Journal of Finance 1995 |
Title | Subject | Authors |
An analysis of the recommendations of the "superstar" money managers at Barron's Annual Roundtable. | Business | Jain, Prem C., Desai, Hemang |
An empirical analysis of the limit order book and the order flow in the Paris Bourse. | Business | Spatt, Chester, Hillion, Pierre, Biais, Bruno |
Another look at the cross-section of expected stock returns. | Business | Kothari, S.P., Sloan, Richard G., Shanken, Jay |
A simple approach to valuing risky fixed and floating rate debt. (includes appendix) | Business | Longstaff, Francis A., Schwartz, Eduardo S. |
Asset price dynamics and infrequent feedback trades. (includes appendix) | Business | Balduzzi, Pierluigi, Foresi, Silverio, Bertola, Giuseppe |
Backwardation in oil futures markets: theory and empirical evidence. (includes appendix) | Business | Litzenberger, Robert H., Rabinowitz, Nir |
Capital requirements for securities firms. | Business | Dimson, Elroy, Marsh, Paul |
Convertible bonds are not called late. | Business | Asquith, Paul |
Corporate control, portfolio choice, and the decline of banking. (includes appendices) | Business | Gorton, Gary, Rosen, Richard |
Covenants and collateral as incentives to monitor. (includes appendix) | Business | Rajan, Raghuram, Winton, Andrew |
Debt financing under asymmetric information. (includes appendices) | Business | Noe, Thomas, Goswami, Gautam, Rebello, Michael |
Did J.P. Morgan's men add liquidity? Corporate investment, cash flow, and financial structure at the turn of the twentieth century. | Business | Ramirez, Carlos D. |
Does the liquidity of a debt issue increase with its size? Evidence from the corporate bond and medium-term note markets. | Business | Crabbe, Leland E., Turner, Christopher M. |
Do expected shifts in inflation affect estimates of the long-run Fisher relation? (includes appendix) | Business | Lewis, Karen K., Evans, Martin D.D. |
Do LBO supermarkets charge more? An empirical analysis of the effects of LBOs on supermarket pricing. (leveraged buyouts) | Business | Chevalier, Judith A. |
Do managerial motives influence firm risk reduction strategies? | Business | May, Don O. |
Dynamic asset allocation and the informational efficiency of markets. | Business | Grossman, Sanford J. |
Ex-day behavior: tax or short-term trading effects. | Business | Lasfer, M. Ameziane |
Explaining forward exchange bias ... intraday. | Business | Rose, Andrew K., Lyons, Richard K. |
Fairly priced deposit insurance and bank charter policy. | Business | Craine, Roger |
Finance research productivity and influence. (includes appendix) | Business | Borokhovich, Kenneth A., Bricker, Robert J., Simkins, Betty J., Brunarski, Kelly R. |
Fundamental economic variables, expected returns, and bond fund performance. (includes appendix) | Business | Elton, Edwin J., Gruber, Martin J., Blake, Christopher R. |
Good news, bad news, volatility, and betas. (covariances of stock returns) | Business | Braun, Phillip A., Nelson, Daniel B., Sunier, Alain M. |
How much can marketability affect security values? | Business | Longstaff, Francis A. |
Implementing option pricing models when asset returns are predictable. (includes appendix) | Business | Lo, Andrew W., Wang, Jiang |
Information quality, performance measurement, and security demand in rational expectations economies. (includes appendix) | Business | Noe, Thomas H., Ramamurtie, Buddhavarapu Sailesh |
Initial shareholdings and overbidding in takeover contests. (includes appendix) | Business | Burkart, Mike |
Interest rates as options. | Business | Black, Fischer |
Lattice models for pricing American interest rate claims. | Business | Ritchken, Peter, Sankarasubramanian, L., Li, Anlong |
Managers of financially distressed firms: villains or scapegoats? | Business | Poulsen, Annette B., Khanna, Naveen |
Mean reversion in equilibrium asset prices: evidence from the futures term structure. | Business | Seguin, Paul J., Bessembinder, Hendrik, Coughenour, Jay F., Smoller, Margaret Monroe |
