Journal of Finance

1946 - 2025

From American Finance Association
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Volume 47, issue 5, 1992

An Empirical Analysis of Illegal Insider Trading pp. 1661-99

Lisa K Meulbroek

Stock Returns, Real Activity, and the Trust Question pp. 1701-30

George Bittlingmayer

Simple Technical Trading Rules and the Stochastic Properties of Stock Returns pp. 1731-64

William Brock, Josef Lakonishok and Blake Lebaron

Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close pp. 1765-84

Mason S Gerety and J Harold Mulherin

When Will Mean-Variance Efficient Portfolios Be Well Diversified? pp. 1785-809

Richard Green and Burton Hollifield

Reputation and Performance among Security Analysts pp. 1811-36

Scott E Stickel

Dividends and Losses pp. 1837-63

Harry DeAngelo, Linda DeAngelo and Douglas J Skinner

Relationship-Specific Assets and the Pricing of Underwriter Services pp. 1865-85

Christopher James

Measuring the Agency Cost of Debt pp. 1887-904

Antonio S Mello and John E Parsons

Insider Trading in Financial Signaling Models pp. 1905-34

Mark Bagnoli and Naveen Khanna

The Intra-industry Transfer of Information Inferred from Announcements of Corporate Security Offerings pp. 1935-45

Samuel H Szewczyk

Managers' Trading around Stock Repurchases pp. 1947-61

D Scott Lee, Wayne H Mikkelson and M Megan Partch

One-Time Cash Flow Announcements and Free Cash-Flow Theory: Share Repurchases and Special Dividends pp. 1963-75

Keith M Howe, Jia He and G Wenchi Kao

The Persistence of Mutual Fund Performance pp. 1977-84

Mark Grinblatt and Sheridan Titman

Stock Price Dynamics and Firm Size: An Empirical Investigation pp. 1985-97

Yin-Wong Cheung and Lilian K Ng

Seasonalities in NYSE Bid-Ask Spreads and Stock Returns in January pp. 1999-2014

Robert A Clark, John J McConnell and Manoj Singh

Futures-Trading Activity and Stock Price Volatility pp. 2015-34

Hendrik Bessembinder and Paul J Seguin

Additional Evidence on Integration in the Canadian Stock Market pp. 2035-54

Usha R Mittoo

More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm-Specific Variables for Cross-Sectional Studies pp. 2055-70

Ramesh Chandra and Bala V Balachandran

Volume 47, issue 4, 1992

Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model pp. 1259-82

Francis Longstaff and Eduardo S Schwartz

Arbitrage with Holding Costs: A Utility-Based Approach pp. 1283-302

Bruce Tuckman and Jean-Luc Vila

Reference Variables, Factor Structure, and the Approximate Multibeta Representation pp. 1303-14

Haim Reisman

Inflation and Asset Returns in a Monetary Economy pp. 1315-42

David Marshall

Liquidation Values and Debt Capacity: A Market Equilibrium Approach pp. 1343-66

Andrei Shleifer and Robert Vishny

Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt pp. 1367-400

Raghuram Rajan

Why Hang on to Losers? Divestitures and Takeovers pp. 1401-23

Arnoud Boot

Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data pp. 1425-60

Toni Whited

Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation pp. 1461-84

Kenneth Froot, David S Scharftstein and Jeremy Stein

Futures Manipulation with "Cash Settlement." pp. 1485-502

Praveen Kumar and Duane J Seppi

Interest Rate Swaps and Corporate Financing Choices pp. 1503-16

Sheridan Titman

Common Stock Offerings and Earnings Expectations: A Test of the Release of Unfavorable Information pp. 1517-36

Peter Alan Brous

Underwriter Compensation and Corporate Monitoring pp. 1537-55

Robert Hansen and Paul Torregrosa

Debt Financing and Tax Status: Tests of the Substitution Effect and the Tax Exhaustion Hypothesis Using Firms' Responses to the Economic Recovery Tax Act of 1981 pp. 1557-68

Robert Trezevant

The Current State of the Arbitrage Pricing Theory pp. 1569-74

Jay Shanken

Information, Asset Prices, and the Volume of Trade pp. 1575-90

Gregory Huffman

Causal Relations among Stock Returns, Interest Rates, Real Activity, and Inflation pp. 1591-603

Bong-Soo Lee

The Post-merger Performance of Acquiring Firms: A Re-examination of an Anomaly pp. 1605-21

Anup Agrawal, Jeffrey F Jaffe and Gershon Mandelker

Dividend Surprises Inferred from Option and Stock Prices pp. 1623-40

Sasson Bar-Yosef and Oded H Sarig

Volume 47, issue 3, 1992

Swaps: Plain and Fanciful pp. 831-50

Robert H Litzenberger

One Market? Stocks, Futures, and Options during October 1987 pp. 851-77

Allan W Kleidon and Robert E Whaley

The Behavior of Option Price around Large Block Transactions in the Underlying Security pp. 879-89

Raman Kumar, Atulya Sarin and Kuldeep Shastri

The Voluntary Restructuring of Large Firms in Response to Performance Decline pp. 891-917

