Journal of Financial Economics

1974 - 2025

Current editor(s): G. William Schwert

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 32, issue 3, 1992

Editorial data pp. 261-261

Michael C. Jensen, John Long, Wayne H. Mikkelson, Richard S. Ruback, G. William Schwert, Clifford Smith and Jerold B. Warner

The investment opportunity set and corporate financing, dividend, and compensation policies pp. 263-292

Clifford Smith and Ross Watts

Adverse selection and the rights offer paradox pp. 293-332

Bjorn Eckbo and Ronald Masulis

Multiple equilibria and term structure models pp. 333-344

Francis Longstaff

Corrections and additions to 'a nonlinear equilibrium model of the term structure of interest rates' pp. 345-353

David Beaglehole and Mark Tenney

Research design issues in grouping-based tests pp. 355-387

Thomas Lys and Jowell S. Sabino

Volume 32, issue 2, 1992

Editorial data pp. 135-135

Michael C. Jensen, John Long, Richard S. Ruback, G. William Schwert, Clifford Smith and Jerold B. Warner

Global financial markets and the risk premium on U.S. equity pp. 137-167

K. C. Chan, G. Karolyi and René Stulz

Time-varying risk premia and forecastable returns in futures markets pp. 169-193

Hendrik Bessembinder and Kalok Chan

Do outside directors monitor managers? *1: Evidence from tender offer bids pp. 195-221

John W. Byrd and Kent A. Hickman

Does the form of compensation matter? *1: Investment banker fee contracts in tender offers pp. 223-260

Robyn M. McLaughlin

Volume 32, issue 1, 1992

Editorial data pp. 1-1

Michael C. Jensen, John Long, Richard S. Ruback, G. William Schwert, Clifford Smith and Jerold B. Warner

Convertible bonds as backdoor equity financing pp. 3-21

Jeremy Stein

The impact of institutional trading on stock prices pp. 23-43

Josef Lakonishok, Andrei Shleifer and Robert Vishny

What's special about the specialist? pp. 61-86

Lawrence M. Benveniste, Alan Marcus and William J. Wilhelm

Informational externalities of seasoned equity issues: Differences between banks and industrial firms pp. 87-101

Myron B. Slovin, Marie E. Sushka and John A. Polonchek

Managerial vote ownership and shareholder wealth *1: Evidence from employee stock ownership plans pp. 103-131

Saeyoung Chang and David Mayers

Volume 31, issue 3, 1992

Editorial data pp. 279-279

Michael C. Jensen, John Long, Richard S. Ruback, G. William Schwert, Clifford Smith and Jerold B. Warner

No news is good news *1: An asymmetric model of changing volatility in stock returns pp. 281-318

John Campbell and Ludger Hentschel

An ordered probit analysis of transaction stock prices pp. 319-379

Jerry Hausman, Andrew Lo and A. Craig MacKinlay

Initial public offerings of equity securities *1: Anomalous evidence using REITs pp. 381-410

Ko Wang, Su Han Chan and George W. Gau

Volume 31, issue 2, 1992

Does corporate performance improve after mergers? pp. 135-175

Paul M. Healy, Krishna G. Palepu and Richard S. Ruback

Stock return variation and expected dividends: A time-series and cross-sectional analysis pp. 177-210

S. P. Kothari and Jay Shanken

Changes in corporate performance associated with bank acquisitions pp. 211-234

Marcia Millon Cornett and Hassan Tehranian

Measuring abnormal performance: Do stocks overreact? pp. 235-268

Navin Chopra, Josef Lakonishok and Jay Ritter

Underwriting calls of convertible securities *1: A note pp. 269-278

Arnold Cowan, Nandkumar Nayar and Ajai K. Singh

Volume 31, issue 1, 1992

Editorial data pp. 1-1

Michael C. Jensen, John Long, Richard S. Ruback, G. William Schwert, Clifford Smith and Jerold B. Warner

State intervention in the market for corporate control: The case of Pennsylvania Senate Bill 1310 pp. 3-23

