| Journal of Finance 1996 |
| Title | Subject | Authors |
|---|
| An anatomy of the "S&P game": the effects of changing the rules. | Business | Whaley, Robert E., Beneish, Messod D. |
| An empirical investigation of short-selling activity prior to seasoned equity offerings. | Business | Wilhelm, William J., Jr., Safieddine, Assem |
| Another puzzle: the growth in actively managed mutual funds. (includes appendix) | Business | Gruber, Martin J. |
| A simple nonparametric approach to derivative security valuation. | Business | Stutzer, Michael |
| Asymmetric information, managerial opportunism, financing, and payout policies. (includes appendix) | Business | Noe, Thomas H., Rebello, Michael J. |
| A theory of corporate scope and financial structure. (includes appendix) | Business | Li, David D., Li, Shan |
| Bank debt restructurings and the composition of exchange offers in financial distress. | Business | James, Christopher |
| Bank information monopolies and the mix of private and public debt claims. | Business | James, Christopher, Houston, Joel |
| Bustup takeovers of value-destroying diversified firms. (includes appendix) | Business | Ofek, Eli, Berger, Philip G. |
| Call and continuous trading mechanisms under asymmetric information: an experimental investigation. | Business | Schnitzlein, Charles R. |
| Capital requirements, monetary policy, and aggregate bank lending: theory and empirical evidence. (includes appendix) | Business | Thakor, Anjan V. |
| Cream-skimming or profit-sharing? The curious role of purchased order flow. | Business | O'Hara, Maureen, Kiefer, Nicholas M., Easley, David |
| Decision frequency and synchronization across agents: implications for aggregate consumption and equity return. (includes appendix) | Business | Lynch, Anthony W. |
| Delayed reaction to good news and the cross-autocorrelation of portfolio returns. | Business | McQueen, Grant, Thorley, Steven, Pinegar, Michael |
| Determinants of contract choice: the use of warrants to compensate underwriters of seasoned equity issues. | Business | Smith, Richard L., Ng, Chee K. |
| Diversification, integration and emerging market closed-end funds. (includes appendix) | Business | Bekaert, Geert, Urias, Michael S. |
| Dividends and profits: some unstable foreign influences. | Business | Hines, James R., Jr. |
| Do brokerage analysts' recommendations have investment value? | Business | Womack, Kent L. |
| Does money explain asset returns? Theory and empirical analysis. | Business | Lang, Larry H.P., Foresi, Silverio, Chan, K.C. |
| Earnings announcements and the components of the bid-ask spread. | Business | Lee, Jason, Krinsky, Itzhak |
| Equilibrium analysis of portfolio insurance. (includes appendices) | Business | Grossman, Sanford J., Zhou, Zhongquan |
| Evidence of bank market discipline in subordinated debenture yields: 1983-1991. (includes appendix) | Business | Sorescu, Sorin M., Flannery, Mark J. |
| Evidence of discrimination in lending: an extension. | Business | Shaffer, Sherrill |
| Expectations and the cross-section of stock returns. | Business | La Porta, Rafael |
| General properties of option prices. (includes appendix) | Business | Grundy, Bruce D., Bergman, Yaacov Z., Wiener, Zvi |
| Idiosyncratic variation of Treasury bill yields. (includes appendix) | Business | Duffee, Gregory R. |
| Impact of the 1988 Basle Accord on international banks. (includes appendix) | Business | Wagster, John D. |
| Investment policy and exit-exchange offers within financially distressed firms. (includes appendix) | Business | Bernardo, Antonio E., Talley, Eric L. |
| Is there a window of opportunity for seasoned equity issuance? | Business | Chaplinsky, Susan, Bayless, Mark |
| Limit order trading. | Business | Schwartz, Robert A., Handa, Puneet |
| Liquidity, information, and infrequently traded stocks. (includes appendix) | Business | O'Hara, Maureen, Kiefer, Nicholas M., Easley, David, Paperman, Joseph B. |
| Long-term market overreaction: the effect of low-priced stocks. | Business | Ritter, Jay R., Loughran, Tim |
| Measuring fund strategy and performance in changing economic conditions. | Business | Ferson, Wayne E., Schadt, Rudi W. |
| Measuring international economic linkages with stock market data. (includes appendix) | Business | Mei, Jianping, Ammer, John |
| Momentum strategies. | Business | Lakonishok, Josef, Jegadeesh, Narasimhan, Chan, Louis K. |
| Multifactor explanations of asset pricing anomalies. | Business | Fama, Eugene F., French, Kenneth R. |
