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December 1987, Volume 42, Issue 5
- 1213-1224 Stock Return Anomalies and the Tests of the APT
by Gultekin, Mustafa N & Gultekin, N Bulent
- 1225-1243 Efficient Financing under Asymmetric Information
by Brennan, Michael J & Kraus, Alan
- 1245-1260 The Issue Decision of Manager-Owners under Information Asymmetry
by Bradford, William D
- 1261-1273 Acquisition of Divested Assets and Shareholders' Wealth
by Sicherman, Neil W & Pettway, Richard H
- 1275-1291 Debt Management under Corporate and Personal Taxation
by Mauer, David C & Lewellen, Wilbur G
- 1293-1307 Components of the Bid-Ask Spread and the Statistical Properties of Transaction Prices
by Glosten, Lawrence R
- 1309-1329 The Temporal Price Relationship between S&P 500 Futures and the S and P 500 Index
by Kawaller, Ira G & Koch, Paul D & Koch, Timothy W
- 1331-1345 Off-Board Trading of NYSE-Listed Stocks: The Effects of Degregulation and the National Market System
by Hamilton, James L
- 1347-1370 The Market Reaction to Stock Splits
by Lamoureux, Christopher G & Poon, Percy
- 1371-1376 Portfolio Selection in the Mean-Variance Model: A Note
by Nielsen, Lars Tyge
- 1377-1383 A Note on Quantity versus Price Risk and the Theory of Financial Intermediation
by Smith, Stephen D & Gregory, Deborah Wright & Weiss, Kathleen A
- 1385-1387 Friday the Thirteenth: 'Part VII'--A Note
by Kolb, Robert W & Rodriguez, Ricardo J
- 1389-1397 Institutional Contributions to the Leading Finance Journals, 1975 through 1986: A Note
by Niemi, Albert W, Jr
September 1987, Volume 42, Issue 4
- 809-822 Costless Signalling in Financial Markets
by Franke, Gunter
- 823-837 Managerial Incentives and Corporate Investment and Financing Decision s
by Agrawal, Anup & Mandelker, Gershon N
- 839-862 Managerial Preference, Asymmetric Information, and Financial Structur e
by Blazenko, George W
- 863-872 Trade Credit and Informational Asymmetry
by Smith, Janet Kiholm
- 873-888 Mean-Variance Spanning
by Huberman, Gur & Kandel, Shmuel
- 889-911 Corporate Financial Policy, Information, and Market Expectations: An Empirical Investigation of Dividends
by Ofer, Aharon R & Siegel, Daniel R
- 913-932 Stock Splits and Stock Dividends: Why, Who, and When
by Lakonishok, Josef & Lev, Baruch
- 933-942 The Effect of Long-term Performance Plans on Corporate Sell-Off-Induced Abnormal Returns
by Tehranaian, Hassan & Travlos, Nickolaos G & Waegelein, James F
- 943-963 Corporate Takeover Bids, Methods of Payment, and Bidding Firms' Stock Returns
by Travlos, Nickolaos G
- 965-986 The Pricing Effects of Interfirm Cash Tender Offers
by Bhagat, Sanjai & Brickley, James A & Loewenstein, Uri
- 987-1005 Lease Valuation When Taxable Earnings Are a Scarce Resource
by Franks, Julian R & Hodges, Stewart D
- 1007-1021 Optimal Hedging in Futures Markets with Multiple Delivery Specifications
by Kamara, Avraham & Siegel, Andrew F
- 1023-1034 Maturity Intermediation and Intertemporal Lending Policies of Financial Intermediaries
by Morgan, George Emir & Smith, Stephen D
- 1035-1048 Order Arrival, Quote Behavior, and the Return-Generating Process
by Hasbrouck, Joel & Ho, Thomas S Y
- 1049-1070 A Model of Intertemporal Discount Rates in the Presence of Real and Inflationary Autocorrelations
by Bosshardt, Donald I
- 1071-1076 A Note on the Pricing of Commodity-Linked Bonds
by Carr, Peter
- 1077-1082 The Effect of 12b-1 Plans on Mutual Fund Expense Ratios: A Note
by Ferris, Stephen P & Chance, Don M
- 1083-1090 On the Resolution of Agency Problems by Complex Financial Instruments: A Comment [Resolving the Agency Problems of External Capital through Stock Options]
by Narayanan, M P
- 1091-1095 On the Resolution of Agency Problems by Complex Financial Instruments: A Reply
by Haugen, Robert A & Senbet, Lemma W
