Journal of Finance 1997 - Abstracts

Journal of Finance 1997
TitleSubjectAuthors
Agency problems, equity ownership, and corporate diversification.BusinessDenis, David J., Sarin, Atulya, Denis, Diane K.
Analyst following of initial public offerings. (includes appendix)BusinessRajan, Raghuram, Servaes, Henri
An Econometric Model of the Term Structure of Interest-Rate Swap Yields.BusinessSingleton, Kenneth J., Duffie, Darrell
A new look at the Monday effect. (day-of-the-week variance in stock returns)BusinessLi, Yuming, Wang, Ko, Erickson, John
An examination of uncovered interest rate parity in segmented international commodity markets. (includes appendix)BusinessUppal, Raman, Hollifield, Burton
A nonparametric model of term structure dynamics and the market price of interest rate risk.BusinessStanton, Richard
Approximating the Asset Pricing Kernel.(Statistical Data Included)BusinessChapman, David A.
Are there tax effects in the relative pricing of U.S. government bonds? (includes appendix)BusinessGreen, Richard C., Odegaard, Bernt A.
Assessing goodness-of-fit of asset pricing models: the distribution of the maximal R squared.BusinessWhaley, Robert E., Foster, F. Douglas, Smith, Tom
Assessing specification errors in stochastic discount factor models. (includes appendices)BusinessHansen, Lars Peter, Jagannathan, Ravi
A survey of corporate governance.BusinessShleifer, Andrei, Vishny, Robert W.
Cash flow and investment: evidence from internal capital markets.BusinessLamont, Owen
CEO Contracting and Antitakeover Amendments.BusinessBorokhovich, Kenneth A., Parrino, Robert, Brunarski, Kelly R.
Closed form solutions for term structure derivatives with log-normal interest rates.BusinessMiltersen, Kristian R., Sandmann, Klaus, Sondermann, Dieter
Competition and collusion in dealer markets.BusinessMadhavan, Ananth, Dutta, Prajit K.
Corporate Governance and Equity Prices: Evidence from the Czech and Slovak Republics.(Statistical Data Included)BusinessClaessens, Stijn
Cost of transacting and expected returns in the Nasdaq market.BusinessEleswarapu, Venkat R.
Defensive Mechanisms and Managerial Discretion.BusinessHeinkel, Robert, Hollifield, Burton, Giammarino, Ronald
Dividends, taxes, and signaling: evidence from Germany.BusinessMurgia, Maurizio, Amihud, Yakov
Do changes in dividends signal the future or the past? (includes appendix)(Papers and Proceedings: Fifty-seventh Annual Meeting American Finance Association)BusinessThaler, Richard, Michaely, Roni, Benartzi, Shlomo
Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange.(Statistical Data Included)BusinessCao, Charles, Hatheway, Frank, Choe, Hyuk
Do Firms Knowingly Sell Overvalued Equity?(Statistical Data Included)BusinessLee, Inmoo
Do long-term shareholders benefit from corporate acquisitions?BusinessVijh, Anand M., Loughran, Tim
Empirical performance of alternative option pricing models. (includes appendix)BusinessBakshi, Gurdip, Cao, Charles, Chen, Zhiwu
Endogenous borrowing constraints with incomplete markets. (includes appendix)BusinessZhang, Harold H.
Equilibrium valuation of foreign exchange claims. (includes appendix)BusinessChen, Zhiwu, Bakshi, Gurdip S.
Equity issuance and adverse selection: a direct test using conditional stock offers.BusinessHouston, Joel F., Ryngaert, Michael D.
Evidence on the characteristics of cross sectional variation in stock returns. (includes appendix)BusinessTitman, Sheridan, Daniel, Kent
Firm size, book-to-market ratio, and security returns: a holdout sample of financial firms.BusinessBarber, Brad M., Lyon, John D.
Gaussian Estimation of Single-Factor Continuous Time Models of The Term Structure of Interest Rates.BusinessNowman, K. B.
Good news for value stocks: further evidence on market efficiency.BusinessLa Porta, Rafael, Shleifer, Andrei, Lakonishok, Josef, Vishny, Robert
Good timing: CEO stock option awards and company news announcements.BusinessYermack, David
Heterogeneous information arrivals and return volatility dynamics: uncovering the long-run in high frequency returns.(Papers and Proceedings: Fifty-seventh Annual Meeting American Finance Association)BusinessBollerslev, Tim, Andersen, Torben G.
How much do taxes discourage incorporation?BusinessGordon, Roger H., Mackie-Mason, Jeffrey K.
Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market.BusinessPeiers, Bettina
Institutional equity trading costs: NYSE versus Nasdaq.BusinessLakonishok, Josef, Chan, Louis K.
Internal capital markets and the competition for corporate resources. (includes appendix)BusinessStein, Jeremy C.
International asset pricing and portfolio diversification with time-varying risk.BusinessDe Santis, Giorgio, Gerard, Bruno
International portfolio investment flows. (includes appendix)BusinessBrennan, Michael J., Cao, H. Henry
Journal influence on the design of finance doctoral education. (includes appendix)BusinessCorrado, Charles J., Ferris, Stephen P.
Legal determinants of external finance.(Papers and Proceedings: Fifty-seventh Annual Meeting American Finance Association)BusinessLa Porta, Rafael, Lopez-de-Silanes, Florencio, Shleifer, Andrei, Vishny, Robert W.