Kose John, Larry Lang and Jeffry Netter

The 1985 Ohio Thrift Crisis, the FSLIC's Solvency, and Rate Contagion for Retail CDs pp. 919-41

Elizabeth S Cooperman, Winson B Lee and Glenn A Wolfe

Does the Bond Market Predict Bankruptcy Settlements? pp. 943-80

Allan C Eberhart and Richard J Sweeney

Sovereign Debt: Optimal Contract, Underinvestment, and Forgiveness pp. 981-1004

Eduardo S Schwartz and Salvador Zurita

Mergers and the Value of Antitrust Deterrence pp. 1005-29

Bjorn Eckbo

The Reaction of Investors and Stock Prices to Insider Trading pp. 1031-59

Bradford Cornell and Erik R Sirri

Management Buyout Proposals and Inside Information pp. 1061-79

D Scott Lee

Beatrice: A Study in the Creation and Destruction of Value pp. 1081-119

George P Baker

The Structure of Corporate Ownership in Japan pp. 1121-40

Stephen D Prowse

Capital Structure as an Optimal Contract between Employees and Investors pp. 1141-58

Chun Chang

Can Capital Income Taxes Survive in Open Economies? pp. 1159-80

Roger Gordon

Tests of Analysts' Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior pp. 1181-207

Jeffrey S Abarbanell and Victor L Bernard

An Empirical Comparison of Alternative Models of the Short-Term Interest Rate pp. 1209-27

Chan, K C, et al

Volume 47, issue 2, 1992

The Cross-Section of Expected Stock Returns pp. 427-65

Eugene Fama and Kenneth French

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets pp. 467-509

Geert Bekaert and Robert Hodrick

Seasonality and Consumption-Based Asset Pricing pp. 511-52

Wayne E Ferson and Campbell Harvey

The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias pp. 553-75

Ravinder K Bhardwaj and LeRoy D Brooks

Time and the Process of Security Price Adjustment pp. 576-605

David Easley and Maureen O'Hara

Trading Mechanisms in Securities Markets pp. 607-41

Ananth Madhavan

Dual Trading in Futures Markets pp. 643-71

Michael J Fishman and Francis Longstaff

Optimal Contracting and Insider Trading Restrictions pp. 673-94

Paul E Fischer

Sequential Sales, Learning, and Cascades pp. 695-732

Ivo Welch

The Effect of Bond Rating Agency Announcements on Bond and Stock Prices pp. 733-52

John R M Hand, Robert W Holthausen and Richard W Leftwich

An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks pp. 753-64

Thomas McInish and Robert A Wood

Market Making in the Options Markets and the Costs of Discrete Hedge Rebalancing pp. 765-79

Mel Jameson and William Wilhelm

The Pricing of Best Efforts New Issues pp. 781-90

Ann Sherman

Positive Prices in CAPM pp. 791-808

Lars Nielsen

A Simple and Numerically Efficient Valuation Method for American Puts Using a Modified Geske-Johnson Approach pp. 809-16

David S Bunch and Herb Johnson

Volume 47, issue 1, 1992

Industrial Structure and the Comparative Behavior of International Stock Market Indices pp. 3-41

Richard Roll

Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration pp. 43-69

John Campbell and Yasushi Hamao

Dutch Auction Repurchases: An Analysis of Shareholder Heterogeneity pp. 71-105

Laurie Simon Bagwell

The Success of Acquisitions: Evidence from Divestitures pp. 107-38

Steven Kaplan and Michael Weisbach

LBOs, Reversions and Implicit Contracts pp. 139-67

Richard A Ippolito and William H James

Accounts Receivable Management Policy: Theory and Evidence pp. 169-200

Shehzad L Mian and Smith, Clifford W,

Corporate Dividends and Seasoned Equity Issues: An Empirical Investigation pp. 201-25

Claudio F Loderer and David C Mauer

Is Fairly Priced Deposit Insurance Possible? pp. 227-45

Yuk-Shee Chan, Stuart I Greenbaum and Anjan Thakor

Long-Lived Private Information and Imperfect Competition pp. 247-70

Craig W Holden and Avanidhar Subrahmanyam

Option Replication in Discrete Time with Transaction Costs pp. 271-93

Phelim P Boyle and Ton Vorst

Publish or Perish: What the Competition Is Really Doing pp. 295-329

Terry L Zivney and William J Bertin

An Option-Theoretic Approach to the Valuation of Dividend Reinvestment and Voluntary Purchase Plans pp. 331-47

Robert M Dammon and Chester S Spatt

Bankruptcy and Insider Trading: Differences between Exchange-Listed and OTC Firms pp. 349-62

Thomas Gosnell, Arthur J Keown and John M Pinkerton

Intra-day Arbitrage Opportunities in Foreign Exchange and Eurocurrency Markets pp. 363-79

S Ghon Rhee and Rosita P Chang

A Comparison of Forward and Futures Prices of an Interest Rate-Sensitive Financial Asset pp. 381-96

Lisa Meulbroek

Transformed Securities and Alternative Factor Structures pp. 397-405

Roger D Huang and Hoje Jo