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Content
September 2004, Volume 39, Issue 3
- 517-540 Negotiation and the IPO Offer Price: A Comparison of Integer vs. Non-Integer IPOs
by Bradley, Daniel J. & Cooney, John W. & Jordan, Bradford D. & Singh, Ajai K.
- 541-569 Initial Public Offerings in Hot and Cold Markets
by Helwege, Jean & Liang, Nellie
- 571-594 Why Do IPO Underwriters Allocate Extra Shares when They Expect to Buy Them Back?
by Zhang, Donghang
- 595-611 The Effect of Transaction Size on Off-the-Run Treasury Prices
by Babbel, David F. & Merrill, Craig B. & Meyer, Mark F. & de Villiers, Meiring
- 613-630 Do Indirect Investment Barriers Contribute to Capital Market Segmentation?
by Nishiotis, George P.
- 631-659 Limited Partnerships and Reputation Formation
by Kallberg, Jarl G. & Liu, Crocker H. & Srinivasan, Anand
June 2004, Volume 39, Issue 2
- 209-225 The Impact of Regulation Fair Disclosure: Trading Costs and Information Asymmetry
by Eleswarapu, Venkat R. & Thompson, Rex & Venkataraman, Kumar
- 227-251 Cookie Cutter vs. Character: The Micro Structure of Small Business Lending by Large and Small Banks
by Cole, Rebel A. & Goldberg, Lawrence G. & White, Lawrence J.
- 253-275 Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier
by Ibáñez, Alfredo & Zapatero, Fernando
- 277-304 Third Market Reforms: The Overlooked Goal of the SEC's Order Handling Rules
by Odders-White, Elizabeth R.
- 305-326 Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data
by Hasbrouck, Joel
- 327-341 Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange
by Lee, Yi-Tsung & Liu, Yu-Jane & Roll, Richard & Subrahmanyam, Avanidhar
- 343-364 Weather, Stock Returns, and the Impact of Localized Trading Behavior
by Loughran, Tim & Schultz, Paul
- 365-384 Price Dynamics in the Regular and E-Mini Futures Markets
by Kurov, Alexander & Lasser, Dennis J.
- 385-405 Opportunity Cost of Capital for Venture Capital Investors and Entrepreneurs
by Kerins, Frank & Smith, Janet Kiholm & Smith, Richard
- 407-429 The Economic Value of Predicting Stock Index Returns and Volatility
by Marquering, Wessel & Verbeek, Marno
March 2004, Volume 39, Issue 1
- 1-23 Discounting and Clustering in Seasoned Equity Offering Prices
by Mola, Simona & Loughran, Tim
- 25-46 Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations
by Cao, Charles & Field, Laura Casares & Hanka, Gordon
- 47-68 Confidence in the Familiar: An International Perspective
by Li, Kai
- 69-102 Common Factors and Local Factors: Implications for Term Structures and Exchange Rates
by Ahn, Dong-Hyun
- 103-114 Sharpe Ratios and Alphas in Continuous Time
by Nielsen, Lars Tyge & Vassalou, Maria
- 115-142 Demographics, Stock Market Flows, and Stock Returns
by Goyal, Amit
- 143-166 Changing Risk, Return, and Leverage: The 1997 Asian Financial Crisis
by Maroney, Neal & Naka, Atsuyuki & Wansi, Theresia
- 167-191 Minority Shareholder Protections and the Private Benefits of Control for Swedish Mergers
by Holmén, Martin & Knopf, John D.
- 193-208 A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium
by Covrig, Vicentiu & Low, Buen Sin & Melvin, Michael
December 2003, Volume 38, Issue 4
- 695-719 Agency Costs of Controlling Minority Shareholders
by Cronqvist, Henrik & Nilsson, Mattias
- 721-746 Do Takeover Targets Underperform? Evidence from Operating and Stock Returns
by Agrawal, Anup & Jaffe, Jeffrey F.
