Journal of Finance 1992 |
Title | Subject | Authors |
Accounts receivable management policy: theory and evidence. | Business | Smith, Clifford W., Jr., Mian, Shehzad L. |
A comparison of forward and futures prices of an interest rate-sensitive financial asset. | Business | Meulbroek, Lisa |
Additional evidence on integration in the Canadian stock market. | Business | Mittoo, Usha R. |
An analysis of intraday patterns in bid/ask spreads for NYSE stocks. (New York Stock Exchange) | Business | Wood, Robert A., McInish, Thomas H. |
An empirical analysis of illegal insider trading. (includes appendix) | Business | Meulbroek, Lisa K. |
An empirical comparison of alternative models of the short-term interest rate. (Papers and Proceedings Fifty-Second Annual Meeting American: Finance Association) | Business | Longstaff, 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. | Business | Spatt, Chester S., Dammon, Robert M. |
Arbitrage with holding costs: a utility-based approach. (includes appendices) | Business | Vila, Jean-Luc, Tuckman, Bruce |
A simple and numerically efficient valuation method for American puts using a modified Geske-Johnson approach. | Business | Bunch, David S., Johnson, Herb |
Bankruptcy and insider trading: differences between exchange-listed and OTC firms. (over-the-counter) | Business | Pinkerton, 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) | Business | Baker, George P. |
Can capital income taxes survive in open economies? (Papers and Proceedings Fifty-Second Annual Meeting American: Finance Association) | Business | Gordon, Roger H. |
Causal relations among stock returns, interest rates, real activity, and inflation. | Business | Lee, Bong-Soo |
Characterizing predictable components in excess returns on equity and foreign exchange markets. | Business | Bekaert, Geert, Hodrick, Robert J. |
Common stock offerings and earnings expectations: a test of the release of unfavorable information. | Business | Brous, Peter Alan |
Corporate dividends and seasoned equity issues: an empirical investigation. (includes appendix) | Business | Mauer, 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. | Business | Trezevant, Robert |
Debt, liquidity constraints, and corporate investment: evidence from panel data. | Business | Whited, Toni M. |
Dividends and losses. | Business | DeAngelo, Harry, DeAngelo, Linda, Skinner, Douglas J. |
Dividend surprises inferred from option and stock prices. | Business | Bar-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) | Business | Sweeney, Richard J., Eberhart, Allan C. |
Dual trading in futures markets. (includes appendix) | Business | Longstaff, Francis A., Fishman, Michael J. |
Dutch auction repurchases: an analysis of shareholder heterogeneity. (includes appendix) | Business | Bagwell, Laurie Simon |
Futures manipulation with "cash settlement." (includes appendix) | Business | Kumar, Praveen, Seppi, Duane J. |
Futures-trading activity and stock price volatility. | Business | Seguin, Paul J., Bessembinder, Hendrik |
Herd on the street: informational inefficiencies in a market with short-term speculation. (includes appendix) | Business | Scharfstein, David S., Stein, Jeremy C., Froot, Kenneth A. |
Industrial structure and the comparative behavior of international Stock Market Indices. (includes appendix) | Business | Roll, Richard |
Inflation and asset returns in a monetary economy. | Business | Marshall, David A. |
Information, asset prices, and the volume of trade. | Business | Huffman, Gregory W. |
Insiders and outsiders: the choice between informed and arm's-length debt. (includes appendix) | Business | Rajan, Raghuram G. |
Insider trading in financial signaling models. (includes appendix) | Business | Khanna, Naveen, Bagnoli, Mark |
Interest rate swaps and corporate financing choices. | Business | Titman, Sheridan |
Interest rate volatility and the term structure: a two-factor general equilibrium model. | Business | Longstaff, Francis A., Schwartz, Eduardo S. |
Intra-day arbitrage opportunities in foreign exchange and Eurocurrency markets. | Business | Rhee, S. Ghon, Chang, Rosita P. |
Is fairly priced deposit insurance possible? | Business | Thakor, Anjan V., Chan, Yuk-Shee, Greenbaum, Stuart I. |
LBOs, reversions and implicit contracts. (leveraged buyouts) | Business | Ippolito, Richard A., James, William H. |
Liquidation values and debt capacity: a market equilibrium approach. | Business | Shleifer, Andrei, Vishny, Robert W. |
Long-lived private information and imperfect competition. | Business | Subrahmanyam, Avanidhar, Holden, Craig W. |
Management buyout proposals and inside information. (Papers and Proceedings Fifty-Second Annual Meeting American: Finance Association) | Business | Lee, D. Scott |
Managers' trading around stock repurchases. | Business | Mikkelson, Wayne H., Lee, D. Scott, Partch, M. Megan |
Market making in the options markets and the costs of discrete hedge rebalancing. | Business | Wilhelm, William, Jameson, Mel |
