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The Journal of Business

1928 - 2006

From University of Chicago Press
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2006, volume 79, articles 6

Endogeneity and Simultaneity in Competitive Pricing and Advertising: A Logit Demand Analysis pp. 2761-2788 Downloads
Pradeep Chintagunta, Vrinda Kadiyali and Naufel J. Vilcassim
Variable Pricing in Oligopoly Markets pp. 2789-2810 Downloads
Frank Bass
Who Is Afraid of Reg FD? The Behavior and Performance of Sell-Side Analysts Following the SEC's Fair Disclosure Rules pp. 2811-2834 Downloads
Anup Agrawal, Sahiba Chadha and Mark A. Chen
Asset Prices and Consumption in a Model of Perpetual Youth pp. 2835-2868 Downloads
Stefano G. Athanasoulis
Changes in Institutional Ownership and Stock Returns: Assessment and Methodology pp. 2869-2910 Downloads
Richard W. Sias and Laura T. Starks
Prevention Is Better than Cure: The Role of IPO Syndicates in Precluding Information Acquisition pp. 2911-2924 Downloads
Yoram Barzel
Are Firms Successful at Selective Hedging? pp. 2925-2950 Downloads
Gregory W. Brown, Peter R. Crabb and David Haushalter
Multifactor Efficiency and Bayesian Inference pp. 2951-2998 Downloads
K. J. Martijn Cremers
Corporate Governance and Conditional Skewness in the World's Stock Markets pp. 2999-3028 Downloads
Kee-Hong Bae
Stock Return Cross-Autocorrelations and Market Conditions in Japan pp. 3029-3056 Downloads
Allaudeen Hameed and Yuanto Kusnadi
Monitoring the Monitors: The Corporate Governance in Japanese Banks and Their Real Estate Lending in the 1980s pp. 3057-3082 Downloads
I. Serdar Dinç
Interest Rate Term Structure Modeling Using Free-Knot Splines pp. 3083-3100 Downloads
Fernando Fernández-Rodríguez
The Impact of Capital Structure on Advertising Competition: An Empirical Study pp. 3101-3124 Downloads
Gustavo Grullon and George Kanatas
Idiosyncratic Volatility and Product Market Competition pp. 3125-3152 Downloads
José-Miguel Gaspar
Asymmetric Stationarity in National Stock Market Indices: An MTAR Analysis pp. 3153-3174 Downloads
James Self
Corporate Leverage and Product Differentiation Strategy pp. 3175-3208 Downloads
Stefan Arping and Gyöngyi Lóránth
Fifteen Minutes of Fame? The Market Impact of Internet Stock Picks pp. 3209-3251 Downloads
Peter Antunovich and Asani Sarkar