- 747-777 Trade Execution Costs and Market Quality after Decimalization
by Bessembinder, Hendrik
- 779-810 Errors in Implied Volatility Estimation
by Hentschel, Ludger
- 811-828 An Examination of the Performance of the Trades and Stock Holdings of Fund Managers: Further Evidence
by Pinnuck, Matt
- 829-846 The Value of Trading Consolidation: Evidence from the Exercise of Warrants
by Amihud, Yakov & Lauterbach, Beni & Mendelson, Haim
- 847-880 A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives
by Peterson, Sandra & Stapleton, Richard C. & Subrahmanyam, Marti G.
- 881-902 On Inferring the Direction of Option Trades
by Savickas, Robert & Wilson, Arthur J.
September 2003, Volume 38, Issue 3
- 475-501 Financial Advisors and Shareholder Wealth Gains in Corporate Takeovers
by Kale, Jayant R. & Kini, Omesh & Ryan, Harley E.
- 503-521 Reputation and the Market for Distressed Firm Debt
by Noe, Thomas H. & Rebello, Michael J.
- 523-554 On the Impossibility of Weak-Form Efficient Markets
by Slezak, Steve L.
- 555-574 Cross-Hedging with Currency Options and Futures
by Chang, Eric C. & Wong, Kit Pong
- 575-589 The Impact of Minimum Trading Units on Stock Value and Price Volatility
by Hauser, Shmuel & Lauterbach, Beni
- 591-610 Market Structure and Trader Anonymity: An Analysis of Insider Trading
by Garfinkel, Jon A. & Nimalendran, M.
- 611-634 Is There Really a When-Issued Premium?
by Ezzell, John R. & Miles, James A. & Mulherin, J. Harold
- 635-672 The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions
by Driessen, Joost & Klaassen, Pieter & Melenberg, Bertrand
- 673-694 The Clustering of IPO Gross Spreads: International Evidence
by Torstila, Sami
June 2003, Volume 38, Issue 2
- 251-274 Hedge Fund Performance 1990–2000: Do the “Money Machines” Really Add Value?
by Amin, Gaurav S. & Kat, Harry M.
- 275-294 Do Persistent Large Cash Reserves Hinder Performance?
by Mikkelson, Wayne H. & Partch, M. Megan
- 295-316 Risk Premia and the Dynamic Covariance between Stock and Bond Returns
by Scruggs, John T. & Glabadanidis, Paskalis
- 317-336 Does Coordinated Institutional Investor Activism Reverse the Fortunes of Underperforming Firms?
by Song, Wei-Ling & Szewczyk, Samuel H.
- 337-358 Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model
by Jarrow, Robert & Yildirim, Yildiray
- 359-382 The Valuation of Default-Triggered Credit Derivatives
by Chen, Ren-Raw & Sopranzetti, Ben J.
- 383-398 A Multifactor Explanation of Post-Earnings Announcement Drift
by Kim, Dongcheol & Kim, Myungsun
- 399-423 Interaction of Debt Agency Problems and Optimal Capital Structure: Theory and Evidence
by Mao, Connie X.
- 425-447 Do Momentum-Based Strategies Still Work in Foreign Currency Markets?
by Okunev, John & White, Derek
- 449-473 Pricing Bounds on Asian Options
by Nielsen, J. Aase & Sandmann, Klaus
March 2003, Volume 38, Issue 1
- 1-36 International Corporate Governance
by Denis, Diane K. & McConnell, John J.
- 37-60 Creditor Rights, Enforcement, and Debt Ownership Structure: Evidence from the Global Syndicated Loan Market
by Esty, Benjamin C. & Megginson, William L.
- 61-86 Strategic Transparency and Informed Trading: Will Capital Market Integration Force Convergence of Corporate Governance?
by Perotti, Enrico C. & Von Thadden, Ernst-Ludwig
- 87-110 Corporate Governance and the Home Bias
by Dahlquist, Magnus & Pinkowitz, Lee & Stulz, René M. & Williamson, Rohan
- 111-133 International Corporate Governance and Corporate Cash Holdings
by Dittmar, Amy & Mahrt-Smith, Jan & Servaes, Henri
- 135-158 Capital Market Development, International Integration, Legal Systems, and the Value of Corporate Diversification: A Cross-Country Analysis
by Fauver, Larry & Houston, Joel & Naranjo, Andy
- 159-184 Equity Ownership and Firm Value in Emerging Markets
by Lins, Karl V.
