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Journal of Finance
1946 - 2013
from American Finance Association EDIRC .
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Volume 50, issue 5 , 1995
Fischer Black pp. 1359-70 Myron S. Scholes Interest Rates as Options pp. 1371-76 Fischer Black Corporate Control, Portfolio Choice, and the Decline of Banking pp. 1377-1420 Gary Gorton and Richard Rosen What Do We Know about Capital Structure? Some Evidence from International Data pp. 1421-60 Raghuram G. Rajan and Luigi Zingales Optimal Investment, Monitoring, and the Staging of Venture Capital pp. 1461-89 Paul Alan Gompers Initial Shareholdings and Overbidding in Takeover Contests pp. 1491-1515 Mike Burkart Backwardation in Oil Futures Markets: Theory and Empirical Evidence pp. 1517-45 Robert H Litzenberger and Nir Rabinowitz The Long-Run Negative Drift of Post-listing Stock Returns pp. 1547-74 Bala G Dharan and David L Ikenberry Good News, Bad News, Volatility, and Betas pp. 1575-1603 Phillip A. Braun , Daniel B Nelson and Alain M Sunier The Errors in the Variables Problem in the Cross-Section of Expected Stock Returns pp. 1605-34 Dongcheol Kim The Allocation of Informed Trading across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements pp. 1635-53 Stewart Mayhew , Atulya Sarin and Kuldeep Shastri An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse pp. 1655-89 Bruno R Biais , Pierre Hillion and Chester Spatt Finance Research Productivity and Influence pp. 1691-1717 Borokhovich, Kenneth A, et al Does the Liquidity of a Debt Issue Increase with Its Size? Evidence from the Corporate Bond and Medium-Term Note Markets pp. 1719-34 Leland E Crabbe and Christopher M Turner Fairly Priced Deposit Insurance and Bank Charter Policy pp. 1735-46 Roger Craine Asset Price Dynamics and Infrequent Feedback Trades pp. 1747-66 Pierluigi Balduzzi , Giuseppe Bertola and Silverio Foresi How Much Can Marketability Affect Security Values? pp. 1767-74 Francis A. Longstaff Volume 50, issue 4 , 1995
Performance Changes Following Top Management Dismissals pp. 1029-57 David J Denis and Diane K Denis The Valuation of Cash Flow Forecasts: An Empirical Analysis pp. 1059-93 Steven Neil Kaplan and Richard S Ruback Do LBO Supermarkets Charge More? An Empirical Analysis of the Effects of LBOs on Supermarket Pricing pp. 1095-1112 Judith Ann Chevalier Covenants and Collateral as Incentives to Monitor pp. 1113-46 Raghuram G. Rajan and Andrew Winton The Behavior of Stock Prices around Institutional Trades pp. 1147-74 Louis K C Chan and Josef Lakonishok One Security, Many Markets: Determining the Contributions to Price Discovery pp. 1175-99 Joel Hasbrouck Predictability of Stock Returns: Robustness and Economic Significance pp. 1201-28 M Hashem Pesaran and Allan Timmermann Fundamental Economic Variables, Expected Returns, and Bond Fund Performance pp. 1229-56 Edwin J Elton , Martin J Gruber and Christopher R Blake An Analysis of the Recommendations of the "Superstar" Money Managers at Barron's Annual Roundtable pp. 1257-73 Hemang Desai and Prem C Jain Convertible Bonds Are Not Called Late pp. 1275-89 Paul Asquith Do Managerial Motives Influence Firm Risk Reduction Strategies? pp. 1291-1308 Don O May The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity pp. 1309-19 Piet Sercu , Raman Uppal and Cynthia Van Hulle Explaining Forward Exchange Bias... Intraday pp. 1321-29 Richard K. Lyons and Andrew Kenan Rose Volume 50, issue 3 , 1995
