Journal of Financial Economics 1992 - Abstracts

Journal of Financial Economics 1992
TitleSubjectAuthors
Adverse selection and the rights offer paradox.EconomicsMasulis, Ronald W., Eckbo, B. Espen
An ordered probit analysis of transaction stock prices.EconomicsLo, Andrew W., Hausman, Jerry A., MacKinlay, A. Craig
Changes in corporate performance associated with bank acquisitions.EconomicsTehranian, Hassan, Cornett, Marcia Millon
Contagion and competitive intra-industry effects of bankruptcy announcements: an empirical analysis.EconomicsLang, Larry H.P., Stulz, Rene M.
Convertible bonds as backdoor equity financing.EconomicsStein, Jeremy C.
Corrections and additions to 'A Nonlinear Equilibrium Model of the Term Structure of Interest Rates.' (response to Francis A. Longstaff, Journal of Financial Economics, vol. 23, p. 195, 1989) (Correction Notice)EconomicsBeaglehole, David, Tenney, Mark
Does corporate performance improve after mergers?EconomicsHealy, Paul M., Palepu, Krishna G., Ruback, Richard S.
Does the form of compensation matter? Investment banker fee contracts in tender offers.EconomicsMcLaughlin, Robyn M.
Do outside directors monitor managers? Evidence from tender offer bids.EconomicsByrd, John W., Hickman, Kent A.
Global financial markets and the risk premium on U.S. equity.EconomicsStulz, Rene M., Chan, K.C., Karolyi, G. Andrew
Information externalities of seasoned equity issues: differences between banks and industrial firms.EconomicsSlovin, Myron B., Sushka, Marie E., Polonchek, John A.
Initial public offerings of equity securities: anomalous evidence using REITs. (real estate investment trusts)EconomicsKo Wang, Su Han Chan, Gau, George W.
Manegerial vote ownership and shareholder wealth: evidence from employee stock ownership plans.EconomicsMayers, David, Saeyoung Chang
Measuring abnormal performance: do stocks overreact?EconomicsRitter, Jay R., Lakonishok, Josef, Chopra,Navin
Multiple equilibria and term structure models.EconomicsLongstaff, Francis A.
No news is good news: an asymmetric model of changing volatility in stock returns.EconomicsCampbell, John Y., Hentschel, Ludger
Research design issues in grouping-based tests.EconomicsLys, Thomas, Sabino, Jowell S.
Stock return variation and expected dividends: a time-series and cross- sectional analysis.EconomicsKothari, S.P., Shanken, Jay
The impact of institutional trading on stock prices.EconomicsVishny, Robert W., Lakonishok, Josef, Shliefer, Andrei
The investment opportunity set and corporate financing, dividend and compensation policies.EconomicsWatts, Ross L., Smith, Clifford W.
Time-varying risk premia and forecastable returns in futures markets.EconomicsChan, Kalok, Bessembinder, Hendrik
Underwriting calls of convertible securities: a note.EconomicsNayar, Nandkumar, Singh, Ajai K., Cowan,Arnold R.
What's special about the specialist?EconomicsBenveniste, Lawrence M., Marcus, Alan J., Wilhelm, William J.
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