- 185-212 Do Better Institutions Mitigate Agency Problems? Evidence from Corporate Finance Choices
by Giannetti, Mariassunta
- 213-230 U. S. Investors' Perceptions of Corporate Control in Mexico: Evidence from Sibling ADRs
by Pinegar, J. Michael & Ravichandran, R.
- 231-250 Is Corporate Governance Ineffective in Emerging Markets?
by Gibson, Michael S.
December 2002, Volume 37, Issue 4
- 523-557 The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds
by Guercio, Diane Del & Tkac, Paula A.
- 559-594 Returns-Chasing Behavior, Mutual Funds, and Beta's Death
by Karceski, Jason
- 595-616 Partial Adjustment to Public Information and IPO Underpricing
by Bradley, Daniel J. & Jordan, Bradford D.
- 617-648 Does Market Structure Affect the Immediacy of Stock Price Responses to News?
by Masulis, Ronald W. & Shivakumar, Lakshmanan
- 649-666 Option Pricing in a Multi-Asset, Complete Market Economy
by Chen, Ren-Raw & Chung, San-Lin & Yang, Tyler T.
- 667-692 Pricing American Options on Foreign Assets in a Stochastic Interest Rate Economy
by Chung, San-Lin
- 693-721 An Empirical Examination of Call Option Values Implicit in U.S. Corporate Bonds
by King, Tao-Hsien Dolly
- 722-722 Errata
by Anonymous
September 2002, Volume 37, Issue 3
- 341-374 Option Value, Uncertainty, and the Investment Decision
by Kandel, Eugene & Pearson, Neil D.
- 375-389 Daily Momentum and Contrarian Behavior of Index Fund Investors
by Goetzmann, William N. & Massa, Massimo
- 391-424 Information-Based Trading in Dealer and Auction Markets: An Analysis of Exchange Listings
by Heidle, Hans G. & Huang, Roger D.
- 425-448 Price Leadership in the Spot Foreign Exchange Market
by Sapp, Stephen G.
- 449-469 Preferencing, Internalization of Order Flow, and Tacit Collusion: Evidence from Experiments
by Kluger, Brian D. & Wyatt, Steve B.
- 471-493 Risk-Neutral Skewness: Evidence from Stock Options
by Dennis, Patrick & Mayhew, Stewart
- 495-521 International Cross-Listing and Visibility
by Baker, H. Kent & Nofsinger, John R. & Weaver, Daniel G.
June 2002, Volume 37, Issue 2
- 177-200 Agency Conflicts in Closed-End Funds: The Case of Rights Offerings
by Khorana, Ajay & Wahal, Sunil & Zenner, Marc
- 201-220 How Large are the Benefits from Using Options?
by Neuberger, Anthony & Hodges, Stewart
- 221-241 Order Submission Strategy and the Curious Case of Marketable Limit Orders
by Peterson, Mark & Sirri, Erik
- 243-269 Intraday Market Price Integration for Shares Cross-Listed Internationally
by Kryzanowski, Lawrence & Zhang, Hao
- 271-295 Asset Pricing under the Quadratic Class
by Leippold, Markus & Wu, Liuren
- 297-318 A Methodology for Assessing Model Risk and its Application to the Implied Volatility Function Model
by Hull, John & Suo, Wulin
- 319-340 How Stock Flippers Affect IPO Pricing and Stabilization
by Fishe, Raymond P. H.
March 2002, Volume 37, Issue 1
- 1-27 Stock Market Volatility in a Heterogeneous Information Economy
by Grundy, Bruce D. & Kim, Youngsoo
- 29-61 The Decline of Inflation and the Bull Market of 1982–1999
by Ritter, Jay R. & Warr, Richard S.
