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December 1991, Volume 46, Issue 5
- 1575-1617 Efficient Capital Markets: II
by Fama, Eugene F
- 1619-1643 Debt, Agency Costs, and Industry Equilibrium
by Maksimovic, Vojislav & Zechner, Josef
- 1645-1663 Optimal Financial Instruments
by Zender, Jaime F
- 1665-1691 Stock Prices and the Supply of Information
by Brennan, Michael J & Hughes, Patricia J
- 1693-1715 The Effect of Business Risk on Corporate Capital Structure: Theory and Evidence
by Kale, Jayant R & Noe, Thomas H & Ramirez, Gabriel G
- 1717-1737 On the Good News in Equity Carve-Outs
by Nanda, Vikram
- 1739-1764 Fundamentals and Stock Returns in Japan
by Chan, Louis K C & Hamao, Yasushi & Lakonishok, Josef
- 1765-1789 Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market
by Amihud, Yakov & Mendelson, Haim
- 1791-1809 A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability
by Chung, Y Peter
- 1811-1838 Dynamic Stock Markets with Multiple Assets: An Experimental Analysis
by O'Brien, John & Srivastava, Sanjay
- 1839-1877 Chaos and Nonlinear Dynamics: Application to Financial Markets
by Hsieh, David A
- 1879-1892 The Pricing of Default-Free Interest Rate Cap, Floor, and Collar Agreements
by Briys, Eric & Crouhy, Michel & Schobel, Rainer
- 1893-1907 Path Dependent Options: The Case of Lookback Options
by Conze, Antoine & Viswanathan
- 1909-1924 New Evidence on the January Effect before Personal Income Taxes
by Jones, Steven L & Lee, Winson & Apenbrink, Rudolf
- 1925-1932 The Valuation Effects of Private Placements of Convertible Debt
by Fields, L Paige & Mais, Eric L
- 1933-1936 A Tax-Induced Clientele for Index-Linked Bonds: A Comment
by Knoll, Michael S
September 1991, Volume 46, Issue 4
- 1189-1222 A Theory of Workouts and the Effects of Reorganization Law
by Gertner, Robert & Scharfstein, David
- 1223-1242 The Losses Realized in Bank Failures
by James, Christopher
- 1243-1271 The Relative Signalling Power of Dutch-Auction and Fixed-Price Self-Tender Offers and Open-Market Share Repurchases
by Comment, Robert & Jarrell, Gregg A
- 1251-1261 S&P 100 Index Option Volatility
by Harvey, Campbell R & Whaley, Robert E
- 1273-1289 Convertible Debt: Corporate Call Policy and Voluntary Conversion
by Asquith, Paul & Mullins, David W, Jr
- 1291-1324 Tax Shields, Sample-Selection Bias, and the Information Content of Conversion-Forcing Bond Calls
by Campbell, Cynthia J & Ederington, Louis H & Vankudre, Prashant
- 1325-1359 Disclosure, Liquidity, and the Cost of Capital
by Diamond, Douglas W & Verrecchia, Robert E
- 1361-1389 Insider Trading around Dividend Announcements: Theory and Evidence
by John, Kose & Lang, Larry H P
- 1391-1409 Capital Structure and the Market for Corporate Control: The Defensive Role of Debt Financing
by Israel, Ronen
- 1411-1425 Liquidity, Maturity, and the Yields on U.S. Treasury Securities
by Amihud, Yakov & Mendelson, Haim
- 1427-1444 Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K
by Jegadeesh, Narasimhan
- 1445-1465 Stock Markets, Growth, and Tax Policy
by Levine, Ross
- 1467-1484 Structural and Return Characteristics of Small and Large Firms
by Chan, K C & Chen, Nai-Fu
- 1485-1505 Testing the CAPM with Time-Varying Risks and Returns
by Bodurtha, James N, Jr & Mark, Nelson C
- 1507-1521 Tests of the CAPM with Time-Varying Covariances: A Multivariate GARCH Approach
