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Journal of Financial Economics

1974 - 2019

Current editor(s): G. William Schwert

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

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Volume 12, issue 4, 1983

Editorial data pp. 407-407 Downloads
Michael C. Jensen, John Long, G. William Schwert, Clifford Smith and ReneM. Stulz
Effects of recontracting on shareholder wealth: The case of voluntary spin-offs pp. 437-467 Downloads
Katherine Schipper and Abbie Smith
Stock market seasonality: International Evidence pp. 469-481 Downloads
Mustafa N. Gultekin and N. Bulent Gultekin
An explicit bound on individual assets' deviations from APT pricing in a finite economy pp. 483-496 Downloads
Philip Dybvig
Factor pricing in a finite economy pp. 497-507 Downloads
Mark Grinblatt and Sheridan Titman

Volume 12, issue 3, 1983

Editorial data pp. 287-287 Downloads
Jensen Michael C., Long John B., Jr., Schwert G. William, Smith Clifford W., Jr. and Stulz ReneM.
The effect of pre-emptive right amendments on shareholder wealth pp. 289-310 Downloads
Sanjai Bhagat
A comparison of futures and forward prices pp. 311-342 Downloads
Kenneth French
Banks, firms and the relative pricing of tax-exempt and taxable bonds pp. 343-355 Downloads
Jeffrey L. Skelton
Arbitrage pricing with information pp. 357-369 Downloads
Robert Stambaugh
On computing mean returns and the small firm premium pp. 371-386 Downloads
Richard Roll
Biases in computed returns: An application to the size effect pp. 387-404 Downloads
Marshall E. Blume and Robert Stambaugh

Volume 12, issue 2, 1983

Transactions data tests of efficiency of the Chicago board options exchange pp. 161-185 Downloads
Mihir Bhattacharya
Shareholder wealth, information signaling and the specially designated dividend: An empirical study pp. 187-209 Downloads
James A. Brickley
Warrant valuation and exercise strategy pp. 211-235 Downloads
David C. Emanuel
Valuation of asset leasing contracts pp. 237-261 Downloads
John J. McConnell and James S. Schallheim
Friction in the trading process and the estimation of systematic risk pp. 263-278 Downloads
Kalman J. Cohen, Gabriel Hawawini, Steven F. Maier, Robert A. Schwartz and David K. Whitcomb
Risk measurement when shares are subject to infrequent trading: Comment pp. 279-283 Downloads
David J. Fowler and C. Harvey Rorke
Option pricing in a lognormal securities market with discrete trading: A comment pp. 285-286 Downloads
David Brown and Chi-fu Huang

Volume 12, issue 1, 1983

Editorial data pp. 1-1 Downloads
Micahel C. Jensen, John Long, G. William Schwert, Clifford Smith and ReneM. Stulz
Size and stock returns, and other empirical regularities pp. 3-12 Downloads
G. Schwert
Size-related anomalies and stock return seasonality: Further empirical evidence pp. 13-32 Downloads
Donald Keim
New evidence on the nature of size-related anomalies in stock prices pp. 33-56 Downloads
Philip Brown, Allan W. Kleidon and Terry A. Marsh
Transaction costs and the small firm effect pp. 57-79 Downloads
Hans Stoll and Robert E. Whaley
Transaction costs and the small firm effect: A comment pp. 81-88 Downloads
Paul Schultz
The anomalous stock market behavior of small firms in January: Empirical tests for tax-loss selling effects pp. 89-104 Downloads
Marc R. Reinganum
Stock return seasonalities and the tax-loss selling hypothesis: Analysis of the arguments and Australian evidence pp. 105-127 Downloads
Philip Brown, Donald Keim, Allan W. Kleidon and Terry A. Marsh
The relationship between earnings' yield, market value and return for NYSE common stocks: Further evidence pp. 129-156 Downloads
Sanjoy Basu