- 1097-1102 Managerial Incentives for Short-term Results: A Comment
by Darrough, Masako N
- 1103-1104 Managerial Incentives for Short-term Results: A Reply
by Narayanan, M P
July 1987, Volume 42, Issue 3
- 483-510 A Simple Model of Capital Market Equilibrium with Incomplete Information
by Merton, Robert C
- 511-531 Potential Competition and Actual Competition in Equity Options
by Neal, Robert
- 533-553 Trading Mechanisms and Stock Returns: An Empirical Investigation
by Amihud, Yakov & Mendelson, Haim
- 554-555 Trading Mechanisms and Stock Returns: An Empirical Investigation: Discussion
by O'Hara, Maureen
- 557-581 Further Evidence on Investor Overreaction and Stock Market Seasonalit y
by De Bondt, Werner F M & Thaler, Richard H
- 583-599 Growth Opportunities and Risk-Taking by Financial Intermediaries
by Herring, Richard J & Vankudre, Prashant
- 601-619 Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests
by Lehmann, Bruce N
- 620-622 Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests: Discussion
by Kandel, Shmuel
- 623-641 Risk-Shifting Incentives and Signalling through Corporate Capital Structure
by John, Kose
- 643-661 Asset Writedowns: Managerial Incentives and Security Returns
by Strong, John S & Meyer, John R
- 661-663 Asset Writedowns: Managerial Incentives and Security Returns: Discussion
by Thakor, Anjan V
- 665-681 Credit Granting: A Comparative Analysis of Classification Procedures
by Srinivasan, Venkat & Kim, Yong H
- 681-683 Credit Granting: A Comparative Analysis of Classification Procedures: Discussion
by Eisenbeis, Robert A
- 685-698 Death and Taxes: The Market for Flower Bonds
by Mayers, David & Smith, Clifford W, Jr
- 698-702 Death and Taxes: The Market for Flower Bonds: Discussion
by Witt, Robert C
- 703-720 The Choice of Issuance Procedure and the Cost of Competitive and Negotiated Underwriting: An Examination of the Impact of Rule 50
by Smith, Richard L
- 721-739 Gains from International Diversification: 1968-85 Returns on Portfolios of Stocks and Bonds
by Grauer, Robert R & Hakansson, Nils H
- 739-741 Gains from International Diversification: 1968-85 Returns on Portfolios of Stocks and Bonds: Discussion
by Crouhy, Michel
- 743-758 Effects of Capital Gains Taxation on Life-Cycle Investment and Portfolio Management
by Balcer, Yves & Judd, Kenneth L
- 758-761 Effects of Capital Gains Taxation on Life-Cycle Investment and Portfolio Management: Discussion
by Spatt, Chester S
- 763-797 The Effect of Sequential Information Arrival on Asset Prices: An Experimental Study
by Copeland, Thomas E & Friedman, Daniel
June 1987, Volume 42, Issue 2
- 201-220 Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas
by Ferson, Wayne E & Kandel, Shmuel & Stambaugh, Robert F
- 221-231 Nonsynchronous Data and the Covariance-Factor Structure of Returns
by Shanken, Jay
- 233-265 Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons
by Lehmann, Bruce N & Modest, David M
- 267-280 The Pricing of Options with Default Risk
by Johnson, Herb & Stulz, Rene
- 281-300 The Pricing of Options on Assets with Stochastic Volatilities
by Hull, John C & White, Alan D
- 301-320 Efficient Analytic Approximation of American Option Values
by Barone-Adesi, Giovanni & Whaley, Robert E
- 321-343 Efficient Signalling with Dividends and Investments
by Ambarish, Ramasastry & John, Kose & Williams, Joseph
- 345-363 Collateral and Competitive Equilibria with Moral Hazard and Private Information
by Chan, Yuk-Shee & Thakor, Anjan V
- 365-394 A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchases and Dividends
by Ofer, Aharon R & Thakor, Anjan V
- 395-406 Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach
by Wolff, Christian C P
- 407-422 Reserves Announcements and Interest Rates: Does Monetary Policy Matter?
