EconPapers    
Economics at your fingertips  
 

Journal of Finance

1946 - 2013

from American Finance Association
Contact information at EDIRC.
Series data maintained by Wiley-Blackwell Digital Licensing ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 53, issue 6, 1998

Investor Psychology and Security Market Under- and Overreactions pp. 1839-1885 Downloads
Kent Daniel, David Hirshleifer and Avanidhar Subrahmanyam
Volume, Volatility, Price, and Profit When All Traders Are Above Average pp. 1887-1934 Downloads
Terrance Odean
Earnings Management and the Long-Run Market Performance of Initial Public Offerings pp. 1935-1974 Downloads
Siew Hong Teoh, Ivo Welch and T.J. Wong
Value versus Growth: The International Evidence pp. 1975-1999 Downloads
Eugene F. Fama and Kenneth R. French
International Cross-Listing and Order Flow Migration: Evidence from an Emerging Market pp. 2001-2027 Downloads
Ian Domowitz, Jack Glen and Ananth Madhavan
Stock Returns, Dividend Yields, and Taxes pp. 2029-2057 Downloads
Andy Naranjo, M. Nimalendran and Mike Ryngaert
Implied Volatility Functions: Empirical Tests pp. 2059-2106 Downloads
Bernard Dumas, Jeff Fleming and Robert E. Whaley
Law, Finance, and Firm Growth pp. 2107-2137 Downloads
Asli Demirguc-Kunt and Vojislav Maksimovic
Are Financial Markets Overly Optimistic about the Prospects of Firms That Issue Equity? Evidence from Voluntary versus Involuntary Equity Issuances by Banks pp. 2139-2159 Downloads
Marcia Millon Cornett, Hamid Mehran and Hassan Tehranian
Venture Capital Distributions: Short-Run and Long-Run Reactions pp. 2161-2183 Downloads
Paul Alan Gompers and Josh Lerner
The Gains from Takeover Deregulation: Evidence from the End of Interstate Banking Restrictions pp. 2185-2204 Downloads
Yaron Brook, Robert Hendershott and Darrell Lee
Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange pp. 2205-2223 Downloads
Michael J. Aitken, Alex Frino, Michael S. McCorry and Peter Lawrence Swan
The Relation Between Treasury Yields and Corporate Bond Yield Spreads pp. 2225-2241 Downloads
Greg Duffee
Output, Stock Volatility, and Political Uncertainty in a Natural Experiment: Germany, 1880-1940 pp. 2243-2257 Downloads
George Bittlingmayer
From the ExSec's Notebook pp. 2271-2273 Downloads
Michael Keenan

Volume 53, issue 5, 1998

How Costly is Financial (Not Economic) Distress? Evidence from Highly Leveraged Transactions that Became Distressed pp. 1443-1493 Downloads
Gregor Andrade and Steven Neil Kaplan
Asset Efficiency and Reallocation Decisions of Bankrupt Firms pp. 1495-1532 Downloads
Vojislav Maksimovic and Gordon M. Phillips
Tax and Liquidity Effects in Pricing Government Bonds pp. 1533-1562 Downloads
Edwin J. Elton and T. Clifton Green
Earnings and Expected Returns pp. 1563-1587 Downloads
Owen A. Lamont
Costly Search and Mutual Fund Flows pp. 1589-1622 Downloads
Erik R. Sirri and Peter Tufano
Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange pp. 1623-1656 Downloads
Oliver Hansch, Narayan Y. Naik and S Viswanathan
Does Risk Sharing Motivate Interdealer Trading? pp. 1657-1703 Downloads
Peter C. Reiss and Ingrid M. Werner
An Equilibrium Analysis of Hedging with Liquidity Constraints, Speculation, and Government Price Subsidy in a Commodity Market pp. 1705-1736 Downloads
Zhongquan Zhou
Relationship Banking, Liquidity, and Investment in the German Industrialization pp. 1737-1758 Downloads
Caroline Fohlin
Evidence on Price Stabilization and Underpricing in Early IPO Returns pp. 1759-1773 Downloads
Daniel Asquith, Jonathan D. Jones and Robert Kieschnick
Are Investors Reluctant to Realize Their Losses? pp. 1775-1798 Downloads
Terrance Odean
Capital Gains Taxation and Stock Market Activity: Evidence from IPOs pp. 1799-1819 Downloads
William A. Reese
On the Inverse of the Covariance Matrix in Portfolio Analysis pp. 1821-1827 Downloads
Guy V. G. Stevens
"Capital Markets and Institutions: A Global View." By Linda Allen. New York, NY: John Wiley & Sons, Inc., 1997. Pp. xx +734 pp. 1829-1830 Downloads
Robert W. Boatler