Volume 11, issue 1-4, 1983

Preface pp. 3-3 Downloads
Michael Jensen
The market for corporate control: The scientific evidence pp. 5-50 Downloads
Michael Jensen and Richard S. Ruback
Merger bids, uncertainty, and stockholder returns pp. 51-83 Downloads
Paul Asquith
Evidence on the capitalized value of merger activity for acquiring firms pp. 85-119 Downloads
Katherine Schipper and Rex Thompson
The gains to bidding firms from merger pp. 121-139 Downloads
Paul Asquith, Robert F. Bruner and David Mullins
Assessing competition in the market for corporate acquisitions pp. 141-153 Downloads
Richard S. Ruback
The wealth effect of merger activity and the objective functions of merging firms pp. 155-181 Downloads
Paul Malatesta
The rationale behind interfirm tender offers: Information or synergy? pp. 183-206 Downloads
Michael Bradley, Anand Desai and E. Han Kim
The costs of antimerger lawsuits: Evidence from the stock market pp. 207-224 Downloads
Peggy Wier
Examining antitrust policy towards horizontal mergers pp. 225-240 Downloads
Robert Stillman
Horizontal mergers, collusion, and stockholder wealth pp. 241-273 Downloads
B. Eckbo
Standstill agreements, privately negotiated stock repurchases, and the market for corporate control pp. 275-300 Downloads
Larry Y. Dann and Harry DeAngelo
The wealth effects of targeted share repurchases pp. 301-328 Downloads
Michael Bradley and L. Macdonald Wakeman
Antitakeover charter amendments and stockholder wealth pp. 329-359 Downloads
Harry DeAngelo and Edward M. Rice
An empirical investigation of the impact of `antitakeover' amendments on common stock prices pp. 361-399 Downloads
Scott Linn and John J. McConnell
On corporate governance: A study of proxy contests pp. 401-438 Downloads
Peter Dodd and Jerold B. Warner
The market value of control in publicly-traded corporations pp. 439-471 Downloads
Ronald C. Lease, John J. McConnell and Wayne H. Mikkelson

Volume 10, issue 4, 1982

Bond indenture provisions and the risk of corporate debt pp. 375-406 Downloads
Thomas S. Y. Ho and Ronald F. Singer
The stochastic behavior of common stock variances: Value, leverage and interest rate effects pp. 407-432 Downloads
Andrew A. Christie
Potential performance and tests of portfolio efficiency pp. 433-466 Downloads
J. D. Jobson and Bob Korkie
The effect of temporal risk aversion on liquidity preference pp. 467-483 Downloads
Gyorgy G. Karady

Volume 10, issue 3, 1982

On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis pp. 237-268 Downloads
Robert Stambaugh
Empirical anomalies based on unexpected earnings and the importance of risk adjustments pp. 269-287 Downloads
Richard Rendleman, Charles P. Jones and Henry A. Latane
The value line enigma (1965-1978): A case study of performance evaluation issues pp. 289-321 Downloads
Thomas E. Copeland and David Mayers
Do forecast errors or term premia really make the difference between long and short rates? pp. 323-329 Downloads
Richard Startz
Comments on the valuation of derivative assets pp. 331-345 Downloads
Avi Bick
Approximate option valuation for arbitrary stochastic processes pp. 347-369 Downloads
Robert Jarrow and Andrew Rudd

Volume 10, issue 2, 1982

Editorial data pp. 119-119 Downloads
Michael C. Jensen and G. William Schwert
Tax-induced clientele effects in the market for British government securities: Placing bounds on security values in an incomplete market pp. 121-159 Downloads
Stephen M. Schaefer
Options on the minimum or the maximum of two risky assets: Analysis and applications pp. 161-185 Downloads
René Stulz
Racetrack betting and informed behavior pp. 187-194 Downloads
Peter Asch, Burton G. Malkiel and Richard E. Quandt
Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information pp. 195-210 Downloads
Sanford Grossman and Robert Shiller
Stockholder-bondholder conflict and dividend constraints pp. 211-233 Downloads
Avner Kalay

Volume 10, issue 1, 1982

Editorial data pp. 1-1 Downloads
Michael C. Jensen and G. William Schwert
Multivariate tests of financial models: A new approach pp. 3-27 Downloads
Michael R. Gibbons
Valuation of American call options on dividend-paying stocks: Empirical tests pp. 29-58 Downloads
Robert E. Whaley
An analysis of revolving credit agreements pp. 59-81 Downloads
Gregory D. Hawkins
The effect of discretionary price control decisions on equity values pp. 83-105 Downloads
Richard S. Ruback
Spot and forward rates in the Canadian treasury bill market pp. 107-114 Downloads
Soo-Bin Park
Determinants of corporate borrowing: A note pp. 115-116 Downloads
Keshav Gupta
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