The Journal of Business

1928 - 2006

From University of Chicago Press
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Discounting under Uncertainty pp. 415-28: Eugene Fama
Rational Capital Budgeting in an Irrational World pp. 429-55: Jeremy Stein
Empirical Analysis of Competitive Product Line Pricing Decisions: Lead, Follow, or Move Together? pp. 459-87: Vrinda Kadiyali, Naufel J Vilcassim and Pradeep Chintagunta
Durable Goods Pricing When Quality Matters pp. 489-510: Michael Waldman
Causes and Consequences of Price Premiums pp. 511-35: Akshay R Rao and Kent B Monroe

The Determinants of Corporate Debt Maturity Structure pp. 279-312: Mark Hoven Stohs and David C Mauer
A Microstructure Analysis of Ex-dividend Stock Price Behavior before and after the 1984 and 1986 Tax Reform Acts pp. 313-38: Jennifer Koski
Testing Whether Predatory Commitments Are Credible pp. 339-82: Lott, John R, and Tim C Opler
The Asymptotic Distribution of Extreme Stock Market Returns pp. 383-408: Francois M Longin

The Persistence of Risk-Adjusted Mutual Fund Performance pp. 133-57: Edwin J Elton, Martin J Gruber and Christopher R Blake
Exclusive Dealing and Price Promotions pp. 159-72: Rajiv Lal and J. Miguel Villas-Boas
Targeting Capital Structure: The Relationship between Risky Debt and the Firm's Likelihood of Being Acquired pp. 173-92: Matthew T Billett
Is a Group of Economists Better than One? Than None? pp. 193-232: John R Graham
Airline Mergers and Competition: An Integration of Stock and Product Price Effects pp. 233-68: Vijay Singal

Long Forward and Zero-Coupon Rates Can Never Fall pp. 1-25: Philip Dybvig, Ingersoll, Jonathan E, and Stephen Ross
What Do the Leading Indicators Lead? pp. 27-49: James Hamilton and Gabriel Perez-Quiros
Unionization and Acquisitions pp. 51-73: Bruce Fallick and Kevin Hassett
Efficient versus "Popular" Tariffs for Regulated Monopolies pp. 75-87: Thomas Beard and Henry Thompson
On the Information Content of Calls of Convertible Securities pp. 89-101: Anthony K Byrd and William T Moore

Internal Finance and Investment: Evidence from the Undistributed Profits Tax of 1936-37 pp. 443-82: Charles Calomiris and Robert Hubbard
A Longer Look at Dividend Yields pp. 483-508: William Goetzmann and Philippe Jorion
Futures Contracting and Dividend Uncertainty in Experimental Asset Markets pp. 509-41: David Porter and Vernon Smith
Market Making, the Tick Size, and Payment-for-Order Flow: Theory and Evidence pp. 543-75: Tarun Chordia and Avanidhar Subrahmanyam
You Can Pay Me Now and You Can Pay Me Later: The Dynamic Response of Executive Compensation to Firm Performance pp. 577-608: John F Boschen and Kimberly J Smith

Can Bank Health Affect Investment? Evidence from Japan pp. 281-308: Michael S Gibson
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? pp. 309-49: Wayne Ferson and Robert Korajczyk
Relationship Lending and Lines of Credit in Small Firm Finance pp. 351-81: Allen Berger and Gregory Udell
Insurance Cycles: Interest Rates and the Capacity Constraint Model pp. 383-404: Neil A Doherty and James R Garven
Do Exchange Rate Changes Drive Foreign Direct Investment? pp. 405-33: Kathryn Dewenter

Management's Incentives, Equity's Bargaining Power, and Deviations from Absolute Priority in Chapter 11 Bankruptcies pp. 161-83: Brian L Betker
Are Foreign Exchange Intervention and Monetary Policy Related, and Does It Really Matter? pp. 185-214: Karen Lewis
An Examination of Customer Racial Discrimination in the Market for Baseball Memorabilia pp. 215-30: Paul E Gabriel, Curtis Johnson and Timothy J Stanton
Bank CEO Pay-Performance Relations and the Effects of Deregulation pp. 231-56: Anthony J Crawford, John R Ezzell and James A Miles
Two Models of Bid-Taker Cheating in Vickrey Auctions pp. 257-67: Michael H Rothkopf and Ronald Harstad

How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets pp. 1-33: Michael Aitken, Gerald T Garvey and Peter Swan
Market Structure and the Intraday Pattern of Bid-Ask Spreads for NASDAQ Securities pp. 35-60: K C Chan, William Christie and Paul H Schultz
Standard & Poor's 500 Index Futures Volatility and Price Changes around the New York Stock Exchange Close pp. 61-84: Eric C Chang, Prem C Jain and Peter R Locke
A Graphical Analysis of Bundling pp. 85-98: Michael Salinger
Are Survey Forecasts of Macroeconomic Variables Rational? pp. 99-119: Raj Aggarwal, Sunil Mohanty and Frank Song

Information and Index Arbitrage pp. 481-509: Praveen Kumar and Duane J Seppi
Price Cutting in Liability Insurance Markets pp. 511-38: Scott E Harrington and Patricia Danzon
How Good Are Standard Debt Contracts? Stochastic versus Nonstochastic Monitoring in a Costly State Verification Environment pp. 539-61: John H Boyd and Bruce Smith
Alternative Models for the Conditional Heteroscedasticity of Stock Returns pp. 563-98: Dongcheol Kim and Stanley J Kon
Economic Forces, Fundamental Variables, and Equity Returns pp. 599-609: Jia He and Lilian K Ng

On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? pp. 321-43: Stefano M F G Cavaglia, Willem Verschoor and Christian Wolff
Retail Pricing and Advertising Strategies pp. 345-70: Rajiv Lal and Carmen Matutes
A Unified Approach to Testing for Serial Correlation in Stock Returns pp. 371-99: Matthew P Richardson and Tom Smith
Forward and Futures Prices with Markovian Interest-Rate Processes pp. 401-21: Simon Benninga and Aris Protopapadakis
Why Negotiation with a Single Syndicate May Be Preferred to Making Syndicates Compete: The Problem of Trapped Bidders pp. 423-57: Robert Hansen and Naveen Khanna
The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market pp. 459-73: Raymond M Leuthold, Philip Garcia and Richard Lu

Baby Boom, Population Aging, and Capital Markets pp. 165-202: Gurdip S Bakshi and Zhiwu Chen
Fundamentals and Volatility: Storage, Spreads, and the Dynamics of Metals Prices pp. 203-30: Victor K Ng and Stephen Craig Pirrong
How Do Taxes Affect Investors' Stock Market Realizations? Evidence from Tax-Return Panel Data pp. 231-62: H Nejat Seyhun and Douglas J Skinner
Why One Firm Is the Target and the Other the Bidder in Single-Bidder, Synergistic Takeovers pp. 263-80: Ellie G Harris
The Combined Effects of Free Cash Flow and Financial Slack on Bidder and Target Stock Returns pp. 281-310: Richard Smith and Joo-Hyun Kim

The Direct Entry versus Takeover Decision and Stock Price Performance around Takeovers pp. 1-43: Kevin F McCardle and S Viswanathan
Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach pp. 45-68: Chihwa Kao and Chunchi Wu
Consumption, Inflation Risk, and Real Interest Rates: An Empirical Analysis pp. 69-96: Louis K C Chan
Dating Turning Points in the Business Cycle pp. 97-131: Michael Boldin