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Journal of Finance

1946 - 2019

From American Finance Association
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Volume 46, issue 5, 1991

Efficient Capital Markets: II pp. 1575-617 Downloads
Eugene Fama
Debt, Agency Costs, and Industry Equilibrium pp. 1619-43 Downloads
Vojislav Maksimovic and Josef Zechner
Optimal Financial Instruments pp. 1645-63 Downloads
Jaime F Zender
Stock Prices and the Supply of Information pp. 1665-91 Downloads
Michael Brennan and Patricia J Hughes
The Effect of Business Risk on Corporate Capital Structure: Theory and Evidence pp. 1693-715 Downloads
Jayant R Kale, Thomas Noe and Gabriel Ramirez
On the Good News in Equity Carve-Outs pp. 1717-37 Downloads
Vikram Nanda
Fundamentals and Stock Returns in Japan pp. 1739-64 Downloads
Louis K C Chan, Yasushi Hamao and Josef Lakonishok
Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market pp. 1765-89 Downloads
Yakov Amihud and Haim Mendelson
A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability pp. 1791-809 Downloads
Y Peter Chung
Dynamic Stock Markets with Multiple Assets: An Experimental Analysis pp. 1811-38 Downloads
John O'Brien and Sanjay Srivastava
Chaos and Nonlinear Dynamics: Application to Financial Markets pp. 1839-77 Downloads
David A Hsieh
The Pricing of Default-Free Interest Rate Cap, Floor, and Collar Agreements pp. 1879-92 Downloads
Eric Briys, Michel Crouhy and Rainer Schobel
Path Dependent Options: The Case of Lookback Options pp. 1893-907 Downloads
Antoine Conze and Viswanathan
New Evidence on the January Effect before Personal Income Taxes pp. 1909-24 Downloads
Steven L Jones, Winson Lee and Rudolf Apenbrink
The Valuation Effects of Private Placements of Convertible Debt pp. 1925-32 Downloads
L Paige Fields and Eric L Mais
A Tax-Induced Clientele for Index-Linked Bonds: A Comment pp. 1933-36 Downloads
Michael S Knoll

Volume 46, issue 4, 1991

A Theory of Workouts and the Effects of Reorganization Law pp. 1189-1222 Downloads
Robert Gertner and David Scharfstein
The Losses Realized in Bank Failures pp. 1223-42 Downloads
Christopher James
The Relative Signalling Power of Dutch-Auction and Fixed-Price Self-Tender Offers and Open-Market Share Repurchases pp. 1243-71 Downloads
Robert Comment and Gregg A Jarrell
S&P 100 Index Option Volatility pp. 1251-61
Campbell Harvey and Robert E Whaley
Convertible Debt: Corporate Call Policy and Voluntary Conversion pp. 1273-89 Downloads
Paul Asquith and Mullins, David W,
Tax Shields, Sample-Selection Bias, and the Information Content of Conversion-Forcing Bond Calls pp. 1291-1324 Downloads
Cynthia J Campbell, Louis H Ederington and Prashant Vankudre
Disclosure, Liquidity, and the Cost of Capital pp. 1325-59 Downloads
Douglas Diamond and Robert E Verrecchia
Insider Trading around Dividend Announcements: Theory and Evidence pp. 1361-89 Downloads
Kose John and Larry Lang
Capital Structure and the Market for Corporate Control: The Defensive Role of Debt Financing pp. 1391-1409 Downloads
Ronen Israel
Liquidity, Maturity, and the Yields on U.S. Treasury Securities pp. 1411-25 Downloads
Yakov Amihud and Haim Mendelson
Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K pp. 1427-44 Downloads
Narasimhan Jegadeesh
Stock Markets, Growth, and Tax Policy pp. 1445-65 Downloads
Ross Levine
Structural and Return Characteristics of Small and Large Firms pp. 1467-84 Downloads
K C Chan and Nai-Fu Chen
Testing the CAPM with Time-Varying Risks and Returns pp. 1485-1505 Downloads
Bodurtha, James N, and Nelson Mark
Tests of the CAPM with Time-Varying Covariances: A Multivariate GARCH Approach pp. 1507-21 Downloads
Lilian Ng
An Investigation of Market Microstructure Impacts on Event Study Returns pp. 1523-36 Downloads
Ronald C Lease, Ronald Masulis and John R Page
The Intra-industry Effects of Going-Private Transactions pp. 1537-50 Downloads
Myron B Slovin, Marie E Sushka and Yvette M Bendeck

Volume 46, issue 3, 1991

Stock and Compensation pp. 803-23 Downloads
Myron Scholes
The Role of Acquisitions in Foreign Direct Investment: Evidence from the U.S. Stock Market pp. 825-44 Downloads
Robert S Harris and David Ravenscraft
Ex-dividend Day Stock Price Behavior: The Case of the 1986 Tax Reform Act pp. 845-59 Downloads
Roni Michaely
Negotiated Block Trades and Corporate Control pp. 861-78 Downloads
Michael J Barclay and Clifford G Holderness
Venture Capitalist Certification in Initial Public Offerings pp. 879-903 Downloads
William L Megginson and Kathleen A Weiss
Order Form and Information in Securities Markets pp. 905-27 Downloads
David Easley and Maureen O'Hara
Information Asymmetries and Security Market Design: An Empirical Study of the Secondary Market for U.S. Government Securities pp. 929-53 Downloads
Steven R Umlauf
Diagnosing Asset Pricing Models Using the Distribution of Asset Returns pp. 955-83 Downloads
Karl N Snow
The Effect of Volatility Changes on the Level of Stock Prices and Subsequent Expected Returns pp. 985-1007 Downloads
Robert A Haugen, Eli Talmor and Walter N Torous
The Crash of '87: Was It Expected? The Evidence from Options Markets pp. 1009-44 Downloads
David S Bates
Option Prices and the Underlying Asset's Return Distribution pp. 1045-69 Downloads
Bruce D Grundy
Default Premiums in Commodity Markets: Theory and Evidence pp. 1071-93 Downloads
Warren Bailey and Edward Ng

