Journal of Finance 1990 - Abstracts

Journal of Finance 1990
TitleSubjectAuthors
A comment on excess asset reversions and shareholder wealth.BusinessMoore, Norman H., Pruitt, Stephen W.
An examination of stock market return volatility during overnight and intraday periods, 1964 - 1989.BusinessLinn, Scott C., Lockwood, Larry J.
An examination of the impact of the Garn-St. Germain Depository Institutions Act of 1982 on commercial banks and savings and loans.BusinessTehranian, Hassan, Cornett, Marcia Millon
An examination of the Super Bowl stock market predictor.BusinessKrueger, Thomas M., Kennedy, William F.
Anomalous price behavior around repurchase tender offers.BusinessLakonishok, Josef, Vermaelen, Theo
Are the latent variables in time-varying expected returns compensations for consumption risk?BusinessFerson, Wayne E.
Asymmetric information, bank lending, and implicit contracts: a stylized model of customer relationships.BusinessSharpe, Steven A.
Can futures market data be used to understand the behavior of real interest rates?BusinessMishkin, Frederic S.
Capital structure and the informational role of debt.BusinessHarris, Milton, Rativ, Artur
Changes in interstate banking laws: the impact on shareholder wealth.BusinessBlack, Harold A., Fields, M. Andrew, Schweitzer, Robert L.
Changes in the cost of intermediation: the case of savings and loans.BusinessSmith, Stephen D., Le Compte, Richard L.B.
Corporate capital structure, agency costs, and ownership control: the case of all-equity firms.BusinessAgrawal, Anup, Nagarajan, Nandu J.
Corporate control and the choice of investment financing: the case of corporate acquisitions.BusinessLev, Baruch, Amihud, Yakov, Travlos, Nickolaos G.
Corporate financial policy and the theory of financial intermediation.BusinessSeward, James K.
Corporate risk management and the incentive effects of debt.BusinessCampbell, Tim S., Kracaw, William A.
Corporate sale-and-leasebacks and shareholder wealth.BusinessSlovin, Myron B., Sushka, Marie E., Polonchek, John A.
Debt and input misallocation.BusinessMaksimovic, Vojislav, Kim, Moshe
Default risk and the duration of zero coupon bonds.BusinessChance, Don M.
Default risk in futures markets: the customer-broker relationship.BusinessMorgan, George Emir, Jordan, James V.
Defensive changes in corporate payout policy: share repurchases and special dividends.BusinessDenis, David J.
Deposit insurance and wealth effects: the value of being "too big to fail."BusinessO'Hara, Maureen, Shaw, Wayne
Determinants of secondary market prices for developing country syndicated loans.BusinessBoehmer, Ekkehart, Megginson, William L.
Determinants of thrift institution resolution costs.BusinessBarth, James R., Bartholomew, Philip F., Bradley, Michael G.
Disentangling the coefficient of relative risk aversion from the elasticity of intertemporal substitution: an irrelevance result.BusinessKocherlakota, Narayana R.
Dividend policy and financial distress: an empirical investigation of troubled NYSE firms. (New York Stock Exchange)BusinessDeAngelo, Harry, DeAngelo, Linda
Do managerial objectives drive bad acquisitions?BusinessMorck, Randall, Shleifer, Andrei, Vishny, Robert W.
Do taxes affect corporate financing decisions?BusinessMacKie-Mason, Jeffrey K.
Efficiency and organizational structure: a study of reverse LBOs. (leveraged buyouts)BusinessVetsuypens, Michael R., Muscarella, Chris J.
Empirical estimates of beta when investors face estimation risk.BusinessThompson, Rex, Clarkson, Peter M.
Equilibrium block trading and asymmetric information.BusinessSeppi, Duane J.
Equilibrium exchange rate hedging.BusinessBlack, Fischer
Equity issues and stock price dynamics.BusinessLucas, Deborah J., McDonald, Robert L.
Evaluating the performance of international mutual funds.BusinessCumby, Robert E., Glen, Jack D.
Evidence of predictable behavior of security returns.BusinessJegadeesh, Narasimhan
Expectations and the Treasury bill-federal funds rate spread over recent monetary policy regimes.BusinessSimon, David P.
Financial contracting and leverage induced over- and under-investment incentives.BusinessBerkovitch, Elazar, Kim, E. Han
Financial intermediaries and liquidity creation.BusinessGorton, Gary, Pennacchi, George
Forward and futures prices: evidence from the foreign exchange markets.BusinessChang, Carolyn W., Chang, Jack S.K.
Heteroskedasticity in stock return data.: volume versus GARCH effects. (Generalized Autoregressive Conditional Heteroskedasticity)BusinessLamoureux, Christopher G., Lastrapes, William D.
Heteroskedasticity in stock returns.BusinessSchwert, G. William, Seguin, Paul J.
High stock returns before holidays: existence and evidence on possible causes.BusinessAriel, Robert A.
How target shareholders benefit from value-reducing defensive strategies in takeovers.BusinessKhanna, Naveen, Berkovitch, Elazar
Information content of insider trading around corporate announcements: the case of capital expenditures.BusinessJohn, Kose, Mishra, Banikanta
Initial public offerings and underwriter reputation.BusinessCarter, Richard, Manaster, Steven
Insider trading in the OTC market. (over-the-counter)BusinessHowe, John S., Lin, Ji-Chai
International capital structure equilibrium.BusinessSenbet, Lemma W., Hodder, James E.
