| Journal of Finance 1989 |
| Title | Subject | Authors |
|---|
| Adverse selection in a model of real estate lending. | Business | Chari, V.V., Jagannathan, Ravi |
| An analysis of intertemporal pricing for forward foreign exchange contracts. | Business | Huang, Roger D. |
| An empirical investigation of U.S. firms in reorganization. (Papers and Proceedings: Forty-Eighth Annual Meeting: American Finance Association) | Business | Torous, Walter N., Franks, Julian R. |
| An exact bond option formula. | Business | Jamshidian, Farshid |
| A portfolio approach to estimating the average correlation coefficient for the constant correlation model. | Business | Chandra, Ramesh, Aneja, Yash P., Gunay, Erdal |
| Arbitrage-based estimation of nonstationary shifts in the term structure of interest rates. (Papers and Proceedings: Forty-Eighth Annual Meeting: American Finance Association) | Business | Ronn, Ehud I., Bliss, Robert R., Jr. |
| A re-examination of shareholder wealth effects of calls of convertible preferred stock. | Business | Moore, William T., Rogers, Ronald C., Mais, Eric L. |
| A re-examination of the market reaction to failed mergers. | Business | Davidson, Wallace N., III, Dutia, Dipa, Cheng, Louis |
| A re-examination of the wealth expropriation hypothesis: the case of captive finance subsidiaries. | Business | Malitz, Ileen B. |
| Asset pricing in partially segmented markets: evidence from the Finnish market. (Papers and Proceedings: Forty-Eighth Annual Meeting: American Finance Association) | Business | Hietala, Pekka T. |
| Capital controls and international capital market segmentation: the evidence from the Japanese and American stock markets. | Business | Gultekin, Mustafa N., Gultekin, N. Bulent, Penati, Alessandro |
| Capital flow controls, international asset pricing, and investors' welfare: a multi-country framework. | Business | Errunza, Vihang, Losq, Etienne |
| Changes in expected security returns, risk, and level of interest rates. | Business | Ferson, Wayne E. |
| Comment on forward markets, stock markets, and the theory of the firm. | Business | Maksimovic, Vojislav, Zechner, Josef, Sick, Gordon |
| Common stochastic trends in a system of exchange rates. | Business | Bollerslev, Tim, Baillie, Richard T. |
| Comovements in stock prices and comovements in dividends. (Papers and Proceedings: Forty-Eighth Annual Meeting: American Finance Association) | Business | Shiller, Robert J. |
| Computing the constant elasticity of variance option pricing formula. | Business | Schroder, Mark |
| Corporate bankruptcy and managers' self-serving behavior. | Business | Loderer, Claudio F., Sheehan, Dennis P. |
| Corrections for trading frictions in multivariate returns. | Business | Korkie, Bob |
| Debt-for-equity swaps under a rational expectations equilibrium. (Papers and Proceedings: Forty-Eighth Annual Meeting: American Finance Association) | Business | Errunza, Vihang R., Moreau, Arthur F. |
| Disclosure decisions by firms and the competition for price efficiency. (Papers and Proceedings: Forty-Eighth Annual Meeting: American Finance Association) | Business | Fishman, Michael J., Hagerty, Kathleen M. |
| Does the stock market overreact to corporate earnings information? | Business | Zarowin, Paul |
| Dynamic capital structure choice: theory and tests. | Business | Heinkel, Robert, Zechner, Josef, Fischer, Edwin O. |
| Earnings yields, market values, and stock returns. | Business | Keim, Donald B., Jaffe, Jeffrey, Westerfield, Randolph |
| Economic significance of predictable variations in stock index returns. | Business | Jagannathan, Ravi, Breen, William, Glosten, Lawrence R. |
| Empirical tests of the consumption-oriented CAPM. (consumption-oriented capital asset price model). | Business | Litzenberger, Robert H., Breeden, Douglas T., Gibbons, Michael R. |
| Estimating the strategic value of long-term forward purchase contracts using auction models. | Business | Parsons, John E. |
| Firm size and turn-of-the-year effects in the OTC/NASDAQ market. (over-the-counter/National Association of Securities Dealers Automated Quotations) | Business | Sanger, Gary C., Lamoureux, Christopher G. |
| Firm value and the choice of offering method in initial public offerings. (Papers and Proceedings: Forty-Eighth Annual Meeting: American Finance Association) | Business | Bower, Nancy L. |
| Free cash flow and stockholder gains in going private transactions. (Papers and Proceedings: Forty-Eighth Annual Meeting: American Finance Association) | Business | Lehn, Kenneth, Poulsen, Annette |
| Inferring the components of the bid-ask spread: theory and empirical tests. | Business | Stoll, Hans R. |
| Information and volatility: the no-arbitrage martingale approach to timing and resolution irrelevancy. | Business | Ross, Stephen A. |
| Information effects associated with debt-for-equity and equity-for-debt exchange offers. | Business | Travlos, Nickolaos G., Cornett, Marcia Millon |
| Information losses in a dynamic model of credit. (Papers and Proceedings: Forty-Eighth Annual Meeting: American Finance Association) | Business | Lang, William W., Nakamura, Leonard I. |
| Initial public offering underpricing: the issuer's view - a comment. | Business | Barry, Christopher B. |
| Insider trading, ownership structure, and the market assessment of corporate sell-offs. | Business | Hirschey, Mark, Zaima, Janis K. |
| Institutional markets, financial marketing, and financial innovation. (Papers and Proceedings: Forty-Eighth Annual Meeting: American Finance Association) | Business | Ross, Stephen A. |
