Journal of Financial and Quantitative Analysis - Abstracts

Journal of Financial and Quantitative Analysis
TitleSubjectAuthors
An Empirical Test of the Redistribution Effect in Pure Exchange Mergers.BusinessEger, C.E.
Another Look at Mutual Fund Tournaments.BusinessBusse, Jeffrey A.
Arbitrage pricing with estimation risk.BusinessLinn, Scott C., Handa, Puneet
Are Corporations Reducing or Taking Risks with Derivatives?BusinessHentschel, Ludger, Kothari, S. P.
Autoregressive conditional skewness.(Statistical Data Included)BusinessHarvey, Campbell R., Siddique, Akhtar
Benesh, G.A. A Reexamination of the Empirical Relationship between Investment and Financial Decisions.BusinessPeterson, P.P.
Bond Price Dynamics and Options.BusinessBall, C.A., Torous, W.N.
Can omitted risk factors explain the January effect? a stochastic dominance approach.Business 
Derivatives Performance Attribution.BusinessRubinstein, Mark
Dynamic asset allocation and fixed income management.(Statistical Data Included)BusinessSorensen, Carsten
Expectations of Real Interest Rates and Aggregate Consumation: Empirical Tests.BusinessFerson, W.E.
Fixed Rate Loan Commitments, Take-Down, Risk and the Dynamics of Hedging with Futures.BusinessHo, T.S., Saunders, A.
Foreign ownership restrictions and equity price premiums: what drives the demand for cross-border investments?(Statistical Data Included)BusinessBailey, Warren, Chung, Y. Peter, Kang, Jun-koo
How Stock Splits Affect Trading: A Microstructure Approach.BusinessO'Hara, Maureen, Easley, David, Saar, Gideon
Implications of nonlinear dynamics for financial risk management.BusinessHsieh, David A.
Informational asymmetry and market imperfections: another solution to the equity premium puzzle.(Statistical Data Included)BusinessZhou, Chunsheng
IPO underpricing explanations: implications from investor application and allocation schedules.(Statistical Data Included)BusinessWalter, Terry S., Taylor, Stephen L., Lee, Phillip J.
Mean-Variance Utility Functions and the Demand for Risky Assets: An Empirical Analysis Using Flexible Functional Forms.BusinessAivazian, V.A., Callen, J.L., Krinskey, I., Kwan, C.C.
Negative moments, risk aversion and stochastic dominance.BusinessThistle, Paul D.
No arbitrage and valuation in markets with realistic transactions costs.BusinessPrisman, Eliezer Z., Dermody, Jaime Cuevas
On Bond Ratings and Pension Obligations: A Note.BusinessMartin, L.J., Henderson, G.V.Jr.
One factor interest-rate models and the valuation of interest-rate derivative securities.BusinessWhite, Alan, Hull, John
On Estimates of Long-Run Rates of Return: A Note.BusinessHasbrouck, J.
On the Estimation Risk in First-Order Stochastic Dominance: A Note.BusinessStein, W., Pfaffenberger, R., Kumar, P.C.
Optimality of spin-offs and allocation of debt.BusinessJohn, Teresa R.
Optimal replication of options with transactions costs and trading restrictions.BusinessUppal, Raman, Edirisinghe, Chanaka, Naik, Vasanttilak
Price volatility, trading volume, and market depth: evidence from futures markets.BusinessSeguin, Paul J., Bessembinder, Hendrik
Product risk, asymmetric information and trade credit.BusinessLee, Yul W., Stowe, John D
Record Date, When-Issued, and Ex-Date Effects in Stock Splits.BusinessNayar, Nandkumar, Rozeff, Michael S.
Short-sale restrictions and market reaction to short-interest announcements.BusinessStarks, Laura T., Senchak, A.J., Jr
Strategic considerations, the pecking order hypothesis and market reactions to equity financing.BusinessViswanath, P.V.
Temporary components of stock prices: new univariate results.BusinessJian Liu, Eckbo, B Espen
The 'Dartboard' column: second-hand information and price pressure. (column in the Wall Street Journal)BusinessBarber, Brad M., Loeffler, Douglas
The Debt-Equity Choice.BusinessHovakimian, Armen, Titman, Sheridan, Opler, Tim
The Modigliani-Miller Leverage Equation Considered in a Product Market Context.BusinessHite, G.L., Alberts, W.W.
The nature of option interactions and the valuation of investments with multiple real options.BusinessTrigeorgis, Lenos
The risk and required return of common stock following major price innovations.BusinessBrown, Keith C., Tinic, Seha M., Harlow, V.W.
The Role of Cash Balances in Firm Valuation.BusinessMorris, J.R.
The role of personal taxes in corporate decisions: an emperical analysis of share repurchases and dividends.(Statistical Data Included)BusinessLie, Erik, Lie, Heidi J.
Warrant pricing: jump-diffusion vs black-scholes.BusinessKremer, Joseph W., Roenfeldt, Rodney L
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