volume 47, Issue 1
- 3-41 Industrial Structure and the Comparative Behavior of International Stock Market Indices
by Roll, Richard
- 43-69 Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration
by Campbell, John Y & Hamao, Yasushi
- 71-105 Dutch Auction Repurchases: An Analysis of Shareholder Heterogeneity
by Bagwell, Laurie Simon
- 107-138 The Success of Acquisitions: Evidence from Divestitures
by Kaplan, Steven N & Weisbach, Michael S
- 139-167 LBOs, Reversions and Implicit Contracts
by Ippolito, Richard A & James, William H
- 169-200 Accounts Receivable Management Policy: Theory and Evidence
by Mian, Shehzad L & Smith, Clifford W, Jr
- 201-225 Corporate Dividends and Seasoned Equity Issues: An Empirical Investigation
by Loderer, Claudio F & Mauer, David C
- 227-245 Is Fairly Priced Deposit Insurance Possible?
by Chan, Yuk-Shee & Greenbaum, Stuart I & Thakor, Anjan V
- 247-270 Long-Lived Private Information and Imperfect Competition
by Holden, Craig W & Subrahmanyam, Avanidhar
- 271-293 Option Replication in Discrete Time with Transaction Costs
by Boyle, Phelim P & Vorst, Ton
- 295-329 Publish or Perish: What the Competition Is Really Doing
by Zivney, Terry L & Bertin, William J
- 331-347 An Option-Theoretic Approach to the Valuation of Dividend Reinvestment and Voluntary Purchase Plans
by Dammon, Robert M & Spatt, Chester S
- 349-362 Bankruptcy and Insider Trading: Differences between Exchange-Listed and OTC Firms
by Gosnell, Thomas & Keown, Arthur J & Pinkerton, John M
- 363-379 Intra-day Arbitrage Opportunities in Foreign Exchange and Eurocurrency Markets
by Rhee, S Ghon & Chang, Rosita P
- 381-396 A Comparison of Forward and Futures Prices of an Interest Rate-Sensitive Financial Asset
by Meulbroek, Lisa
- 397-405 Transformed Securities and Alternative Factor Structures
by Huang, Roger D & Jo, Hoje
December 1991, Volume 46, Issue 5
Printed from https://ideas.repec.org/s/bla/jfinan12.html