by Hardouvelis, Gikas A
- 423-445 A Multiproduct Cost Study of Savings and Loans
by Mester, Loretta J
- 447-451 Taxable vs. Tax-Exempt Bonds: A Note on the Effect of Uncertain Taxable Income
by Piros, Christopher D
- 453-461 Can Tax-Loss Selling Explain the January Effect? A Note
by Jones, Charles P & Pearce, Douglas K & Wilson, Jack W
- 463-469 A Note on the Convergence of Binomial-Pricing and Compound-Option
by Omberg, Edward
- 471-471 Positively Weighted Frontier Portfolios: A Note
by Nielsen, Lars Tyge
- 473-473 A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition--Erratum
by Gilles, Christian & LeRoy, Stephen F
March 1987, Volume 42, Issue 1
- 1-9 Mimicking Portfolios and Exact Arbitrage Pricing
by Huberman, Gur & Kandel, Shmuel & Stambaugh, Robert F
- 11-28 Autoregressive Modeling of Earnings-Investment Causality
by Bar Yosef, Sasson & Callen, Jeffrey L & Livnat, Joshua
- 29-48 Perquisites, Risk, and Capital Structure
by Williams, Joseph T
- 49-68 Seasonality in the Risk-Return Relationship: Some International Evidence
by Corhay, Albert & Hawawini, Gabriel & Michel, Pierre
- 69-79 Expectations of Exchange Rates and Differential Inflation Rates:
by Huang, Roger D
- 81-97 The Default Premium and Corporate Bond Experience
by Fons, Jerome S
- 99-110 An Analysis of Yield Curve Notes
by Ogden, Joseph P
- 111-118 Nonsynchronous Security Trading and Market Index Autocorrelation
by Atchison, Michael D & Butler, Kirt C & Simonds, Richard R
- 119-140 The Puzzle in Post-listing Common Stock Returns
by McConnell, John J & Sanger, Gary C
- 141-149 Using Financial Prices to Test Exchange Rate Models: A Note
by Solnik, Bruno
- 151-158 Asset Pricing and Dual Listing on Foreign Capital Markets: A Note
by Alexander, Gordon J & Eun, Cheol S & Janakiramanan, S
- 159-162 Initial Public Offer Underpricing: The Issuer's View--A Note
by Dawson, Steven M
- 163-168 A Note on the Behavior of Stock Returns around Ex-dates of Stock Distributions
by Dravid, Ajay R
- 169-180 Miller's Irrelevance Mechanism: A Note
by Aivazian, Varouj A & Callen, Jeffrey L
- 181-188 The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement--A Comment
by So, Jacky C
- 189-194 The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement--A Reply
by McFarland, James W & Pettit, R Richardson & Sung, Sam K
December 1986, Volume 41, Issue 5
- 997-1010 An Analysis of Divestiture Effects Resulting from Deregulation
by Chen, Andrew H & Merville, Larry J
- 1011-1029 Term Structure Movements and Pricing Interest Rate Contingent Claims
by Ho, Thomas S Y & Lee, Sang-bin
- 1031-1050 Price Regulation in Property-Liability Insurance: A Contingent-Claims Approach
by Doherty, Neil A & Garven, James R
- 1051-1068 Positively Weighted Portfolios on the Minimum-Variance Frontier
by Green, Richard C
- 1069-1087 A Theory of Trading Volume
by Karpoff, Jonathan M
- 1089-1102 Information Asymmetry and the Dealer's Bid-Ask Spread: A Case Study of Earnings and Dividend Announcements
by Venkatesh, P C & Chiang, R
- 1103-1114 Commercial Bank Portfolio Behavior and Endogenous Uncertainty
by Stanhouse, Bryan
- 1115-1128 Can Tax-Loss Selling Explain the January Seasonal in Stock Returns?