| Noise trading in small markets. (includes appendix) | Business | Palomino, Frederic |
| Non-fundamental speculation. (includes appendix) | Business | Madrigal, Vicente |
| Of tournaments and temptations: an analysis of managerial incentives in the mutual fund industry. | Business | Starks, Laura T., Brown, Keith C., Harlow, W.V. |
| Oil and the stock markets. (includes appendices) | Business | Jones, Charles M., Kaul, Gautam |
| On the predictability of stock returns: an asset-allocation perspective. (includes appendix) | Business | Stambaugh, Robert F., Kandel, Shmuel |
| Optimal capital structure, endogenous bankruptcy, and the term structure of credit spreads. (includes appendices) | Business | Leland, Hayne E., Toft, Klaus Bjerre |
| Preferences for stock characteristics as revealed by mutual fund portfolio holdings. | Business | Falkenstein, Eric G. |
| Quotes, prices, and estimates in a laboratory market. | Business | Bloomfield, Robert |
| Real interest rates and inflation: an ex-ante empirical analysis. (includes appendix) | Business | Sarig, Oded, Kandel, Shmuel, Ofer, Aharon R. |
| Recovering probability distributions from option prices. | Business | Rubinstein, Mark, Jackwerth, Jens Carsten |
| Regulatory incentives and the thrift crisis: dividends, mutual-to-stock conversions, and financial distress. (includes appendix) | Business | Kroszner, Randall S., Strahan, Philip E. |
| Relative pricing of Eurodollar futures and forward contracts. | Business | Grinblatt, Mark, Jegadeesh, Narasimhan |
| Return volatility and trading volume: an information flow interpretation of stochastic volatility. (includes appendix) | Business | Andersen, Torben G. |
| Robust structure without predictability: the "compass rose" pattern of the stock market. | Business | Crack, Timothy Falcon, Ledoit, Olivier |
| Shareholder activism by institutional investors: evidence from CalPERS. (California Public Employees' Retirement System) | Business | Smith, Michael P. |
| Special repo rates. (includes appendix) | Business | Duffie, Darrell |
| Strategic trading when agents forecast the forecasts of others. (includes appendix) | Business | Viswanathan, S., Foster, F. Douglas |
| Swap rates and credit quality. (includes appendices) | Business | Huang, Ming, Duffie, Darrell |
| Tax-exempt debt and the capital structure of nonprofit organizations: an application to hospitals. | Business | Hassan, Mahmud, Morrisey, Michael A., Wedig, Gerard J. |
| Tests of the relations among marketwide factors, firm-specific variables, and stock returns using a conditional asset pricing model. | Business | He, Jia, Ng, Lilian, Zhang, Chu, Kan, Raymond |
| The capital budgeting process: incentives and information. (includes appendix) | Business | Harris, Milton, Raviv, Artur |
| The conditional CAPM and the cross-section of expected returns. (capital asset pricing model)(includes appendices) | Business | Jagannathan, Ravi, Wang, Zhenyu |
| The determinants of the maturity of corporate debt issues. | Business | Opler, Tim, Guedes, Jose |
| The method of payment in corporate acquisitions, investment opportunities, and management ownership. | Business | Martin, Kenneth J. |
| Then CAPM is wanted, dead or alive. (capital asset pricing model) | Business | Fama, Eugene F., French, Kenneth R. |
| The strategic exercise of options: development cascades and overbuilding in real estate markets. (includes appendix) | Business | Grenadier, Steven R. |
| The value of diversification during the conglomerate merger wave. | Business | Servaes, Henri |
| The wealth effects of bank financing announcements in highly leveraged transactions. | Business | Zenner, Marc, Kracaw, William A. |
| Transparency and liquidity: a comparison of auction and dealer markets with informed trading. (includes appendix) | Business | Pagano, Marco, Roell, Ailsa |
| Transparency and liquidity: a study of block trades on the London Stock Exchange under different publication rules. | Business | Gemmill, Gordon |
| Volatility in wheat spot and futures markets, 1950-1993: government farm programs, seasonality, and causality. (includes appendix) | Business | Lee, Jae Ha, Crain, Susan J. |
| Who manages risk? An empirical examination of risk management practices in the gold mining industry. (includes appendix) | Business | Tufano, Peter |
| Why do markets move together? An investigation of U.S-Japan stock return comovements. | Business | Stulz, Rene M., Karolyi, G. Andrew |
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