Journal of Finance 1998 - Abstracts

Journal of Finance 1998
TitleSubjectAuthors
Actual share reacquisitions in open-market repurchase programs.BusinessWeisbach, Michael S., Stephens, Clifford P.
Agency costs, risk management, and capital structure. (speech by American Finance Association President Hayne E. Leland)(includes appendices)(Papers and Proceedings: Fifty-Eighth Annual Meeting, American Finance Association)(Transcript)Business 
An analysis of bidding in the Japanese government bond actions. (includes appendix)BusinessJegadeesh, Narasimhan, Hamao, Yasushi
An asymptotic theory for estimating beta-pricing models using cross-sectional regression. (includes appendix)(Papers and Proceedings: Fifty-Eighth Annual Meeting, American Finance Association)BusinessJagannathan, Ravi, Wang, Zhenyu
An equilibrium analysis of hedging with liquidity constraints, speculation, and government price subsidy in a commodity market. (includes appendix)BusinessZhou, Zhongquan
Are financial markets overly optimistic about the prospects of firms that issue equity? Evidence from voluntary versus involuntary equity issuances by banks.BusinessTehranian, Hassan, Cornett, Marcia Millon, Mehran, Hamid
Are investors reluctant to realize their losses?BusinessOdean, Terrance
Around and around: the expectations hypothesis. (includes appendix)BusinessGilles, Christian, Fisher, Mark
Asset efficiency and reallocation decisions of bankrupt firms.BusinessMaksimovic, Vojislav, Phillips, Gordon
Block share purchases and corporate performance.BusinessOpler, Tim, Liebeskind, Julia Porter, Bethel, Jennifer E.
Blocks, liquidity, and corporate control. (includes appendix)BusinessBolton, Patrick, Thadden, Ernst-Ludwig von
Capital gains taxation and stock market activity: evidence from IPOs. (initial public offering)BusinessReese, William A., Jr.
Caveat compounder: a warning about using the daily CRSP equal-weighted index to compute long-run excess returns. (Center for Research in Security Prices)BusinessThaler, Richard, Michaely, Roni, Canina, Linda, Womack, Kent
Costly search and mutual fund flows.BusinessTufano, Peter, Sirri, Erik R.
Credit risk in private debt portfolios.(Papers and Proceedings: Fifty-Eighth Annual Meeting, American Finance Association)BusinessCarey, Mark
Debt, leases, taxes, and the endogeneity of corporate tax status.BusinessGraham, John R., Lemmon, Michael L., Schallheim, James S.
Deutsche mark-dollar volatility: intraday activity patterns, macroeconomic announcements, and longer run dependencies.BusinessBollerslev, Tim, Andersen, Torben G.
Dividends, asymmetric information, and agency conflicts: evidence from a comparison of the dividend policies of Japanese and U.S. firms.BusinessDewenter, Kathryn L., Warther, Vincent A.
Do asset fire sales exist? An empirical investigation of commercial aircraft transactions. (includes appendices)BusinessPulvino, Todd C.
Does corporate lending by banks and finance companies differ? Evidence on specialization in private debt contracting.BusinessCarey, Mark, Sharpe, Steven A., Post, Mitch
Does risk sharing motivate interdealer trading? (includes appendices)BusinessWerner, Ingrid M., Reiss, Peter C.
Does the medium matter? The relations among bankruptcy petition filings, Broadtape disclosure, and the timing of price reactions.BusinessBamber, Linda Smith, Dawkins, Mark C.
Do inventories matter in dealership markets? Evidence from the London Stock Exchange. (includes appendix)BusinessViswanathan, S., Naik, Narayan Y., Hansch, Oliver
Earnings and expected returns. (includes appendix)BusinessLamont, Owen
Earnings management and the long-run market performance of initial public offerings.(includes appendices)BusinessWong, T.J., Welch, Ivo, Teoh, Siew Hong
Equity carve-outs and managerial discretion.BusinessAllen, Jeffrey W., McConnell, John J.
Evidence on price stabilization and underpricing in early IPO returns. (initial public offering)BusinessKieschnick, Robert, Jones, Jonathan D., Asquity, Daniel
Hedging and coordinated risk management: evidence from thrift conversions.BusinessUnal, Haluk, Schrand, Catherine
How costly is financial (not economic) distress? Evidence from highly leveraged transactions that became distressed. (includes appendix)BusinessAndrade, Gregor, Kaplan, Steven N.
Implied volatility functions: empirical tests.BusinessWhaley, Robert E., Fleming, Jeff, Dumas, Bernard
Informed traders and price variations in the betting market for professional basketball games.BusinessDare, William H., Brown, Craig R., Gandar, John M., Zuber, Richard A.
International cross-listing and order flow migration: evidence from an emerging market.BusinessMadhavan, Ananth, Domowitz, Ian, Glen, Jack
International momentum strategies.BusinessRouwenhorst, K. Geert
Investor psychology and security market under- and overreactions.(includes appendices)BusinessSubrahmanyam, Avanidhar, Daniel, Kent, Hirshleifer, David
Investor reaction to salient news in closed-end country funds. (includes appendices)BusinessKlibanoff, Peter, Lamont, Owen, Wizman, Thierry A.
Is there private information in the FX market? The Tokyo experiment.BusinessLyons, Richard K., Ito, Takatoshi, Melvin, Michael T.
