Journal of Finance 1997 |
Title | Subject | Authors |
Agency problems, equity ownership, and corporate diversification. | Business | Denis, David J., Sarin, Atulya, Denis, Diane K. |
Analyst following of initial public offerings. (includes appendix) | Business | Rajan, Raghuram, Servaes, Henri |
An Econometric Model of the Term Structure of Interest-Rate Swap Yields. | Business | Singleton, Kenneth J., Duffie, Darrell |
A new look at the Monday effect. (day-of-the-week variance in stock returns) | Business | Li, Yuming, Wang, Ko, Erickson, John |
An examination of uncovered interest rate parity in segmented international commodity markets. (includes appendix) | Business | Uppal, Raman, Hollifield, Burton |
A nonparametric model of term structure dynamics and the market price of interest rate risk. | Business | Stanton, Richard |
Approximating the Asset Pricing Kernel.(Statistical Data Included) | Business | Chapman, David A. |
Are there tax effects in the relative pricing of U.S. government bonds? (includes appendix) | Business | Green, Richard C., Odegaard, Bernt A. |
Assessing goodness-of-fit of asset pricing models: the distribution of the maximal R squared. | Business | Whaley, Robert E., Foster, F. Douglas, Smith, Tom |
Assessing specification errors in stochastic discount factor models. (includes appendices) | Business | Hansen, Lars Peter, Jagannathan, Ravi |
A survey of corporate governance. | Business | Shleifer, Andrei, Vishny, Robert W. |
Cash flow and investment: evidence from internal capital markets. | Business | Lamont, Owen |
CEO Contracting and Antitakeover Amendments. | Business | Borokhovich, Kenneth A., Parrino, Robert, Brunarski, Kelly R. |
Closed form solutions for term structure derivatives with log-normal interest rates. | Business | Miltersen, Kristian R., Sandmann, Klaus, Sondermann, Dieter |
Competition and collusion in dealer markets. | Business | Madhavan, Ananth, Dutta, Prajit K. |
Corporate Governance and Equity Prices: Evidence from the Czech and Slovak Republics.(Statistical Data Included) | Business | Claessens, Stijn |
Cost of transacting and expected returns in the Nasdaq market. | Business | Eleswarapu, Venkat R. |
Defensive Mechanisms and Managerial Discretion. | Business | Heinkel, Robert, Hollifield, Burton, Giammarino, Ronald |
Dividends, taxes, and signaling: evidence from Germany. | Business | Murgia, 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) | Business | Thaler, Richard, Michaely, Roni, Benartzi, Shlomo |
Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange.(Statistical Data Included) | Business | Cao, Charles, Hatheway, Frank, Choe, Hyuk |
Do Firms Knowingly Sell Overvalued Equity?(Statistical Data Included) | Business | Lee, Inmoo |
Do long-term shareholders benefit from corporate acquisitions? | Business | Vijh, Anand M., Loughran, Tim |
Empirical performance of alternative option pricing models. (includes appendix) | Business | Bakshi, Gurdip, Cao, Charles, Chen, Zhiwu |
Endogenous borrowing constraints with incomplete markets. (includes appendix) | Business | Zhang, Harold H. |
Equilibrium valuation of foreign exchange claims. (includes appendix) | Business | Chen, Zhiwu, Bakshi, Gurdip S. |
Equity issuance and adverse selection: a direct test using conditional stock offers. | Business | Houston, Joel F., Ryngaert, Michael D. |
Evidence on the characteristics of cross sectional variation in stock returns. (includes appendix) | Business | Titman, Sheridan, Daniel, Kent |
Firm size, book-to-market ratio, and security returns: a holdout sample of financial firms. | Business | Barber, Brad M., Lyon, John D. |
Gaussian Estimation of Single-Factor Continuous Time Models of The Term Structure of Interest Rates. | Business | Nowman, K. B. |
Good news for value stocks: further evidence on market efficiency. | Business | La Porta, Rafael, Shleifer, Andrei, Lakonishok, Josef, Vishny, Robert |
Good timing: CEO stock option awards and company news announcements. | Business | Yermack, 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) | Business | Bollerslev, Tim, Andersen, Torben G. |
How much do taxes discourage incorporation? | Business | Gordon, Roger H., Mackie-Mason, Jeffrey K. |
Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market. | Business | Peiers, Bettina |
Institutional equity trading costs: NYSE versus Nasdaq. | Business | Lakonishok, Josef, Chan, Louis K. |
Internal capital markets and the competition for corporate resources. (includes appendix) | Business | Stein, Jeremy C. |
International asset pricing and portfolio diversification with time-varying risk. | Business | De Santis, Giorgio, Gerard, Bruno |
International portfolio investment flows. (includes appendix) | Business | Brennan, Michael J., Cao, H. Henry |
Journal influence on the design of finance doctoral education. (includes appendix) | Business | Corrado, Charles J., Ferris, Stephen P. |