by Ng, Lilian
- 1523-1536 An Investigation of Market Microstructure Impacts on Event Study Returns
by Lease, Ronald C & Masulis, Ronald W & Page, John R
- 1537-1550 The Intra-industry Effects of Going-Private Transactions
by Slovin, Myron B & Sushka, Marie E & Bendeck, Yvette M
July 1991, Volume 46, Issue 3
- 803-823 Stock and Compensation
by Scholes, Myron S
- 825-844 The Role of Acquisitions in Foreign Direct Investment: Evidence from the U.S. Stock Market
by Harris, Robert S & Ravenscraft, David
- 845-859 Ex-dividend Day Stock Price Behavior: The Case of the 1986 Tax Reform Act
by Michaely, Roni
- 861-878 Negotiated Block Trades and Corporate Control
by Barclay, Michael J & Holderness, Clifford G
- 879-903 Venture Capitalist Certification in Initial Public Offerings
by Megginson, William L & Weiss, Kathleen A
- 905-927 Order Form and Information in Securities Markets
by Easley, David & O'Hara, Maureen
- 929-953 Information Asymmetries and Security Market Design: An Empirical Study of the Secondary Market for U.S. Government Securities
by Umlauf, Steven R
- 955-983 Diagnosing Asset Pricing Models Using the Distribution of Asset Returns
by Snow, Karl N
- 985-1007 The Effect of Volatility Changes on the Level of Stock Prices and Subsequent Expected Returns
by Haugen, Robert A & Talmor, Eli & Torous, Walter N
- 1009-1044 The Crash of '87: Was It Expected? The Evidence from Options Markets
by Bates, David S
- 1045-1069 Option Prices and the Underlying Asset's Return Distribution
by Grundy, Bruce D
- 1071-1093 Default Premiums in Commodity Markets: Theory and Evidence
by Bailey, Warren & Ng, Edward
June 1991, Volume 46, Issue 2
- 469-477 Foundations of Portfolio Theory
by Markowitz, Harry M
- 479-488 Leverage
by Miller, Merton H
- 489-509 Capital Asset Prices with and without Negative Holdings
by Sharpe, William F
- 511-527 Using Generalized Method of Moments to Test Mean-Variance Efficiency
by MacKinlay, A Craig & Richardson, Matthew P
- 529-554 Financial Investment Opportunities and the Macroeconomy
by Chen, Nai-Fu
- 555-576 The Term Structure as a Predictor of Real Economic Activity
by Estrella, Arturo & Hardouvelis, Gikas A
- 577-595 An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs
by Dumas, Bernard & Luciano, Elisa
- 597-620 The Default Risk of Swaps
by Cooper, Ian A & Mello, Antonio S
- 621-651 The Price Elasticity of Demand for Common Stock
by Loderer, Claudio & Cooney, John W & van Drunen, Leonard D
- 653-669 The Mode of Acquisition in Takeovers: Taxes and Asymmetric Information
by Brown, David T & Ryngaert, Michael D
- 671-687 Corporate Performance, Corporate Takeovers, and Management Turnover
by Martin, Kenneth J & McConnell, John J
- 689-706 Event Risk: An Analysis of Losses to Bondholders and "Super Poison Put" Bond Covenants
by Crabbe, Leland
- 707-716 The Effects of Stock Repurchases on Rival Firms
by Hertzel, Michael G
- 717-731 Animal Spirits, Margin Requirements, and Stock Price Volatility
by Kupiec, Paul H & Sharpe, Steven A
- 733-746 Inferring Trade Direction from Intraday Data
by Lee, Charles M C & Ready, Mark J
- 747-754 The Reversal of Large Stock-Price Decreases
by Bremer, Marc & Sweeney, Richard J
- 755-771 An Examination of Ex-dividend Day Stock Price Movements: The Case of Nontaxable Master Limited Partnership Distributions
by Shaw, Wayne H
