The Journal of Business

1928 - 2006

From University of Chicago Press
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1993, volume 66, articles 4

Do Bondholders Lose from Junk Bond Covenant Changes pp. 499-516

Marcel Kahan and Bruce Tuckman

A Compound Option Model of Production and Intermediate Inventories pp. 517-40

Gonzalo Cortazar and Eduardo S Schwartz

The Value Line Enigma Extended: An Examination of the Performance of Option Recommendations pp. 541-68

John B Broughton and Don M Chance

Common Stock Price Effects of Security Issues Conditioned by Current Earnings and Dividend Announcements pp. 571-93

Timothy A Manuel, LeRoy D Brooks and Frederick P Schadler

Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages pp. 595-618

James Kau, Donald Keenan, Walter Muller and James F Epperson

1993, volume 66, articles 3

Manipulation of the Commodity Futures Market Delivery Process pp. 335-69

Stephen Craig Pirrong

The Performance of Bond Mutual Funds pp. 370-403

Christopher R Blake, Edwin J Elton and Martin J Gruber

Corporate Governance through the Proxy Contest: Evidence and Implications pp. 405-35

David Ikenberry and Josef Lakonishok

The Role of Fixed Costs and Cost Complementarities in Determining Scope Economies and the Cost of Narrow Banking Proposals pp. 437-62

Lawrence B Pulley and David B Humphrey

Tests of Unbiasedness in the Foreign Exchange Futures Markets: An Examination of Price Limits and Conditional Heteroscedasticity pp. 464-90

Laura E Kodres

1993, volume 66, articles 2

Liquidity Effects of the Introduction of the S&P 500 Index Futures Contract on the Underlying Stocks pp. 171-87

Narasimhan Jegadeesh and Avanidhar Subrahmanyam

Managerial Decision Making and Capital Structure pp. 189-217

Michael Maloney, Robert McCormick and Mark Mitchell

Timing of Investment and Financial Decisions in Imperfectly Competitive Financial Markets pp. 219-48

Elazar Berkovitch and M P Narayanan

Patterns in Three Centuries of Stock Market Prices pp. 249-70

William Goetzmann

Do Corporate Executives Have Rational Expectations? pp. 271-93

David Levine

A Test for Multivariate Normality in Stock Returns pp. 295-321

Matthew Richardson and Tom Smith

1993, volume 66, articles 1

Security Baskets and Index-Linked Securities pp. 1-27

Gary Gorton and George Pennacchi

Stock versus Mutual Ownership Structures: The Risk Implications pp. 29-46

Joan Lamm-Tennant and Laura T Starks

Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns pp. 47-68

Mark Grinblatt and Sheridan Titman

Prime Rate Changes: Is There an Advantage in Being First? pp. 69-92

Prafulla G Nabar, Sang Yong Park and Anthony Saunders

The Behavior of Volatility Expectations and Their Effects on Expected Returns pp. 93-116

Aamir M Sheikh

Unionization, Incomplete Contracting, and Capital Investment pp. 117-32

Stephen Bronars and Donald R Deere

1992, volume 65, articles 4

Arbitrage, Nontrading, and Stale Prices: October 1987 pp. 483-507

Allan W Kleidon

The Informational Role of Upstairs and Downstairs Trading pp. 509-28

Sanford Grossman

The Determinants of Tendering Rates in Interfirm and Self-Tender Offers pp. 529-56

David T Brown and Michael D Ryngaert

Equity Risk Premia, Corporate Profit Forecasts, and Investor Sentiment around the Stock Crash of October 1987 pp. 557-70

Jeremy J Siegel

Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle pp. 571-92

Francis Longstaff

Dynamic Monopoly Pricing under a Poisson-Type Uncertain Demand pp. 593-614

Yu-Min Chen and Dipak C Jain

Market Segmentation by Price-Quality Schedules: Some Evidence from Automobiles pp. 615-28

Kwoka, John E,

1992, volume 65, articles 3

A Comparison of Transaction Costs between Competitive Market Maker and Specialist Market Structures pp. 317-34

Robert Neal

Options Trading and the Bid-Ask Spread of the Underlying Stocks pp. 335-51

Mark Fedenia and Theoharry Grammatikos

Liquidity Costs and Stock Price Response to Convertible Security Calls pp. 353-69

Michael A Mazzeo and William T Moore

Growth Opportunities and the Stock Price Response to New Financing pp. 371-94

Eugene Pilotte

Interpreting the Movements in Short-Term Interest Rates pp. 395-429

Martin Evans and Paul Wachtel

Signal Facilitation: A Policy Response to Asymmetric Information pp. 431-50

Thomas E Cooper

Stock Price Response to Accounting Information in Oligopoly pp. 451-72

Gun-Ho Joh and Chi-Wen Jevons Lee

1992, volume 65, articles 2

Long-Term Contracting and Multiple-Price Systems pp. 177-98

Robert Hubbard and Robert J Weiner

Some Relations between Volatility and Serial Correlations in Stock Market Returns pp. 199-219

