Volume 44: Issue 1
(March 1989)

Issue Information


Front Matter (Page i - vi)

Article first published online: 29th December 2015 / DOI: 10.1111/j.1540-6261.1989.tb00365.x

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Back Matter (Page x - xxvi)

Article first published online: 29th December 2015 / DOI: 10.1111/j.1540-6261.1989.tb00367.x

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Articles


ASSOCIATION MEETINGS (Page vii - viii)

Article first published online: 29th December 2015 / DOI: 10.1111/j.1540-6261.1989.tb00366.x

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Information and Volatility: The No‐Arbitrage Martingale Approach to Timing and Resolution Irrelevancy (Page 1 - 17)

  • STEPHEN A. ROSS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02401.x

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Dynamic Capital Structure Choice: Theory and Tests (Page 19 - 40)

  • EDWIN O. FISCHER
  • ROBERT HEINKEL
  • JOSEF ZECHNER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02402.x

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Preemptive Bidding and the Role of the Medium of Exchange in Acquisitions (Page 41 - 57)

  • MICHAEL J. FISHMAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02403.x

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The Winner’s Curse and Bidder Competition in Acquisitions: Evidence from Failed Bank Auctions (Page 59 - 75)

  • S. MICHAEL GILIBERTO
  • NIKHIL P. VARAIYA

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02404.x

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The October 1987 S&P 500 Stock‐Futures Basis (Page 77 - 99)

  • LAWRENCE HARRIS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02405.x

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The Quality Option and Timing Option in Futures Contracts (Page 101 - 113)

  • PHELIM P. BOYLE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02406.x

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Inferring the Components of the Bid‐Ask Spread: Theory and Empirical Tests (Page 115 - 134)

  • HANS R. STOLL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02407.x

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Earnings Yields, Market Values, and Stock Returns (Page 135 - 148)

  • JEFFREY JAFFE
  • DONALD B. KEIM
  • RANDOLPH WESTERFIELD

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02408.x

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Portfolio Rebalancing and the Turn‐of‐the‐Year Effect (Page 149 - 166)

  • JAY R. RITTER
  • NAVIN CHOPRA

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02409.x

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Common Stochastic Trends in a System of Exchange Rates (Page 167 - 181)

  • RICHARD T. BAILLIE
  • TIM BOLLERSLEV

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02410.x

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An Analysis of Intertemporal Pricing for Forward Foreign Exchange Contracts (Page 183 - 194)

  • ROGER D. HUANG

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02411.x

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Syndicate Size, Spreads, and Market Power during the Introduction of Shelf Registration (Page 195 - 204)

  • F. DOUGLAS FOSTER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02412.x

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An Exact Bond Option Formula (Page 205 - 209)

  • FARSHID JAMSHIDIAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02413.x

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Computing the Constant Elasticity of Variance Option Pricing Formula (Page 211 - 219)

  • MARK SCHRODER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02414.x

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Book Reviews (Page 221 - 226)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02415.x

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Announcements


ANNOUNCEMENTS (Page ix - ix)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02417.x

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