Volume 53, issue 4, 1998

Agency Costs, Risk Management, and Capital Structure pp. 1213-1243 Downloads
Hayne Ellis Leland
Optimal Financial Crises pp. 1245-1284 Downloads
Franklin Allen and Douglas Gale
An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression pp. 1285-1309 Downloads
Ravi Jagannathan and Zhenyu Wang
The Dow Theory: William Peter Hamilton's Track Record Reconsidered pp. 1311-1333 Downloads
Stephen J. Brown, William N. Goetzmann and Alok Kumar
The Influence of Institutions on Corporate Governance through Private Negotiations: Evidence from TIAA-CREF pp. 1335-1362 Downloads
Willard T. Carleton, James M. Nelson and Michael Steven Weisbach
Credit Risk in Private Debt Portfolios pp. 1363-1387 Downloads
Mark Carey
The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality? pp. 1389-1413 Downloads
Marshall E. Blume, Felix Lim and A. Craig Mackinlay
Minutes of the Annual Membership Meeting pp. 1415-1416 Downloads
Michael Keenan
Report of the Executive Secretary and Treasurer pp. 1417-1420 Downloads
Michael Keenan
Report of the Editor of "The Journal of Finance" for the Year 1997 pp. 1421-1434 Downloads
René M. Stulz
Report of the Representative to the National Bureau of Economic Research pp. 1435-1436 Downloads
Robert S. Hamada

Volume 53, issue 3, 1998

Taxes, Financing Decisions, and Firm Value pp. 819-843 Downloads
Eugene F. Fama and Kenneth R. French
Does Corporate Lending by Banks and Finance Companies Differ? Evidence on Specialization in Private Debt Contracting pp. 845-878 Downloads
Mark Carey, Mitch Post and Steven A. Sharpe
Dividends, Asymmetric Information, and Agency Conflicts: Evidence from a Comparison of the Dividend Policies of Japanese and U.S. Firms pp. 879-904 Downloads
Kathryn L. Dewenter and Vincent A. Warther
Survival of the Fittest or the Fattest? Exit and Financing in the Trucking Industry pp. 905-938 Downloads
Luigi Zingales
Do Asset Fire Sales Exist? An Empirical Investigation of Commercial Aircraft Transactions pp. 939-978 Downloads
Todd C. Pulvino
Hedging and Coordinated Risk Management: Evidence from Thrift Conversions pp. 979-1013 Downloads
Catherine Schrand and Haluk Unal
The Determinants of Stock Price Exposure: Financial Engineering and the Gold Mining Industry pp. 1015-1052 Downloads
Peter Tufano
What Are the Research Standards for Full Professor of Finance? pp. 1053-1079 Downloads
Raymond P. H. Fishe
The Financial and Operating Performance of Newly Privatized Firms: Evidence from Developing Countries pp. 1081-1110 Downloads
Narjess Boubakri and Jean-Claude Cosset
Is There Private Information in the FX Market? The Tokyo Experiment pp. 1111-1130 Downloads
Takatoshi Ito, Richard K. Lyons and Michael Melvin
Is the Risk of Bankruptcy a Systematic Risk? pp. 1131-1147 Downloads
Ilia D. Dichev
Does the Medium Matter? The Relations among Bankruptcy Petition Filings, Broadtape Disclosure, and the Timing of Price Reactions pp. 1149-1163 Downloads
Mark C. Dawkins and Linda Smith Bamber
Static Hedging of Exotic Options pp. 1165-1190 Downloads
Peter Carr, Katrina Ellis and Vishal Gupta

