| Journal of Finance 1991 |
| Title | Subject | Authors |
|---|
| After-hours stock prices and post-crash hangovers. | Business | Neumark, David, Tinsley, P.A., Tosini, Suzanne |
| An exact solution to a dynamic portfolio choice problem under transaction costs. | Business | Luciano, Elisa, Dumas, Bernard |
| An examination of ex-dividend day stock price movements: the case of nontaxable master limited partnership distributions. | Business | Shaw, Wayne H. |
| Animal spirits, margin requirements, and stock price volatility. | Business | Sharpe, Steven A., Kupiec, Paul H. |
| An investigation of market microstructure impacts on event study returns. | Business | Masulis, Ronald W., Lease, Ronald C., Page, John R. |
| Arbitrage asset pricing under exchange risk. | Business | Ikeda, Shinsuke |
| Are stock returns predictable? A test using Markov chains. | Business | McQueen, Grant, Thorley, Steven |
| A tax-linked clientele for index-linked bonds: a comment. | Business | Knoll, Michael S. |
| A theory of workouts and the effects of reorganization law. | Business | Scharfstein, David, Gertner, Robert |
| A transactions data test of stock index futures market efficiency and index arbitrage profitability. | Business | Chung, Y. Peter |
| A variance-ratio test of random walks in foreign exchange rates. | Business | Liu, Christina Y., He, Jia |
| Capital structure and the market for corporate control: the defensive role of debt financing. | Business | Israel, Ronen |
| Chaos and nonlinear dynamics: application to financial markets. | Business | Hsieh, David A. |
| Consistency between predicted and actual bid-ask quote-revisions. | Business | Venkatesh, P.C., Jang, Hasung |
| Convertible debt: corporate call policy and voluntary conversion. | Business | Asquith, Paul, Mullins, David W., Jr. |
| Corporate performance, corporate takeovers, and management turnover. | Business | McConnell, John J., Martin, Kenneth J. |
| Debt, agency costs, and industry equilibrium. (includes appendix) | Business | Maksimovic, Vojislav, Zechner, Josef |
| Default premiums in commodity markets: theory and evidence. | Business | Bailey, Warren, Ng, Edward |
| Diagnosing asset pricing models using the distribution of asset returns. | Business | Snow, Karl N. |
| Disclosure, liquidity, and the cost of capital. | Business | Diamond, Douglas W., Verrecchia, Robert E. |
| Dynamic stock markets with multiple assets: an experimental analysis. | Business | Srivastava, Sanjay, O'Brien, John |
| Even risk: an analysis of losses to bondholders and "super poison put" bond covenants. | Business | Crabbe, Leland |
| Evidence on tax-motivated securities trading behavior. | Business | Lewellen, Wilbur G., Badrinath, S.G. |
| Ex-dividend day stock price behavior: the case of the 1986 Tax Reform Act. | Business | Michaely, Roni |
| Fifty years of the American Finance Association. | Business | Keenan, Michael |
| Financial investment opportunities and the macroeconomy. | Business | Chen, Nai-fu |
| Fundamentals and stock returns in Japan. | Business | Lakonishok, Josef, Hamao, Yasushi, Chan, Louis K.C. |
| Inferring trade direction from intraday data. | Business | Lee, Charles M.C., Ready, Mark J. |
| Information asymmetries and security market design: an empirical study of the secondary market for U.S. government securities. | Business | Umlauf, Steven R. |
| Insider trading around dividend announcements: theory and evidence. | Business | John, Kose, Lang, Larry H.P. |
| Investor sentiment and the closed-end fund puzzle. | Business | Shleifer, Andrei, Lee, Charles M.C., Thaler, Richard H. |
| Leverage. (finance) | Business | Miller, Merton, H. |
| Liquidity, maturity, and the yields on U.S. Treasury securities. | Business | Mendelson, Haim, Amihud, Yakov |
| Measuring the information content of stock trades. | Business | Hasbrouck, Joel |
| Negotiated block trades and corporate control. | Business | Barclay, Michael J., Holderness, Clifford G. |
| New evidence on the January effect before personal income taxes. | Business | Jones, Steven L., Lee, Winson, Apenbrink, Rudolf |
| On the good news in equity carve-outs. (includes appendix) | Business | Nanda, Vikram |
| Optimal financial instruments. | Business | Zender, Jaime F. |
| Option prices and the underlying asset's return distribution. | Business | Grundy, Bruce D. |
| Order form and information in securities markets. | Business | O'Hara, Maureen, Easley, David |
| Partial revelation of information in experimental asset markets. | Business | Copeland, Thomas E., Friedman, Daniel |
| Path dependent options: the case of lookback options. (includes appendix) | Business | Conze, Antoine, Viswanathan |