Samuel H. Szewczyk and George P. Tsetsekos

Contract costs, bank loans, and the cross-monitoring hypothesis pp. 25-41

James R. Booth

The monotonicity of the term premium *1: Another look pp. 97-105

Matthew Richardson, Paul Richardson and Tom Smith

Regulation, competition, and abnormal returns in the market for failed thrifts pp. 107-131

Sheldon D. Baibirer, G. Donald Jud and Frederick W. Lindahl

Volume 30, issue 2, 1991

Deregulation, contestability, and airline acquisitions pp. 231-251

Myron B. Slovin, Marie E. Sushka and Carl D. Hudson

Event-study methodology under conditions of event-induced variance pp. 253-272

Ekkehart Boehmer, Jim Masumeci and Annette B. Poulsen

The degree of inefficiency in the football betting market: Statistical tests pp. 311-323

Joseph Golec and Maurry Tamarkin

Monitoring an owner*1: The case of Turner broadcasting pp. 325-346

Clifford G. Holderness and Dennis P. Sheehan

Corporate issues of foreign currency exchange warrants: A case study of financial innovation and risk management pp. 347-366

Richard J. Rogalski and James K. Seward

Volume 30, issue 1, 1991

Editorial data pp. 1-1

Michael C. Jensen, John Long, Richard S. Ruback, G. William Schwert, Clifford Smith and Jerold B. Warner

Union negotiations and corporate policy *1: A study of labor concessions in the domestic steel industry during the 1980s pp. 3-43

Harry DeAngelo and Linda DeAngelo

A case study in the design of an optimal production sharing rule for a petroleum exploration venture pp. 45-67

Philip Hampson, John Parsons and Charles Blitzer

Choosing the method of sale *1: A clinical study of Conrail pp. 69-98

Carliss Y. Baldwin and Sugato Bhattacharyya

A Bayesian model of intraday specialist pricing pp. 99-134

Ananth Madhavan and Seymour Smidt

Tax options and the pricing of treasury bond triplets: Theory and evidence pp. 135-164

Bradford Jordan and Susan D. Jordan

Small sample tests of portfolio efficiency pp. 165-191

Guofu Zhou

Voting power in the proxy process: The case of antitakeover charter amendments pp. 193-225

Sanjai Bhagat and Richard H. Jefferis

Volume 29, issue 2, 1991

Editorial data pp. 197-197

Michael C. Jensen, John Long, Richard S. Ruback, G. William Schwert, Clifford Smith and Jerold B. Warner

Habit persistence and durability in aggregate consumption: Empirical tests pp. 199-240

Wayne E. Ferson and George Constantinides

Proxy voting and the SEC*1: Investor protection versus market efficiency pp. 241-285

John Pound

The staying power of leveraged buyouts pp. 287-313

Steven Kaplan

A test of the free cash flow hypothesis*1: The case of bidder returns pp. 315-335

Larry Lang, René Stulz and Ralph A. Walkling

Were Japanese stock prices too high? pp. 337-363

Kenneth French and James Poterba

Components of short-horizon individual security returns pp. 365-384

Jennifer Conrad, Gautam Kaul and M. Nimalendran

Volume 29, issue 1, 1991

A unified method for pricing options on diffusion processes pp. 3-34

David H. Goldenberg

The pricing of equity offerings pp. 35-57

Claudio F. Loderer, Dennis P. Sheehan and Gregory B. Kadlec

A multicountry comparison of term-structure forecasts at long horizons pp. 59-80

Philippe Jorion and Frederic Mishkin

The postmerger share-price performance of acquiring firms pp. 81-96

Julian Franks, Robert Harris and Sheridan Titman

The consumption of stockholders and nonstockholders pp. 97-112

N. Gregory Mankiw and Stephen Zeldes

Underwriter warrants, underwriter compensation, and the costs of going public pp. 113-135

Christopher B. Barry, Chris J. Muscarella and Michael R. Vetsuypens

Opportunistic underinvestment in debt renegotiation and capital structure pp. 137-171

Yaacov Z. Bergman and Jeffrey L. Callen

Underwritten calls of convertible bonds pp. 173-196

Ajai K. Singh, Arnold Cowan and Nandkumar Nayar