Volume 53, issue 2, 1998

Option Volume and Stock Prices: Evidence on Where Informed Traders Trade pp. 431-465 Downloads
David Easley, Maureen O'Hara and P.S. Srinivas
The Conditional Performance of Insider Trades pp. 467-498 Downloads
B. Espen Eckbo and David C. Smith
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices pp. 499-547 Downloads
Yacine Ait-Sahalia and Andrew W. Lo
On Stable Factor Structures in the Pricing of Risk: Do Time-Varying Betas Help or Hurt? pp. 549-573 Downloads
Eric Ghysels
Resolving the Puzzling Intertemporal Relation between the Market Risk Premium and Conditional Market Variance: A Two-Factor Approach pp. 575-603 Downloads
John T. Scruggs
Block Share Purchases and Corporate Performance pp. 605-634 Downloads
Jennifer E. Bethel, Julia Porter Liebeskind and Tim Opler
On the Costs of a Bank-Centered Financial System: Evidence from the Changing Main Bank Relations in Japan pp. 635-672 Downloads
David Weinstein and Yishay Yafeh
Investor Reaction to Salient News in Closed-End Country Funds pp. 673-699 Downloads
Peter Klibanoff, Owen A. Lamont and Thierry A. Wizman
Overreaction and Insider Trading: Evidence from Growth and Value Portfolios pp. 701-716 Downloads
Michael S. Rozeff and Abbas Zaman
The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis pp. 717-732 Downloads
Raman Kumar, Atulya Sarin and Kuldeep Shastri
The Foreign Exchange Exposure of Japanese Multinational Corporations pp. 733-753 Downloads
Jia He and Lilian K. Ng
An Analysis of Bidding in the Japanese Government Bond Auctions pp. 755-772 Downloads
Yasushi Hamao and Narasimhan Jegadeesh
Takeovers of Privately Held Targets, Methods of Payment, and Bidder Returns pp. 773-784 Downloads
Saeyoung Chang
Managerial Ownership, the Method of Payment for Acquisitions, and Executive Job Retention pp. 785-798 Downloads
Aloke Ghosh and William Ruland
A Note on the Asymptotic Covariance in Fama-MacBeth Regression pp. 799-801 Downloads
Ravi Jagannathan and Zhenyu Wang

Volume 53, issue 1, 1998

Blocks, Liquidity, and Corporate Control pp. 1-25 Downloads
Patrick Bolton and Ernst-Ludwig von Thadden
Why Do Companies Go Public? An Empirical Analysis pp. 27-64 Downloads
Marco Pagano, Fabio Panetta and and Luigi Zingales
Large Shareholders as Monitors: Is There a Trade-Off between Liquidity and Control? pp. 65-98 Downloads
Ernst Maug
Ownership Structure, Speculation, and Shareholder Intervention pp. 99-129 Downloads
Charles Milton Kahn and Andrew Winton
Debt, Leases, Taxes, and the Endogeneity of Corporate Tax Status pp. 131-162 Downloads
John R. Graham, Michael L. Lemmon and James S. Schallheim
Equity Carve-Outs and Managerial Discretion pp. 163-186 Downloads
Jeffrey W. Allen and John J. McConnell
Real Rates, Expected Inflation, and Inflation Risk Premia pp. 187-218 Downloads
Martin Evans
Deutsche Mark-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies pp. 219-265 Downloads
Torben G. Andersen and Tim Bollerslev
International Momentum Strategies pp. 267-284 Downloads
K. Geert Rouwenhorst
Underwriter Reputation, Initial Returns, and the Long-Run Performance of IPO Stocks pp. 285-311 Downloads
Richard B. Carter, Frederick H. Dark and Ajai K. Singh
Actual Share Reacquisitions in Open-Market Repurchase Programs pp. 313-333 Downloads
Clifford P. Stephens and Michael Steven Weisbach
Stock Splits: Evidence from Mutual Funds pp. 335-349 Downloads
Michael S. Rozeff
The Value of a Finance Journal Publication pp. 351-363 Downloads
Steve Swidler and Elizabeth Goldreyer
Around and Around: The Expectations Hypothesis pp. 365-383 Downloads
Mark Fisher and Christian Gilles
Informed Traders and Price Variations in the Betting Market for Professional Basketball Games pp. 385-401 Downloads
John M. Gandar, William H. Dare, Craig R. Brown and Richard A. Zuber
Caveat Compounder: A Warning about Using the Daily CRSP Equal-Weighted Index to Compute Long-Run Excess Returns pp. 403-416 Downloads
Linda Canina, Roni Michaely, Richard H. Thaler and Kent Womack
Page updated 2013-05-19