2006, volume 79, articles 5

Do New Major League Ballparks Pay for Themselves? pp. 2275-2300 Downloads
Marc Poitras
Information Flow and Liquidity around Anticipated and Unanticipated Dividend Announcements pp. 2301-2336 Downloads
John R. Graham, Jennifer Koski and Uri Loewenstein
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks pp. 2337-2360 Downloads
Jun Liu, Francis Longstaff and Ravit E. Mandell
Price versus Quantity Monitoring pp. 2361-2380 Downloads
Ramarao Desiraju
Capital Structure and Interaction among Firms in Output Markets: Theory and Evidence pp. 2381-2422 Downloads
Evgeny Lyandres
Does Stock Return Predictability Imply Improved Asset Allocation and Performance? Evidence from the U.S. Stock Market (1954–2002) pp. 2423-2468 Downloads
Puneet Handa
Capital Structure, Debt Maturity, and Stochastic Interest Rates pp. 2469-2502 Downloads
Nengjiu Ju and Hui Ou-Yang
Post-takeover Restructuring and the Sources of Gains in Foreign Takeovers: Evidence from U.S. Targets pp. 2503-2538 Downloads
Jun-Koo Kang, Jin-Mo Kim and Wei-Lin Liu
Do Investors Integrate Losses and Segregate Gains? Mental Accounting and Investor Trading Decisions pp. 2539-2574 Downloads
Sonya Lim
Bundling, Entry Deterrence, and Specialist Innovators pp. 2575-2594 Downloads
Jay Choi and Christodoulos Stefanadis
The Relationship between the Value Effect and Industry Affiliation pp. 2595-2616 Downloads
John C. Banko and C. Mitchell Conover
Anomalies in Stock Market Pricing: Problems in Return Measurements pp. 2617-2632 Downloads
Wentworth Boynton and Henry R. Oppenheimer
The Macroeconomic News Cycle and Uncertainty Resolution pp. 2633-2658 Downloads
Arjun Chatrath, Rohan Christie-David and William T. Moore
Exotics and Electrons: Electric Power Crises and Financial Risk Management pp. 2659-2696 Downloads
Suman Banerjee
Daily Return Volatility, Bid-Ask Spreads, and Information Flow: Analyzing the Information Content of Volume pp. 2697-2740 Downloads
Jinliang Li and Chunchi Wu
The "Ostrich Effect" and the Relationship between the Liquidity and the Yields of Financial Assets pp. 2741-2759 Downloads
Dan Galai

2006, volume 79, articles 4

Hot Markets, Investor Sentiment, and IPO Pricing pp. 1667-1702 Downloads
Alexander Ljungqvist, Vikram Nanda and Rajdeep Singh
Unusual Option Market Activity and the Terrorist Attacks of September 11, 2001 pp. 1703-1726 Downloads
Allen M. Poteshman
Further Evidence on Closed-End Country Fund Prices and International Capital Flows pp. 1727-1754 Downloads
George Nishiotis
Gains from Trade under Uncertainty: The Case of Electric Power Markets pp. 1755-1782 Downloads
Hendrik Bessembinder and Michael L. Lemmon
On the Use of Poison Pills and Defensive Payouts by Takeover Targets pp. 1783-1808 Downloads
Randall A. Heron and Erik Lie
Asymmetry, Loss Aversion, and Forecasting pp. 1809-1830 Downloads
Shaun A. Bond
An Experimental Exploration of Self-Fulfilling Banking Panics: Their Occurrence, Persistence, and Prevention pp. 1831-1866 Downloads
Philippe Madiès
So What Orders Do Informed Traders Use? pp. 1867-1914 Downloads
Ron Kaniel and Hong Liu
Stock Market Manipulations pp. 1915-1954 Downloads
Rajesh Aggarwal and Guojun Wu
Investigating the Role of Systematic and Firm-Specific Factors in Default Risk: Lessons from Empirically Evaluating Credit Risk Models pp. 1955-1988 Downloads
Gurdip Bakshi, Dilip Madan and Frank Xiaoling Zhang
Governance Structure Changes and Product Market Competition: Evidence from U.S. Electric Utility Deregulation pp. 1989-2018 Downloads
Craig G. Rennie
Pricing and Packaging: The Case of Marijuana pp. 2019-2044 Downloads
Kenneth Clements
The Share Price Puzzle pp. 2045-2066 Downloads
Edward A. Dyl
The Nontradability Premium of Derivatives Contracts pp. 2067-2098 Downloads
Rafi Eldor, Shmuel Hauser, Michael Kahn and Avraham Kamara
The Impact of ATM Surcharges on Large versus Small Banks: Is There a Switching Effect? pp. 2099-2126 Downloads
Nadia Massoud, Anthony Saunders and Barry Scholnick
On the Information Uncertainty Risk and the January Effect pp. 2127-2162 Downloads
Dongcheol Kim
Optimal Bank Capital with Costly Recapitalization pp. 2163-2202 Downloads
Samu Peura and Jussi Keppo
How Important Is Intertemporal Risk for Asset Allocation? pp. 2203-2242 Downloads
Bruno Gerard and Guojun Wu
Stock Market Quality in the Presence of a Traded Option pp. 2243-2274 Downloads
Cyriel de Jong, Kees G. Koedijk and Charles R. Schnitzlein