| Payout policy and tax deferral. | Business | DeAngelo, Harry |
| Production-based asset pricing and the link between stock returns and economic fluctuations. | Business | Cochrane, John H. |
| Returns and volatility of low-grade bonds, 1977-1989. | Business | Keim, Donald B., Blume, Marshall E., Patel, Sandeep A. |
| Seasonality in stock price mean reversion: evidence from the U.S. and the U.K. (includes appendix) | Business | Jegadeesh, Narasimhan |
| S&P 100 index option volatility. (Standard and Poor's 100 Stock Price Index) | Business | Whaley, Robert E., Harvey, Campbell R. |
| Stock and compensation. (transcript) | Business | |
| Stock markets, growth, and tax policy. (includes appendix) | Business | Levine, Ross |
| Stock prices and the supply of information. | Business | Brennan, Michael J., Hughes, Patricia J. |
| Structural and return characteristics of small and large firms. | Business | Chen, Nai-Fu, Chan, K.C. |
| Taxes and the capital structure of partnerships, REITs, and related entities. | Business | Jaffe, Jeffrey F. |
| Tax shields, sample-selection bias, and the information content of conversion-forcing bond calls. | Business | Vankudre, Prashant, Campbell, Cynthia J., Ederington, Louis H. |
| Testing the CAPM with time-varying risks and returns. (capital assets pricing model) | Business | Mark, Nelson C., Bodurtha, James N., Jr. |
| Tests of the CAPM with time-varying covariances: a multivariate GARCH approach. (capital assets pricing model, generalized autoregressive conditional heteroskedasticity) | Business | Ng, Lilian |
| The crash of '87: was it expected? The evidence from options markets. | Business | Bates, David S. |
| The default risk of swaps. (finance) | Business | Cooper, Ian A., Mello, Antonio S. |
| The effect of business risk on corporate capital structure: theory and evidence. | Business | Noe, Thomas H., Ramirez, Gabriel G., Kale, Jayant R. |
| The effect of taxes on the relative valuation of dividends and capital gains: evidence from dual-class British investment trusts. | Business | Ang, James S., Megginson, William L., Blackwell, David W. |
| The effect of volatility changes on the level of stock prices and subsequent expected returns. | Business | Torous, Walter N., Talmor, Eli, Haugen, Robert A. |
| The effects of stock repurchases on rival firms. | Business | Hertzel, Michael G. |
| The intra-industry effects of going-private transactions. | Business | Slovin, Myron B., Sushka, Marie E., Bendeck, Yvette M. |
| The investment performance of low-grade bond funds. | Business | Cornell, Bradford, Green, Kevin |
| The long-run performance of initial public offerings. | Business | Ritter, Jay R. |
| The losses realized in bank failures. | Business | James, Christopher |
| The mode of acquisition in takeovers: taxes and asymmetric information. | Business | Brown, David T., Ryngaert, Michael D. |
| The price elasticity of demand for common stock. | Business | Loderer, Claudio, Cooney, John W., Van Drunen, Leonard D. |
| The pricing of default-free interest rate cap, floor, and collar agreements. | Business | Crouhy, Michel, Briys, Eric, Schobel, Rainer |
| The relative signalling power of dutch-auction and fixed-price self-tender offers and open-market share repurchases. (includes appendix) | Business | Comment, Robert, Jarrell, Gregg A. |
| The reversal of large stock-price decreases. | Business | Sweeney, Richard J., Bremer, Marc |
| The role of acquisitions in foreign direct investment: evidence from the U.S. stock market. | Business | Harris, Robert S., Ravenscraft, David |
| The term structure as a predictor of real economic activity. | Business | Estrella, Arturo, Hardouvelis, Gikas A. |
| The theory of capital structure. | Business | Harris, Milton, Raviv, Artur |
| The valuation effects of private placements of convertible debt. | Business | Mais, Eric L., Fields, L. Paige |
| The world price of covariance risk. | Business | Harvey, Campbell R. |
| Tobin's Q and the gains from takeovers. | Business | Servaes, Henri |
| Using generalized method of moments to test mean-variance efficiency. | Business | MacKinlay, A. Craig, Richardson, Matthew P. |
| Venture capitalist certification in initial public offerings. | Business | Megginson, William L., Weiss, Kathleen A. |
| Volatility, efficiency, and trading: evidence from the Japanese stock market. | Business | Mendelson, Haim, Amihud, Yakov |
| Volatility increases subsequent to NYSE and AMEX stock splits. (New York Stock Exchange, American Stock Exchange) | Business | Dubofsky, David A. |
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