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Journal of Financial and Quantitative Analysis
1966 - 2012
from Cambridge University Press
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Volume 39, issue 04 , 2004
Abnormal Returns from the Common Stock Investments of the U.S. Senate pp. 661-676 Alan J. Ziobrowski , Ping Cheng , James W. Boyd and Brigitte J. Ziobrowski Capital Investments and Stock Returns pp. 677-700 Sheridan Titman , K. C. John Wei and Feixue Xie The Allocation and Monitoring Role of Capital Markets: Theory and International Evidence pp. 701-730 Solomon A. Tadesse Market Response to European Regulation of Business Combinations pp. 731-757 Nihat Aktas , Eric de Bodt and Richard Roll Managerial Entrenchment and Payout Policy pp. 759-790 Aidong Hu and Praveen Kumar Executive Loans pp. 791-811 Kathleen M. Kahle and Kuldeep Shastri Predictive Regressions: A Reduced-Bias Estimation Method pp. 813-841 Yakov Amihud and Clifford M. Hurvich Risk Premia and Preemption in R&D Ventures pp. 843-872 Lorenzo Garlappi Bullish/Bearish Strategies of Trading: A Nonlinear Equilibrium pp. 873-886 Ramdan Dridi and Laurent Germain Volume 39, issue 03 , 2004
Financial Innovation, Market Participation, and Asset Prices pp. 431-459 Laurent E. Calvet , Martin Gonzalez-Eiras and Paolo Sodini Economic Sources of Gain in Stock Repurchases pp. 461-479 Konan Chan , David Ikenberry and Inmoo Lee Optimum Centralized Portfolio Construction with Decentralized Portfolio Management pp. 481-494 Edwin J. Elton and Martin J. Gruber Limited Stock Market Participation and Asset Prices in a Dynamic Economy pp. 495-516 Hui Guo Negotiation and the IPO Offer Price: A Comparison of Integer vs. Non-Integer IPOs pp. 517-540 Daniel J. Bradley , John W. Cooney , Bradford D. Jordan and Ajai K. Singh Initial Public Offerings in Hot and Cold Markets pp. 541-569 Jean Helwege and Nellie Liang Why Do IPO Underwriters Allocate Extra Shares when They Expect to Buy Them Back? pp. 571-594 Donghang Zhang The Effect of Transaction Size on Off-the-Run Treasury Prices pp. 595-611 David Frederick Babbel , Craig B. Merrill , Mark F. Meyer and Meiring de Villiers Do Indirect Investment Barriers Contribute to Capital Market Segmentation? pp. 613-630 George Nishiotis Limited Partnerships and Reputation Formation pp. 631-659 Jarl G. Kallberg , Crocker H. Liu and Anand Srinivasan Volume 39, issue 02 , 2004
The Impact of Regulation Fair Disclosure: Trading Costs and Information Asymmetry pp. 209-225 Venkat R. Eleswarapu , Rex Thompson and Kumar Venkataraman Cookie Cutter vs. Character: The Micro Structure of Small Business Lending by Large and Small Banks pp. 227-251 Rebel Allen Cole , Lawrence G. Goldberg and Lawrence J. White Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier pp. 253-275 Alfredo Ibáñez and Fernando Zapatero Third Market Reforms: The Overlooked Goal of the SEC's Order Handling Rules pp. 277-304 Elizabeth R. Odders-White Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data pp. 305-326 Joel Hasbrouck Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange pp. 327-341 Yi-Tsung Lee , Yu-Jane Liu , Richard Roll and Avanidhar Subrahmanyam Weather, Stock Returns, and the Impact of Localized Trading Behavior pp. 343-364 Tim Loughran and Paul Schultz Price Dynamics in the Regular and E-Mini Futures Markets pp. 365-384 Alexander Kurov and Dennis J. Lasser Opportunity Cost of Capital for Venture Capital Investors and Entrepreneurs pp. 385-405 Frank Kerins , Janet Kiholm Smith and Richard L. Smith The Economic Value of Predicting Stock Index Returns and Volatility pp. 407-429 Wessel Marquering and Marno Verbeek Volume 39, issue 01 , 2004
Discounting and Clustering in Seasoned Equity Offering Prices pp. 1-23 Simona Mola and Tim Loughran Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations pp. 25-46 Charles Cao , Laura Casares Field and Gordon Hanka Confidence in the Familiar: An International Perspective pp. 47-68 Kai Li Common Factors and Local Factors: Implications for Term Structures and Exchange Rates pp. 69-102 Dong-Hyun Ahn Sharpe Ratios and Alphas in Continuous Time pp. 103-114 Lars Tyge Nielsen and Maria Vassalou Demographics, Stock Market Flows, and Stock Returns pp. 115-142 Amit Goyal Changing Risk, Return, and Leverage: The 1997 Asian Financial Crisis pp. 143-166 Neal Maroney , Atsuyuki Naka and Theresia Wansi Minority Shareholder Protections and the Private Benefits of Control for Swedish Mergers pp. 167-191 Martin Holmen and John D. Knopf A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium pp. 193-208 Vicentiu Covrig , Buen Sin Low and Michael Melvin Volume 38, issue 04 , 2003
