Volume 46: Issue 2
(June 1991)

Issue Information


Front Matter (Page i - vi)

Article first published online: 15th January 2016 / DOI: 10.1111/j.1540-6261.1991.tb00592.x

Read Article

Back Matter (Page x - xxvii)

Article first published online: 15th January 2016 / DOI: 10.1111/j.1540-6261.1991.tb00593.x

Read Article

Articles


ASSOCIATION MEETINGS (Page vii - viii)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02667.x

Read Article

Foundations of Portfolio Theory (Page 469 - 477)

  • HARRY M. MARKOWITZ

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02669.x

Read Article

Leverage (Page 479 - 488)

  • MERTON H. MILLER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02670.x

Read Article

Capital Asset Prices with and without Negative Holdings (Page 489 - 509)

  • WILLIAM F. SHARPE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02671.x

Read Article

Using Generalized Method of Moments to Test Mean‐Variance Efficiency (Page 511 - 527)

  • A. CRAIG MACKINLAY
  • MATTHEW P. RICHARDSON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02672.x

Read Article

Financial Investment Opportunities and the Macroeconomy (Page 529 - 554)

  • NAI‐FU CHEN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02673.x

Read Article

The Term Structure as a Predictor of Real Economic Activity (Page 555 - 576)

  • ARTURO ESTRELLA
  • GIKAS A. HARDOUVELIS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02674.x

Read Article

An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs (Page 577 - 595)

  • BERNARD DUMAS
  • ELISA LUCIANO

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02675.x

Read Article

The Default Risk of Swaps (Page 597 - 620)

  • IAN A. COOPER
  • ANTONIO S. MELLO

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02676.x

Read Article

The Price Elasticity of Demand for Common Stock (Page 621 - 651)

  • CLAUDIO LODERER
  • JOHN W. COONEY
  • LEONARD D. VAN DRUNEN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02677.x

Read Article

The Mode of Acquisition in Takeovers: Taxes and Asymmetric Information (Page 653 - 669)

  • DAVID T. BROWN
  • MICHAEL D. RYNGAERT

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02678.x

Read Article

Corporate Performance, Corporate Takeovers, and Management Turnover (Page 671 - 687)

  • KENNETH J. MARTIN
  • JOHN J. MCCONNELL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02679.x

Read Article

Event Risk: An Analysis of Losses to Bondholders and “Super Poison Put” Bond Covenants (Page 689 - 706)

  • LELAND CRABBE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02680.x

Read Article

The Effects of Stock Repurchases on Rival Firms (Page 707 - 716)

  • MICHAEL G. HERTZEL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02681.x

Read Article

Animal Spirits, Margin Requirements, and Stock Price Volatility (Page 717 - 731)

  • PAUL H. KUPIEC
  • STEVEN A. SHARPE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02682.x

Read Article

Inferring Trade Direction from Intraday Data (Page 733 - 746)

  • CHARLES M. C. LEE
  • MARK J. READY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02683.x

Read Article

The Reversal of Large Stock‐Price Decreases (Page 747 - 754)

  • MARC BREMER
  • RICHARD J. SWEENEY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02684.x

Read Article

An Examination of Ex‐Dividend Day Stock Price Movements: The Case of Nontaxable Master Limited Partnership Distributions (Page 755 - 771)

  • WAYNE H. SHAW

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02685.x

Read Article

A Variance‐Ratio Test of Random Walks in Foreign Exchange Rates (Page 773 - 785)

  • CHRISTINA Y. LIU
  • JIA HE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02686.x

Read Article

Book Reviews (Page 787 - 799)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02687.x

Read Article

Announcements


ANNOUNCEMENTS (Page ix - ix)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1991.tb02668.x

Read Article

Previous Issue


Volume 46: Issue 1

Are you an Author?


Please read our submission requirements and find out how to submit your paper to the Journal of Finance

Submit a paper