Volume 47: Issue 2
(June 1992)

Issue Information


Front Matter (Page i - vi)

Article first published online: 1st February 2016 / DOI: 10.1111/j.1540-6261.1992.tb00782.x

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Back Matter (Page x - xxvii)

Article first published online: 1st February 2016 / DOI: 10.1111/j.1540-6261.1992.tb00783.x

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Articles


ASSOCIATION MEETINGS (Page vii - viii)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04396.x

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The Cross‐Section of Expected Stock Returns (Page 427 - 465)

  • EUGENE F. FAMA
  • KENNETH R. FRENCH

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04398.x

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Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets (Page 467 - 509)

  • GEERT BEKAERT
  • ROBERT J. HODRICK

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04399.x

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Seasonality and Consumption‐Based Asset Pricing (Page 511 - 552)

  • WAYNE E. FERSON
  • CAMPBELL R. HARVEY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04400.x

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The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid‐Ask Bias (Page 553 - 575)

  • RAVINDER K. BHARDWAJ
  • LEROY D. BROOKS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04401.x

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Time and the Process of Security Price Adjustment (Page 577 - 605)

  • DAVID EASLEY
  • MAUREEN O'HARA

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04402.x

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Trading Mechanisms in Securities Markets (Page 607 - 641)

  • ANANTH MADHAVAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04403.x

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Dual Trading in Futures Markets (Page 643 - 671)

  • MICHAEL J. FISHMAN
  • FRANCIS A. LONGSTAFF

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04404.x

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Optimal Contracting and Insider Trading Restrictions (Page 673 - 694)

  • PAUL E. FISCHER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04405.x

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Sequential Sales, Learning, and Cascades (Page 695 - 732)

  • IVO WELCH

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04406.x

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The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (Page 733 - 752)

  • JOHN R. M. HAND
  • ROBERT W. HOLTHAUSEN
  • RICHARD W. LEFTWICH*

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04407.x

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An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks (Page 753 - 764)

  • THOMAS H. MCINISH
  • ROBERT A. WOOD

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04408.x

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Market Making in the Options Markets and the Costs of Discrete Hedge Rebalancing (Page 765 - 779)

  • MEL JAMESON
  • WILLIAM WILHELM

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04409.x

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The Pricing of Best Efforts New Issues (Page 781 - 790)

  • ANN GUENTHER SHERMAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04410.x

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Positive Prices in CAPM (Page 791 - 808)

  • LARS TYGE NIELSEN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04411.x

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A Simple and Numerically Efficient Valuation Method for American Puts Using a Modified Geske‐Johnson Approach (Page 809 - 816)

  • DAVID S. BUNCH
  • HERB JOHNSON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04412.x

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Book Reviews (Page 817 - 827)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04413.x

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Announcements


ANNOUNCEMENTS (Page ix - ix)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04397.x

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