Managerial Entrenchment and Capital Structure Decisions.(Statistical Data Included)BusinessOfek, Eli, Berger, Philip G., Yermack David L.
Marketable incentive contracts and capital structure relevance.BusinessGarvey, Gerald T.
Market orders and market efficiency. (includes appendix)BusinessBrown, David P., Zhang, Zhi Ming
Market segmentation and stock prices: evidence from an emerging market.(Papers and Proceedings: Fifty-seventh Annual Meeting American Finance Association)BusinessMadhavan, Ananth, Domowitz, Ian, Glen, Jack
Measuring mutual fund performance with characteristic-based benchmarks. (includes appendix)(Papers and Proceedings: Fifty-seventh Annual Meeting American Finance Association)BusinessGrinblatt, Mark, Titman, Sheridan, Daniel, Kent, Wermers, Russ
Myth or reality? The long-run underperformance of initial public offerings: evidence from venture and nonventure capital-backed companies.BusinessBrav, Alon, Gompers, Paul A.
On persistence in mutual fund performance.BusinessCarhart, Mark M.
On stock market returns and monetary policy.BusinessThorbecke, Willem
On The Robustness of Size and Book-to-Market in Cross-Sectional Regressions.(investment analysis)(Statistical Data Included)BusinessReady, Mark J., Knez, Peter J.
Options on leveraged equity: theory and empirical tests.(Papers and Proceedings: Fifty-seventh Annual Meeting American Finance Association)BusinessPrucyk, Brian, Toft, Klaus Bjerre
Price limit performance: evidence from the Tokyo Stock Exchange.BusinessRhee, S. Ghon, Kim, Kenneth A.
Public Offerings of State-Owned And Privately-Owned Enterprises: An International Comparison.(Statistical Data Included)BusinessMalatesta, Paul H., Dewenter, Kathryn L.
Quotes, order flow, and price discovery.BusinessBlume, Marshall E., Goldstein, Michael A.
Risk premia and variance bounds. (includes appendix)BusinessBalduzzi, Pierluigi, Kallal, Hedi
Special repo rates: an empirical analysis.BusinessJordan, Bradford D., Jordan, Susan D.
Speculation duopoly with agreement to disagree: can overconfidence survive the market test? (includes appendix)BusinessKyle, Albert S., Wang, F. Albert
Stock market efficiency and economic efficiency: is there a connection? (includes appendices)(Papers and Proceedings: Fifty-seventh Annual Meeting American Finance Association)BusinessGorton, Gary, Dow, James
Stock return predictability and the role of monetary policy.BusinessPatelis, Alex D.
Strategic debt service.BusinessPerraudin, William, Mella-Barral, Pierre
Symposium on public policy issues in finance.(Papers and Proceedings: Fifty-seventh Annual Meeting American Finance Association)BusinessLeland, Hayne E., Mullins, David W., Jr., Feldstein, Martin S., Wallman, Steven M.H., Glauber, Robert R.
Testing Market Efficiency: Evidence From The NFL Sports Betting Market.(Statistical Data Included)BusinessGray, Stephen F., Gray, Philip K.
The Cyclical Behavior of Interest Rates.BusinessTorous, Walter, Roma, Antonio
The delisting bias in CRSP data. (Center for Research in Security Prices)BusinessShumway, Tyler
The implications of equity issuance decisions within a parent-subsidiary governance structure.BusinessSlovin, Myron B., Sushka, Marie E.
The limits of arbitrage.BusinessShleifer, Andrei, Vishny, Robert W.
The Market for Equity Options in the 1870s.(Statistical Data Included)BusinessKairys, Joseph P. Jr., Valerio, Nicholas III
The operating performance of firms conducting seasoned equity offerings.BusinessRitter, Jay R., Loughran, Tim
The pricing of initial public offers of corporate straight debt.BusinessDatta, Sudip, Iskandar-Datta, Mai, Patel, Ajay
The Relation Between Default-Free Interest Rates and Expected Economic Growth Is Stronger Than You Think.BusinessKamara, Avraham
The stochastic behavior of commodity prices: implications for valuation and hedging.(Papers and Proceedings: Fifty-seventh Annual Meeting American Finance Association)BusinessSchwartz, Eduardo S.
The valuation of American options with stochastic interest rates: a generalization of the Geske-Johnson technique. (includes appendix)BusinessSubrahmanyam, Marti G., Ho, T.S., Stapleton, Richard C.
The valuation of complex derivatives by major investment firms: empirical evidence.BusinessBernardo, Antonio E., Cornell, Bradford
Third market broker-dealers: cost competitors or cream skimmers?BusinessBattalio, Robert H.
Tick size, share prices, and stock splits.BusinessAngel, James J.
Trading costs and exchange delisting: the case of firms that voluntarily move from the American Stock Exchange to the Nasdaq.BusinessSchultz, Paul, Zaman, Mir, Clyde, Paul
Transaction costs and capital structure choice: evidence from financially distressed firms.BusinessGilson, Stuart C.
Transaction costs and holding periods for common stocks.BusinessDyl, Edward A., Atkins, Allen B.
When it's not the only game in town: the effect of bilateral search on the quality of a dealer market.BusinessLamoureux, Christopher G., Schnitzlein, Charles R.
Why Firms Use Currency Derivatives.BusinessGeczy, Christopher, Minton, Bernadette A., Schrand, Catherine
Winner-loser reversals in national stock market indices: can they be explained?BusinessRichards, Anthony J.
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