Measuring the agency cost of debt. | Business | Parsons, John E., Mello, Antonio S. |
Mergers and the value of antitrust deterrence. (Papers and Proceedings of Fifty-Second Annual Meeting: American Finance Association) | Business | Eckbo, B. Espen |
More powerful portfolio approaches to regressing abnormal returns on firm-specific variables for cross-sectional studies. | Business | Balachandran, Bala V., Chandra, Ramesh |
One market? Stocks, futures, and options during October 1987. (Papers and Proceedings of Fifty-Second Annual Meeting: American Finance Association) | Business | Whaley, Robert E., Kleidon, Allan W. |
One-time cash flow announcements and free cash-flow theory: share repurchases and special dividends. | Business | He, Jia, Howe, Keith M., Kao, G. Wenchi |
Optimal contracting and insider trading restriction. (includes appendix) | Business | Fischer, Paul E. |
Option replication in discrete time with transaction costs. (includes appendix) | Business | Boyle, Phelim P., Vorst, Ton |
Positive prices in CAPM. (capital asset pricing model) | Business | Nielsen, Lars Tyge |
Predictable stock returns in the United States and Japan: a study of long-term capital market integration. | Business | Campbell, John Y., Hamao, Yasushi |
Publish or perish: what the competition is really doing. | Business | Zivney, Terry L., Bertin, William J. |
Reference variables, factor structure, and the approximate multibeta representation. (includes appendix) | Business | Reisman, Haim |
Relationship-specific assets and the pricing of underwriter services. | Business | James, Christopher |
Reputation and performance among security analysts. | Business | Stickel, Scott E. |
Seasonalities in NYSE bid-ask spreads and stock returns in January. (New York Stock Exchange) | Business | McConnell, John J., Singh, Manoj, Clark, Robert A. |
Seasonality and consumption-based asset pricing. | Business | |
Sequential sales, learning, and cascades. (includes appendix) | Business | Welch, Ivo |
Simple technical trading rules and the stochastic properties of stock returns. | Business | LeBaron, Blake, Lakonishok, Josef, Brock, William |
Sovereign debt: optimal contract, underinvestment, and forgiveness. (Papers and Proceedings of Fifty-Second Annual Meeting: American Finance Association) | Business | Schwartz, Eduardo S., Zurita, Salvador |
Stock price dynamics and firm size: an empirical investigation. | Business | Cheung, Yin-Wong, Ng, Lilian K. |
Stock returns, real activity, and the trust question. | Business | Bittlingmayer, George |
Swaps: plain and fanciful. (includes appendices) (Papers and Proceedings of Fifty-Second Annual Meeting: American Finance Association) | Business | Litzenberger, 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) | Business | Bernard, 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) | Business | Wolfe, 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) | Business | Kumar, Raman, Shastri, Kuldeep, Sarin, Atulya |
The cross-section of expected stock returns. (includes appendix) | Business | Fama, Eugene F., French, Kenneth R. |
The current state of the arbitrage pricing theory. | Business | Shanken, Jay |
The effect of bond rating agency announcements on bond and stock prices. | Business | Holthausen, Robert W., Leftwich, Richard W., Hand, John R.M. |
The intra-industry transfer of information inferred from announcements of corporate security offerings. | Business | Szewczyk, Samuel H. |
The January anomaly: effects of low share price, transaction costs, and bid-ask bias. | Business | Bhardwaj, Ravinder K., Brooks, Leroy D. |
The persistence of mutual fund performance. | Business | Grinblatt, Mark, Titman, Sheridan |
The post-merger performance of acquiring firms: a re-examination of an anomaly. | Business | Agrawal, 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) | Business | Cornell, Bradford, Sirri, Erik R. |
The success of acquisitions: evidence from divestitures. | Business | Kaplan, 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) | Business | John, Kose, Lang, Larry H.P., Netter, Jeffry |
Time and the process of security price adjustment. (includes appendix) | Business | O'Hara, Maureen, Easley, David |
Trading halts and market activity: an analysis of volume at the open and the close. | Business | Mulherin, J. Harold, Gerety, Mason S. |
Trading mechanisms in securities markets. (includes appendix) | Business | Madhavan, Ananth |
Transformed securities and alternative factor structures. | Business | Huang, Roger D., Jo, Hoje |
Underwriter compensation and corporate monitoring. | Business | Hansen, Robert S., Tottegrosa, Paul |
When will mean-variance efficient portfolios be well diversified? | Business | Green, Richard C., Hollifield, Burton |
Why hang on to losers? Divestitures and takeovers. (includes appendix) | Business | Boot, Arnoud W.A. |
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