- 63-91 Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets
by Wachter, Jessica A.
- 93-115 Average Rate Claims with Emphasis on Catastrophe Loss Options
by Bakshi, Gurdip & Madan, Dilip
- 117-135 Analytical Upper Bounds for American Option Prices
by Chen, Ren-Raw & Yeh, Shih-Kuo
- 137-155 Operating Performance and the Method of Payment in Takeovers
by Heron, Randall & Lie, Erik
- 157-176 Put Option Values of Thrifts in the 1980s: Evidence from Thrift Stock Reactions to the FIRREA
by Park, Sangkyun
December 2001, Volume 36, Issue 4
- 415-430 Long-Run Performance and Insider Trading in Completed and Canceled Seasoned Equity Offerings
by Clarke, Jonathan & Dunbar, Craig & Kahle, Kathleen M.
- 431-449 The Effect of Green Investment on Corporate Behavior
by Heinkel, Robert & Kraus, Alan & Zechner, Josef
- 451-484 Why Do Option Introductions Depress Stock Prices? A Study of Diminishing Short Sale Constraints
by Danielsen, Bartley R. & Sorescu, Sorin M.
- 485-501 Trade Size and Information-Motivated Trading in the Options and Stock Markets
by Lee, Jason & Yi, Cheong H.
- 503-522 Tick Size, Bid-Ask Spreads, and Market Structure
by Huang, Roger D. & Stoll, Hans R.
- 523-543 Economic News and Bond Prices: Evidence from the U.S. Treasury Market
by Balduzzi, Pierluigi & Elton, Edwin J. & Green, T. Clifton
- 545-565 Trading Volume and Information Revelation in Stock Market
by Suominen, Matti
September 2001, Volume 36, Issue 3
- 287-309 Day Trading International Mutual Funds: Evidence and Policy Solutions
by Goetzmann, William N. & Ivković, Zoran & Rouwenhorst, K. Geert
- 311-334 Takeover Defenses and Dilution: A Welfare Analysis
by Chakraborty, Atreya & Arnott, Richard
- 335-344 Does Conditioning Information Matter in Estimating Continuous Time Interest Rate Diffusions?
by Abhyankar, Abhay & Basu, Devraj
- 345-370 Managerial Ownership, Incentive Contracting, and the Use of Zero-Cost Collars and Equity Swaps by Corporate Insiders
by Bettis, J. Carr & Bizjak, John M. & Lemmon, Michael L.
- 371-393 Performance Changes following Top Management Turnover: Evidence from Open-End Mutual Funds
by Khorana, Ajay
- 395-414 Firm Internationalization and the Cost of Debt Financing: Evidence from Non-Provisional Publicly Traded Debt
by Reeb, David M. & Mansi, Sattar A. & Allee, John M.
June 2001, Volume 36, Issue 2
- 141-168 Is the Market Optimistic about the Future Earnings of Seasoned Equity Offering Firms?
by Brous, Peter A. & Datar, Vinay & Kini, Omseh
- 169-193 Is the Market Surprised by Poor Earnings Realizations following Seasoned Equity Offerings?
by Denis, David J. & Sarin, Atulya
- 195-220 The Market Demand Curve for Common Stocks: Evidence from Equity Mutual Fund Flows
by Cha, Heung-Joo & Lee, Bong-Soo
- 221-250 Corporate Hedging and Speculative Incentives: Implications for Swap Market Default Risk
by Mozumdar, Abon
- 251-265 Are Treasury Securities Free of Default?
by Nippani, Srinivas & Liu, Pu & Schulman, Craig T.
- 267-286 Can the Treatment of Limit Orders Reconcile the Differences in Trading Costs between the Differences in Trading Costs between NYSE and Nasdaq Issues?
by Chung, Kee H. & Van Ness, Bonnie F. & Van Ness, Robert A.