- 773-785 A Variance-Ratio Test of Random Walks in Foreign Exchange Rates
by Liu, Christina Y & He, Jia
March 1991, Volume 46, Issue 1
- 3-27 The Long-run Performance of Initial Public Offerings
by Ritter, Jay R
- 29-48 The Investment Performance of Low-Grade Bond Funds
by Cornell, Bradford & Green, Kevin
- 49-74 Returns and Volatility of Low-Grade Bonds: 1977-1989
by Blume, Marshall E & Keim, Donald B & Patel, Sandeep A
- 75-109 Investor Sentiment and the Closed-End Fund Puzzle
by Lee, Charles M C & Shleifer, Andrei & Thaler, Richard H
- 111-157 The World Price of Covariance Risk
by Harvey, Campbell R
- 159-178 After-Hours Stock Prices and Post-Crash Hangovers
by Neumark, David & Tinsley, P A & Tosini, Suzanne
- 179-207 Measuring the Information Content of Stock Trades
by Hasbrouck, Joel
- 209-237 Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations
by Cochrane, John H
- 239-263 Are Stock Returns Predictable? A Test Using Markov Chains
by McQueen, Grant & Thorley, Steven
- 265-295 Partial Revelation of Information in Experimental Asset Markets
by Copeland, Thomas E & Friedman, Daniel
- 297-355 The Theory of Capital Structure
by Harris, Milton & Raviv, Artur
- 357-368 Payout Policy and Tax Deferral
by DeAngelo, Harry
- 369-382 Evidence on Tax-Motivated Securities Trading Behavior
by Badrinath, S G & Lewellen, Wilbur G
- 383-399 The Effect of Taxes on the Relative Valuation of Dividends and Capital Gains: Evidence from Dual-Class British Investment Trusts
by Ang, James S & Blackwell, David W & Megginson, William L
- 401-407 Taxes and the Capital Structure of Partnerships, REIT's, and Related Entities
by Jaffe, Jeffrey F
- 409-419 Tobin's Q and the Gains from Takeovers
by Servaes, Henri
- 421-431 Volatility Increases Subsequent to NYSE and AMEX Stock Splits
by Dubofsky, David A
- 433-446 Consistency between Predicted and Actual Bid-Ask Quote-Revisions
by Jang, Hasung & Venkatesh, P C
- 447-455 Arbitrage Asset Pricing under Exchange Risk
by Ikeda, Shinsuke
December 1990, Volume 45, Issue 5
- 1363-1388 Overreaction or Fundamentals: Some Lessons from Insiders' Response to the Market Crash of 1987
by Seyhun, H Nejat
- 1389-1413 Efficiency and Organizational Structure: A Study of Reverse LBOs
by Muscarella, Chris J & Vetsuypens, Michael R
- 1415-1431 Dividend Policy and Financial Distress: An Empirical Investigation of Troubled NYSE Firms
by DeAngelo, Harry & DeAngelo, Linda
- 1433-1456 Defensive Changes in Corporate Payout Policy: Share Repurchases and Special Dividends
by Denis, David J
- 1457-1469 Security Pricing and Deviations from the Absolute Priority Rule in Bankruptcy Proceedings
by Eberhart, Allan C & Moore, William T & Roenfeldt, Rodney L
- 1471-1493 Do Taxes Affect Corporate Financing Decisions?
by MacKie-Mason, Jeffrey K
- 1495-1516 International Capital Structure Equilibrium
by Hodder, James E & Senbet, Lemma W
- 1517-1540 Determinants of Secondary Market Prices for Developing Country Syndicated Loans
by Boehmer, Ekkehart & Megginson, William L
- 1541-1564 Sequential Tests of the Arbitrage Pricing Theory: A Comparison of Principal Components and Maximum Likelihood Factors
by Shukla, Ravi & Trzcinka, Charles
- 1565-1586 The Quality Delivery Option in Treasury Bond Futures Contracts
by Hemler, Michael L
- 1587-1600 Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail."
