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Journal of Finance

1946 - 2014

from American Finance Association
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Volume 43, issue 5, 1988

Business Cycles and the Behavior of Metals Prices pp. 1075-93 Downloads
Eugene F. Fama and Kenneth R. French
Is the Real Interest Rate Stable? pp. 1095-1112 Downloads
Andrew Kenan Rose
The Purchasing Power of Money and Nominal Interest Rates: A Re-examination pp. 1113-25 Downloads
Dilip K Shome, Stephen D Smith and John M Pinkerton
Vendor Financing pp. 1127-41 Downloads
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 Downloads
Warren Bernard Bailey
The Effect of Corporate Multinationalism on Shareholders' Wealth: Evidence from International Acquisitions pp. 1161-75 Downloads
John Doukas and Nickolaos G Travlos
Underpricing of Newly Issued Bonds: Evidence from the Swiss Capital Market pp. 1177-91 Downloads
Walter Wasserfallen and Daniel Wydler
Investing in Bankrupt Firms pp. 1193-1206 Downloads
Dale Morse and Wayne Shaw
The Domino Effect and the Supervision of the Banking System pp. 1207-18 Downloads
Jacob Paroush
Risk in Banking and Capital Regulation pp. 1219-33 Downloads
Daesik Kim and Anthony M Santomero
The Valuation of Sequential Exchange Opportunities pp. 1235-56 Downloads
Peter P Carr
A Tax-Induced Clientele for Index-Linked Corporate Bonds pp. 1257-63 Downloads
Shalom Hochman and Oded Palmon
Market Serial Correlation on a Small Security Market: A Note pp. 1265-74 Downloads
Tom Berglund and Eva Liljeblom
A Note on Unsuccessful Tender Offers and Stockholder Returns pp. 1275-83 Downloads
Fabozzi, Frank J, et al
The Anomaly That Isn't There: A Comment on Friday the Thirteenth pp. 1285-86 Downloads
Edward A Dyl and Edwin Darrell Maberly

Volume 43, issue 4, 1988

Anatomy of Initial Public Offerings of Common Stock pp. 789-822 Downloads
Seha M. Tinic
Risk-Based Premiums for Insurance Guaranty Funds pp. 823-39 Downloads
J David Cummins
Estimation Bias Induced by Discrete Security Prices pp. 841-65 Downloads
Clifford A Ball
The Implications of Nonmarketable Income for Consumption-Based Models of Asset Pricing pp. 867-80 Downloads
David P Brown
An Asset-Pricing Theory Unifying the CAPM and APT pp. 881-92 Downloads
K C John Wei
Term Structure Multiplicity and Clientele in Markets with Transactions Costs and Taxes pp. 893-911 Downloads
Jaime Cuevas Dermody and Eliezer Zeev Prisman
Was the Tax-Exempt Bond Market Inefficient or Were Future Expected Tax Rates Negative? pp. 913-31 Downloads
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 Downloads
Richard A. Meese and Kenneth S Rogoff
The Interrelation of Stock and Options Market Trading-Volume Data pp. 949-64 Downloads
Joseph H Anthony
Firm Characteristics, Unanticipated Inflation, and Stock Returns pp. 965-81 Downloads
Douglas Kenneth Pearce and V Vance Roley
Capital Structure Theory and REIT Security Offerings pp. 983-93 Downloads
John S Howe and James D Shilling
Testing Rationality in the Point Spread Betting Market pp. 995-1008 Downloads
Gandar, John, et al
Beta Changes around Stock Splits: A Note pp. 1009-13 Downloads
M J Brennan and T E Copeland
A Multiperiod Asset-Pricing Model with Unobservable Market Portfolio: A Note pp. 1015-24 Downloads
Hossein B Kazemi
Market Uncertainty and the Least-Cost Offering Method of Public Utility Debt: A Note pp. 1025-34 Downloads
Frank J. Fabozzi, Eileen Moran and Christopher K Ma
A Fundamental Study of the Seasonal Risk-Return Relationship: A Note pp. 1035-39 Downloads
Eric C Chang and J Michael Pinegar
Insider Holdings and Perceptions of Information Asymmetry: A Note pp. 1041-48 Downloads
Raymond Chiang and P C Venkatesh
Potential Biases from Using Only Trade Prices of Related Securities on Different Exchanges: A Comment pp. 1049-55 Downloads
Anand M Vijh
Callable Bonds: A Risk-Reducing Signalling Mechanism--A Comment pp. 1057-65 Downloads
Larry D. Wall
Callable Bonds: A Risk-Reducing Signalling Mechanism--A Reply pp. 1067-73 Downloads
Edward Henry Robbins and John D Schatzberg