Dynamic Asset Allocation and the Informational Efficiency of Markets pp. 773-87 Sanford J Grossman A Simple Approach to Valuing Risky Fixed and Floating Rate Debt pp. 789-819 Francis A. Longstaff and Eduardo S Schwartz Capital Requirements for Securities Firms pp. 821-51 Elroy Dimson and Paul Marsh Survival pp. 853-73 Stephen J. Brown , William N. Goetzmann and Stephen A Ross Ex-day Behavior: Tax or Short-Term Trading Effects pp. 875-97 Meziane Lasfer The Priority Structure of Corporate Liabilities pp. 899-917 Michael J Barclay and Smith, Clifford W, Managers of Financially Distressed Firms: Villains or Scapegoats? pp. 919-40 Naveen Khanna and Annette B Poulsen Volume 50, issue 2 , 1995
Time-Varying World Market Integration pp. 403-44 Geert Bekaert and Campbell R. Harvey The World Price of Foreign Exchange Risk pp. 445-79 Bernard Dumas and Bruno Solnik Time-Varying Expected Returns in International Bond Markets pp. 481-506 Antti Ilmanen Predicting Volatility in the Foreign Exchange Market pp. 507-28 Philippe Jorion Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options pp. 529-47 Jose Manuel Campa and P H Kevin Chang Returns from Investing in Equity Mutual Funds 1971 to 1991 pp. 549-72 Burton G Malkiel Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift? pp. 573-608 Roni Michaely , Richard H. Thaler and Kent L Womack The Maturity Structure of Corporate Debt pp. 609-31 Michael J Barclay and Smith, Clifford W, Debt Financing under Asymmetric Information pp. 633-59 Gautam Goswami , Thomas H. Noe and Michael J Rebello Did J. P. Morgan's Men Add Liquidity? Corporate Investment, Cash Flow, and Financial Structure at the Turn of the Twentieth Century pp. 661-78 Carlos Ramírez Performance Persistence pp. 679-98 Stephen J. Brown and William N. Goetzmann The Effect of Lender Identity on a Borrowing Firm's Equity Return pp. 699-718 Matthew T Billett , Mark Jeffrey Flannery and Jon A Garfinkel Lattice Models for Pricing American Interest Rate Claims pp. 719-37 Anlong Li , Peter Ritchken and L Sankarasubramanian What Constitutes Evidence of Discrimination in Lending? pp. 739-48 Michael F Ferguson and Stephen R Peters Volume 50, issue 1 , 1995
Postbankruptcy Performance and Management Turnover pp. 3-21 Edith Shwalb Hotchkiss The New Issues Puzzle pp. 23-51 Tim Loughran and Jay R. Ritter Pricing Derivatives on Financial Securities Subject to Credit Risk pp. 53-85 Robert A Jarrow and Stuart M Turnbull Implementing Option Pricing Models When Asset Returns Are Predictable pp. 87-129 Andrew W. Lo and Jiang Wang Size and Book-to-Market Factors in Earnings and Returns pp. 131-55 Eugene F. Fama and Kenneth R. French Portfolio Inefficiency and the Cross-Section of Expected Returns pp. 157-84 Shmuel Kandel and Robert F. Stambaugh Another Look at the Cross-Section of Expected Stock Returns pp. 185-224 S P Kothari , Jay Shanken and Richard G Sloan Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? pp. 225-53 Martin Evans and Karen K Lewis Trading Behavior and the Unbiasedness of the Market Reaction to Dividend Announcements pp. 255-79 Mukesh Bajaj and Anand M Vijh Stock Volatility and the Levels of the Basis and Open Interest in Future Contracts pp. 281-300 Nai-Fu Chen , Charles J Cuny and Robert A Haugen Venture Capitalists and the Oversight of Private Firms pp. 301-18 Josh Lerner On Intraday Risk Premia pp. 319-39 Matthew Spiegel and Avanidhar Subrahmanyam Information Quality, Performance Measurement, and Security Demand in Rational Expectations Economies pp. 341-59 Thomas H. Noe and Buddhavarapu Sailesh Ramamurtie Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure pp. 361-75 Bessembinder, Hendrik, et al
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