by O'Hara, Maureen & Shaw, Wayne
- 1601-1609 The Distribution of Daily Stock Returns and Settlement Procedures: The Paris Bourse
by Solnik, Bruno
- 1611-1626 High Stock Returns before Holidays: Existence and Evidence on Possible Causes
by Ariel, Robert A
- 1627-1640 Managerial Share Ownership and the Stock Price Effects of Antitakeover Amendment Proposals
by McWilliams, Victoria B
- 1641-1653 Product Market Imperfections and Loan Commitments
by Maksimovic, Vojislav
- 1655-1661 Performance Measurement under Asymmetric Information and Investment Constraints
by Gendron, Michel & Genest, Christian
- 1663-1671 Changes in Interstate Banking Laws: The Impact of Shareholder Wealth
by Black, Harold A & Fields, M Andrew & Schweitzer, Robert L
- 1673-1686 Corporate Risk Management and the Incentive Effects of Debt
by Campbell, Tim S & Kracaw, William A
- 1687-1703 The Relative Termination Experience of Adjustable to Fixed-Rate Mortgages
by Cunningham, Donald F & Capone, Charles A, Jr
- 1705-1707 Bank Funding Risks, Risk Aversion, and the Choice of Futures Hedging Instrument: A Comment
by Campbell, Tim S & Kracaw, William A
- 1709-1714 Excess Asset Reversions and Shareholder Wealth: A Comment
by Moore, Norman H & Pruitt, Stephen W
September 1990, Volume 45, Issue 4
- 993-1018 Shareholder Preferences and Dividend Policy
by Brennan, Michael J & Thakor, Anjan V
- 1019-1043 Equity Issues and Stock Price Dynamics
by Lucas, Deborah J & McDonald, Robert L
- 1045-1067 Initial Public Offerings and Underwriter Reputation
by Carter, Richard B & Manaster, Steven
- 1069-1087 Asymmetric Information, Bank Lending, and Implicit Contracts: A Stylized Model of Customer Relationships
by Sharpe, Steven A
- 1089-1108 Stock Returns, Expected Returns, and Real Activity
by Fama, Eugene F
- 1109-1128 Predicting Stock Returns in an Efficient Market
by Balvers, Ronald J & Cosimano, Thomas F & McDonald, Bill
- 1129-1155 Heteroskedasticity in Stock Returns
by Schwert, G William & Seguin, Paul J
- 1157-1179 Liquidity of the CBOE Equity Options
by Vijh, Anand M
- 1181-1209 Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives
by Lauterbach, Beni & Schultz, Paul
- 1211-1236 The Behavior of Eurocurrency Returns across Different Holding Periods and Monetary Regimes
by Lewis, Karen K
- 1237-1257 Stock Returns and Real Activity: A Century of Evidence
by Schwert, G William
- 1259-1272 Turn-of-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects
by Ogden, Joseph P
- 1273-1284 Insider Trading in the OTC Market
by Lin, Ji-Chai & Howe, John S
- 1285-1295 The Effects of Stock Splits on Bid-Ask Spreads
by Conroy, Robert M & Harris, Robert S & Benet, Bruce A
- 1297-1306 The Intertemporal Relation between the U.S. and Japanese Stock Markets
by Becker, Kent G & Finnerty, Joseph E & Gupta, Manoj
- 1307-1314 Time Varying Term Premia and Traditional Hypotheses about the Term Structure
by Longstaff, Francis A
- 1315-1324 Optimal Hedging under Intertemporally Dependent Preferences
by Briys, Eric & Crouhy, Michel & Schlesinger, Harris
- 1325-1331 Corporate Capital Structure, Agency Costs, and Ownership Control: The Case of All-Equity Firms
by Agrawal, Anup & Nagarajan, Nandu J
- 1333-1336 Forward and Futures Prices: Evidence from the Foreign Exchange Markets
by Chang, Carolyn W & Chang, Jack S K
- 1337-1346 Changes in the Cost of Intermediation: The Case of Savings and Loans
by Le Compte, Richard L B & Smith, Stephen D
July 1990, Volume 45, Issue 3
- 709-730 Latent Assets
by Brennan, Michael J
- 731-754 Determinants of Thrift Institution Resolution Costs
by Barth, James R & Bartholomew, Philip F & Bradley, Michael
