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Journal of Finance

1946 - 2019

From American Finance Association
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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
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