Journal of Finance 1999 - Abstracts

Journal of Finance 1999
TitleSubjectAuthors
A critique of the stochastic discount factor methodology.(Papers and Proceedings: Fifty-Ninth Annual Meeting: American Finance Association)BusinessZhou, Guofu, Kan, Raymond
An empirical comparison of forward-rate and spot-rate models for valuing interest-rate options.BusinessWeber, Thomas, Uhrig-Homburg, Marliese, Walter, Ulrich, Buhler, Wolfgang
A reexamination of the conglomerate merger wave in the 1960s: an internal capital markets view.BusinessHubbard, R. Glenn, Palia, Darius
Are some mutual fund managers better than others? Cross-sectional patterns in behavior and performance.(includes appendix)BusinessEllison, Glenn, Chevalier, Judith
Are tax effects important in the long-run Fisher relationship? Evidence from the municipal bond market.BusinessWohar, Mark E., Crowder, William J.
A specialist's quoted depth and the limit order book.(includes related article)BusinessKavajecz, Kenneth A.
Banks and corporate control in Japan.BusinessMorck, Randall, Nakamura, Masao
Can costs of consumption adjustment explain asset pricing puzzles?(includes appendix)BusinessMarshall, David A., Parekh, Nayan G.
Capital structure and corporate control: the effect of antitakeover statutes on firm leverage.(includes appendix)BusinessGarvey, Gerald T., Hanka, Gordon
CEO Involvement in the Selection of New Board Members: An Empirical Analysis.BusinessYermack, David, Shivdasani, Anil
Conditioning variables and the cross section of stock returns.(Papers and Proceedings: Fifty-Ninth Annual Meeting: American Finance Association)BusinessHarvey, Campbell R., Ferson, Wayne E.
Corporate ownership around the world.(includes appendix)BusinessLa Porta, Rafael, Shleifer, Andrei, Lopez-De-Silanes, Florencio
Costs of equity capital and model mispricing.BusinessPastor, Lubos, Stambaugh, Robert F.
Data-Snooping, Technical Trading Rule Performance, and the Bootstrap.BusinessTimmermann, Allan, White, Halbert, Sullivan, Ryan
Determinants of the consumer bankruptcy decision.BusinessDomowitz, Ian, Sartain, Robert L.
Differences in trading behavior across NYSE specialist firms.(New York Stock Exchange)BusinessCorwin, Shane A.
Do industries explain momentum?(Papers and Proceedings: Fifty-Ninth Annual Meeting: American Finance Association)BusinessGrinblatt, Mark, Moskowitz, Tobias J.
Effects of market reform on the trading costs and depths of Nasdaq stocks.BusinessKandel, Eugene, Barclay, Michael J., Harris, Jeffrey H., Christie, William G., Schultz, Paul H.
Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach.BusinessBrandt, Michael W.
Evidence on the determinants of credit terms used in interfirm trade.BusinessSmith, Richard L., Smith, Janet Kiholm, Ng, Chee K.
Ex ante bond returns and the liquidity preference hypothesis.BusinessRichardson, Matthew, Smith, Tom, Boudoukh, Jacob, Whitelaw. Robert F.
Global stock markets in the twentieth century.BusinessGoetzmann, William N., Jorion, Philippe
Herding among investment newsletters: theory and evidence.BusinessGraham, John R.
How are derivatives used? Evidence from the mutual fund industry.(includes appendix)BusinessKoski, Jennifer Lynch, Pontiff, Jeffrey
How long do junk bonds spend in default?BusinessHelwege, Jean
Improved methods for tests of long-run abnormal stock returns.BusinessBarber, Brad M., Lyon, John D., Tsai, Chih-Ling
Incomplete markets and security prices: do asset-pricing puzzles result from aggregation problems?BusinessJacobs, Kris
Inefficiency in Analysts' Earnings Forecasts: Systematic Misreaction or Systematic Optimism?BusinessEasterwood, John C., Nutt, Stacey R.
