Journal of Financial Economics

1974 - 2025

Current editor(s): G. William Schwert

From Elsevier
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Volume 12, issue 4, 1983

Editorial data pp. 407-407

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

Katherine Schipper and Abbie Smith

Stock market seasonality: International Evidence pp. 469-481

Mustafa N. Gultekin and N. Bulent Gultekin

An explicit bound on individual assets' deviations from APT pricing in a finite economy pp. 483-496

Philip Dybvig

Factor pricing in a finite economy pp. 497-507

Mark Grinblatt and Sheridan Titman

Volume 12, issue 3, 1983

Editorial data pp. 287-287

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

Sanjai Bhagat

A comparison of futures and forward prices pp. 311-342

Kenneth French

Banks, firms and the relative pricing of tax-exempt and taxable bonds pp. 343-355

Jeffrey L. Skelton

Arbitrage pricing with information pp. 357-369

Robert Stambaugh

On computing mean returns and the small firm premium pp. 371-386

Richard Roll

Biases in computed returns: An application to the size effect pp. 387-404

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

Mihir Bhattacharya

Shareholder wealth, information signaling and the specially designated dividend: An empirical study pp. 187-209

James A. Brickley

Warrant valuation and exercise strategy pp. 211-235

David C. Emanuel

Valuation of asset leasing contracts pp. 237-261

John J. McConnell and James S. Schallheim

Friction in the trading process and the estimation of systematic risk pp. 263-278

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

David J. Fowler and C. Harvey Rorke

Option pricing in a lognormal securities market with discrete trading: A comment pp. 285-286

David Brown and Chi-fu Huang

Volume 12, issue 1, 1983

Editorial data pp. 1-1

Micahel C. Jensen, John Long, G. William Schwert, Clifford Smith and ReneM. Stulz

Size and stock returns, and other empirical regularities pp. 3-12

G. Schwert

Size-related anomalies and stock return seasonality: Further empirical evidence pp. 13-32

Donald Keim

New evidence on the nature of size-related anomalies in stock prices pp. 33-56

Philip Brown, Allan W. Kleidon and Terry A. Marsh

Transaction costs and the small firm effect pp. 57-79

Hans Stoll and Robert E. Whaley

Transaction costs and the small firm effect: A comment pp. 81-88

Paul Schultz

The anomalous stock market behavior of small firms in January: Empirical tests for tax-loss selling effects pp. 89-104

Marc R. Reinganum

Stock return seasonalities and the tax-loss selling hypothesis: Analysis of the arguments and Australian evidence pp. 105-127

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

Sanjoy Basu

Volume 11, issue 1-4, 1983

Preface pp. 3-3

Michael Jensen

The market for corporate control: The scientific evidence pp. 5-50

Michael Jensen and Richard S. Ruback

Merger bids, uncertainty, and stockholder returns pp. 51-83

Paul Asquith

Evidence on the capitalized value of merger activity for acquiring firms pp. 85-119

Katherine Schipper and Rex Thompson

The gains to bidding firms from merger pp. 121-139

Paul Asquith, Robert F. Bruner and David Mullins

Assessing competition in the market for corporate acquisitions pp. 141-153

Richard S. Ruback

The wealth effect of merger activity and the objective functions of merging firms pp. 155-181

Paul Malatesta

The rationale behind interfirm tender offers: Information or synergy? pp. 183-206

Michael Bradley, Anand Desai and E. Han Kim

The costs of antimerger lawsuits: Evidence from the stock market pp. 207-224

Peggy Wier

Examining antitrust policy towards horizontal mergers pp. 225-240

Robert Stillman

Horizontal mergers, collusion, and stockholder wealth pp. 241-273

Bjorn Eckbo

Standstill agreements, privately negotiated stock repurchases, and the market for corporate control pp. 275-300

Larry Y. Dann and Harry DeAngelo

The wealth effects of targeted share repurchases pp. 301-328

Michael Bradley and L. Macdonald Wakeman

Antitakeover charter amendments and stockholder wealth pp. 329-359

Harry DeAngelo and Edward M. Rice

An empirical investigation of the impact of `antitakeover' amendments on common stock prices pp. 361-399

Scott Linn and John J. McConnell

On corporate governance: A study of proxy contests pp. 401-438

Peter Dodd and Jerold B. Warner

The market value of control in publicly-traded corporations pp. 439-471

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

Thomas S. Y. Ho and Ronald F. Singer

The stochastic behavior of common stock variances: Value, leverage and interest rate effects pp. 407-432

Andrew A. Christie

Potential performance and tests of portfolio efficiency pp. 433-466

J. D. Jobson and Bob Korkie

The effect of temporal risk aversion on liquidity preference pp. 467-483

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

Robert Stambaugh

Empirical anomalies based on unexpected earnings and the importance of risk adjustments pp. 269-287

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

Thomas E. Copeland and David Mayers

Do forecast errors or term premia really make the difference between long and short rates? pp. 323-329

Richard Startz

Comments on the valuation of derivative assets pp. 331-345

Avi Bick

Approximate option valuation for arbitrary stochastic processes pp. 347-369

Robert Jarrow and Andrew Rudd

Volume 10, issue 2, 1982

Editorial data pp. 119-119

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

Stephen M. Schaefer

Options on the minimum or the maximum of two risky assets: Analysis and applications pp. 161-185

René Stulz

Racetrack betting and informed behavior pp. 187-194

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

Sanford Grossman and Robert Shiller

Stockholder-bondholder conflict and dividend constraints pp. 211-233

Avner Kalay

Volume 10, issue 1, 1982

Editorial data pp. 1-1

Michael C. Jensen and G. William Schwert

Multivariate tests of financial models: A new approach pp. 3-27

Michael R. Gibbons

Valuation of American call options on dividend-paying stocks: Empirical tests pp. 29-58

Robert E. Whaley

An analysis of revolving credit agreements pp. 59-81

Gregory D. Hawkins

The effect of discretionary price control decisions on equity values pp. 83-105

Richard S. Ruback

Spot and forward rates in the Canadian treasury bill market pp. 107-114

Soo-Bin Park

Determinants of corporate borrowing: A note pp. 115-116

Keshav Gupta