Journal of Finance 1992 - Abstracts

Journal of Finance 1992
TitleSubjectAuthors
Accounts receivable management policy: theory and evidence.BusinessSmith, Clifford W., Jr., Mian, Shehzad L.
A comparison of forward and futures prices of an interest rate-sensitive financial asset.BusinessMeulbroek, Lisa
Additional evidence on integration in the Canadian stock market.BusinessMittoo, Usha R.
An analysis of intraday patterns in bid/ask spreads for NYSE stocks. (New York Stock Exchange)BusinessWood, Robert A., McInish, Thomas H.
An empirical analysis of illegal insider trading. (includes appendix)BusinessMeulbroek, Lisa K.
An empirical comparison of alternative models of the short-term interest rate. (Papers and Proceedings Fifty-Second Annual Meeting American: Finance Association)BusinessLongstaff, Francis A., Chan, K.C., Sanders, Anthony B., Karolyi, G. Andrew
An option-theoretic approach to the valuation of dividend reinvestment and voluntary purchase plans.BusinessSpatt, Chester S., Dammon, Robert M.
Arbitrage with holding costs: a utility-based approach. (includes appendices)BusinessVila, Jean-Luc, Tuckman, Bruce
A simple and numerically efficient valuation method for American puts using a modified Geske-Johnson approach.BusinessBunch, David S., Johnson, Herb
Bankruptcy and insider trading: differences between exchange-listed and OTC firms. (over-the-counter)BusinessPinkerton, John M., Gosnell, Thomas, Keown, Arthur J.
Beatrice: a study in the creation and destruction of value. (Beatrice Companies Inc.) (Papers and Proceedings Fifty-Second Annual Meeting American: Finance Association)BusinessBaker, George P.
Can capital income taxes survive in open economies? (Papers and Proceedings Fifty-Second Annual Meeting American: Finance Association)BusinessGordon, Roger H.
Causal relations among stock returns, interest rates, real activity, and inflation.BusinessLee, Bong-Soo
Characterizing predictable components in excess returns on equity and foreign exchange markets.BusinessBekaert, Geert, Hodrick, Robert J.
Common stock offerings and earnings expectations: a test of the release of unfavorable information.BusinessBrous, Peter Alan
Corporate dividends and seasoned equity issues: an empirical investigation. (includes appendix)BusinessMauer, David C., Loderer, Claudio F.
Debt financing and tax status: tests of the substitution effect and the tax exhaustion hypothesis using firms' responses to the economic Recovery Tax Act of 1981.BusinessTrezevant, Robert
Debt, liquidity constraints, and corporate investment: evidence from panel data.BusinessWhited, Toni M.
Dividends and losses.BusinessDeAngelo, Harry, DeAngelo, Linda, Skinner, Douglas J.
Dividend surprises inferred from option and stock prices.BusinessBar-Yosef, Sasson, Sarig, Oded H.
Does the bond market predict bankruptcy settlements? (includes appendices) (Papers and Proceedings of Fifty-Second Annual Meeting: American Finance Association)BusinessSweeney, Richard J., Eberhart, Allan C.
Dual trading in futures markets. (includes appendix)BusinessLongstaff, Francis A., Fishman, Michael J.
Dutch auction repurchases: an analysis of shareholder heterogeneity. (includes appendix)BusinessBagwell, Laurie Simon
Futures manipulation with "cash settlement." (includes appendix)BusinessKumar, Praveen, Seppi, Duane J.
Futures-trading activity and stock price volatility.BusinessSeguin, Paul J., Bessembinder, Hendrik
Herd on the street: informational inefficiencies in a market with short-term speculation. (includes appendix)BusinessScharfstein, David S., Stein, Jeremy C., Froot, Kenneth A.
Industrial structure and the comparative behavior of international Stock Market Indices. (includes appendix)BusinessRoll, Richard
Inflation and asset returns in a monetary economy.BusinessMarshall, David A.
Information, asset prices, and the volume of trade.BusinessHuffman, Gregory W.
Insiders and outsiders: the choice between informed and arm's-length debt. (includes appendix)BusinessRajan, Raghuram G.
Insider trading in financial signaling models. (includes appendix)BusinessKhanna, Naveen, Bagnoli, Mark
Interest rate swaps and corporate financing choices.BusinessTitman, Sheridan
Interest rate volatility and the term structure: a two-factor general equilibrium model.BusinessLongstaff, Francis A., Schwartz, Eduardo S.
Intra-day arbitrage opportunities in foreign exchange and Eurocurrency markets.BusinessRhee, S. Ghon, Chang, Rosita P.
Is fairly priced deposit insurance possible?BusinessThakor, Anjan V., Chan, Yuk-Shee, Greenbaum, Stuart I.
LBOs, reversions and implicit contracts. (leveraged buyouts)BusinessIppolito, Richard A., James, William H.
Liquidation values and debt capacity: a market equilibrium approach.BusinessShleifer, Andrei, Vishny, Robert W.
Long-lived private information and imperfect competition.BusinessSubrahmanyam, Avanidhar, Holden, Craig W.
Management buyout proposals and inside information. (Papers and Proceedings Fifty-Second Annual Meeting American: Finance Association)BusinessLee, D. Scott
Managers' trading around stock repurchases.BusinessMikkelson, Wayne H., Lee, D. Scott, Partch, M. Megan
Market making in the options markets and the costs of discrete hedge rebalancing.BusinessWilhelm, William, Jameson, Mel
Measuring the agency cost of debt.BusinessParsons, John E., Mello, Antonio S.