Is the risk of bankruptcy a systematic risk?BusinessDichev, Ilia D.
Large shareholders as monitors: is there a trade-off between liquidity and control? (includes appendices)BusinessMaug, Ernst
Law, finance, and firm growth.(includes appendix)BusinessDemirguc-Kunt, Asli, Maksimovic, Vojislav
Managerial ownership, the method of payment for acquisitions, and executive job retention.BusinessRuland, William, Ghosh, Aloke
Nonparametric estimation of state-price densities implicit in financial asset prices. (includes appendix)BusinessAit-Sahalia, Yacine, Lo, Andrew W.
On stable factor structures in the pricing of risk: do time-varying betas help or hurt?BusinessGhysels, Eric
On the costs of a bank-centered financial system: evidence from the changing main bank relations in Japan. (includes appendix)BusinessWeinstein, David E., Yafeh, Yishay
On the inverse of the covariance matrix in portfolio analysis.BusinessStevens, Guy V.G.
Optimal financial crises. (includes appendix)(Papers and Proceedings: Fifty-Eighth Annual Meeting, American Finance Association)BusinessAllen, Franklin, Gale, Douglas
Option volume and stock prices: evidence on where informed traders trade.BusinessO'Hara, Maureen, Easley, David, Srinivas, P.S.
Output, stock volatility, and political uncertainty in a natural experiment: Germany, 1880-1940.(includes appendix)BusinessBittlingmayer, George
Overreaction and insider trading: evidence from growth and value portfolios.BusinessRozeff, Michael S., Zaman, Mir A.
Ownership structure, speculation, and shareholder intervention. (includes appendix)BusinessWinton, Andrew, Kahn, Charles
Real rates, expected inflation, and inflation risk premia. (includes appendix)BusinessEvans, Martin D.D.
Relationship banking, liquidity, and investment in the German industrialization. (includes appendix)BusinessFohlin, Caroline
Resolving the puzzling intertemporal relation between the market risk premium and conditional market variance: a two-factor approach.BusinessScruggs, John T.
Short sales are almost instantaneously bad news: evidence from the Australian Stock Exchange.BusinessFrino, Alex, Aitken, Michael J., Swan, Peter L., McCorry, Michael S.
Static hedging of exotic options. (includes appendix)BusinessEllis, Katrina, Carr, Peter, Gupta, Vishal
Stock returns, dividend yields, and taxes.(includes appendix)BusinessNaranjo, Andy, Nimalendran, M., Ryngaert, Mike
Stock splits: evidence from mutual funds.BusinessRozeff, Michael S.
Survival of the fittest or the fattest? Exit and financing in the trucking industry. (includes appendix)BusinessZingales, Luigi
Takeovers of privately held targets, methods of payment, and bidder returns.BusinessChang, Saeyoung
Tax and liquidity effects in pricing government bonds.BusinessElton, Edwin J., Green, T. Clifton
Taxes, financing decisions, and firm value.BusinessFama, Eugene F., French, Kenneth R.
The conditional performance of insider trades.BusinessSmith, David C., Eckbo, B. Espen
The declining credit quality of U.S. corporate debt: myth or reality?(Papers and Proceedings: Fifty-Eighth Annual Meeting, American Finance Association)BusinessBlume, Marshall E., Lim, Felix, MacKinlay, Craig
The determinants of stock price exposure: financial engineering and the gold mining industry.BusinessTufano, Peter
The Dow Theory: William Peter Hamilton's track record reconsidered. (includes appendix)(Papers and Proceedings: Fifty-Eighth Annual Meeting, American Finance Association)BusinessBrown, Stephen J., Goetzmann, William N., Kumar, Alok
The financial and operating performance of newly privatized firms: evidence from developing countries.BusinessBoubakri, Narjess, Cosset, Jean-Claude
The foreign exchange exposure of Japanese multinational corporations.BusinessHe, Jia, Ng, Lilian K.
The gains from takeover deregulation: evidence from the end of interstate banking restrictions.(includes appendices)BusinessHendershott, Robert, Lee, Darrell, Brook, Yaron
The impact of options trading on the market quality of the underlying security: an empirical analysis.BusinessKumar, Raman, Shastri, Kuldeep, Sarin, Atulya
The influence of institutions on corporate governance through private negotiations: evidence from TIAA-CREF. (Teachers Insurance Annuity Association-College Retirement Equities Fund)(includes appendices)(Papers and Proceedings: Fifty-Eighth Annual Meeting, American Finance Association)BusinessWeisbach, Michael S., Carleton, Willard T., Nelson, James M.
The relation between Treasury yields and corporate bond yield spreads.BusinessDuffee, Gregory R.
The value of a finance journal publication.BusinessSwidler, Steve, Goldreyer, Elizabeth
Underwriter reputation, initial returns, and the long-run performance of IPO stocks. (includes appendix)BusinessSingh, Ajai K., Carter, Richard B., Dark, Frederick H.
Value versus growth: the international evidence.BusinessFama, Eugene F., French, Kenneth R.
Venture capital distributions: short-run and long-run reactions.BusinessGompers, Paul, Lerner, Josh
Volume, volatility, price, and profit when all traders are above average.(includes appendix)BusinessOdean, Terrance
What are the research standards for full professor of finance?BusinessFishe, Raymond P.H.
Why do companies go public? An empirical analysis.BusinessZingales, Luigi, Pagano, Marco, Panetta, Fabio
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