Economics at your fingertips  

Journal of Finance

1946 - 2019

From American Finance Association
Contact information at EDIRC.

Bibliographic data for series maintained by Wiley Content Delivery ().

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 45, issue 5, 1990

Overreaction or Fundamentals: Some Lessons from Insiders' Response to the Market Crash of 1987 pp. 1363-88 Downloads
H Nejat Seyhun
Efficiency and Organizational Structure: A Study of Reverse LBOs pp. 1389-1413 Downloads
Chris J Muscarella and Michael R Vetsuypens
Dividend Policy and Financial Distress: An Empirical Investigation of Troubled NYSE Firms pp. 1415-31 Downloads
Harry DeAngelo and Linda DeAngelo
Defensive Changes in Corporate Payout Policy: Share Repurchases and Special Dividends pp. 1433-56 Downloads
David J Denis
Security Pricing and Deviations from the Absolute Priority Rule in Bankruptcy Proceedings pp. 1457-69 Downloads
Allan C Eberhart, William T Moore and Rodney L Roenfeldt
Do Taxes Affect Corporate Financing Decisions? pp. 1471-93 Downloads
Jeffrey Mackie-Mason
International Capital Structure Equilibrium pp. 1495-1516 Downloads
James E Hodder and Lemma W Senbet
Determinants of Secondary Market Prices for Developing Country Syndicated Loans pp. 1517-40 Downloads
Ekkehart Boehmer and William L Megginson
Sequential Tests of the Arbitrage Pricing Theory: A Comparison of Principal Components and Maximum Likelihood Factors pp. 1541-64 Downloads
Ravi Shukla and Charles Trzcinka
The Quality Delivery Option in Treasury Bond Futures Contracts pp. 1565-86 Downloads
Michael L Hemler
Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail." pp. 1587-1600 Downloads
Maureen O'Hara and Wayne Shaw
The Distribution of Daily Stock Returns and Settlement Procedures: The Paris Bourse pp. 1601-09 Downloads
Bruno Solnik
High Stock Returns before Holidays: Existence and Evidence on Possible Causes pp. 1611-26 Downloads
Robert A Ariel
Managerial Share Ownership and the Stock Price Effects of Antitakeover Amendment Proposals pp. 1627-40 Downloads
Victoria B McWilliams
Product Market Imperfections and Loan Commitments pp. 1641-53 Downloads
Vojislav Maksimovic
Performance Measurement under Asymmetric Information and Investment Constraints pp. 1655-61 Downloads
Michel Gendron and Christian Genest
Changes in Interstate Banking Laws: The Impact of Shareholder Wealth pp. 1663-71 Downloads
Harold A Black, M Andrew Fields and Robert L Schweitzer
Corporate Risk Management and the Incentive Effects of Debt pp. 1673-86 Downloads
Tim S Campbell and William A Kracaw
The Relative Termination Experience of Adjustable to Fixed-Rate Mortgages pp. 1687-1703 Downloads
Donald F Cunningham and Capone, Charles A,
Bank Funding Risks, Risk Aversion, and the Choice of Futures Hedging Instrument: A Comment pp. 1705-07 Downloads
Tim S Campbell and William A Kracaw
Excess Asset Reversions and Shareholder Wealth: A Comment pp. 1709-14 Downloads
Norman H Moore and Stephen Pruitt

