Journal of Finance 1999 |
Title | Subject | Authors |
A critique of the stochastic discount factor methodology.(Papers and Proceedings: Fifty-Ninth Annual Meeting: American Finance Association) | Business | Zhou, Guofu, Kan, Raymond |
An empirical comparison of forward-rate and spot-rate models for valuing interest-rate options. | Business | Weber, Thomas, Uhrig-Homburg, Marliese, Walter, Ulrich, Buhler, Wolfgang |
A reexamination of the conglomerate merger wave in the 1960s: an internal capital markets view. | Business | Hubbard, R. Glenn, Palia, Darius |
Are some mutual fund managers better than others? Cross-sectional patterns in behavior and performance.(includes appendix) | Business | Ellison, Glenn, Chevalier, Judith |
Are tax effects important in the long-run Fisher relationship? Evidence from the municipal bond market. | Business | Wohar, Mark E., Crowder, William J. |
A specialist's quoted depth and the limit order book.(includes related article) | Business | Kavajecz, Kenneth A. |
Banks and corporate control in Japan. | Business | Morck, Randall, Nakamura, Masao |
Can costs of consumption adjustment explain asset pricing puzzles?(includes appendix) | Business | Marshall, David A., Parekh, Nayan G. |
Capital structure and corporate control: the effect of antitakeover statutes on firm leverage.(includes appendix) | Business | Garvey, Gerald T., Hanka, Gordon |
CEO Involvement in the Selection of New Board Members: An Empirical Analysis. | Business | Yermack, David, Shivdasani, Anil |
Conditioning variables and the cross section of stock returns.(Papers and Proceedings: Fifty-Ninth Annual Meeting: American Finance Association) | Business | Harvey, Campbell R., Ferson, Wayne E. |
Corporate ownership around the world.(includes appendix) | Business | La Porta, Rafael, Shleifer, Andrei, Lopez-De-Silanes, Florencio |
Costs of equity capital and model mispricing. | Business | Pastor, Lubos, Stambaugh, Robert F. |
Data-Snooping, Technical Trading Rule Performance, and the Bootstrap. | Business | Timmermann, Allan, White, Halbert, Sullivan, Ryan |
Determinants of the consumer bankruptcy decision. | Business | Domowitz, Ian, Sartain, Robert L. |
Differences in trading behavior across NYSE specialist firms.(New York Stock Exchange) | Business | Corwin, Shane A. |
Do industries explain momentum?(Papers and Proceedings: Fifty-Ninth Annual Meeting: American Finance Association) | Business | Grinblatt, Mark, Moskowitz, Tobias J. |
Effects of market reform on the trading costs and depths of Nasdaq stocks. | Business | Kandel, Eugene, Barclay, Michael J., Harris, Jeffrey H., Christie, William G., Schultz, Paul H. |
Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach. | Business | Brandt, Michael W. |
Evidence on the determinants of credit terms used in interfirm trade. | Business | Smith, Richard L., Smith, Janet Kiholm, Ng, Chee K. |
Ex ante bond returns and the liquidity preference hypothesis. | Business | Richardson, Matthew, Smith, Tom, Boudoukh, Jacob, Whitelaw. Robert F. |
Global stock markets in the twentieth century. | Business | Goetzmann, William N., Jorion, Philippe |
Herding among investment newsletters: theory and evidence. | Business | Graham, John R. |
How are derivatives used? Evidence from the mutual fund industry.(includes appendix) | Business | Koski, Jennifer Lynch, Pontiff, Jeffrey |
How long do junk bonds spend in default? | Business | Helwege, Jean |
Improved methods for tests of long-run abnormal stock returns. | Business | Barber, Brad M., Lyon, John D., Tsai, Chih-Ling |
Incomplete markets and security prices: do asset-pricing puzzles result from aggregation problems? | Business | Jacobs, Kris |
Inefficiency in Analysts' Earnings Forecasts: Systematic Misreaction or Systematic Optimism? | Business | Easterwood, John C., Nutt, Stacey R. |
Investment decisions depend on portfolio disclosures.(includes appendix) | Business | Musto, David K. |
Is money smart? A study of mutual fund investors' fund selection ability. | Business | Zheng, Lu |
Leverage and corporate performance: evidence from unsuccessful takeovers. | Business | Titman, Sheridan, Safieddine, Assem |