Investment decisions depend on portfolio disclosures.(includes appendix)BusinessMusto, David K.
Is money smart? A study of mutual fund investors' fund selection ability.BusinessZheng, Lu
Leverage and corporate performance: evidence from unsuccessful takeovers.BusinessTitman, Sheridan, Safieddine, Assem
Liquidity Provision and Noise Trading: Evidence from the "Investment Dartboard" Column.BusinessGreene, Jason, Smart, Scott
Local return factors and turnover in emerging stock markets.(Papers and Proceedings: Fifty-Ninth Annual Meeting: American Finance Association)BusinessRouwenhorst, K. Geert
Market risk and model risk for a financial institution writing options.(Papers and Proceedings: Fifty-Ninth Annual Meeting: American Finance Association)BusinessFiglewski, Stephen, Green, T. Clifton
Merging markets.BusinessMulherin, J. Harold, Netter, Jeffry, Arnold, Tom, Hersch, Philip
Mutual fund herding and the impact on stock prices.(includes appendices)BusinessWermers, Russ
Number of shareholders and stock prices: evidence from Japan.BusinessMendelson, Haim, Amihud, Yakov, Uno, Jun
On the cross-sectional relation between expected returns, betas, and size.BusinessGrauer, Robert R.
Optimal Investment, Growth Options, and Security Returns.BusinessBerk, Jonathan B., Green, Richard C., Naik, Vasant
Optimal leverage and aggregate investment.(Papers and Proceedings: Fifty-Ninth Annual Meeting: American Finance Association)BusinessCasamatta, Catherine, Biais, Bruno
Optimal risk management using options.BusinessRichardson, Matthew, Whitelaw, Robert F., Ahn, Dong-Hyun, Boudoukh, Jacob
Payments for order flow on Nasdaq.BusinessKandel, Eugene, Marx, Leslie M.
Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters.BusinessMetrick, Andrew
Preferencing, Internalization, Best Execution, and Dealer Profits.BusinessViswanathan, S., Naik, Narayan Y., Hansch, Oliver
Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information.BusinessRemolona, Eli M., Fleming, Michael J.
Pricing options under generalized GARCH and stochastic volatility processes.(General Autoregressive Conditionally Heteroskedastic)BusinessRitchken, 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)BusinessFoerster, Stephen R., Korolyi, G. Andrew
The Equity Performance of Firms Emerging from Bankruptcy.BusinessAggarwal, 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)BusinessD'Souza, Juliet, Megginson, William L.
The financing and redeployment of specific assets.(includes appendix)BusinessHabib, Michel A., Johnsen, D. Bruce
The going-public decision and the development of financial markets.(includes appendix)BusinessSubrahmanyam, Avanidhar, Titman, Sheridan
The performance of hedge funds: risk, return, and incentives.BusinessRavenscraft, David, Ackermann, Carl, McEnally, Richard
The persistence of IPO mispricing and the predictive power of flipping.BusinessShaw, Wayne H., Krigman, Laurie, Womack, Kent L.
The relationship between firm investment and financial status.(includes appendix)BusinessCleary, Sean
The sampling error in estimates of mean-variance efficient portfolio weights.BusinessBritten-Jones, Mark
The Slope of the Credit Yield Curve for Speculative-Grade Issuers.BusinessTurner, Christopher M., Helwege, Jean
Transition densities for interest rate and other nonlinear diffusions.(Papers and Proceedings: Fifty-Ninth Annual Meeting: American Finance Association)BusinessAit-Sahalia, Yacine
Two-pass tests of asset pricing models with useless factors.BusinessZhang, Chu, Kan, Raymond
Were the good old days that good? Changes in managerial stock ownership since the Great Depression.BusinessKroszner, Randall S., Sheehan, Dennis P., Holderness, Clifford G.
What is the Intrinsic Value of the Dow?(Statistical Data Included)BusinessSwaminathan, Bhaskaran, Lee, Charles M. C., Myers, James
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