One security, many markets: determining the contributions to price discovery. | Business | Hasbrouck, Joel |
On intraday risk premia. (includes appendix) | Business | Subrahmanyam, Avanidhar, Spiegel, Matthew |
Optimal investment, monitoring, and the staging of venture capital. | Business | Gompers, Paul A. |
Performance changes following top management dismissals. | Business | Denis, David J., Denis, Diane K. |
Performance persistence. | Business | Brown, Stephen J., Goetzmann, William N. |
Portfolio inefficiency and the cross-section of expected returns. (includes appendix) | Business | Stambaugh, Robert F., Kandel, Shmuel |
Postbankruptcy performance and management turnover. | Business | Hotchkiss, Edith Shwalb |
Predictability of stock returns: robustness and economic significance. (includes appendix) | Business | Timmermann, Allan, Pesaran, M. Hashem |
Predicting volatility in the foreign exchange market. | Business | Jorion, Philippe |
Price reactions to dividend initiations and omissions: overreaction or drift? | Business | Michaely, Roni, Womack, Kent L., Thaler, Richard H. |
Pricing derivatives on financial securities subject to credit risk. (includes appendix) | Business | Jarrow, Robert A., Turnbull, Stuart M. |
Returns from investing in equity mutual funds 1971 to 1991. | Business | Malkiel, Burton G. |
Size and book-to-market factors in earnings and returns. | Business | Fama, Eugene F., French, Kenneth R. |
Stock volatility and the levels of the basis and open interest in futures contracts. (includes appendices) | Business | Chen, Nai-Fu, Haugen, Robert A., Cuny, Charles J. |
Survival. (equity market survival) | Business | Ross, Stephen A., Brown, Stephen J., Goetzmann, William N. |
Testing the expectations hypothesis on the term structure of volatilities in foreign exchange options. | Business | Campa, Jose Manuel, Chang, P.H. Kevin |
The allocation of informed trading across related markets: an analysis of the impact of changes in equity-option margin requirements. | Business | Mayhew, Stewart, Shastri, Kuldeep, Sarin, Atulya |
The behavior of stock prices around institutional trades. | Business | Lakonishok, Josef, Chan, Louis K. |
The effect of lender identity on a borrowing firm's equity return. | Business | Billett, Matthew T., Flannery, Mark J., Garfinkel, Jon A. |
The errors in the variables problem in the cross-section of expected stock returns. (includes appendix) | Business | Kim, Dongcheol |
The exchange rate in the presence of transaction costs: implications for tests of purchasing power parity. | Business | Sercu, Piet, Uppal, Raman, Hulle, Cynthia van |
The long-run negative drift of post-listing stock returns. | Business | Dharan, Bala G., Ikenberry, David L. |
The maturity structure of corporate debt. | Business | Smith, Clifford W., Jr., Barclay, Michael J. |
The new issues puzzle. | Business | Ritter, Jay R., Loughran, Tim |
The priority structure of corporate liabilities. | Business | Barclay, Michael J., Smith, Cliffor W., Jr. |
The valuation of cash flow forecasts: an empirical analysis. | Business | Kaplan, Steven N., Ruback, Richard S. |
The world price of foreign exchange risk. | Business | Solnik, Bruno, Dumas, Bernard |
Time-varying expected returns in international bond markets. | Business | Ilmanen, Antti |
Time-varying world market integration. | Business | Bekaert, Geert, Harvey, Campbell R. |
Trading behavior and the unbiasedness of the market reaction to dividend announcements. | Business | Vijh, Anand M., Bajaj, Mukesh |
Venture capitalists and the oversight of private firms. | Business | Lerner, Josh |
What constitutes evidence of discrimination in lending? | Business | Ferguson, Michael F., Peters, Stephen R. |
What do we know about capital structure? Some evidence from international data. | Business | Rajan, Raghuram G., Zingales, Luigi |
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