| Institutional ownership and changes in the S&P 500. (Standard and Poor's) | Business | Wei, K.C. John, Pruitt, Stephen W. |
| LDC debt: forgiveness, indexation, and investment incentives. (lesser-developed countries) | Business | Scharfstein, David S., Stein, Jeremy C., Froot, Kenneth A. |
| Management buyouts: evidence on taxes as a source of value. (Papers and Proceedings: Forty-Eighth Annual Meeting: American Finance Association) | Business | Kaplan, Steven |
| Management buyouts of divisions and shareholder wealth. | Business | Hite, Gailen L., Vetsuypens, Michael R. |
| Market created risk. (Papers and Proceedings: Forty-Eighth Annual Meeting: American Finance Association) | Business | Kraus, Alan, Smith, Maxwell |
| Measuring corporate bond mortality and performance. | Business | Altman, Edward I. |
| New hope for the expectations hypothesis of the term structure of interest rates. | Business | Froot, Kenneth A. |
| Nonnormalities and tests of asset pricing theories. | Business | McDonald, Bill, Affleck-Graves, John |
| Optimal bank reorganization policies and the pricing of Federal Deposit Insurance. | Business | Acharya, Sankarshan, Dreyfus, Jean-Francois |
| Options arbitrage in imperfect markets. | Business | Figlewski, Stephen |
| Order imbalances and stock price movements on October 19 and 20, 1987. | Business | Blume, Marshall E., MacKinlay, A. Craig, Terker, Bruce |
| Original issue high yield bonds: aging analyses of defaults, exchanges, and calls. | Business | Asquith, Paul, Mullins, David W., Jr., Wolff, Eric D. |
| Overreactions in the options market. | Business | Stein, Jeremy |
| Portfolio rebalancing and the turn-of-the-year effect. | Business | Ritter, Jay R., Chopra, Navin |
| Preemptive bidding and the role of the medium of exchange in acquisitions. | Business | Fishman, Michael J. |
| Prepayment and the valuation of mortgage-backed securities. | Business | Torous, Walter N., Schwartz, Eduardo, S. |
| Pricing contingent claims under interest rate and asset price risk. (Papers and Proceedings: Forty-Eighth Annual Meeting: American Finance Association) | Business | Kishimoto, Naoki |
| Primes and scores: an essay on market imperfections. | Business | O'Hara, Maureen, Jarrow, Robert A. |
| Seasoned offerings, imitation costs, and the underpricing of initial public offerings. | Business | Welch, Ivo |
| Signalling and the pricing of new issues. | Business | Grinblatt, Mark, Hwang, Chuan Yang |
| Some empirical estimates of the risk structure of interest rates. | Business | Sarig, Oded, Warga, Arthur |
| S&P 500 cash stock price volatilities. (Standard & Poor's) | Business | Harris, Lawrence |
| Stock splits, volatility increases, and implied volatilities. | Business | Sheikh, Aamir M. |
| Syndicate size, spreads, and market power during the introduction of shelf registration. | Business | Foster, F. Douglas |
| Tax-induced trading: the effect of the 1986 Tax Reform Act on stock market activity. | Business | Bolster, Paul J., Lindsey, Lawrence B., Mitrusi, Andrew |
| Temporal aggregation and the continuous-time capital asset pricing model. | Business | Longstaff, Francis A. |
| The arbitrage pricing theory and supershares. | Business | Latham, Mark |
| The effect of temporal risk aversion on optimal consumption, the equity premium, and the equilibrium interest rate. | Business | Ahn, Chang Mo |
| The effects of beta, bid-ask spread, residual risk, and size on stock returns. | Business | Mendelson, Haim, Amihud, Yakov |
| The equilibrium valuation of risky discrete cash flows in continuous time. | Business | Shimko, David C. |
| The expected utility of the doubling strategy. | Business | Omberg, Edward |
| The impact of in-substance defeasance on bondholder and shareholder wealth. | Business | Rosenthal, Leonard, Johnson, James M., Pari, Robert A. |
| The informational content of initial public offerings. | Business | Gale, Ian, Stiglitz, Joseph E. |
| The number of factors in security returns. | Business | Brown, Stephen J. |
| The October 1987 S & P 500 stock-futures basis. | Business | Harris, Lawrence |
| The price effect of option introduction. | Business | Conrad, Jennifer |
| The quality option and timing option in futures contracts. | Business | Boyle, Phelim P. |
| The resiliency of the high-yield bond market: the LTV default. (LTV Corporation) | Business | Ma, Christopher K., Rao, Ramesh P., Peterson, Richard L. |
| The size and incidence of the losses from noise trading. (Papers and Proceedings: Forty-Eighth Annual Meeting: American Finance Association) | Business | Summers, Lawrence, Shleifer, Andrei, De Long, J. Bradford, Waldmann, Robert J. |
| The term structure of interest rates in a partially observable economy. (Papers and Proceedings: Forty-Eighth Annual Meeting: American Finance Association) | Business | Feldman, David |
| The time variation of risk and return in the foreign exchange and stock markets. | Business | Jorion, Philippe, Giovannini, Alberto |
| The winner's curse and bidder competition in acquisitions: evidence from failed bank auctions. | Business | Giliberto, S. Michael, Varaiya, Nikhil P. |
| Valuing commercial mortgages: an empirical investigation of the contingent-claims approach to pricing risky debt. | Business | Titman, Sheridan, Torous, Walter |
| Why does stock market volatility change over time? | Business | Scwert, G. William |
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