Journal of Finance 1988 - Abstracts

Journal of Finance 1988
TitleSubjectAuthors
A generalized econometric model and tests of a signalling hypothesis with two discrete signals.BusinessAcharya, Sankarshan
An alternative testable form of the consumption CAPM.BusinessKazemi, Hossein B.
An asset-pricing theory unifying the CAPM and APT. (capital asset pricing model, arbitrage pricing theory)BusinessWei, K.C. John
Anatomy of initial public offerings of common stock.BusinessTinic, Seha M.
An empirical test of the impact of managerial self-interest on corporate capital structure.BusinessLang, Larry H.P., Friend, Irwin
A note on unsuccessful tender offers and stockholder returns.BusinessFabozzi, Frank J., Ferri, Michael G., Fabozzi, T. Dessa, Tucker, Julia
An unconditional asset-pricing test and the role of firm size as an instrumental variable for risk.BusinessChen, Nai-Fu, Chan, K.C.
A simple algorithm for the portfolio selection problem.BusinessLewis, Alan L.
A tax-induced clientele for index-linked corporate bonds.BusinessHochman, Shalom, Palmon, Oded
A theory of noise trading in securities markets.BusinessTrueman, Brett
Banking panics, information, and rational expectations equilibrium. (Papers and Proceedings: Forty-Seventh Annual Meeting: American Finance Association)BusinessChari, V.V., Jagannathan, Ravi
Bond covenants and delegated monitoring.BusinessBerlin, Mitchell, Loeys, Jan
Bubbles, fads and stock price volatility tests: a partial evaluation. (Papers and Proceedings: Forty-Seventh Annual Meeting: American Finance Association)BusinessWest, Kenneth D.
Business cycles and the behavior of metals prices.BusinessFama, Eugene F., French, Kenneth R.
Canada's dual class shares: further evidence on the market value of cash dividends.BusinessBailey, Warren
Capital structure, ownership, and capital payment policy: the case of hospitals.BusinessSloan, Frank A., Wedig, Gerard, Hassan, Mahmud, Morrisey, Michael A.
Capital structure theory and REIT security offerings.BusinessHowe, John S., Shilling, James D.
Closed-end fund shares' abnormal returns and the information content of discounts and premiums.BusinessBrauer, Greggory A.
Compensation and incentives: practice vs. theory. (Papers and Proceedings: Forty-Seventh Annual Meeting: American Finance Association)BusinessMurphy, Kevin J., Baker, George P., Jensen, Michael C.
Corporate finance and corporate governance. (Papers and Proceedings: Forty-Seventh Annual Meeting: American Finance Association)BusinessWilliamson, Oliver E.
Debt-equity ratio and expected common stock returns: empirical evidence.BusinessBhandari, Laxmi Chand
Efficient signalling with dividends, investment, and stock repurchases. (Papers and Proceedings: Forty-Seventh Annual Meeting: American Finance Association)BusinessWilliams, Joseph
Estimating the volatility of discrete stock prices.BusinessCho, D. Chinhyung, Frees, Edward W.
Estimation bias induced by discrete security prices.BusinessBall, Clifford A.
Exact arbitrage pricing and the minimum-variance frontier.BusinessTiemann, Jonathan
Exchange rate uncertainty, forward contracts, and international portfolio selection.BusinessEun, Cheol S., Resnick, Bruce G.
Firm characteristics, unanticipated inflation, and stock returns.BusinessPearce, Douglas K., Roley, V. Vance
From T-bills to common stocks: investigating the generality of intra-week return seasonality.BusinessFlannery, Mark J., Protopapadakis, Aris A.
Intradaily price - volume adjustments of NYSE stocks to unexpected earnings.BusinessWoodruff, Catherine S., Senchack, A.J., Jr.
Investing in bankrupt firms.BusinessMorse, Dale, Shaw, Wayne
Is the real interest rate stable?BusinessRose, Andrew K.
Joint estimation of factor sensitivities and risk premia for the arbitrage pricing theory. (Papers and Proceedings: Forty-Seventh Annual Meeting: American Finance Association)BusinessBurmeister, Edwin, McElroy, Marjorie B.