International interest rates, exchange rates, and the stochastic structure of supply.BusinessBoyle, Glenn W.
International investment restrictions and closed-end country fund prices.BusinessBonser-Neal, Catherine, Brauer, Greggory, Neal, Robert, Wheatley, Simon
Intraday price change and trading volume relations in the stock and stock option markets.BusinessWhaley, Robert E., Stephan, Jens A.
Liquidity of the CBOE equity options. (Chicago Board Options Exchange)BusinessVijh, Anand M.
Managerial share ownership and the stock price effects of antitakeover amendment proposals.BusinessMcWilliams, Victoria B.
Margin regulation and stock market volatility.BusinessMiller, Merton H., Hsieh, David A.
Modeling structural and temporal variation in the market's valuation of banking firms.BusinessKane, Edward J., Unal, Haluk
On arbitrage-free pricing of interest rate contingent claims.BusinessRitchken, Peter, Boenawan, Kiekie
On viable diffusion price processes of the market portfolio.BusinessBick, Avi
Optimal hedging under intertemporally dependent preferences.BusinessCrouhy, Michel, Briys, Eric, Schlesinger, Harris
Overreaction or fundamentals: some lessons from insiders' response to the Market Crash of 1987.BusinessSeyhun, H. Nejat
Ownership structure, deregulation, and bank risk taking.BusinessSaunders, Anthony, Travlos, Nickolaos G., Strock, Elizabeth
Patterns of productivity in the finance literature: a study of the bibliometric distributions.BusinessChung, Kee H., Cox, Raymond A.K.
Performance measurement under asymmetric information and investment constraints.BusinessGendron, Michel, Genest, Christian
Positive feedback investment strategies and destabilizing rational speculation.BusinessSummers, Lawrence, Shleifer, Andrei, De Long, J. Bradford, Waldmann, Robert J.
Predicting stock returns in an efficient market.BusinessBalvers, Ronald J., McDonald, Bill, Cosimano, Thomas F.
Pricing options with extendible maturities: analysis and applications.BusinessLongstaff, Francis A.
Pricing warrants: an empirical study of the Black-Scholes model and its alternatives.BusinessSchultz, Paul, Lauterbach, Beni
Principal-agent problems in S&L salvage. (savings & loan)BusinessKane, Edward J.
Product market imperfections and loan commitments.BusinessMaksimovic, Vojislav
Purchasing power parity in the long run.BusinessJorion, Philippe, Abuaf, Niso
Relative price variability, real shocks, and the stock market.BusinessSeyhun, H. Nejat, Kaul, Gautam
Security pricing and deviations from the absolute priority rule in bankruptcy proceedings.BusinessMoore, William T., Eberhart, Allan C., Roenfeldt, Rodney L.
Sequential tests of the arbitrage pricing theory: a comparison of principal components and maximum likelihood factors.BusinessTrzcinka, Charles, Shukla, Ravi
Shareholder preferences and dividend policy.BusinessThakor, Anjan V., Brennan, Michael J.
Statistical properties of the roll serial covariance bid/ask spread estimator.BusinessHarris, Lawrence
Stochastic convenience yield and the pricing of oil contingent claims.BusinessSchwartz, Eduardo S., Gibson, Rajna
Stock dividends, stock splits, and signaling.BusinessMcNichols, Maureen, Dravid, Ajay
Stock returns and real activity: a century of evidence.BusinessSchwert, G. William
Stock returns, expected returns, and real activity.BusinessFama, Eugene F.
The behavior of Eurocurrency returns across different holding periods and monetary regimes.BusinessLewis, Karen K.
The distribution of daily stock returns and settlement procedures: the Paris Bourse.BusinessSolnik, Bruno
The distribution of target ownership and the division of gains in successful takeovers.BusinessSong, Moon H., Stulz, Rene M., Walking, Ralph A.
The effect of executive stock option plans on stockholders and bondholders.BusinessZorn, Thomas S., Johnson, Robert R., DeFusco, Richard A.
The effects of stock splits on bid-ask spreads.BusinessConroy, Robert M., Harris, Robert S., Benet, Bruce A.
The intertemporal relation between the U.S. and Japanese stock markets.BusinessBecker, Kent G., Finnerty, Joseph E., Gupta, Manoj
The quality delivery option in Treasury bond futures contracts.BusinessHemler, Michael L.
The relative termination experience of adjustable to fixed-rate mortgages.BusinessCunningham, Donald F., Capone, Charles A., Jr.
The shelf registration of debt and self selection bias.BusinessThompson, G. Rodney, Allen, David S., Lamy, Robert E.
The structure of spot rates and immunization.BusinessMichaely, Roni, Elton, Edwin J., Gruber, Martin J.
The weekend effect: trading patterns of individual and institutional investors.BusinessLakonishok, Josef, Maberly, Edwin
Turn-of-month evaluations of liquid profits and stock returns: a common explanation for the monthly and January effects.BusinessOgden, Jospeh P.
Valuing flexibility as a complex option.BusinessTriantis, Alexander J., Hodder, James E.
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