by Chan, K C
- 1129-1140 Contributing Authors and Institutions to the Journal of Finance: 1946-1985
by Heck, J Louis & Cooley, Philip L & Hubbard, Carl M
- 1141-1148 A Note on Optimal Credit and Pricing Policy under Uncertainty: A Contingent-Claims Approach
by Lam, Chun H & Chen, Andrew H
- 1149-1152 The Weekly Pattern in Stock Index Futures: A Further Note
by Dyl, Edward A & Maberly, Edwin D
- 1153-1155 Homogeneity Restrictions on the Translog Cost Model: A Note [Scale Economies in Banking: A Restructuring and Reassessment]
by Zardkoohi, Asghar & Rangan, Nanda & Kolari, James
- 1157-1170 The Role of Options in the Resolution of Agency Problems: A Comment [Theory of the Firm: Managerial Behaviour, Agency Costs and Ownership Structure]
by Farmer, Roger E A & Winter, Ralph A
- 1171-1173 The Role of Options in the Resolution of Agency Problems: A Reply
by Haugen, Robert A & Senbet, Lemma W
- 1175-1176 Performance Hypothesis Testing with the Sharpe and Treynor Measures: A Comment
by Cadsby, Charles Bram
- 1177-1179 Mean-Variance versus Direct Utility Maximization: A Comment
by Reid, Donald W & Tew, Bernard V
- 1181-1181 Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach--Erratum
by Levy, Haim
September 1986, Volume 41, Issue 4
- 779-793 Sample-Dependent Results Using Accounting and Market Data: Some Evidence
by Banz, Rolf W & Breen, William J
- 795-814 The Impact of Preferred-for-Common Exchange Offers on Firm Value
by Pinegar, J Michael & Lease, Ronald C
- 815-829 Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures
by Harris, Lawrence E & Gurel, Eitan
- 831-842 Asset Price Volatility, Bubbles, and Process Switching
by Flood, Robert P & Hodrick, Robert J
- 843-855 The Pricing of Futures and Options Contracts on the Value Line Index
by Eytan, T Hanan & Harpaz, Giora
- 857-870 Futures Options and the Volatility of Futures Prices
by Ball, Clifford A & Torous, Walter N
- 871-895 Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model
by Ronn, Ehud I & Verma, Avinash K
- 897-914 A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership
by Eun, Cheol S & Janakiramanan, S
- 915-921 The Relationship between Arbitrage and First Order Stochastic Dominance
by Jarrow, Robert
- 923-933 The Duration of an Adjustable-Rate Mortgage and the Impact of the Index
by Ott, Robert A, Jr
- 935-949 Callable Bonds: A Risk-Reducing Signalling Mechanism
by Robbins, Edward Henry & Schatzberg, John D
- 951-974 Volume for Winners and Losers: Taxation and Other Motives for Stock Trading
by Lakonishok, Josef & Smidt, Seymour
- 975-979 A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition
by Gilles, Christian & Leroy, Stephen F
- 981-985 A Note on Unanticipated Money Growth and Interest Rate Surprises: Mishkin and Makin Revisited
by Grier, Kevin B
July 1986, Volume 41, Issue 3
- 529-543 Noise
by Black, Fischer
- 545-557 Valuation of Risky Assets in Arbitrage Free Economies with Frictions
by Prisman, Eliezer Z
- 557-560 Valuation of Risky Assets in Arbitrage Free Economies with Frictions: Discussion
by Ronn, Ehud I
- 561-576 LYON Taming
by McConnell, John J & Schwartz, Eduardo S
- 576-577 LYON Taming: Discussion
by Mason, Scott P
- 579-590 Do Demand Curves for Stocks Slope Down?
by Shleifer, Andrei
- 591-601 Does the Stock Market Rationally Reflect Fundamental Values?