Jump-diffusion processes and the term structure of interest rates.BusinessThompson, Howard E., Ahn, Chang Mo
Liquidity and market structure. (Papers and Proceedings: Forty-Seventh Annual Meeting: American Finance Association)BusinessMiller, Merton H., Grossman, Sanford J.
Loan sales and the cost of bank capital.BusinessPennacchi, George G.
On the optimal hedge of a nontraded cash position.BusinessDetemple, Jerome B., Adler, Michael
Optimal futures positions for large banking firms.BusinessMorgan, George Emir, Smith, Stephen D., Shome, Dilip K.
Option bounds with finite revision opportunities.BusinessRitchken, Peter H., Kuo, Shyanjaw
Predicting contemporary volume with historic volume at differential price levels: evidence supporting the disposition effect. (Papers and Proceedings: Forty-Seventh Annual Meeting: American Finance Association)BusinessMakhija, Anil K., Haugen, Robert A., Ferris, Stephen P.
Private versus public ownership: investment, ownership distribution, and optimality.BusinessThakor, Anjan V., Shah, Salman
R(2). (stock price changes) (Papers and Proceedings: Forty-Seventh Annual Meeting: American Finance Association)BusinessRoll, Richard
Risk-based premiums for insurance guaranty funds.BusinessCunnins, J. David
Risk in banking and capital regulation.BusinessSantomero, Anthony M., Kim, Daesik
Stock prices, earnings, and expected dividends. (Papers and Proceedings: Forty-Seventh Annual Meeting: American Finance Association)BusinessCampbell, John Y., Shiller, Robert J.
Term structure multiplicity and clientele in markets with transactions costs and taxes.BusinessDermody, Jaime Cuevas, Prisman, Eliezer Zeev
Testing rationality in the point spread betting market.BusinessGandar, John, Zuber, Richard, O'Brien, Thomas, Russo, Ben
The buying and selling behavior of individual investors at the turn of the year. (Papers and Proceedings: Forty-Seventh Annual Meeting: American finance Association)BusinessRitter, Jay R.
The determinants of capital structure choice.BusinessTitman, Sheridan, Wessels, Roberto
The domino effect and the supervision of the banking system.BusinessParoush, Jacob
The effect of corporate multinationalism on shareholders' wealth: evidence from international acquisitions.BusinessDoukas, John, Travlos, Nickolaos G.
The effect of taxes and depreciation on corporate investment and financial leverage.BusinessSenbet, Lemma W., Dammon, Robert M.
The implications of nonmarketable income for consumption-based models of asset pricing.BusinessBrown, David P.
The interrelation of stock and options market trading-volume data.BusinessAnthony, Joseph H.
The January effect and aggregate insider trading.BusinessSeyhun, H. Nejat
The October 1979 change in the U.S monetary regime: its impact on the forecastability of Canadian interest rates.BusinessPesando, James E., Plourde, Andre
The predictive power of the term structure during recent monetary regimes.BusinessHardouvelis, Gikas A.
The purchasing power of money and nominal interest rates: a re-examination.BusinessPinkerton, John M., Smith, Stephen D., Shome, Dilip K.
The total cost of transactions on the NYSE.BusinessLogue, Dennis E., Berkowitz, Stephen A., Noser, Eugene A., Jr.
The valuation of sequential exchange opportunities.BusinessCarr, Peter
Time-invariant portfolio insurance strategies.BusinessSchwartz, Eduardo S., Brennan, Michael J.
Underpricing of newly issued bonds: evidence from the Swiss capital market.BusinessWasserfallen, Walter, Wydler, Daniel
Vendor financing.BusinessMaksimovic, Vojislav, Brennan, Michael J., Zechner, Josef
Warrant exercise, dividends, and reinvestment policy.BusinessSpatt, Chester, Sterbenz, Frederic P.
Was it real? The exchange rate-interest differential relation over the modern floating-rate period.BusinessRogoff, Kenneth, Meese, Richard
Was the tax-exempt bond market inefficient or were future expected tax rates negative?BusinessKochin, Levis A., Parks, Richard W.
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