Journal of Finance

1946 - 2025

From American Finance Association
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Volume 50, issue 5, 1995

Fischer Black pp. 1359-70

Myron Scholes

Interest Rates as Options pp. 1371-76

Fischer Black

Corporate Control, Portfolio Choice, and the Decline of Banking pp. 1377-1420

Gary Gorton and Richard Rosen

What Do We Know about Capital Structure? Some Evidence from International Data pp. 1421-60

Raghuram Rajan and Luigi Zingales

Optimal Investment, Monitoring, and the Staging of Venture Capital pp. 1461-89

Paul Gompers

Initial Shareholdings and Overbidding in Takeover Contests pp. 1491-1515

Mike Burkart

Backwardation in Oil Futures Markets: Theory and Empirical Evidence pp. 1517-45

Robert H Litzenberger and Nir Rabinowitz

The Long-Run Negative Drift of Post-listing Stock Returns pp. 1547-74

Bala G Dharan and David L Ikenberry

Good News, Bad News, Volatility, and Betas pp. 1575-1603

Phillip Braun, Daniel B Nelson and Alain M Sunier

The Errors in the Variables Problem in the Cross-Section of Expected Stock Returns pp. 1605-34

Dongcheol Kim

The Allocation of Informed Trading across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements pp. 1635-53

Stewart Mayhew, Atulya Sarin and Kuldeep Shastri

An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse pp. 1655-89

Bruno Biais, Pierre Hillion and Chester Spatt

Finance Research Productivity and Influence pp. 1691-1717

Borokhovich, Kenneth A, et al

Does the Liquidity of a Debt Issue Increase with Its Size? Evidence from the Corporate Bond and Medium-Term Note Markets pp. 1719-34

Leland E Crabbe and Christopher M Turner

Fairly Priced Deposit Insurance and Bank Charter Policy pp. 1735-46

Roger Craine

Asset Price Dynamics and Infrequent Feedback Trades pp. 1747-66

Pierluigi Balduzzi, Giuseppe Bertola and Silverio Foresi

How Much Can Marketability Affect Security Values? pp. 1767-74

Francis Longstaff

Volume 50, issue 4, 1995

Performance Changes Following Top Management Dismissals pp. 1029-57

David J Denis and Diane K Denis

The Valuation of Cash Flow Forecasts: An Empirical Analysis pp. 1059-93

Steven Kaplan and Richard S Ruback

Do LBO Supermarkets Charge More? An Empirical Analysis of the Effects of LBOs on Supermarket Pricing pp. 1095-1112

Judith Chevalier

Covenants and Collateral as Incentives to Monitor pp. 1113-46

Raghuram Rajan and Andrew Winton

The Behavior of Stock Prices around Institutional Trades pp. 1147-74

Louis K C Chan and Josef Lakonishok

One Security, Many Markets: Determining the Contributions to Price Discovery pp. 1175-99

Joel Hasbrouck

Predictability of Stock Returns: Robustness and Economic Significance pp. 1201-28

Mohammad Pesaran and Allan Timmermann

Fundamental Economic Variables, Expected Returns, and Bond Fund Performance pp. 1229-56

Edwin J Elton, Martin J Gruber and Christopher R Blake

An Analysis of the Recommendations of the "Superstar" Money Managers at Barron's Annual Roundtable pp. 1257-73