- 755-764 Principal-Agent Problems in S&L Salvage
by Kane, Edward J
- 765-794 Financial Contracting and Leverage Induced Over- and Under-Investment Incentives
by Berkovitch, Elazar & Kim, E Han
- 795-816 Debt and Input Misallocation
by Kim, Moshe & Maksimovic, Vojislav
- 817-833 The Distribution of Target Ownership and the Division of Gains in Successful Takeovers
by Stulz, Rene M & Walkling, Ralph A & Song, Moon H
- 835-855 Information Content of Insider Trading Around Corporate Announcements: The Case of Capital Expenditures
by John, Kose & Mishra, Banikanta
- 857-879 Stock Dividends, Stock Splits, and Signaling
by McNichols, Maureen & Dravid, Ajay
- 881-898 Evidence of Predictable Behavior of Security Returns
by Jegadeesh, Narasimhan
- 899-907 Equilibrium Exchange Rate Hedging
by Black, Fischer
- 909-933 Default Risk in Futures Markets: The Customer-Broker Relationship
by Jordan, James V & Morgan, George Emir
- 935-957 Pricing Options with Extendible Maturities: Analysis and Applications
by Longstaff, Francis A
- 959-976 Stochastic Convenience Yield and the Pricing of Oil Contingent Claims
by Gibson, Rajna & Schwartz, Eduardo S
June 1990, Volume 45, Issue 2
- 321-349 Capital Structure and the Informational Role of Debt
by Harris, Milton & Raviv, Artur
- 351-377 Corporate Financial Policy and the Theory of Financial Intermediation
by Seward, James K
- 379-395 Positive Feedback Investment Strategies and Destabilizing Rational Speculation
by De Long, J Bradford, et al
- 397-429 Are the Latent Variables in Time-Varying Expected Returns Compensation for Consumption Risk?
by Ferson, Wayne E
- 431-453 Empirical Estimates of Beta When Investors Face Estimation Risk
by Clarkson, Peter M & Thompson, Rex
- 455-477 Anomalous Price Behavior around Repurchase Tender Offers
by Lakonishok, Josef & Vermaelen, Theo
- 467-477 Expectations and the Treasury Bill-Federal Funds Rate Spread over Recent Monetary Policy Regimes
by Simon, David P
- 479-496 Relative Price Variability, Real Shocks, and the Stock Market
by Kaul, Gautam & Seyhun, H Nejat
- 497-521 Evaluating the Performance of International Mutual Funds
by Cumby, Robert E & Glen, Jack D
- 523-547 International Investment Restrictions and Closed-End Country Fund Prices
by Bonser-Neal, Catherine, et al
- 549-565 Valuing Flexibility as a Complex Option
by Triantis, Alexander J & Hodder, James E
- 579-590 Statistical Properties of the Roll Serial Covariance Bid/Ask Spread Estimator
by Harris, Lawrence
- 591-601 An Examination of Stock Market Return Volatility during Overnight and Intraday Periods, 1964-1989
by Lockwood, Larry J & Linn, Scott C
- 603-616 Corporate Control and the Choice of Investment Financing: The Case of Corporate Acquisitions
by Amihud, Yakov & Lev, Baruch & Travlos, Nickolaos G
- 617-627 The Effect of Executive Stock Option Plans on Stockholders and Bondholders
by DeFusco, Richard A & Johnson, Robert R & Zorn, Thomas S
- 629-642 The Structure of Spot Rates and Immunization
by Elton, Edwin J & Gruber, Martin J & Michaely, Roni
- 643-654 Ownership Structure, Deregulation, and Bank Risk Taking
by Saunders, Anthony & Strock, Elizabeth & Travlos, Nickolaos G
- 655-671 International Interest Rates, Exchange Rates, and the Stochastic Structure of Supply
by Boyle, Glenn W
- 673-689 On Viable Diffusion Price Processes of the Market Portfolio
by Bick, Avi
- 691-697 An Examination of the Super Bowl Stock Market Predictor
by Krueger, Thomas M & Kennedy, William F
March 1990, Volume 45, Issue 1
- 3-29 Margin Regulation and Stock Market Volatility
by Hsieh, David A & Miller, Merton H
- 31-48 Do Managerial Objectives Drive Bad Acquisitions?