Blake Lebaron

Prepayment, Default, and the Valuation of Mortgage Pass-through Securities pp. 221-39

Eduardo S Schwartz and Walter N Torous

The Market Value of Information: Some Experimental Results pp. 241-66

Thomas E Copeland and Daniel Friedman

The Response of Domestic Prices to Expected Exchange Rates pp. 267-80

Robert Feinberg and Seth Kaplan

On the Formation of Expected Inflation under Various Conditions: Some Survey Evidence pp. 281-93

Hamid Baghestani

Improving the Parkinson Method of Estimating Security Price Volatilities pp. 295-302

Naoto Kunitomo

1992, volume 65, articles 1

Waiting to Invest: Investment and Uncertainty pp. 1-29

Ingersoll, Jonathan E, and Stephen Ross

Risk Reduction and Umbrella Branding pp. 31-50

Cynthia A Montgomery and Birger Wernerfelt

Executive Compensation in the Life Insurance Industry pp. 51-74

David Mayers and Smith, Clifford W,

Is There a Global Market for Convertible Bonds? pp. 75-91

Yong-Cheol Kim and René Stulz

An Empirical Analysis of Sales-Force Compensation Plans pp. 93-121

Anne T Coughlan and Chakravarthi Narasimhan

Market and Survey Forecasts of the Three-Month Treasury-Bill Rate pp. 123-38

Rik Hafer, Scott Hein and S Scott MacDonald

1991, volume 64, articles 4

Transactional Risk, Market Crashes, and the Role of Circuit Breakers pp. 443-62

Bruce C Greenwald and Jeremy Stein

Information Mirages in Experimental Asset Markets pp. 463-93

Colin Camerer and Keith Weigelt

Off-Floor Trading, Disintegration, and the Bid-Ask Spread in Experimental Markets pp. 495-522

Joseph Campbell, Shawn LaMaster, Vernon Smith and Mark Van Boening

Stock Index Futures and Index Arbitrage in a Rational Expectations Model pp. 523-47

Anne Fremault

Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis." pp. 549-71

Salih Neftci

The Impact of New Product Introductions on the Market Value of Firms pp. 573-610

Paul K Chaney, Timothy Devinney and Russell S Winer

1991, volume 64, articles 3

The Tax-Timing Option and the Discounts on Closed-End Investment Companies pp. 287-312

James A Brickley, Steven Manaster and James Schallheim

Monetary Base Growth, Deposit Growth, and Inflation in the Postwar United States pp. 313-37

John F Boschen and Kathleen E Talbot

Technological Change in Large U.S. Commercial Banks pp. 339-62

William C Hunter and Stephen G Timme

The Aggregate and Distributional Effects of the Tax Reform Act of 1986 on Firm Valuation pp. 363-92

Dan Givoly and Carla Hayn

Stock Prices and the Dissemination of Analysts' Recommendations pp. 393-416

Messod D Beneish

Empirical Tests of the Bias and Efficiency of the Extreme-Value Variance Estimator for Common Stocks pp. 417-32

James B Wiggins

1991, volume 64, articles 2

Stock Price Movements around Acquisition Announcements and Management's Response pp. 139-63

Robert H Jennings and Michael A Mazzeo

Why Investors Value Multinationality pp. 165-87

Randall Morck and Bernard Yeung

Shelf Registration and the Market for Seasoned Equity Offerings pp. 189-212

David J Denis

The Agency Costs of Free Cash Flow: Acquisition Activity and Equity Issues pp. 213-27

Steven V Mann and Neil W Sicherman

Implications of Current Factor Proportions Indices for the Competitive Position of the U.S. Manufacturing and Service Industries in the Year 2000 pp. 229-54

Refik Erzan and Alexander J Yeats

Regulation, Advertising, and Economic Welfare pp. 255-67

David L Kaserman and John Mayo

1991, volume 64, articles 1

The Survival of Noise Traders in Financial Markets pp. 1-19

J Bradford De Long, Andrei Shleifer, Lawrence Summers and Robert Waldmann

Renting Ideas pp. 21-48

Christopher D Hall

Luck versus Forecast Ability: Determinants of Trader Performance in Futures Markets pp. 49-74

Michael L Hartzmark

Changes in the Standard and Poor's 500 List pp. 75-85

Upinder Dhillon and Herb Johnson

A Standard Data Base for the Analysis of Japanese Security Markets pp. 87-102

Yasushi Hamao