Volume 46, issue 2, 1991

Foundations of Portfolio Theory pp. 469-77 Downloads
Harry Markowitz
Leverage pp. 479-88 Downloads
Merton Miller
Capital Asset Prices with and without Negative Holdings pp. 489-509 Downloads
William Sharpe
Using Generalized Method of Moments to Test Mean-Variance Efficiency pp. 511-27 Downloads
A Craig MacKinlay and Matthew P Richardson
Financial Investment Opportunities and the Macroeconomy pp. 529-54 Downloads
Nai-Fu Chen
The Term Structure as a Predictor of Real Economic Activity pp. 555-76 Downloads
Arturo Estrella and Gikas Hardouvelis
An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs pp. 577-95 Downloads
Bernard Dumas and Elisa Luciano
The Default Risk of Swaps pp. 597-620 Downloads
Ian A Cooper and Antonio S Mello
The Price Elasticity of Demand for Common Stock pp. 621-51 Downloads
Claudio Loderer, John W Cooney and Leonard D van Drunen
The Mode of Acquisition in Takeovers: Taxes and Asymmetric Information pp. 653-69 Downloads
David T Brown and Michael D Ryngaert
Corporate Performance, Corporate Takeovers, and Management Turnover pp. 671-87 Downloads
Kenneth J Martin and John J McConnell
Event Risk: An Analysis of Losses to Bondholders and "Super Poison Put" Bond Covenants pp. 689-706 Downloads
Leland Crabbe
The Effects of Stock Repurchases on Rival Firms pp. 707-16 Downloads
Michael G Hertzel
Animal Spirits, Margin Requirements, and Stock Price Volatility pp. 717-31 Downloads
Paul Kupiec and Steven Sharpe
Inferring Trade Direction from Intraday Data pp. 733-46 Downloads
Charles Lee and Mark Ready
The Reversal of Large Stock-Price Decreases pp. 747-54 Downloads
Marc Bremer and Richard J Sweeney
An Examination of Ex-dividend Day Stock Price Movements: The Case of Nontaxable Master Limited Partnership Distributions pp. 755-71 Downloads
Wayne H Shaw
A Variance-Ratio Test of Random Walks in Foreign Exchange Rates pp. 773-85 Downloads
Christina Y Liu and Jia He

Volume 46, issue 1, 1991

The Long-run Performance of Initial Public Offerings pp. 3-27 Downloads
Jay Ritter
The Investment Performance of Low-Grade Bond Funds pp. 29-48 Downloads
Bradford Cornell and Kevin Green
Returns and Volatility of Low-Grade Bonds: 1977-1989 pp. 49-74 Downloads
Marshall E Blume, Donald Keim and Sandeep A Patel
Investor Sentiment and the Closed-End Fund Puzzle pp. 75-109 Downloads
Charles Lee, Andrei Shleifer and Richard Thaler
The World Price of Covariance Risk pp. 111-57 Downloads
Campbell Harvey
After-Hours Stock Prices and Post-Crash Hangovers pp. 159-78 Downloads
David Neumark, Peter Tinsley and Suzanne Tosini
Measuring the Information Content of Stock Trades pp. 179-207 Downloads
Joel Hasbrouck
Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations pp. 209-37 Downloads
John Cochrane
Are Stock Returns Predictable? A Test Using Markov Chains pp. 239-63 Downloads
Grant McQueen and Steven Thorley
Partial Revelation of Information in Experimental Asset Markets pp. 265-95 Downloads
Thomas E Copeland and Daniel Friedman
The Theory of Capital Structure pp. 297-355 Downloads
Milton Harris and Artur Raviv
Payout Policy and Tax Deferral pp. 357-68 Downloads
Harry DeAngelo
Evidence on Tax-Motivated Securities Trading Behavior pp. 369-82 Downloads
S G Badrinath and Wilbur G Lewellen
The Effect of Taxes on the Relative Valuation of Dividends and Capital Gains: Evidence from Dual-Class British Investment Trusts pp. 383-99 Downloads
James S Ang, David W Blackwell and William L Megginson
Taxes and the Capital Structure of Partnerships, REIT's, and Related Entities pp. 401-07 Downloads
Jeffrey F Jaffe
Tobin's Q and the Gains from Takeovers pp. 409-19 Downloads
Henri Servaes
Volatility Increases Subsequent to NYSE and AMEX Stock Splits pp. 421-31 Downloads
David A Dubofsky
Consistency between Predicted and Actual Bid-Ask Quote-Revisions pp. 433-46 Downloads
Hasung Jang and P C Venkatesh
Arbitrage Asset Pricing under Exchange Risk pp. 447-55 Downloads
Shinsuke Ikeda
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