Agency Costs of Controlling Minority Shareholders pp. 695-719 Henrik Cronqvist and Mattias Nilsson Do Takeover Targets Underperform? Evidence from Operating and Stock Returns pp. 721-746 Anup Agrawal and Jeffrey F. Jaffe Trade Execution Costs and Market Quality after Decimalization pp. 747-777 Hendrik Bessembinder Errors in Implied Volatility Estimation pp. 779-810 Ludger Hentschel An Examination of the Performance of the Trades and Stock Holdings of Fund Managers: Further Evidence pp. 811-828 Matt Pinnuck The Value of Trading Consolidation: Evidence from the Exercise of Warrants pp. 829-846 Yakov Amihud , Beni Lauterbach and Haim Mendelson A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives pp. 847-880 Sandra Peterson , Richard C. Stapleton and Marti G. Subrahmanyam On Inferring the Direction of Option Trades pp. 881-902 Robert Savickas and Arthur J. Wilson Volume 38, issue 03 , 2003
Financial Advisors and Shareholder Wealth Gains in Corporate Takeovers pp. 475-501 Jayant R. Kale , Omesh Kini and Harley E. Ryan Reputation and the Market for Distressed Firm Debt pp. 503-521 Thomas H. Noe and Michael J. Rebello On the Impossibility of Weak-Form Efficient Markets pp. 523-554 Steve L. Slezak Cross-Hedging with Currency Options and Futures pp. 555-574 Eric C. Chang and Kit Pong Wong The Impact of Minimum Trading Units on Stock Value and Price Volatility pp. 575-589 Shmuel Hauser and Beni Lauterbach Market Structure and Trader Anonymity: An Analysis of Insider Trading pp. 591-610 Jon A. Garfinkel and M. Nimalendran Is There Really a When-Issued Premium? pp. 611-634 John R. Ezzell , James A. Miles and J. Harold Mulherin The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions pp. 635-672 Joost Driessen , Pieter Klaassen and Bertrand Melenberg The Clustering of IPO Gross Spreads: International Evidence pp. 673-694 Sami Torstila Volume 38, issue 02 , 2003
Hedge Fund Performance 1990–2000: Do the “Money Machines” Really Add Value? pp. 251-274 Gaurav S. Amin and Harry M. Kat Do Persistent Large Cash Reserves Hinder Performance? pp. 275-294 Wayne H. Mikkelson and M. Megan Partch Risk Premia and the Dynamic Covariance between Stock and Bond Returns pp. 295-316 John T. Scruggs and Paskalis Glabadanidis Does Coordinated Institutional Investor Activism Reverse the Fortunes of Underperforming Firms? pp. 317-336 Wei-Ling Song and Samuel H. Szewczyk Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model pp. 337-358 Robert A Jarrow and Yildiray Yildirim The Valuation of Default-Triggered Credit Derivatives pp. 359-382 Ren-Raw Chen and Ben J. Sopranzetti A Multifactor Explanation of Post-Earnings Announcement Drift pp. 383-398 Dongcheol Kim and Myungsun Kim Interaction of Debt Agency Problems and Optimal Capital Structure: Theory and Evidence pp. 399-423 Connie X. Mao Do Momentum-Based Strategies Still Work in Foreign Currency Markets? pp. 425-447 John Okunev and Derek White Pricing Bounds on Asian Options pp. 449-473 J. Aase Nielsen and Klaus Sandmann Volume 38, issue 01 , 2003
International Corporate Governance pp. 1-36 Diane K. Denis and John J. McConnell Creditor Rights, Enforcement, and Debt Ownership Structure: Evidence from the Global Syndicated Loan Market pp. 37-60 Benjamin C. Esty and William L. Megginson Strategic Transparency and Informed Trading: Will Capital Market Integration Force Convergence of Corporate Governance? pp. 61-86 Enrico Perotti and Ernst-Ludwig von Thadden Corporate Governance and the Home Bias pp. 87-110 Magnus Dahlquist , Lee Pinkowitz , René M. Stulz and Rohan Williamson International Corporate Governance and Corporate Cash Holdings pp. 111-133 Amy Dittmar , Jan Mahrt-Smith and Henri Servaes Capital Market Development, International Integration, Legal Systems, and the Value of Corporate Diversification: A Cross-Country Analysis pp. 135-158 Larry Fauver , Joel Houston and Andy Naranjo Equity Ownership and Firm Value in Emerging Markets pp. 159-184 Karl V. Lins Do Better Institutions Mitigate Agency Problems? Evidence from Corporate Finance Choices pp. 185-212 Mariassunta Giannetti U. S. Investors' Perceptions of Corporate Control in Mexico: Evidence from Sibling ADRs pp. 213-230 J. Michael Pinegar and R. Ravichandran Is Corporate Governance Ineffective in Emerging Markets? pp. 231-250 Michael S. Gibson
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