Journal of Finance 1987 - Abstracts

Journal of Finance 1987
TitleSubjectAuthors
Acquisition of divested assets and shareholders' wealth.BusinessPettway, Richard H., Sicherman, Neil W.
A model of intertemporal discount rates in the presence of real and inflationary autocorrelations.BusinessBosshardt, Donald I.
A multiproduct cost study of savings and loans.BusinessMester, Loretta J.
An analysis of yield curve notes.BusinessOgden, Joseph P.
An empirical investigation of the market for Comex gold futures options. (Commodity Exchange)BusinessBailey, Warren
Arbitrage, continuous trading, and margin requirements.BusinessJarrow, Robert A., Heath, David C.
A theory of stock price responses to alternative corporate cash disbursement methods: stock repurchases and dividends.BusinessThakor, Anjan V., Ofer, Aharon R.
Autoregressive modeling of earnings-investment causality.BusinessBar-Yosef, Sasson, Callen, Jeffrey L., Livnat, Joshua
Collateral and competitive equilibria with moral hazard and private information.BusinessThakor, Anjan V., Chan, Yuk-Shee
Components of the bid-ask spread and the statistical properties of transaction prices.BusinessGlosten, Lawrence R.
Corporate financial policy, information, and market expectations: an empirical investigation of dividends.BusinessOfer, Aharon R., Siegel, Daniel R.
Corporate takeover bids, methods of payment, and bidding firms' stock returns.BusinessTravlos, Nickolaos G.
Costless signalling in financial markets.BusinessFranke, Gunter
Credit granting: a comparative analysis of classification procedures. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association)BusinessSrinivasan, Venkat, Kim, Yong H.
Death and taxes: the market for flower bonds. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association)BusinessSmith, Clifford W., Jr., Mayers, David
Debt management under corporate and personal taxation.BusinessMauer, 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)BusinessJudd, Kenneth L., Balcer, Yves
Efficient analytic approximation of American option values.BusinessWhaley, Robert E., Barone-Adesi, Giovanni
Efficient financing under asymmetric information.BusinessBrennan, Michael, Kraus, Alan
Efficient signalling with dividends and investments.BusinessJohn, Kose, Williams, Joseph, Ambarish, Ramasastry
Expectations of exchange rates and differential inflation rates: further evidence on purchasing power parity in efficient markets.BusinessHuang, Roger D.
Forward foreign exchange rates, expected spot rates, and premia: A signal-extraction approach.BusinessWolff, Christian C.P.
Forward markets, stock markets, and the theory of the firm.BusinessMacMinn, Richard D.
Further evidence on investor overreaction and stock market seasonality. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association)BusinessDe 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)BusinessGrauer, Robert R., Hakansson, Nils H.
Growth opportunities and risk-taking by financial intermediaries. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association)BusinessHerring, Richard J., Vankudre, Prashant
Lease valuation when taxable earnings are a scare resource.BusinessHodges, Stewart D., Franks, Julian R.
Managerial incentives and corporate investment and financing decisions.BusinessAgrawal, Anup, Mandelker, Gershon N.
Managerial preference, asymmetric information, and financial structure.BusinessBlazenko, George W.
Maturity intermediation and intertemporal lending policies of financial intermediaries.BusinessMorgan, George Emir, Smith, Stephen D.
Mean-variance spanning.BusinessHuberman, Gur, Kandel, Shmuel
Mimicking portfolios and exact arbitrage pricing.BusinessStambaugh, Robert F., Huberman, Gur, Kandel, Shmuel
Mutual fund performance evaluation: a comparison of benchmarks and benchmark comparison.BusinessLehmann, Bruce N., Modest, David M.
Nonsynchronous data and the covariance-factor structure of returns.BusinessShanken, Jay
Nonsynchronous security trading and market index autocorrelation.BusinessAtchison, 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)BusinessHamilton, James L.
Optimal hedging in futures markets with multiple delivery specifications.BusinessSiegel, Andrew F., Kamara, Avraham
Order arrival, quote behavior, and the return-generating process.BusinessHasbrouck, Joel, Ho, Thomas S.Y.
Orthogonal frontiers and alternative mean-variance efficiency tests. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association)BusinessLehmann, Bruce N.
Perquisites, risk, and capital structure.BusinessWilliams, Joseph
Reserves announcements and interest rates: Does monetary policy matter?BusinessHardouvelis, Gikas A.
Risk-shifting incentives and signalling through corporate capital structure. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association)BusinessJohn, Kose
Seasonality in the risk-return relationship: some international evidence.BusinessCorhay, Albert, Hawawini, Gabriel, Michel, Pierre
Stock return anomalies and the tests of the APT.BusinessGultekin, Mustafa N., Gultekin, N. Bulent
Stock splits and stock dividends: why, who, and when.BusinessLev, Baruch, Lakonishok, Josef
Tax arbitrage and the existence of equilibrium prices for financial assets.BusinessGreen, Richard C., Dammon, Robert M.
Tests of asset pricing with time-varying expected risk premiums and market betas.BusinessStambaugh, 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)BusinessSmith, Richard L.
The default premium and corporate bond experience.BusinessFons, Jerome S.
The effect of long-term performance plans on corporate sell-off-induced abnormal returns.BusinessTehranian, 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)BusinessCopeland, Thomas E., Friedman, Daniel
The issue decision of manager-owners under information asymmetry.BusinessBradford, William D.
The market reaction to stock splits.BusinessLamoureux, Christopher G., Poon, Percy
The pricing effects of interfirm cash tender offers.BusinessBhagat, Sanjai, Brickley, James A., Loewenstein, Uri
The pricing of options on assets with stochastic volatilities.BusinessWhite, Alan, Hull, John
The pricing of options with default risk.BusinessJohnson, Herb, Stulz, Rene
The puzzle in post-listing common stock returns.BusinessMcConnell, John J., Sanger, Gary C.
The seasonal stability of the factor structure of stock returns.BusinessCho, D. Chinhyung, Taylor, William M.
The temporal price relationship between S&P 500 futures and the S&P 500 index. (Standard & Poor's)BusinessKoch, Timothy W., Kawaller, Ira G., Koch, Paul D.
Time-dependent variance and the pricing of bond options.BusinessSchwartz, Eduardo S., Schaefer, Stephen M.
Trade credit and informational asymmetry.BusinessSmith, Janet Kiholm
Trading mechanisms and stock returns: an empirical investigation. (Papers and Proceedings: Forty-Fifth Annual Meeting: American Finance Association)BusinessMendelson, Haim, Amihud, Yakov
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