March 2001, Volume 36, Issue 1
- 1-24 The Debt-Equity Choice
by Hovakimian, Armen & Opler, Tim & Titman, Sheridan
- 25-51 How Stock Splits Affect Trading: A Microstructure Approach
by Easley, David & O'Hara, Maureen & Saar, Gideon
- 53-73 Another Look at Mutual Fund Tournaments
by Busse, Jeffrey A.
- 75-92 Derivatives Performance Attribution
by Rubinstein, Mark
- 93-118 Are Corporations Reducing or Taking Risks with Derivatives?
by Hentschel, Ludger & Kothari, S. P.
- 119-139 Record Date, When-Issued, and Ex-Date Effects in Stock Splits
by Nayar, Nandkumar & Rozeff, Michael S.
December 2000, Volume 35, Issue 4
- 499-528 The Long-Run Performance of Global Equity Offerings
by Foerster, Stephen R. & Karolyi, G. Andrew
- 529-551 The Accuracy of Trade Classification Rules: Evidence from Nasdaq
by Ellis, Katrina & Michaely, Roni & O'Hara, Maureen
- 553-576 A Direct Test of Methods for Inferring Trade Direction from Intra-Day Data
by Finucane, Thomas J.
- 577-600 Market Segmentation and the Cost of the Capital in International Equity Markets
by Errunza, Vihang R. & Miller, Darius P.
- 601-620 Predictability in International Asset Returns: A Reexamination
by Neely, Christopher J. & Weller, Paul
- 621-633 Blockholder Ownership and Market Liquidity
by Heflin, Frank & Shaw, Kenneth W.
September 2000, Volume 35, Issue 3
- 257-290 Monthly Measurement of Daily Timers
by Goetzmann, William N. & Ingersoll, Jonathan & Ivković, Zoran
- 291-307 Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases
by Fung, William & Hsieh, David A.
- 309-326 Hedge Funds: The Living and the Dead
by Liang, Bing
- 327-342 Multi-Period Performance Persistence Analysis of Hedge Funds
by Agarwal, Vikas & Naik, Narayan Y.
- 343-368 The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers
by Chen, Hsiu-Lang & Jegadeesh, Narasimhan & Wermers, Russ
- 369-386 Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings
by Gibson, Scott & Safieddine, Assem & Titman, Sheridan
- 387-408 The Value Added from Investment Managers: An Examination of Funds of REITs
by Kallberg, Jarl G. & Liu, Crocker L. & Trzcinka, Charles
- 409-423 Performance and Characteristics of Swedish Mutual Funds
by Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul
- 425-450 Small Sample Analysis of Performance Measures in the Asymmetric Response Model
by Pedersen, Christian S. & Satchell, Stephen E.
- 451-483 Morningstar Ratings and Mutual Fund Performance
by Blake, Christopher R. & Morey, Matthew R.
- 485-498 The Value Line Enigma: The Sum of Known Parts?
by Choi, James J.
June 2000, Volume 35, Issue 2
- 127-151 Behavioral Portfolio Theory
by Shefrin, Hersh & Statman, Meir
- 153-172 Profitability of Momentum Stragegies in the International Equity Markets
by Chan, Kalok & Hameed, Allaudeen & Tong, Wilson
- 173-189 Dividend Behaviour and Dividend Signaling
by Garrett, Ian & Priestley, Richard
- 191-215 Testing the Empirical Performance of Stochastic Volatility Models of the Short-Term Interest Rate
by Bali, Turan G.
- 217-238 The Impact of Takeovers on Shareholder Wealth during the 1920s Merger Wave
by Leeth, John D. & Borg, J. Rody
- 239-255 Do the Portfolios of Small Investors Reflect Positive Feedback Trading?
by Bange, Mary M.
March 2000, Volume 35, Issue 1
- 1-25 Gains to Bidder Firms Revisited: Domestic and Foreign Acquisitions in Canada
by Eckbo, B. Espen & Thorburn, Karin S.