Legal determinants of external finance.(Papers and Proceedings: Fifty-seventh Annual Meeting American Finance Association) | Business | La Porta, Rafael, Lopez-de-Silanes, Florencio, Shleifer, Andrei, Vishny, Robert W. |
Managerial Entrenchment and Capital Structure Decisions.(Statistical Data Included) | Business | Ofek, Eli, Berger, Philip G., Yermack David L. |
Marketable incentive contracts and capital structure relevance. | Business | Garvey, Gerald T. |
Market orders and market efficiency. (includes appendix) | Business | Brown, 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) | Business | Madhavan, 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) | Business | Grinblatt, 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. | Business | Brav, Alon, Gompers, Paul A. |
On persistence in mutual fund performance. | Business | Carhart, Mark M. |
On stock market returns and monetary policy. | Business | Thorbecke, Willem |
On The Robustness of Size and Book-to-Market in Cross-Sectional Regressions.(investment analysis)(Statistical Data Included) | Business | Ready, Mark J., Knez, Peter J. |
Options on leveraged equity: theory and empirical tests.(Papers and Proceedings: Fifty-seventh Annual Meeting American Finance Association) | Business | Prucyk, Brian, Toft, Klaus Bjerre |
Price limit performance: evidence from the Tokyo Stock Exchange. | Business | Rhee, S. Ghon, Kim, Kenneth A. |
Public Offerings of State-Owned And Privately-Owned Enterprises: An International Comparison.(Statistical Data Included) | Business | Malatesta, Paul H., Dewenter, Kathryn L. |
Quotes, order flow, and price discovery. | Business | Blume, Marshall E., Goldstein, Michael A. |
Risk premia and variance bounds. (includes appendix) | Business | Balduzzi, Pierluigi, Kallal, Hedi |
Special repo rates: an empirical analysis. | Business | Jordan, Bradford D., Jordan, Susan D. |
Speculation duopoly with agreement to disagree: can overconfidence survive the market test? (includes appendix) | Business | Kyle, 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) | Business | Gorton, Gary, Dow, James |
Stock return predictability and the role of monetary policy. | Business | Patelis, Alex D. |
Strategic debt service. | Business | Perraudin, William, Mella-Barral, Pierre |
Symposium on public policy issues in finance.(Papers and Proceedings: Fifty-seventh Annual Meeting American Finance Association) | Business | Leland, 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) | Business | Gray, Stephen F., Gray, Philip K. |
The Cyclical Behavior of Interest Rates. | Business | Torous, Walter, Roma, Antonio |
The delisting bias in CRSP data. (Center for Research in Security Prices) | Business | Shumway, Tyler |
The implications of equity issuance decisions within a parent-subsidiary governance structure. | Business | Slovin, Myron B., Sushka, Marie E. |
The limits of arbitrage. | Business | Shleifer, Andrei, Vishny, Robert W. |
The Market for Equity Options in the 1870s.(Statistical Data Included) | Business | Kairys, Joseph P. Jr., Valerio, Nicholas III |
The operating performance of firms conducting seasoned equity offerings. | Business | Ritter, Jay R., Loughran, Tim |
The pricing of initial public offers of corporate straight debt. | Business | Datta, Sudip, Iskandar-Datta, Mai, Patel, Ajay |
The Relation Between Default-Free Interest Rates and Expected Economic Growth Is Stronger Than You Think. | Business | Kamara, Avraham |
The stochastic behavior of commodity prices: implications for valuation and hedging.(Papers and Proceedings: Fifty-seventh Annual Meeting American Finance Association) | Business | Schwartz, Eduardo S. |
The valuation of American options with stochastic interest rates: a generalization of the Geske-Johnson technique. (includes appendix) | Business | Subrahmanyam, Marti G., Ho, T.S., Stapleton, Richard C. |
The valuation of complex derivatives by major investment firms: empirical evidence. | Business | Bernardo, Antonio E., Cornell, Bradford |
Third market broker-dealers: cost competitors or cream skimmers? | Business | Battalio, Robert H. |
Tick size, share prices, and stock splits. | Business | Angel, James J. |
Trading costs and exchange delisting: the case of firms that voluntarily move from the American Stock Exchange to the Nasdaq. | Business | Schultz, Paul, Zaman, Mir, Clyde, Paul |
Transaction costs and capital structure choice: evidence from financially distressed firms. | Business | Gilson, Stuart C. |
Transaction costs and holding periods for common stocks. | Business | Dyl, 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. | Business | Lamoureux, Christopher G., Schnitzlein, Charles R. |
Why Firms Use Currency Derivatives. | Business | Geczy, Christopher, Minton, Bernadette A., Schrand, Catherine |
Winner-loser reversals in national stock market indices: can they be explained? | Business | Richards, Anthony J. |
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