Volume 45, issue 4, 1990

Shareholder Preferences and Dividend Policy pp. 993-1018 Downloads
Michael Brennan and Anjan Thakor
Equity Issues and Stock Price Dynamics pp. 1019-43 Downloads
Deborah Lucas and Robert L McDonald
Initial Public Offerings and Underwriter Reputation pp. 1045-67 Downloads
Richard B Carter and Steven Manaster
Asymmetric Information, Bank Lending, and Implicit Contracts: A Stylized Model of Customer Relationships pp. 1069-87 Downloads
Steven Sharpe
Stock Returns, Expected Returns, and Real Activity pp. 1089-1108 Downloads
Eugene Fama
Predicting Stock Returns in an Efficient Market pp. 1109-28 Downloads
Ronald Balvers, Thomas Cosimano and Bill McDonald
Heteroskedasticity in Stock Returns pp. 1129-55 Downloads
G. Schwert and Paul J Seguin
Liquidity of the CBOE Equity Options pp. 1157-79 Downloads
Anand M Vijh
Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives pp. 1181-209 Downloads
Beni Lauterbach and Paul Schultz
The Behavior of Eurocurrency Returns across Different Holding Periods and Monetary Regimes pp. 1211-36 Downloads
Karen K Lewis
Stock Returns and Real Activity: A Century of Evidence pp. 1237-57 Downloads
G. Schwert
Turn-of-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects pp. 1259-72 Downloads
Joseph P Ogden
Insider Trading in the OTC Market pp. 1273-84 Downloads
Ji-Chai Lin and John S Howe
The Effects of Stock Splits on Bid-Ask Spreads pp. 1285-95 Downloads
Robert M Conroy, Robert S Harris and Bruce A Benet
The Intertemporal Relation between the U.S. and Japanese Stock Markets pp. 1297-1306 Downloads
Kent G Becker, Joseph E Finnerty and Manoj Gupta
Time Varying Term Premia and Traditional Hypotheses about the Term Structure pp. 1307-14 Downloads
Francis Longstaff
Optimal Hedging under Intertemporally Dependent Preferences pp. 1315-24 Downloads
Eric Briys, Michel Crouhy and Harris Schlesinger
Corporate Capital Structure, Agency Costs, and Ownership Control: The Case of All-Equity Firms pp. 1325-31 Downloads
Anup Agrawal and Nandu J Nagarajan
Forward and Futures Prices: Evidence from the Foreign Exchange Markets pp. 1333-36 Downloads
Carolyn W Chang and Jack S K Chang
Changes in the Cost of Intermediation: The Case of Savings and Loans pp. 1337-46 Downloads
Richard L B Le Compte and Stephen D Smith

Volume 45, issue 3, 1990

Latent Assets pp. 709-30 Downloads
Michael Brennan
Determinants of Thrift Institution Resolution Costs pp. 731-54 Downloads
James Barth, Philip F Bartholomew and Michael Bradley
Principal-Agent Problems in S&L Salvage pp. 755-64 Downloads
Edward Kane
Financial Contracting and Leverage Induced Over- and Under-Investment Incentives pp. 765-94 Downloads
Elazar Berkovitch and E Han Kim
Debt and Input Misallocation pp. 795-816 Downloads
Moshe Kim and Vojislav Maksimovic
The Distribution of Target Ownership and the Division of Gains in Successful Takeovers pp. 817-33 Downloads
René Stulz, Ralph A Walkling and Moon H Song
Information Content of Insider Trading Around Corporate Announcements: The Case of Capital Expenditures pp. 835-55 Downloads
Kose John and Banikanta Mishra
Stock Dividends, Stock Splits, and Signaling pp. 857-79 Downloads
Maureen McNichols and Ajay Dravid
Evidence of Predictable Behavior of Security Returns pp. 881-98 Downloads
Narasimhan Jegadeesh
Equilibrium Exchange Rate Hedging pp. 899-907 Downloads
Fischer Black
Default Risk in Futures Markets: The Customer-Broker Relationship pp. 909-33 Downloads
James V Jordan and George Emir Morgan
Pricing Options with Extendible Maturities: Analysis and Applications pp. 935-57 Downloads
Francis Longstaff
Stochastic Convenience Yield and the Pricing of Oil Contingent Claims pp. 959-76 Downloads
Rajna Gibson and Eduardo S Schwartz

