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Journal of Finance
1946 - 2013
from American Finance Association EDIRC .
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Volume 43, issue 5 , 1988
Business Cycles and the Behavior of Metals Prices pp. 1075-93 Eugene F. Fama and Kenneth R. French Is the Real Interest Rate Stable? pp. 1095-1112 Andrew Kenan Rose The Purchasing Power of Money and Nominal Interest Rates: A Re-examination pp. 1113-25 Dilip K Shome , Stephen D Smith and John M Pinkerton Vendor Financing pp. 1127-41 Michael J Brennan , Vojislav Maksimovic and Josef Zechner Canada's Dual Class Shares: Further Evidence on the Market Value of Cash Dividends pp. 1143-60 Warren Bernard Bailey The Effect of Corporate Multinationalism on Shareholders' Wealth: Evidence from International Acquisitions pp. 1161-75 John Doukas and Nickolaos G Travlos Underpricing of Newly Issued Bonds: Evidence from the Swiss Capital Market pp. 1177-91 Walter Wasserfallen and Daniel Wydler Investing in Bankrupt Firms pp. 1193-1206 Dale Morse and Wayne Shaw The Domino Effect and the Supervision of the Banking System pp. 1207-18 Jacob Paroush Risk in Banking and Capital Regulation pp. 1219-33 Daesik Kim and Anthony M Santomero The Valuation of Sequential Exchange Opportunities pp. 1235-56 Peter P Carr A Tax-Induced Clientele for Index-Linked Corporate Bonds pp. 1257-63 Shalom Hochman and Oded Palmon Market Serial Correlation on a Small Security Market: A Note pp. 1265-74 Tom Berglund and Eva Liljeblom A Note on Unsuccessful Tender Offers and Stockholder Returns pp. 1275-83 Fabozzi, Frank J, et al The Anomaly That Isn't There: A Comment on Friday the Thirteenth pp. 1285-86 Edward A Dyl and Edwin Darrell Maberly Volume 43, issue 4 , 1988
Anatomy of Initial Public Offerings of Common Stock pp. 789-822 Seha M. Tinic Risk-Based Premiums for Insurance Guaranty Funds pp. 823-39 J David Cummins Estimation Bias Induced by Discrete Security Prices pp. 841-65 Clifford A Ball The Implications of Nonmarketable Income for Consumption-Based Models of Asset Pricing pp. 867-80 David P Brown An Asset-Pricing Theory Unifying the CAPM and APT pp. 881-92 K C John Wei Term Structure Multiplicity and Clientele in Markets with Transactions Costs and Taxes pp. 893-911 Jaime Cuevas Dermody and Eliezer Zeev Prisman Was the Tax-Exempt Bond Market Inefficient or Were Future Expected Tax Rates Negative? pp. 913-31 Levis A Kochin and Richard W Parks Was It Real? The Exchange Rate-Interest Differential Relation over the Modern Floating-Rate Period pp. 933-48 Richard A. Meese and Kenneth S Rogoff The Interrelation of Stock and Options Market Trading-Volume Data pp. 949-64 Joseph H Anthony Firm Characteristics, Unanticipated Inflation, and Stock Returns pp. 965-81 Douglas Kenneth Pearce and V Vance Roley Capital Structure Theory and REIT Security Offerings pp. 983-93 John S Howe and James D Shilling Testing Rationality in the Point Spread Betting Market pp. 995-1008 Gandar, John, et al Beta Changes around Stock Splits: A Note pp. 1009-13 M J Brennan and T E Copeland A Multiperiod Asset-Pricing Model with Unobservable Market Portfolio: A Note pp. 1015-24 Hossein B Kazemi Market Uncertainty and the Least-Cost Offering Method of Public Utility Debt: A Note pp. 1025-34 Frank J. Fabozzi , Eileen Moran and Christopher K Ma A Fundamental Study of the Seasonal Risk-Return Relationship: A Note pp. 1035-39 Eric C Chang and J Michael Pinegar Insider Holdings and Perceptions of Information Asymmetry: A Note pp. 1041-48 Raymond Chiang and P C Venkatesh Potential Biases from Using Only Trade Prices of Related Securities on Different Exchanges: A Comment pp. 1049-55 Anand M Vijh Callable Bonds: A Risk-Reducing Signalling Mechanism--A Comment pp. 1057-65 Larry D. Wall Callable Bonds: A Risk-Reducing Signalling Mechanism--A Reply pp. 1067-73 Edward Henry Robbins and John D Schatzberg Volume 43, issue 3 , 1988