Mergers and the value of antitrust deterrence. (Papers and Proceedings of Fifty-Second Annual Meeting: American Finance Association)BusinessEckbo, B. Espen
More powerful portfolio approaches to regressing abnormal returns on firm-specific variables for cross-sectional studies.BusinessBalachandran, Bala V., Chandra, Ramesh
One market? Stocks, futures, and options during October 1987. (Papers and Proceedings of Fifty-Second Annual Meeting: American Finance Association)BusinessWhaley, Robert E., Kleidon, Allan W.
One-time cash flow announcements and free cash-flow theory: share repurchases and special dividends.BusinessHe, Jia, Howe, Keith M., Kao, G. Wenchi
Optimal contracting and insider trading restriction. (includes appendix)BusinessFischer, Paul E.
Option replication in discrete time with transaction costs. (includes appendix)BusinessBoyle, Phelim P., Vorst, Ton
Positive prices in CAPM. (capital asset pricing model)BusinessNielsen, Lars Tyge
Predictable stock returns in the United States and Japan: a study of long-term capital market integration.BusinessCampbell, John Y., Hamao, Yasushi
Publish or perish: what the competition is really doing.BusinessZivney, Terry L., Bertin, William J.
Reference variables, factor structure, and the approximate multibeta representation. (includes appendix)BusinessReisman, Haim
Relationship-specific assets and the pricing of underwriter services.BusinessJames, Christopher
Reputation and performance among security analysts.BusinessStickel, Scott E.
Seasonalities in NYSE bid-ask spreads and stock returns in January. (New York Stock Exchange)BusinessMcConnell, John J., Singh, Manoj, Clark, Robert A.
Seasonality and consumption-based asset pricing.Business 
Sequential sales, learning, and cascades. (includes appendix)BusinessWelch, Ivo
Simple technical trading rules and the stochastic properties of stock returns.BusinessLeBaron, Blake, Lakonishok, Josef, Brock, William
Sovereign debt: optimal contract, underinvestment, and forgiveness. (Papers and Proceedings of Fifty-Second Annual Meeting: American Finance Association)BusinessSchwartz, Eduardo S., Zurita, Salvador
Stock price dynamics and firm size: an empirical investigation.BusinessCheung, Yin-Wong, Ng, Lilian K.
Stock returns, real activity, and the trust question.BusinessBittlingmayer, George
Swaps: plain and fanciful. (includes appendices) (Papers and Proceedings of Fifty-Second Annual Meeting: American Finance Association)BusinessLitzenberger, Robert H.
Tests of analysts' overreaction/underreaction to earnings information as an explanation for anomalous stock price behavior. (Papers and Proceedings Fifty-Second Annual Meeting American: Finance Association)BusinessBernard, Victor L., Abarbanell, Jeffery S.
The 1985 Ohio thrift crisis, the FSLIC's solvency, and rate contagion for retail CDs. (Ohio deposit insurance crisis; Federal Savings and Loan Insurance Corp.; certificates of deposit)(includes appendices) (Papers and Proceedings of Fifty-Second Annual Meeting: American Finance Association)BusinessWolfe, Glenn A., Cooperman, Elizabeth S., Lee, Winson B.
The behavior of option price around large block transactions in the underlying security. (Papers and Proceedings of Fifty-Second Annual Meeting: American Finance Association)BusinessKumar, Raman, Shastri, Kuldeep, Sarin, Atulya
The cross-section of expected stock returns. (includes appendix)BusinessFama, Eugene F., French, Kenneth R.
The current state of the arbitrage pricing theory.BusinessShanken, Jay
The effect of bond rating agency announcements on bond and stock prices.BusinessHolthausen, Robert W., Leftwich, Richard W., Hand, John R.M.
The intra-industry transfer of information inferred from announcements of corporate security offerings.BusinessSzewczyk, Samuel H.
The January anomaly: effects of low share price, transaction costs, and bid-ask bias.BusinessBhardwaj, Ravinder K., Brooks, Leroy D.
The persistence of mutual fund performance.BusinessGrinblatt, Mark, Titman, Sheridan
The post-merger performance of acquiring firms: a re-examination of an anomaly.BusinessAgrawal, Anup, Mandelker, Gershon N., Jaffe, Jeffrey F.
The pricing of best efforts new issues.Business 
The reaction of investors and stock prices to insider trading. (includes appendix) (Papers and Proceedings of Fifty-Second Annual Meeting: American Finance Association)BusinessCornell, Bradford, Sirri, Erik R.
The success of acquisitions: evidence from divestitures.BusinessKaplan, Steven N., Weisbach, Michael S.
The voluntary restructuring of large firms in response to performance decline. (includes appendix) (Papers and Proceedings of Fifty-Second Annual Meeting: American Finance Association)BusinessJohn, Kose, Lang, Larry H.P., Netter, Jeffry
Time and the process of security price adjustment. (includes appendix)BusinessO'Hara, Maureen, Easley, David
Trading halts and market activity: an analysis of volume at the open and the close.BusinessMulherin, J. Harold, Gerety, Mason S.
Trading mechanisms in securities markets. (includes appendix)BusinessMadhavan, Ananth
Transformed securities and alternative factor structures.BusinessHuang, Roger D., Jo, Hoje
Underwriter compensation and corporate monitoring.BusinessHansen, Robert S., Tottegrosa, Paul
When will mean-variance efficient portfolios be well diversified?BusinessGreen, Richard C., Hollifield, Burton
Why hang on to losers? Divestitures and takeovers. (includes appendix)BusinessBoot, Arnoud W.A.
This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.