- 27-41 The Rationality of Asset Allocation Recommendations
by Elton, Edwin J. & Gruber, Martin J.
- 43-65 A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads
by Madan, Dilip & Unal, Haluk
- 67-85 A Rexamination of the Motives and Gains in Joint Ventures
by Johnson, Shane A. & Houston, Mark B.
- 87-110 The Determinants of Contract Terms in Bank Revolving Credit Agreements
by Dennis, Steven & Nandy, Debarshi & Sharpe, Lan G.
- 111-126 Prices as Aggregators of Private Information: Evidence from S&P 500 Futures Data
by Cho, Jin-Wan & Krishnan, Murugappa
December 1999, Volume 34, Issue 4
- 425-444 IPO Underpricing Explanations: Implications from Investor Application and Allocation Schedules
by Lee, Philip J. & Taylor, Stephen L. & Walter, Terry S.
- 445-464 Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle
by Zhou, Chunsheng
- 465-487 Autoregressive Conditional Skewness
by Harvey, Campbell R. & Siddique, Akhtar
- 489-511 Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-Border Investments?
by Bailey, Warren & Chung, Y. Peter & Kang, Jun-koo
- 513-531 Dynamic Asset Allocation and Fixed Income Management
by Sørensen, Carsten
- 533-552 The Role of Personal Taxes in Corporate Decisions: An Empirical Analysis of Share Repurchases and Dividends
by Lie, Erik & Lie, Heidi J.
September 1999, Volume 34, Issue 3
- 293-322 Discontinuous Interest Rate Processes: An Equilibrium Model for Bond Option Prices
by Attari, Mukarram
- 323-339 Adding Risks: Samuelson's Fallacy of Large Numbers Revisited
by Ross, Stephen A.
- 341-367 Long Swings with Memory and Stock Market Fluctuations
by Chow, Ying-Foon & Liu, Ming
- 369-386 Differential Interpretations and Trading Volume
by Bamber, Linda Smith & Barron, Orie E. & Stober, Thomas L.
- 387-407 Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison
by Bessembinder, Hendrik
- 409-424 The Signaling Power of Specially Designated Dividends
by Gombola, Michael J. & Liu, Feng-Ying
June 1999, Volume 34, Issue 2
- 161-189 Optimal vs. Traditional Securities under Moral Hazard
by Robe, Michel A.
- 191-209 Does Insider Trading Really Move Stock Prices?
by Chakravarty, Sugato & McConnell, John J.
- 211-239 Of Smiles and Smirks: A Term Structure Perspective
by Das, Sanjiv Ranjan & Sundaram, Rangarajan K.
- 241-264 Pricing Lookback and Barrier Options under the CEV Process
by Boyle, Phelim P. & Tian, Yisong “Sam”
- 265-291 Non-Informative Tests of the Unbiased Forward Exchange Rate
by Barnhart, Scott W. & McNown, Robert & Wallace, Myles S.
March 1999, Volume 34, Issue 1
- 1-32 Re-Emerging Markets
by Goetzmann, William N. & Jorion, Philippe
- 33-55 Volatility in Emerging Stock Markets
by Aggarwal, Reena & Inclan, Carla & Leal, Ricardo
- 57-88 Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions
by Locke, Peter R. & Sarkar, Asani & Wu, Lifan
- 89-114 A Trading Volume Benchmark: Theory and Evidence
by Tkac, Paula A.
- 115-130 Kalman Filtering of Generalized Vasicek Term Structure Models
by Babbs, Simon H. & Nowman, K. Ben
- 131-157 The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables
by de Jong, Frank & Santa-Clara, Pedro
December 1998, Volume 33, Issue 4
- 441-464 The Design of Bankruptcy Law: A Case for Management Bias in Bankruptcy Reorganizations
by Berkovitch, Elazar & Israel, Ronen & Zender, Jaime F.
- 465-497 Nonparametric Modeling of U.S. Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities
by Jiang, George J.
- 499-521 Are Shareholder Proposals All Bark and No Bite? Evidence from Shareholder Resolutions to Rescind Poison Pills
by Bizjak, John M. & Marquette, Christopher J.