R-S1-2 pp. 541-66 Richard Roll Corporate Finance and Corporate Governance pp. 567-91 Oliver E. Williamson Compensation and Incentives: Practice vs. Theory pp. 593-616 George P Baker , Michael C. Jensen and Kevin J. Murphy Liquidity and Market Structure pp. 617-37 Sanford J Grossman and Merton H. Miller Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation pp. 639-56 Kenneth D. West Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation: Discussion pp. 656-60 Allan W Kleidon Stock Prices, Earnings, and Expected Dividends pp. 661-76 John Y. Campbell and Robert J. Shiller Predicting Contemporary Volume with Historic Volume at Differential Price Levels: Evidence Supporting the Disposition Effect pp. 677-97 Stephen P Ferris , Robert A Haugen and Anil K Makhija Predicting Contemporary Volume with Historic Volume at Differential Price Levels: Evidence Supporting the Disposition Effect: Discussion pp. 698-99 Lawrence Harris The Buying and Selling Behavior of Individual Investors at the Turn of the Year pp. 701-17 Jay R. Ritter The Buying and Selling Behavior of Individual Investors at the Turn of the Year: Discussion pp. 717-19 William T Ziemba Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory pp. 721-33 Edwin Burmeister and Marjorie B McElroy Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory: Discussion pp. 734-35 Stephen J. Brown Efficient Signalling with Dividends, Investment, and Stock Repurchase s pp. 737-47 Joseph Williams Banking Panics, Information, and Rational Expectations Equilibrium pp. 749-61 Varadarajan Chari and Ravi Jagannathan Banking Panics, Information, and Rational Expectations Equilibrium: Discussion pp. 761-63 Joseph Williams Volume 43, issue 2 , 1988
An Empirical Test of the Impact of Managerial Self-interest on Corporate Capital Structure pp. 271-81 Irwin Friend and Larry H. P. Lang Time-Invariant Portfolio Insurance Strategies pp. 283-99 Michael J Brennan and Eduardo S Schwartz Option Bounds with Finite Revision Opportunities pp. 301-08 Peter H Ritchken and Shyanjaw Kuo An Unconditional Asset-Pricing Test and the Role of Firm Size as an Instrumental Variable for Risk pp. 309-25 K C Chan and Nai-Fu Chen Exact Arbitrage Pricing and the Minimum-Variance Frontier pp. 327-38 Jonathan Tiemann The Predictive Power of the Term Structure during Recent Monetary Regimes pp. 339-56 Gikas A. Hardouvelis The Effect of Taxes and Depreciation on Corporate Investment and Financial Leverage pp. 357-73 Robert M Dammon and Lemma W Senbet Loan Sales and the Cost of Bank Capital pp. 375-96 George G. Pennacchi Bond Covenants and Delegated Monitoring pp. 397-412 Mitchell Berlin and Jan Loeys A Generalized Econometric Model and Tests of a Signalling Hypothesis with Two Discrete Signals pp. 413-29 Sankarshan Acharya From T-Bills to Common Stocks: Investigating the Generality of Intra-Week Return Seasonality pp. 431-50 Mark Jeffrey Flannery and Aris A Protopapadakis Estimating the Volatility of Discrete Stock Prices pp. 451-66 David Chinhyung Cho and Edward W Frees Intradaily Price-Volume Adjustments of NYSE Stocks to Unexpected Earnings pp. 467-91 Catherine S Woodruff and Senchack, A J, Warrant Exercise, Dividends, and Reinvestment Policy pp. 493-506 Chester S Spatt and Frederic P Sterbenz Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence pp. 507-28 Laxmi Chand Bhandari A Mean-Variance Synthesis of Corporate Financial Theory: A Note pp. 529-30 C R Narayanaswamy Volume 43, issue 1 , 1988
The Determinants of Capital Structure Choice pp. 1-19 Sheridan Titman and Roberto Wessels Capital Structure, Ownership, and Capital Payment Policy: The Case of Hospitals pp. 21-40 Wedig, Gerard, et al Private versus Public Ownership: Investment, Ownership Distribution, and Optimality pp. 41-59 Salman Shah and Anjan V. Thakor An Alternative Testable Form of the Consumption CAPM pp. 61-70 Hossein B Kazemi A Simple Algorithm for the Portfolio Selection Problem pp. 71-82 Alan Lewis A Theory of Noise Trading in Securities Markets pp. 83-95 Brett Trueman The Total Cost of Transactions on the NYSE pp. 97-112 Stephen A Berkowitz , Dennis E Logue and Noser, Eugene A, Closed-End Fund Shares' Abnormal Returns and the Information Content of Discounts and Premiums pp. 113-127 Greggory A Brauer The January Effect and Aggregate Insider Trading pp. 129-41 H Nejat Seyhun On the Optimal Hedge of a Nontraded Cash Position pp. 143-53 Michael Adler and Jerome B Detemple Jump-Diffusion Processes and the Term Structure of Interest Rates pp. 155-74 Chang Mo Ahn and Howard E Thompson Optimal Futures Positions for Large Banking Firms pp. 175-95 George Emir Morgan , Dilip K Shome and Stephen D Smith Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection pp. 197-215 Cheol S Eun and Bruce G Resnick The October 1979 Change in the U.S. Monetary Regime: Its Impact on the Forecastability of Canadian Interest Rates pp. 217-39 James Pesando and Andre Plourde A Note on Simple Criteria for Optimal Portfolio Selection pp. 241-45 C Sherman Cheung and Clarence C Y Kwan Implied Spot Rates as Predictors of Currency Returns: A Note pp. 247-58 David R Peterson and Alan L Tucker
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