Volume 43, issue 3, 1988

R-S1-2 pp. 541-66 Downloads
Richard Roll
Corporate Finance and Corporate Governance pp. 567-91 Downloads
Oliver E. Williamson
Compensation and Incentives: Practice vs. Theory pp. 593-616 Downloads
George P Baker, Michael C. Jensen and Kevin J. Murphy
Liquidity and Market Structure pp. 617-37 Downloads
Sanford J Grossman and Merton H. Miller
Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation pp. 639-56 Downloads
Kenneth D. West
Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation: Discussion pp. 656-60 Downloads
Allan W Kleidon
Stock Prices, Earnings, and Expected Dividends pp. 661-76 Downloads
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 Downloads
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 Downloads
Lawrence Harris
The Buying and Selling Behavior of Individual Investors at the Turn of the Year pp. 701-17 Downloads
Jay R. Ritter
The Buying and Selling Behavior of Individual Investors at the Turn of the Year: Discussion pp. 717-19 Downloads
William T Ziemba
Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory pp. 721-33 Downloads
Edwin Burmeister and Marjorie B McElroy
Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory: Discussion pp. 734-35 Downloads
Stephen J. Brown
Efficient Signalling with Dividends, Investment, and Stock Repurchase s pp. 737-47 Downloads
Joseph Williams
Banking Panics, Information, and Rational Expectations Equilibrium pp. 749-61 Downloads
Varadarajan Chari and Ravi Jagannathan
Banking Panics, Information, and Rational Expectations Equilibrium: Discussion pp. 761-63 Downloads
Joseph Williams

Volume 43, issue 2, 1988

An Empirical Test of the Impact of Managerial Self-interest on Corporate Capital Structure pp. 271-81 Downloads
Irwin Friend and Larry H. P. Lang
Time-Invariant Portfolio Insurance Strategies pp. 283-99 Downloads
Michael J Brennan and Eduardo S Schwartz
Option Bounds with Finite Revision Opportunities pp. 301-08 Downloads
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 Downloads
K C Chan and Nai-Fu Chen
Exact Arbitrage Pricing and the Minimum-Variance Frontier pp. 327-38 Downloads
Jonathan Tiemann
The Predictive Power of the Term Structure during Recent Monetary Regimes pp. 339-56 Downloads
Gikas A. Hardouvelis
The Effect of Taxes and Depreciation on Corporate Investment and Financial Leverage pp. 357-73 Downloads
Robert M Dammon and Lemma W Senbet
Loan Sales and the Cost of Bank Capital pp. 375-96 Downloads
George G. Pennacchi
Bond Covenants and Delegated Monitoring pp. 397-412 Downloads
Mitchell Berlin and Jan Loeys
A Generalized Econometric Model and Tests of a Signalling Hypothesis with Two Discrete Signals pp. 413-29 Downloads
Sankarshan Acharya
From T-Bills to Common Stocks: Investigating the Generality of Intra-Week Return Seasonality pp. 431-50 Downloads
Mark Jeffrey Flannery and Aris A Protopapadakis
Estimating the Volatility of Discrete Stock Prices pp. 451-66 Downloads
David Chinhyung Cho and Edward W Frees
Intradaily Price-Volume Adjustments of NYSE Stocks to Unexpected Earnings pp. 467-91 Downloads
Catherine S Woodruff and Senchack, A J,
Warrant Exercise, Dividends, and Reinvestment Policy pp. 493-506 Downloads
Chester S Spatt and Frederic P Sterbenz
Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence pp. 507-28 Downloads
Laxmi Chand Bhandari
A Mean-Variance Synthesis of Corporate Financial Theory: A Note pp. 529-30 Downloads
C R Narayanaswamy

Volume 43, issue 1, 1988

The Determinants of Capital Structure Choice pp. 1-19 Downloads
Sheridan Titman and Roberto Wessels
Capital Structure, Ownership, and Capital Payment Policy: The Case of Hospitals pp. 21-40 Downloads
Wedig, Gerard, et al
Private versus Public Ownership: Investment, Ownership Distribution, and Optimality pp. 41-59 Downloads
Salman Shah and Anjan V. Thakor
An Alternative Testable Form of the Consumption CAPM pp. 61-70 Downloads
Hossein B Kazemi
A Simple Algorithm for the Portfolio Selection Problem pp. 71-82 Downloads
Alan Lewis
A Theory of Noise Trading in Securities Markets pp. 83-95 Downloads
Brett Trueman
The Total Cost of Transactions on the NYSE pp. 97-112 Downloads
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 Downloads
Greggory A Brauer
The January Effect and Aggregate Insider Trading pp. 129-41 Downloads
H Nejat Seyhun
On the Optimal Hedge of a Nontraded Cash Position pp. 143-53 Downloads
Michael Adler and Jerome B Detemple
Jump-Diffusion Processes and the Term Structure of Interest Rates pp. 155-74 Downloads
Chang Mo Ahn and Howard E Thompson
Optimal Futures Positions for Large Banking Firms pp. 175-95 Downloads
George Emir Morgan, Dilip K Shome and Stephen D Smith
Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection pp. 197-215 Downloads
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 Downloads
James Pesando and Andre Plourde
A Note on Simple Criteria for Optimal Portfolio Selection pp. 241-45 Downloads
C Sherman Cheung and Clarence C Y Kwan
Implied Spot Rates as Predictors of Currency Returns: A Note pp. 247-58 Downloads
David R Peterson and Alan L Tucker
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