Hemang Desai and Prem C Jain

Convertible Bonds Are Not Called Late pp. 1275-89

Paul Asquith

Do Managerial Motives Influence Firm Risk Reduction Strategies? pp. 1291-1308

Don O May

The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity pp. 1309-19

Piet Sercu, Raman Uppal and Cynthia Van Hulle

Explaining Forward Exchange Bias... Intraday pp. 1321-29

Richard Lyons and Andrew Rose

Volume 50, issue 3, 1995

Dynamic Asset Allocation and the Informational Efficiency of Markets pp. 773-87

Sanford Grossman

A Simple Approach to Valuing Risky Fixed and Floating Rate Debt pp. 789-819

Francis Longstaff and Eduardo S Schwartz

Capital Requirements for Securities Firms pp. 821-51

Elroy Dimson and Paul Marsh

Survival pp. 853-73

Stephen Brown, William Goetzmann and Stephen Ross

Ex-day Behavior: Tax or Short-Term Trading Effects pp. 875-97

Meziane Lasfer

The Priority Structure of Corporate Liabilities pp. 899-917

Michael J Barclay and Smith, Clifford W,

Managers of Financially Distressed Firms: Villains or Scapegoats? pp. 919-40

Naveen Khanna and Annette B Poulsen

Volume 50, issue 2, 1995

Time-Varying World Market Integration pp. 403-44

Geert Bekaert and Campbell Harvey

The World Price of Foreign Exchange Risk pp. 445-79

Bernard Dumas and Bruno Solnik

Time-Varying Expected Returns in International Bond Markets pp. 481-506

Antti Ilmanen

Predicting Volatility in the Foreign Exchange Market pp. 507-28

Philippe Jorion

Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options pp. 529-47

Jose Campa and P H Kevin Chang

Returns from Investing in Equity Mutual Funds 1971 to 1991 pp. 549-72

Burton G Malkiel

Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift? pp. 573-608

Roni Michaely, Richard Thaler and Kent Womack

The Maturity Structure of Corporate Debt pp. 609-31

Michael J Barclay and Smith, Clifford W,

Debt Financing under Asymmetric Information pp. 633-59

Gautam Goswami, Thomas Noe and Michael J Rebello

Did J. P. Morgan's Men Add Liquidity? Corporate Investment, Cash Flow, and Financial Structure at the Turn of the Twentieth Century pp. 661-78

Carlos Ramirez

Performance Persistence pp. 679-98

Stephen Brown and William Goetzmann

The Effect of Lender Identity on a Borrowing Firm's Equity Return pp. 699-718

Matthew T Billett, Mark Flannery and Jon A Garfinkel

Lattice Models for Pricing American Interest Rate Claims pp. 719-37

Anlong Li, Peter Ritchken and L Sankarasubramanian

What Constitutes Evidence of Discrimination in Lending? pp. 739-48

Michael F Ferguson and Stephen R Peters

Volume 50, issue 1, 1995

Postbankruptcy Performance and Management Turnover pp. 3-21

Edith Shwalb Hotchkiss

The New Issues Puzzle pp. 23-51

Tim Loughran and Jay Ritter

Pricing Derivatives on Financial Securities Subject to Credit Risk pp. 53-85

Robert Jarrow and Stuart M Turnbull

Implementing Option Pricing Models When Asset Returns Are Predictable pp. 87-129

Andrew Lo and Jiang Wang

Size and Book-to-Market Factors in Earnings and Returns pp. 131-55

Eugene Fama and Kenneth French

Portfolio Inefficiency and the Cross-Section of Expected Returns pp. 157-84

Shmuel Kandel and Robert Stambaugh

Another Look at the Cross-Section of Expected Stock Returns pp. 185-224

S P Kothari, Jay Shanken and Richard G Sloan

Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? pp. 225-53

Martin Evans and Karen Lewis

Trading Behavior and the Unbiasedness of the Market Reaction to Dividend Announcements pp. 255-79

Mukesh Bajaj and Anand M Vijh

Stock Volatility and the Levels of the Basis and Open Interest in Future Contracts pp. 281-300

Nai-Fu Chen, Charles J Cuny and Robert A Haugen

Venture Capitalists and the Oversight of Private Firms pp. 301-18

Josh Lerner

On Intraday Risk Premia pp. 319-39

Matthew Spiegel and Avanidhar Subrahmanyam

Information Quality, Performance Measurement, and Security Demand in Rational Expectations Economies pp. 341-59

Thomas Noe and Buddhavarapu Sailesh Ramamurtie

Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure pp. 361-75

Bessembinder, Hendrik, et al