by Summers, Lawrence H
- 601-602 Does the Stock Market Rationally Reflect Fundamental Values? Discussion
by Stambaugh, Robert F
- 603-614 Integration vs. Segmentation in the Canadian Stock Market
by Jorion, Philippe & Schwartz, Eduardo
- 614-616 Integration vs. Segmentation in the Canadian Stock Market: Discussion
by Bodurtha, James N, Jr
- 617-630 The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates
by Brown, Stephen J & Dybvig, Philip H
- 630-632 The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates: Discussion
by Ferson, Wayne E
- 633-643 Pricing New Corporate Bond Issues: An Analysis of Issue Cost and Seasoning Effects
by Fung, W K H & Rudd, Andrew
- 643-644 Pricing New Corporate Bond Issues: An Analysis of Issue Cost and Seasoning Effects: Discussion
by Taggart, Robert A, Jr
- 645-655 An Economic Analysis of Interest Rate Swaps
by Bicksler, James & Chen, Andrew H
- 657-668 Inflation, Uncertainty, and Investment
by Baldwin, Carliss Y & Ruback, Richard S
- 668-669 Inflation, Uncertainty, and Investment: Discussion
by Auerbach, Alan J
- 671-682 Returns and Risks of U.S. Bank Foreign Currency Activities
by Grammatikos, Theoharry & Saunders, Anthony & Swary, Itzhak
- 682-683 Returns and Risks of U.S. Bank Foreign Currency Activities: Discussion
by Brickley, James A
- 685-696 The Timing and Substance of Divestiture Announcements: Individual, Simultaneous and Cumulative Effects
by Klein, April
- 696-697 The Timing and Substance of Divestiture Announcements: Individual, Simultaneous and Cumulative Effects: Discussion
by Hite, Gailen L
- 699-713 Discrete Expectational Data and Portfolio Performance
by Elton, Edwin J & Gruber, Martin J & Grossman, Seth
- 713-714 Discrete Expectational Data and Portfolio Performance: Discussion
by Logue, Dennis E
- 715-730 On Timing and Selectivity
by Admati, Anat R, et al
- 730-732 On Timing and Selectivity: Discussion
by Verrecchia, Robert E
- 733-746 Optimal Portfolio Choice under Incomplete Information
by Gennotte, Gerard
- 747-749 Optimal Portfolio Choice under Incomplete Information: Discussion
by Feldman, David
- 751-762 Tax Clienteles and Asset Pricing
by Dybvig, Philip H & Ross, Stephen A
- 762-763 Tax Clienteles and Asset Pricing: Discussion
by Williams, Joseph
June 1986, Volume 41, Issue 2
- 295-312 Benchmark Portfolio Inefficiency and Deviations from the Security Market Line
by Green, Richard C
- 313-329 International Arbitrage Pricing Theory: An Empirical Investigation
by Cho, D Chinhyung & Eun, Cheol S & Senbet, Lemma W
- 331-337 On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension
by Shanken, Jay
- 339-346 The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return
by Kandel, Shmuel
- 347-368 On the Number of Factors in the Arbitrage Pricing Model
by Trzcinka, Charles A
- 369-382 Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy
by Dothan, Michael U & Feldman, David
- 383-391 Asset Pricing in a Production Economy with Incomplete Information
by Detemple, Jerome B
- 393-410 The Pricing of Interest-Rate Risk: Evidence from the Stock Market
by Sweeney, Richard J & Warga, Arthur D
- 411-424 Options, Taxes, and Ex-Dividend Day Behavior
by Kaplanis, Costas P
- 425-435 Loan Commitment Contracts, Terms of Lending, and Credit Allocation
by Melnik, Arie & Plaut, Steven
- 437-450 Deposit Insurance and the Discount Window: Pricing under Asymmetric Information
by Kanatas, George
- 451-463 Shelf Registrations and Shareholder Wealth: A Comparison of Shelf and Traditional Equity Offerings
by Moore, Norman H & Peterson, David R & Peterson, Pamela P
- 465-480 A Model of Dynamic Takeover Behavior
by Giammarino, Ronald M & Heinkel, Robert L
- 481-499 Price Movements as Indicators of Tender Offer Success
by Samuelson, William & Rosenthal, Leonard
- 501-513 Moral Hazard and Adverse Selection: The Question of Financial Structure
by Darrough, Masako N & Stoughton, Neal M