2006, volume 79, articles 3

Team Composition pp. 1019-1040 Downloads
Antonio S. Mello
Earnings Quality and Stock Returns pp. 1041-1082 Downloads
Konan Chan, Louis K. C. Chan, Narasimhan Jegadeesh and Josef Lakonishok
The Determinants of Venture Capital Portfolio Size: Empirical Evidence pp. 1083-1126 Downloads
Douglas Cumming
Agency and Corporate Investment: The Role of Executive Compensation and Corporate Governance pp. 1127-1148 Downloads
Sok-Hyon Kang, Praveen Kumar and Hyunkoo Lee
God Save the Queen and Her Dividends: Corporate Payouts in the United Kingdom pp. 1149-1174 Downloads
Stephen P. Ferris, Nilanjan Sen and Ho Pei Yui
Price Dispersion in the Grocery Market pp. 1175-1192 Downloads
Ying Zhao
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates pp. 1193-1224 Downloads
Richard Clarida, Lucio Sarno, Mark Taylor and Giorgio Valente
Understanding the Fine Structure of Electricity Prices pp. 1225-1262 Downloads
Hélyette Geman and Andrea Roncoroni
Is Time-Series-Based Predictability Evident in Real Time? pp. 1263-1292 Downloads
Michael Cooper and Huseyin Gulen
Improving the Design of Treasury Bond Futures Contracts pp. 1293-1316 Downloads
Rodolfo Oviedo
Capital Asset Prices with Heterogeneous Beliefs pp. 1317-1354 Downloads
Haim Levy
Should Banks Be Diversified? Evidence from Individual Bank Loan Portfolios pp. 1355-1412 Downloads
Viral Acharya, Iftekhar Hasan and Anthony Saunders
Expropriation vs. Proportional Sharing in Corporate Acquisitions pp. 1413-1444 Downloads
Mara Faccio and David Stolin
Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns pp. 1445-1474 Downloads
Liuren Wu
Selective Hedging, Information Asymmetry, and Futures Prices pp. 1475-1502 Downloads
April Knill, Kristina Minnick and Ali Nejadmalayeri
Do Artists Benefit from Online Music Sharing? pp. 1503-1534 Downloads
Ram D. Gopal and G. Lawrence Sanders
Sources of Time Variation in the Covariance Matrix of Interest Rates pp. 1535-1550 Downloads
Christophe Perignon and Christophe Villa
Stochastic Volatility, Trading Volume, and the Daily Flow of Information pp. 1551-1590 Downloads
Jeff Fleming, Chris Kirby and Barbara Ostdiek
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface pp. 1591-1636 Downloads
Silvia Goncalves and Massimo Guidolin
Sector Investment Growth Rates and the Cross Section of Equity Returns pp. 1637-1665 Downloads
Qing Li, Maria Vassalou and Yuhang Xing

