Journal of Finance 1987 |
Title | Subject | Authors |
Acquisition of divested assets and shareholders' wealth. | Business | Pettway, Richard H., Sicherman, Neil W. |
A model of intertemporal discount rates in the presence of real and inflationary autocorrelations. | Business | Bosshardt, Donald I. |
A multiproduct cost study of savings and loans. | Business | Mester, Loretta J. |
An analysis of yield curve notes. | Business | Ogden, Joseph P. |
An empirical investigation of the market for Comex gold futures options. (Commodity Exchange) | Business | Bailey, Warren |
Arbitrage, continuous trading, and margin requirements. | Business | Jarrow, Robert A., Heath, David C. |
A theory of stock price responses to alternative corporate cash disbursement methods: stock repurchases and dividends. | Business | Thakor, Anjan V., Ofer, Aharon R. |
Autoregressive modeling of earnings-investment causality. | Business | Bar-Yosef, Sasson, Callen, Jeffrey L., Livnat, Joshua |
Collateral and competitive equilibria with moral hazard and private information. | Business | Thakor, Anjan V., Chan, Yuk-Shee |
Components of the bid-ask spread and the statistical properties of transaction prices. | Business | Glosten, Lawrence R. |
Corporate financial policy, information, and market expectations: an empirical investigation of dividends. | Business | Ofer, Aharon R., Siegel, Daniel R. |
Corporate takeover bids, methods of payment, and bidding firms' stock returns. | Business | Travlos, Nickolaos G. |
Costless signalling in financial markets. | Business | Franke, Gunter |
Credit granting: a comparative analysis of classification procedures. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association) | Business | Srinivasan, Venkat, Kim, Yong H. |
Death and taxes: the market for flower bonds. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association) | Business | Smith, Clifford W., Jr., Mayers, David |
Debt management under corporate and personal taxation. | Business | Mauer, David C., Lewellen, Wilbur G. |
Effects of capital gains taxation on life-cycle investment and portfolio management. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association) | Business | Judd, Kenneth L., Balcer, Yves |
Efficient analytic approximation of American option values. | Business | Whaley, Robert E., Barone-Adesi, Giovanni |
Efficient financing under asymmetric information. | Business | Brennan, Michael, Kraus, Alan |
Efficient signalling with dividends and investments. | Business | John, Kose, Williams, Joseph, Ambarish, Ramasastry |
Expectations of exchange rates and differential inflation rates: further evidence on purchasing power parity in efficient markets. | Business | Huang, Roger D. |
Forward foreign exchange rates, expected spot rates, and premia: A signal-extraction approach. | Business | Wolff, Christian C.P. |
Forward markets, stock markets, and the theory of the firm. | Business | MacMinn, Richard D. |
Further evidence on investor overreaction and stock market seasonality. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association) | Business | De Bondt, Werner F.M., Thaler, Richard H. |
Gains from international diversification: 1968-85 returns on portfolios of stocks and bonds. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association) | Business | Grauer, Robert R., Hakansson, Nils H. |
Growth opportunities and risk-taking by financial intermediaries. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association) | Business | Herring, Richard J., Vankudre, Prashant |
Lease valuation when taxable earnings are a scare resource. | Business | Hodges, Stewart D., Franks, Julian R. |
Managerial incentives and corporate investment and financing decisions. | Business | Agrawal, Anup, Mandelker, Gershon N. |
Managerial preference, asymmetric information, and financial structure. | Business | Blazenko, George W. |
Maturity intermediation and intertemporal lending policies of financial intermediaries. | Business | Morgan, George Emir, Smith, Stephen D. |
Mean-variance spanning. | Business | Huberman, Gur, Kandel, Shmuel |
Mimicking portfolios and exact arbitrage pricing. | Business | Stambaugh, Robert F., Huberman, Gur, Kandel, Shmuel |
Mutual fund performance evaluation: a comparison of benchmarks and benchmark comparison. | Business | Lehmann, Bruce N., Modest, David M. |
Nonsynchronous data and the covariance-factor structure of returns. | Business | Shanken, Jay |
Nonsynchronous security trading and market index autocorrelation. | Business | Atchison, Michael D., Butler, Kirt C., Simonds, Richard R. |
Off-board trading of NYSE-listed stocks: the effects of deregulation and the national market system. (New York Stock Exchange) | Business | Hamilton, James L. |
Optimal hedging in futures markets with multiple delivery specifications. | Business | Siegel, Andrew F., Kamara, Avraham |
Order arrival, quote behavior, and the return-generating process. | Business | Hasbrouck, Joel, Ho, Thomas S.Y. |
Orthogonal frontiers and alternative mean-variance efficiency tests. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association) | Business | Lehmann, Bruce N. |
Perquisites, risk, and capital structure. | Business | Williams, Joseph |
Reserves announcements and interest rates: Does monetary policy matter? | Business | Hardouvelis, Gikas A. |
Risk-shifting incentives and signalling through corporate capital structure. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association) | Business | John, Kose |
Seasonality in the risk-return relationship: some international evidence. | Business | Corhay, Albert, Hawawini, Gabriel, Michel, Pierre |
Stock return anomalies and the tests of the APT. | Business | Gultekin, Mustafa N., Gultekin, N. Bulent |
Stock splits and stock dividends: why, who, and when. | Business | Lev, Baruch, Lakonishok, Josef |
Tax arbitrage and the existence of equilibrium prices for financial assets. | Business | Green, Richard C., Dammon, Robert M. |
Tests of asset pricing with time-varying expected risk premiums and market betas. | Business | Stambaugh, Robert F., Ferson, Wayne E., Kandel, Shmuel |
The choice of issuance procedure and the cost of competitive and negotiated underwriting: an examination of the impact of Rule 50. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association) | Business | Smith, Richard L. |
The default premium and corporate bond experience. | Business | Fons, Jerome S. |
The effect of long-term performance plans on corporate sell-off-induced abnormal returns. | Business | Tehranian, Hassan, Travlos, Nickolaos G., Waegelein, James F. |
The effect of sequential information arrival on asset prices: an experimental study. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association) | Business | Copeland, Thomas E., Friedman, Daniel |
The issue decision of manager-owners under information asymmetry. | Business | Bradford, William D. |
The market reaction to stock splits. | Business | Lamoureux, Christopher G., Poon, Percy |
The pricing effects of interfirm cash tender offers. | Business | Bhagat, Sanjai, Brickley, James A., Loewenstein, Uri |
The pricing of options on assets with stochastic volatilities. | Business | White, Alan, Hull, John |
The pricing of options with default risk. | Business | Johnson, Herb, Stulz, Rene |
The puzzle in post-listing common stock returns. | Business | McConnell, John J., Sanger, Gary C. |
The seasonal stability of the factor structure of stock returns. | Business | Cho, D. Chinhyung, Taylor, William M. |
The temporal price relationship between S&P 500 futures and the S&P 500 index. (Standard & Poor's) | Business | Koch, Timothy W., Kawaller, Ira G., Koch, Paul D. |
Time-dependent variance and the pricing of bond options. | Business | Schwartz, Eduardo S., Schaefer, Stephen M. |
Trade credit and informational asymmetry. | Business | Smith, Janet Kiholm |
Trading mechanisms and stock returns: an empirical investigation. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association) | Business | Mendelson, Haim, Amihud, Yakov |
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