- 523-547 Do Measures of Investor Sentiment Predict Returns?
by Neal, Robert & Wheatley, Simon M.
- 549-568 An Empirical Analysis of the Reincorporation Decision
by Heron, Randall A. & Lewellen, Wilbur G.
- 569-585 Bond Rating Agencies and Stock Analysts: Who Knows What When?
by Ederington, Louis H. & Goh, Jeremy C.
September 1998, Volume 33, Issue 3
- 305-334 Capital Budgeting for Interrelated Projects: A Real Options Approach
by Childs, Paul D. & Ott, Steven H. & Triantis, Alexander J.
- 335-359 The Determinants of Corporate Liquidity: Theory and Evidence
by Kim, Chang-Soo & Mauer, David C. & Sherman, Ann E.
- 361-382 Is Foreign Exchange Risk Priced in the Japanese Stock Market?
by Choi, Jongmoo Jay & Hiraki, Takato & Takezawa, Nobuya
- 383-408 The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior
by Almeida, Alvaro & Goodhart, Charles & Payne, Richard
- 409-422 Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution
by Milevsky, Moshe Arye & Posner, Steven E.
- 423-440 A Markovian Framework in Multi-Factor Heath-Jarrow-Morton Models
by Inui, Koji & Kijima, Masaaki
June 1998, Volume 33, Issue 2
- 159-188 The Risk and Return from Factors
by Chan, Louis K. C. & Karceski, Jason & Lakonishok, Josef
- 189-216 Country and Currency Risk Premia in an Emerging Market
by Domowitz, Ian & Glen, Jack & Madhavan, Ananth
- 217-231 Determining the Number of Priced State Variables in the ICAPM
by Fama, Eugene F.
- 233-253 Shareholder Heterogeneity, Adverse Selection, and Payout Policy
by Lucas, Deborah J. & McDonald, Robert L.
- 255-289 Market Manipulation, Price Bubbles, and a Model of the U.S. Treasury Securities Auction Market
by Chatterjea, Arkadev & Jarrow, Robert A.
- 291-304 Extraordinary Antitakeover Provisions and Insider Ownership Structure: The Case of Converting Savings and Loans
by Boyle, Glenn W. & Carter, Richard B. & Stover, Roger D.
March 1998, Volume 33, Issue 1
- 1-32 Permanent, Temporary, and Non-Fundamental Components of Stock Prices
by Lee, Bong-Soo
- 33-59 Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates
by Miltersen, Kristian R. & Schwartz, Eduardo S.
- 61-86 Valuation of Commodity Futures and Options under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot
by Hilliard, Jimmy E. & Reis, Jorge
- 87-116 Loan Commitments and the Debt Overhang Problem
by Snyder, Christopher M.
- 117-137 A Strategic Analysis of Corners and Squeezes
by Cooper, David J. & Donaldson, R. Glen
- 139-157 Pricing Term Structure Risk in Futures Markets
by de Roon, Frans A. & Nijman, Theo E. & Veld, Chris
December 1997, Volume 32, Issue 4
- 383-403 Bookbuilding vs. Fixed Price: An Analysis of Competing Strategies for Marketing IPOs
by Benveniste, Lawrence M. & Busaba, Walid Y.
- 405-426 Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach
by Neely, Christopher & Weller, Paul & Dittmar, Rob
- 427-462 Fluctuating Confidence in Stock Markets: Implications for Returns and Volatility
by David, Alexander
- 463-489 A Reexamination of Firm Size, Book-to-Market, and Earnings Price in the Cross-Section of Expected Stock Returns
by Kim, Dongcheol
- 491-505 Board Monitoring and Antitakeover Amendments
by McWilliams, Victoria B. & Sen, Nilanjan
- 507-524 Market Structure, Informed Trading, and Analysts' Recommendations
by Kim, Sok Tae & Lin, Ji-Chai & Slovin, Myron B.
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