Liquidity Provision and Noise Trading: Evidence from the "Investment Dartboard" Column. | Business | Greene, Jason, Smart, Scott |
Local return factors and turnover in emerging stock markets.(Papers and Proceedings: Fifty-Ninth Annual Meeting: American Finance Association) | Business | Rouwenhorst, K. Geert |
Market risk and model risk for a financial institution writing options.(Papers and Proceedings: Fifty-Ninth Annual Meeting: American Finance Association) | Business | Figlewski, Stephen, Green, T. Clifton |
Merging markets. | Business | Mulherin, J. Harold, Netter, Jeffry, Arnold, Tom, Hersch, Philip |
Mutual fund herding and the impact on stock prices.(includes appendices) | Business | Wermers, Russ |
Number of shareholders and stock prices: evidence from Japan. | Business | Mendelson, Haim, Amihud, Yakov, Uno, Jun |
On the cross-sectional relation between expected returns, betas, and size. | Business | Grauer, Robert R. |
Optimal Investment, Growth Options, and Security Returns. | Business | Berk, Jonathan B., Green, Richard C., Naik, Vasant |
Optimal leverage and aggregate investment.(Papers and Proceedings: Fifty-Ninth Annual Meeting: American Finance Association) | Business | Casamatta, Catherine, Biais, Bruno |
Optimal risk management using options. | Business | Richardson, Matthew, Whitelaw, Robert F., Ahn, Dong-Hyun, Boudoukh, Jacob |
Payments for order flow on Nasdaq. | Business | Kandel, Eugene, Marx, Leslie M. |
Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters. | Business | Metrick, Andrew |
Preferencing, Internalization, Best Execution, and Dealer Profits. | Business | Viswanathan, S., Naik, Narayan Y., Hansch, Oliver |
Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information. | Business | Remolona, Eli M., Fleming, Michael J. |
Pricing options under generalized GARCH and stochastic volatility processes.(General Autoregressive Conditionally Heteroskedastic) | Business | Ritchken, Peter, Trevor, Rob |
The effects of market segmentation and investor recognition on asset prices: evidence from foreign stocks listing in the United States.(includes appendix) | Business | Foerster, Stephen R., Korolyi, G. Andrew |
The Equity Performance of Firms Emerging from Bankruptcy. | Business | Aggarwal, Reena, Eberhart, Allan C., Altman, Edward I. |
The financial and operating performance of privatized firms during the 1990s.(Papers and Proceedings: Fifty-Ninth Annual Meeting: American Finance Association) | Business | D'Souza, Juliet, Megginson, William L. |
The financing and redeployment of specific assets.(includes appendix) | Business | Habib, Michel A., Johnsen, D. Bruce |
The going-public decision and the development of financial markets.(includes appendix) | Business | Subrahmanyam, Avanidhar, Titman, Sheridan |
The performance of hedge funds: risk, return, and incentives. | Business | Ravenscraft, David, Ackermann, Carl, McEnally, Richard |
The persistence of IPO mispricing and the predictive power of flipping. | Business | Shaw, Wayne H., Krigman, Laurie, Womack, Kent L. |
The relationship between firm investment and financial status.(includes appendix) | Business | Cleary, Sean |
The sampling error in estimates of mean-variance efficient portfolio weights. | Business | Britten-Jones, Mark |
The Slope of the Credit Yield Curve for Speculative-Grade Issuers. | Business | Turner, Christopher M., Helwege, Jean |
Transition densities for interest rate and other nonlinear diffusions.(Papers and Proceedings: Fifty-Ninth Annual Meeting: American Finance Association) | Business | Ait-Sahalia, Yacine |
Two-pass tests of asset pricing models with useless factors. | Business | Zhang, Chu, Kan, Raymond |
Were the good old days that good? Changes in managerial stock ownership since the Great Depression. | Business | Kroszner, Randall S., Sheehan, Dennis P., Holderness, Clifford G. |
What is the Intrinsic Value of the Dow?(Statistical Data Included) | Business | Swaminathan, Bhaskaran, Lee, Charles M. C., Myers, James |
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