Volume 45, issue 2, 1990

Capital Structure and the Informational Role of Debt pp. 321-49 Downloads
Milton Harris and Artur Raviv
Corporate Financial Policy and the Theory of Financial Intermediation pp. 351-77 Downloads
James K Seward
Positive Feedback Investment Strategies and Destabilizing Rational Speculation pp. 379-95 Downloads
De Long, J Bradford, et al
Are the Latent Variables in Time-Varying Expected Returns Compensation for Consumption Risk? pp. 397-429 Downloads
Wayne E Ferson
Empirical Estimates of Beta When Investors Face Estimation Risk pp. 431-53 Downloads
Peter M Clarkson and Rex Thompson
Anomalous Price Behavior around Repurchase Tender Offers pp. 455-77 Downloads
Josef Lakonishok and Theo Vermaelen
Expectations and the Treasury Bill-Federal Funds Rate Spread over Recent Monetary Policy Regimes pp. 467-77
David P Simon
Relative Price Variability, Real Shocks, and the Stock Market pp. 479-96 Downloads
Gautam Kaul and H Nejat Seyhun
Evaluating the Performance of International Mutual Funds pp. 497-521 Downloads
Robert Cumby and Jack D Glen
International Investment Restrictions and Closed-End Country Fund Prices pp. 523-47 Downloads
Bonser-Neal, Catherine, et al
Valuing Flexibility as a Complex Option pp. 549-65 Downloads
Alexander J Triantis and James E Hodder
Statistical Properties of the Roll Serial Covariance Bid/Ask Spread Estimator pp. 579-90 Downloads
Lawrence Harris
An Examination of Stock Market Return Volatility during Overnight and Intraday Periods, 1964-1989 pp. 591-601 Downloads
Larry J Lockwood and Scott Linn
Corporate Control and the Choice of Investment Financing: The Case of Corporate Acquisitions pp. 603-16 Downloads
Yakov Amihud, Baruch Lev and Nickolaos G Travlos
The Effect of Executive Stock Option Plans on Stockholders and Bondholders pp. 617-27 Downloads
Richard A DeFusco, Robert R Johnson and Thomas S Zorn
The Structure of Spot Rates and Immunization pp. 629-42 Downloads
Edwin J Elton, Martin J Gruber and Roni Michaely
Ownership Structure, Deregulation, and Bank Risk Taking pp. 643-54 Downloads
Anthony Saunders, Elizabeth Strock and Nickolaos G Travlos
International Interest Rates, Exchange Rates, and the Stochastic Structure of Supply pp. 655-71 Downloads
Glenn Boyle
On Viable Diffusion Price Processes of the Market Portfolio pp. 673-89 Downloads
Avi Bick
An Examination of the Super Bowl Stock Market Predictor pp. 691-97 Downloads
Thomas M Krueger and William F Kennedy

Volume 45, issue 1, 1990

Margin Regulation and Stock Market Volatility pp. 3-29 Downloads
David A Hsieh and Merton Miller
Do Managerial Objectives Drive Bad Acquisitions? pp. 31-48 Downloads
Randall Morck, Andrei Shleifer and Robert Vishny
Financial Intermediaries and Liquidity Creation pp. 49-71 Downloads
Gary Gorton and George Pennacchi
Equilibrium Block Trading and Asymmetric Information pp. 73-94 Downloads
Duane J Seppi
An Examination of the Impact of the Garn-St. Germain Depository Institutions Act of 1982 on Commercial Banks and Savings and Loans pp. 95-111 Downloads
Millon-Cornett, Marcia H and Hassan Tehranian
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms pp. 113-36 Downloads
Edward Kane and Haluk Unal
How Target Shareholders Benefit from Value-Reducing Defensive Strategies in Takeovers pp. 137-56 Downloads
Elazar Berkovitch and Naveen Khanna
Purchasing Power Parity in the Long Run pp. 157-74 Downloads
Niso Abuaf and Philippe Jorion
Disentangling the Coefficient of Relative Risk Aversion from the Elasticity of Intertemporal Substitution: An Irrelevance Result pp. 175-90 Downloads
Narayana Kocherlakota
Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets pp. 191-220 Downloads
Jens A Stephan and Robert E Whaley
Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects pp. 221-29 Downloads
Christopher G Lamoureux and William Lastrapes
The Weekend Effect: Trading Patterns of Individual and Institutional Investors pp. 231-43 Downloads
Josef Lakonishok and Edwin Maberly
Can Futures Market Data Be Used to Understand the Behavior of Real Interest Rates? pp. 245-57 Downloads
Frederic Mishkin
On Arbitrage-Free Pricing of Interest Rate Contingent Claims pp. 259-64 Downloads
Peter Ritchken and Kiekie Boenawan
Default Risk and the Duration of Zero Coupon Bonds pp. 265-74 Downloads
Don M Chance
The Shelf Registration of Debt and Self Selection Bias pp. 275-87 Downloads
David S Allen, Robert E Lamy and G Rodney Thompson
Corporate Sale-and-Leasebacks and Shareholder Wealth pp. 289-99 Downloads
Myron B Slovin, Marie E Sushka and John A Polonchek
Patterns of Productivity in the Finance Literature: A Study of the Bibliometric Distributions pp. 301-09 Downloads
Kee H Chung and Raymond Cox
Page updated 2019-12-09