- 515-520 A Discrete Time Option Model Dependent on Expected Return: A Note
by O'Brien, Thomas J
March 1986, Volume 41, Issue 1
- 1-18 Rights versus Underwritten Offerings: An Asymmetric Information Approach
by Heinkel, Robert L & Schwartz, Eduardo S
- 19-37 Asymmetric Information and Risky Debt Maturity Choice
by Flannery, Mark J
- 39-52 Informational Efficiency and Information Subsets
by Latham, Mark
- 53-66 The Effects of Different Taxes on Risky and Risk-free Investment and on the Cost of Capital
by Zhu, Yu & Friend, Irwin
- 67-92 A Utility-based Model of Common Stock Price Movements
by Litzenberger, Robert H & Ronn, Ehud I
- 93-105 Stock Price Movements in Response to Stock Issues under Asymmetric Information
by Krasker, William S
- 107-125 Earnings Announcements, Stock Price Adjustment, and the Existence of Option Markets
by Jennings, Robert & Starks, Laura
- 127-150 Valuation of American Futures Options: Theory and Empirical Tests
by Whaley, Robert E
- 151-162 Efficiency Tests of the Foreign Currency Options Market
by Bodurtha, James N, Jr & Courtadon, Georges R
- 163-182 Beating the Foreign Exchange Market
by Sweeney, Richard J
- 183-193 A Defense of Traditional Hypotheses about the Term Structure of Interest Rates
by Campbell, John Y
- 195-207 Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market
by Kane, Alex & Marcus, Alan J
- 209-223 Asset Pricing and Expected Inflation
by Stulz, Rene M
- 225-241 Excess Asset Reversions and Shareholder Wealth
by Alderson, Michael J & Chen, K C
- 243-247 LaPlace Transforms as Present Value Rules: A Note
by Buser, Stephen A
- 249-253 Some Aspects of Equilibrium for a Cross-section of Firms Signalling Profitability with Dividends: A Note
by Makhija, Anil K & Thompson, Howard E
- 255-261 The Effect of Three Mile Island on Utility Bond Risk Premia: A Note
by Barrett, W Brian & Heuson, Andrea J & Kolb, Robert W
- 263-267 A Note on the Welfare Consequences of New Option Markets
by Schachter, Barry
- 269-276 Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note
by Shanken, Jay
- 277-286 Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note
by McInish, Thomas H & Wood, Robert A
December 1985, Volume 40, Issue 5
- 1263-1281 A Sequential Signalling Model of Convertible Debt Call Policy
by Harris, Milton & Raviv, Artur
- 1283-1301 Option Pricing and Replication with Transactions Costs
by Leland, Hayne E
- 1303-1317 Options on the Spot and Options on Futures
by Brenner, Menachem & Courtadon, Georges & Subrahmanyam, Marti
- 1319-1340 The Valuation of Options on Futures Contracts
by Ramaswamy, Krishna & Sundaresan, Suresh M
- 1341-1352 On the Optimality of Portfolio Insurance
by Benninga, Simon & Blume, Marshall E
- 1353-1365 Dispersion of Financial Analysts' Earnings Forecasts and the (Option Model) Implied Standard Deviaitons of Stock Returns
by Ajinkya, Bipin B & Gift, Michael J
- 1367-1373 Approximate Factor Structures: Interpretations and Implications for Empirical Tests
by Grinblatt, Mark & Titman, Sheridan
- 1375-1384 A VARMA Analysis of the Causal Relations among Stock Returns, Real Output, and Nominal Interest Rates
by James, Christopher & Koreisha, Sergio & Partch, Megan
- 1385-1401 The Rule 415 Experiment: Equity Markets
by Bhagat, Sanjai & Marr, M Wayne & Thompson, G Rodney
- 1403-1422 Moral Hazard and Information Sharing: A Model of Financial Information Gathering Agencies
by Millon, Marcia H & Thakor, Anjan V
- 1423-1437 On the Relevance of Debt Maturity Structure
by Brick, Ivan E & Ravid, S Abraham
- 1439-1457 A Model for the Determination of "Fair" Premiums on Lease Cancellation Insurance Policies
by Schallheim, James S & McConnell, John J
- 1459-1467 The Puzzle of Financial Leverage Clienteles
by Sarig, Oded & Scott, James
- 1469-1484 Managerial Incentives for Short-term Results
by Narayanan, M P
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