Journal of Finance 1995 - Abstracts

Journal of Finance 1995
TitleSubjectAuthors
An analysis of the recommendations of the "superstar" money managers at Barron's Annual Roundtable.BusinessJain, Prem C., Desai, Hemang
An empirical analysis of the limit order book and the order flow in the Paris Bourse.BusinessSpatt, Chester, Hillion, Pierre, Biais, Bruno
Another look at the cross-section of expected stock returns.BusinessKothari, S.P., Sloan, Richard G., Shanken, Jay
A simple approach to valuing risky fixed and floating rate debt. (includes appendix)BusinessLongstaff, Francis A., Schwartz, Eduardo S.
Asset price dynamics and infrequent feedback trades. (includes appendix)BusinessBalduzzi, Pierluigi, Foresi, Silverio, Bertola, Giuseppe
Backwardation in oil futures markets: theory and empirical evidence. (includes appendix)BusinessLitzenberger, Robert H., Rabinowitz, Nir
Capital requirements for securities firms.BusinessDimson, Elroy, Marsh, Paul
Convertible bonds are not called late.BusinessAsquith, Paul
Corporate control, portfolio choice, and the decline of banking. (includes appendices)BusinessGorton, Gary, Rosen, Richard
Covenants and collateral as incentives to monitor. (includes appendix)BusinessRajan, Raghuram, Winton, Andrew
Debt financing under asymmetric information. (includes appendices)BusinessNoe, 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.BusinessRamirez, Carlos D.
Does the liquidity of a debt issue increase with its size? Evidence from the corporate bond and medium-term note markets.BusinessCrabbe, Leland E., Turner, Christopher M.
Do expected shifts in inflation affect estimates of the long-run Fisher relation? (includes appendix)BusinessLewis, Karen K., Evans, Martin D.D.
Do LBO supermarkets charge more? An empirical analysis of the effects of LBOs on supermarket pricing. (leveraged buyouts)BusinessChevalier, Judith A.
Do managerial motives influence firm risk reduction strategies?BusinessMay, Don O.
Dynamic asset allocation and the informational efficiency of markets.BusinessGrossman, Sanford J.
Ex-day behavior: tax or short-term trading effects.BusinessLasfer, M. Ameziane
Explaining forward exchange bias ... intraday.BusinessRose, Andrew K., Lyons, Richard K.
Fairly priced deposit insurance and bank charter policy.BusinessCraine, Roger
Finance research productivity and influence. (includes appendix)BusinessBorokhovich, Kenneth A., Bricker, Robert J., Simkins, Betty J., Brunarski, Kelly R.
Fundamental economic variables, expected returns, and bond fund performance. (includes appendix)BusinessElton, Edwin J., Gruber, Martin J., Blake, Christopher R.
Good news, bad news, volatility, and betas. (covariances of stock returns)BusinessBraun, Phillip A., Nelson, Daniel B., Sunier, Alain M.
How much can marketability affect security values?BusinessLongstaff, Francis A.
Implementing option pricing models when asset returns are predictable. (includes appendix)BusinessLo, Andrew W., Wang, Jiang
Information quality, performance measurement, and security demand in rational expectations economies. (includes appendix)BusinessNoe, Thomas H., Ramamurtie, Buddhavarapu Sailesh
Initial shareholdings and overbidding in takeover contests. (includes appendix)BusinessBurkart, Mike
Interest rates as options.BusinessBlack, Fischer
Lattice models for pricing American interest rate claims.BusinessRitchken, Peter, Sankarasubramanian, L., Li, Anlong
Managers of financially distressed firms: villains or scapegoats?BusinessPoulsen, Annette B., Khanna, Naveen
Mean reversion in equilibrium asset prices: evidence from the futures term structure.BusinessSeguin, Paul J., Bessembinder, Hendrik, Coughenour, Jay F., Smoller, Margaret Monroe
One security, many markets: determining the contributions to price discovery.BusinessHasbrouck, Joel
On intraday risk premia. (includes appendix)BusinessSubrahmanyam, Avanidhar, Spiegel, Matthew
Optimal investment, monitoring, and the staging of venture capital.BusinessGompers, Paul A.
Performance changes following top management dismissals.BusinessDenis, David J., Denis, Diane K.
Performance persistence.BusinessBrown, Stephen J., Goetzmann, William N.
Portfolio inefficiency and the cross-section of expected returns. (includes appendix)BusinessStambaugh, Robert F., Kandel, Shmuel
Postbankruptcy performance and management turnover.BusinessHotchkiss, Edith Shwalb
Predictability of stock returns: robustness and economic significance. (includes appendix)BusinessTimmermann, Allan, Pesaran, M. Hashem
Predicting volatility in the foreign exchange market.BusinessJorion, Philippe
Price reactions to dividend initiations and omissions: overreaction or drift?BusinessMichaely, Roni, Womack, Kent L., Thaler, Richard H.
Pricing derivatives on financial securities subject to credit risk. (includes appendix)BusinessJarrow, Robert A., Turnbull, Stuart M.
Returns from investing in equity mutual funds 1971 to 1991.BusinessMalkiel, Burton G.
Size and book-to-market factors in earnings and returns.BusinessFama, Eugene F., French, Kenneth R.
Stock volatility and the levels of the basis and open interest in futures contracts. (includes appendices)BusinessChen, Nai-Fu, Haugen, Robert A., Cuny, Charles J.
Survival. (equity market survival)BusinessRoss, Stephen A., Brown, Stephen J., Goetzmann, William N.
Testing the expectations hypothesis on the term structure of volatilities in foreign exchange options.BusinessCampa, 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.BusinessMayhew, Stewart, Shastri, Kuldeep, Sarin, Atulya
The behavior of stock prices around institutional trades.BusinessLakonishok, Josef, Chan, Louis K.
The effect of lender identity on a borrowing firm's equity return.BusinessBillett, Matthew T., Flannery, Mark J., Garfinkel, Jon A.
The errors in the variables problem in the cross-section of expected stock returns. (includes appendix)BusinessKim, Dongcheol
The exchange rate in the presence of transaction costs: implications for tests of purchasing power parity.BusinessSercu, Piet, Uppal, Raman, Hulle, Cynthia van
The long-run negative drift of post-listing stock returns.BusinessDharan, Bala G., Ikenberry, David L.
The maturity structure of corporate debt.BusinessSmith, Clifford W., Jr., Barclay, Michael J.
The new issues puzzle.BusinessRitter, Jay R., Loughran, Tim
The priority structure of corporate liabilities.BusinessBarclay, Michael J., Smith, Cliffor W., Jr.
The valuation of cash flow forecasts: an empirical analysis.BusinessKaplan, Steven N., Ruback, Richard S.
The world price of foreign exchange risk.BusinessSolnik, Bruno, Dumas, Bernard
Time-varying expected returns in international bond markets.BusinessIlmanen, Antti
Time-varying world market integration.BusinessBekaert, Geert, Harvey, Campbell R.
Trading behavior and the unbiasedness of the market reaction to dividend announcements.BusinessVijh, Anand M., Bajaj, Mukesh
Venture capitalists and the oversight of private firms.BusinessLerner, Josh
What constitutes evidence of discrimination in lending?BusinessFerguson, Michael F., Peters, Stephen R.
What do we know about capital structure? Some evidence from international data.BusinessRajan, Raghuram G., Zingales, Luigi
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