The Journal of Business

1928 - 2006

From University of Chicago Press
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1990, volume 63, articles 4

Do Bidder Managers Knowingly Pay Too Much for Target Firms? pp. 439-64

H Nejat Seyhun

Tax Clienteles and Optimal Capital Structure under Uncertainty pp. 465-91

Josef Zechner

Adverse Selection, Aggregate Uncertainty, and the Role for Mutual Insurance Contracts pp. 493-510

Bruce Smith and Michael Stutzer

The Variance Gamma (V.G.) Model for Share Market Returns pp. 511-24

Dilip B Madan and Eugene Seneta

The Relationship of Rent-Seeking Behavior to Impacted Information in Public Utility Regulation pp. 525-36

Edmund H Mantell

1990, volume 63, articles 3

Clearly Heard on the Street: The Effect of Takeover Rumors on Stock Prices pp. 291-308

John Pound and Richard Zeckhauser

Measuring Image Spillovers in Umbrella-Branded Products pp. 309-29

Mary Sullivan

The Exchange-Rate Exposure of U.S. Multinationals pp. 331-45

Philippe Jorion

Corporate Earnings and Financings: An Empirical Analysis pp. 347-71

Robert Hansen and Claire Crutchley

The Real Thing: A Dynamic Profile of the Term Structure of Real Interest Rates and Inflation Expectations in the United Kingdom, 1982-89 pp. 373-98

G Thomas Woodward

Indexes of U.S. Stock Prices from 1802 to 1987 pp. 399-426

G. Schwert

1990, volume 63, articles 2

Adverse Selection, Private Information, and Lowballing in Insurance Markets pp. 145-64

Stephen P D'Arcy and Neil A Doherty

The Financial Effects of Fuel Adjustment Clauses on Electric Utilities pp. 165-86

Joseph Golec

Market Efficiency and Value Line's Record pp. 187-216

Gur Huberman and Shmuel Kandel

Systematic Risk and the Theory of Wage Indexation pp. 217-37

Geoffrey Woglom

Dividends and Taxes: Evidence on Tax-Reduction Strategies pp. 239-60

Susan Chaplinsky and H Nejat Seyhun

Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation pp. 261-78

Cheng Few Lee and Shafiqur Rahman

1990, volume 63, articles 1

Forecasting Inflation Using Interest-Rate and Time-Series Models: Some International Evidence pp. 1-17

Rik Hafer and Scott Hein

Arbitrage in Stock Index Futures pp. S7-31

Michael Brennan and Eduardo S Schwartz

On the Corporate Demand for Insurance: Evidence from the Reinsurance Market pp. 19-40

David Mayers and Smith, Clifford W,

Determinants of the Value of Call Options of Default-Free Bonds pp. S33-50

Stephen A Buser, Patric Hendershott and Anthony Sanders

Bonding and Nonbonding Signals of Product Quality pp. 41-60

Pauline M Ippolito

Changing Risk, Changing Risk Premiums, and Dividend Yield Effects pp. S51-70

Nai-Fu Chen, Bruce Grundy and Robert Stambaugh

Arbitrage Strategies for Cross-Track Betting on Major Horse Races pp. 61-78

Donald B Hausch and William T Ziemba

Contract Costs and Financing Decisions pp. S71-91

Eugene Fama

The Economic Effects of Intellectual Property Right Infringements pp. 79-90

Robert Feinberg and Donald Rousslang

Advertising Content When Brand Choice Is a Signal pp. 91-98

Birger Wernerfelt

Dividend Neutrality with Transaction Costs pp. S93-106

Gur Huberman

Evaluating Predictions of Change pp. 99-107

M H Schnader and Herman Stekler

Costs of Financial Distress, Delayed Calls of Convertible Bonds, and the Role of Investment Banks pp. S107-23

Dwight Jaffee and Andrei Shleifer

The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One pp. S125-40

Charles Nelson and Richard Startz

The Effects of Changes in Tax Laws on Corporate Reorganization Activity pp. S141-64

Myron Scholes and Mark A Wolfson

Program Trading and Individual Stock Returns: Ingredients of the Triple-Witching Brew pp. S165-92

Hans Stoll and Robert E Whaley

1989, volume 62, articles 4

Portfolio Insurance and Financial Market Equilibrium pp. 455-72

Michael Brennan and Eduardo S Schwartz

Portfolio Insurance in Complete Markets: A Note pp. 473-76

Sanford Grossman and Jean-Luc Vila

Calibration-Based Predictive Distributions: An Application of Prequential Analysis to Interest Rates, Money, Prices, and Output pp. 477-99

John Kling and David Bessler

Bank Size, Collateral, and Net Purchase Behavior in the Federal Funds Market: Empirical Evidence pp. 501-15

Linda Allen, Stavros Peristiani and Anthony Saunders

Hospital Investment Decisions and the Cost of Capital pp. 517-37

Gerard J Wedig, Mahmud Hassan and Frank Sloan

Call-Option Pricing and the Turn of the Year pp. 539-52

Kevin J Maloney and Richard J Rogalski

1989, volume 62, articles 3

Nonlinear Dynamics and Stock Returns pp. 311-37

Jose Scheinkman and Blake Lebaron

Testing for Nonlinear Dependence in Daily Foreign Exchange Rates pp. 339-68

David A Hsieh

Scoring the Leading Indicators pp. 369-91

Francis Diebold and Glenn Rudebusch

Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings pp. 393-416

Mark Grinblatt and Sheridan Titman

Estimation of the Economic Rate of Return for Industrial Companies pp. 417-45

Reuel Shinnear, Ofer Dressler, C A Feng and Alan I Avidan

1989, volume 62, articles 2

Dividend Stripping, Risk Exposure, and the Effect of the 1984 Tax Reform Act on the Ex-dividend Day Behavior pp. 157-73

Theoharry Grammatikos

The Impact of Dividend Initiation on the Earnings Announcements and Returns Volatility pp. 175-97

P C Venkatesh

Monopolistic Competition and Multiproduct Brand Names pp. 199-209

Stephen E Margolis

Insider Trading, Liquidity, and the Role of the Monopolist Specialist pp. 211-35

Lawrence R Glosten

A Bargaining Approach to Profit Sharing in Joint Ventures pp. 237-70

Masako N Darrough and Neal M Stoughton

The Value of Shelf Registration for New Debt Issues pp. 271-92

Palani-Rajan Kadapakkam and Stanley J Kon

1989, volume 62, articles 1

New Public Offerings, Information, and Investor Rationality: The Case of Publicly Offered Commodity Funds pp. 1-15

Edwin J Elton, Martin J Gruber and Joel Rentzler

SICs as Delineators of Economic Markets pp. 17-31

Richard N Clarke

The Effects of Regulatory Policies on the Cost of Debt for Electric Utilities: An Empirical Investigation pp. 33-53

Robin A Prager

Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts pp. 55-80

Vedat Akgiray

Investment Returns and Yields to Holders of Insurance pp. 81-98

Michael L Smith

Optimal Investments Using Empirical Dynamic Programming with Application to Natural Resources pp. 99-120

Gunnar Stensland and Dag Tjostheim