EconPapers    
Economics at your fingertips  
 

Journal of Financial Economics

1974 - 2019

Current editor(s): G. William Schwert

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

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 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
Page updated 2019-09-18