by Morck, Randall & Shleifer, Andrei & Vishny, Robert W
- 49-71 Financial Intermediaries and Liquidity Creation
by Gorton, Gary & Pennacchi, George
- 73-94 Equilibrium Block Trading and Asymmetric Information
by Seppi, Duane J
- 95-111 An Examination of the Impact of the Garn-St. Germain Depository Institutions Act of 1982 on Commercial Banks and Savings and Loans
by Millon-Cornett, Marcia H & Tehranian, Hassan
- 113-136 Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms
by Kane, Edward J & Unal, Haluk
- 137-156 How Target Shareholders Benefit from Value-Reducing Defensive Strategies in Takeovers
by Berkovitch, Elazar & Khanna, Naveen
- 157-174 Purchasing Power Parity in the Long Run
by Abuaf, Niso & Jorion, Philippe
- 175-190 Disentangling the Coefficient of Relative Risk Aversion from the Elasticity of Intertemporal Substitution: An Irrelevance Result
by Kocherlakota, Narayana R
- 191-220 Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets
by Stephan, Jens A & Whaley, Robert E
- 221-229 Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects
by Lamoureux, Christopher G & Lastrapes, William D
- 231-243 The Weekend Effect: Trading Patterns of Individual and Institutional Investors
by Lakonishok, Josef & Maberly, Edwin
- 245-257 Can Futures Market Data Be Used to Understand the Behavior of Real Interest Rates?
by Mishkin, Frederic S
- 259-264 On Arbitrage-Free Pricing of Interest Rate Contingent Claims
by Ritchken, Peter & Boenawan, Kiekie
- 265-274 Default Risk and the Duration of Zero Coupon Bonds
by Chance, Don M
- 275-287 The Shelf Registration of Debt and Self Selection Bias
by Allen, David S & Lamy, Robert E & Thompson, G Rodney
- 289-299 Corporate Sale-and-Leasebacks and Shareholder Wealth
by Slovin, Myron B & Sushka, Marie E & Polonchek, John A
- 301-309 Patterns of Productivity in the Finance Literature: A Study of the Bibliometric Distributions
by Chung, Kee H & Cox, Raymond A K
July 1989, Volume 44, Issue 3
December 1987, Volume 42, Issue 5
- 1113-1128 Time-Dependent Variance and the Pricing of Bond Options
by Schaefer, Stephen M & Schwartz, Eduardo S
- 1129-1142 Arbitrage, Continuous Trading, and Margin Requirements
by Heath, David C & Jarrow, Robert A
- 1143-1166 Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets
by Dammon, Robert M & Green, Richard C
- 1167-1185 Forward Markets, Stock Markets, and the Theory of the Firm
by MacMinn, Richard D
- 1187-1194 An Empirical Investigation of the Market for Comex Gold Futures Options
by Bailey, Warren Bernard
- 1195-1211 The Seasonal Stability of the Factor Structure of Stock Returns
by Cho, David Chinhyung & Taylor, William M
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