Volume 44: Issue 5
(December 1989)

Issue Information


Front Matter (Page i - vi)

Article first published online: 30th November 2015 / DOI: 10.1111/j.1540-6261.1989.tb00293.x

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Articles


ASSOCIATION MEETINGS (Page vii - viii)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02645.x

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Why Does Stock Market Volatility Change Over Time? (Page 1115 - 1153)

  • G. WILLIAM SCHWERT

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02647.x

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S&P 500 Cash Stock Price Volatilities (Page 1155 - 1175)

  • LAWRENCE HARRIS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02648.x

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Economic Significance of Predictable Variations in Stock Index Returns (Page 1177 - 1189)

  • WILLIAM BREEN
  • LAWRENCE R. GLOSTEN
  • RAVI JAGANNATHAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02649.x

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Changes in Expected Security Returns, Risk, and the Level of Interest Rates (Page 1191 - 1217)

  • WAYNE E. FERSON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02650.x

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Firm Size and Turn‐of‐the‐Year Effects in the OTC/NASDAQ Market (Page 1219 - 1245)

  • CHRISTOPHER G. LAMOUREUX
  • GARY C. SANGER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02651.x

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The Number of Factors in Security Returns (Page 1247 - 1262)

  • STEPHEN J. BROWN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02652.x

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Primes and Scores: An Essay on Market Imperfections (Page 1263 - 1287)

  • ROBERT A. JARROW
  • MAUREEN O'HARA

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02653.x

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Options Arbitrage in Imperfect Markets (Page 1289 - 1311)

  • STEPHEN FIGLEWSKI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02654.x

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Optimal Bank Reorganization Policies and the Pricing of Federal Deposit Insurance (Page 1313 - 1333)

  • SANKARSHAN ACHARYA
  • JEAN‐FRANCOIS DREYFUS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02655.x

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LDC Debt: Forgiveness, Indexation, and Investment Incentives (Page 1335 - 1350)

  • KENNETH A. FROOT
  • DAVID S. SCHARFSTEIN
  • JEREMY C. STEIN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02656.x

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Some Empirical Estimates of the Risk Structure of Interest Rates (Page 1351 - 1360)

  • ODED SARIG
  • ARTHUR WARGA

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02657.x

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Stock Splits, Volatility Increases, and Implied Volatilities (Page 1361 - 1372)

  • AAMIR M. SHEIKH

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02658.x

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The Equilibrium Valuation of Risky Discrete Cash Flows in Continuous Time (Page 1373 - 1383)

  • DAVID C. SHIMKO

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02659.x

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Does the Stock Market Overreact to Corporate Earnings Information? (Page 1385 - 1399)

  • PAUL ZAROWIN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02660.x

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A Re‐Examination of Shareholder Wealth Effects of Calls of Convertible Preferred Stock (Page 1401 - 1410)

  • ERIC L. MAIS
  • WILLIAM T. MOORE
  • RONALD C. ROGERS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02661.x

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The Effect of Temporal Risk Aversion on Optimal Consumption, the Equity Premium, and the Equilibrium Interest Rate (Page 1411 - 1420)

  • CHANG MO AHN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02662.x

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Corrections for Trading Frictions in Multivariate Returns (Page 1421 - 1434)

  • BOB KORKIE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02663.x

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A Portfolio Approach to Estimating the Average Correlation Coefficient for the Constant Correlation Model (Page 1435 - 1438)

  • YASH P. ANEJA
  • RAMESH CHANDRA
  • ERDAL GUNAY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02664.x

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Book Reviews (Page 1439 - 1448)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02665.x

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Index to Volume XLIV (Page 1451 - 1456)

Article first published online: 30th November 2015 / DOI: 10.1111/j.1540-6261.1989.tb00292.x

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Announcements


ANNOUNCEMENTS (Page ix - x)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1989.tb02646.x

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