2006, volume 79, articles 2

The Subjective and Objective Evaluation of Incentive Stock Options pp. 453-488 Downloads
Jonathan E. Ingersoll, Jr.
On the Profitability of Media Mergers pp. 489-526 Downloads
Esther Gal-Or and Anthony Dukes
Predictability in Emerging Sovereign Debt Markets pp. 527-566 Downloads
Gergana Jostova
Nationwide Branching and Its Impact on Market Structure, Quality, and Bank Performance pp. 567-592 Downloads
Astrid A. Dick
The Costs and Benefits of Moral Suasion: Evidence from the Rescue of Long-Term Capital Management pp. 593-622 Downloads
Craig Furfine
Irreversible Investment under Interest Rate Variability: Some Generalizations pp. 623-644 Downloads
Luis Alvarez and Erkki Koskela
On the Out-of-Sample Predictability of Stock Market Returns pp. 645-670 Downloads
Hui Guo
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong pp. 671-692 Downloads
Ólan Henry and Michael McKenzie
Reputation, Certification, Warranties, and Information as Remedies for Seller-Buyer Information Asymmetries: Lessons from the Online Comic Book Market pp. 693-730 Downloads
Michaël Dewally and Louis Ederington
Temporal Resolution of Uncertainty and Corporate Debt Yields: An Empirical Investigation pp. 731-770 Downloads
Alexander S. Reisz and Claudia Perlich
Hybrid Mutual Funds and Market Timing Performance pp. 771-798 Downloads
George Comer
The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis pp. 799-820 Downloads
Francis In and Sangbae Kim
Promotions in the Internal and External Labor Market: Evidence from Professional Football Coaching Careers pp. 821-850 Downloads
C. Edward Fee
Size, Leverage, Concentration, and R&D Investment in Generating Growth Opportunities pp. 851-876 Downloads
Yew Kee Ho, Mira Tjahjapranata and Chee Meng Yap
On the Patterns and Wealth Effects of Vertical Mergers pp. 877-902 Downloads
Joseph P. H. Fan and Vidhan Goyal
Relative Portfolio Performance Evaluation and Incentive Structure pp. 903-922 Downloads
Yoon K. Choi
Asset Pricing When Returns Are Nonnormal: Fama-French Factors versus Higher-Order Systematic Comoments pp. 923-940 Downloads
Y. Peter Chung and Michael J. Schill
A New Variance Bound on the Stochastic Discount Factor pp. 941-962 Downloads
Raymond Kan and Guofu Zhou
Anatomy of a Government Intervention in Index Stocks: Price Pressure or Information Effects? pp. 963-986 Downloads
Karan Bhanot
Merger Momentum and Investor Sentiment: The Stock Market Reaction to Merger Announcements pp. 987-1017 Downloads
Richard Rosen

2006, volume 79, articles 1

Risk and Valuation under an Intertemporal Capital Asset Pricing Model pp. 1-36 Downloads
Michael J. Brennan and Yihong Xia
On the Debt Capacity of Growth Options pp. 37-60 Downloads
Michael J. Barclay and Erwan Morellec
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations pp. 61-74 Downloads
Michael W. Brandt and Francis Diebold
Unifying Underreaction Anomalies pp. 75-114 Downloads
Andrew Jackson
The Market Pricing of Implicit Options in Merger Collars pp. 115-136 Downloads
Micah S. Officer
Planned Obsolescence and Social Welfare pp. 137-148 Downloads
Atsuo Utaka
Sharpe and Treynor Ratios on Treasury Bonds pp. 149-180 Downloads
Eugene A. Pilotte and Frederic P. Sterbenz
Connected Lending: Thailand before the Financial Crisis pp. 181-218 Downloads
Chutatong Charumilind, Raja Kali and Yupana Wiwattanakantang
Dynamic Relations between International Equity and Currency Markets: The Role of Currency Order Flow pp. 219-258 Downloads
Bill B. Francis, Iftekhar Hasan and Delroy M. Hunter
Why Did Individual Stocks Become More Volatile? pp. 259-292 Downloads
Steven X. Wei and Chu Zhang
An Exact Bayes Test of Asset Pricing Models with Application to International Markets pp. 293-324 Downloads
Doron Avramov and John Chao
Inventory Information pp. 325-364 Downloads
Huining Cao, Martin Evans and Richard Lyons
EMU and European Stock Market Integration pp. 365-392 Downloads
Gikas Hardouvelis, Dimitrios Malliaropulos and Richard Priestley
An Empirical Evaluation of Behavioral Models Based on Decompositions of Stock Prices pp. 393-428 Downloads
Bong-Soo Lee
Macromomentum: Returns Predictability in International Equity Indices pp. 429-451 Downloads
Sanjeev Bhojraj
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