Volume 47: Issue 5
(December 1992)

Front Matter (Page i - vi)

Article first published online: 11th January 2016 / DOI: 10.1111/j.1540-6261.1992.tb00640.x

Back Matter (Page x - xlvi)

Article first published online: 11th January 2016 / DOI: 10.1111/j.1540-6261.1992.tb00644.x

ASSOCIATION MEETINGS (Page vii - viii)

Article first published online: 11th January 2016 / DOI: 10.1111/j.1540-6261.1992.tb00642.x

An Empirical Analysis of Illegal Insider Trading (Page 1661 - 1699)

• LISA K. MEULBROEK

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04679.x

Stock Returns, Real Activity, and the Trust Question (Page 1701 - 1730)

• GEORGE BITTLINGMAYER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04680.x

Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (Page 1731 - 1764)

• WILLIAM BROCK
• JOSEF LAKONISHOK
• BLAKE LeBARON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04681.x

Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close (Page 1765 - 1784)

• MASON S. GERETY
• J. HAROLD MULHERIN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04682.x

When Will Mean‐Variance Efficient Portfolios Be Well Diversified? (Page 1785 - 1809)

• RICHARD C. GREEN
• BURTON HOLLIFIELD

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04683.x

Reputation and Performance Among Security Analysts (Page 1811 - 1836)

• SCOTT E. STICKEL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04684.x

Dividends and Losses (Page 1837 - 1863)

• HARRY DeANGELO
• LINDA DeANGELO
• DOUGLAS J. SKINNER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04685.x

Relationship‐Specific Assets and the Pricing of Underwriter Services (Page 1865 - 1885)

• CHRISTOPHER JAMES

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04686.x

Measuring the Agency Cost of Debt (Page 1887 - 1904)

• ANTONIO S. MELLO
• JOHN E. PARSONS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04687.x

Insider Trading in Financial Signaling Models (Page 1905 - 1934)

• MARK BAGNOLI
• NAVEEN KHANNA

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04688.x

The Intra‐Industry Transfer of Information Inferred from Announcements of Corporate Security Offerings (Page 1935 - 1945)

• SAMUEL H. SZEWCZYK

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04689.x

Managers’ Trading Around Stock Repurchases (Page 1947 - 1961)

• D. SCOTT LEE
• WAYNE H. MIKKELSON
• M. MEGAN PARTCH

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04690.x

One‐Time Cash Flow Announcements and Free Cash‐Flow Theory: Share Repurchases and Special Dividends (Page 1963 - 1975)

• KEITH M. HOWE
• JIA HE
• G. WENCHI KAO

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04691.x

The Persistence of Mutual Fund Performance (Page 1977 - 1984)

• MARK GRINBLATT
• SHERIDAN TITMAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04692.x

Stock Price Dynamics and Firm Size: An Empirical investigation (Page 1985 - 1997)

• YIN‐WONG CHEUNG
• LILIAN K. NG

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04693.x

Seasonalities in NYSE Bid‐Ask Spreads and Stock Returns in January (Page 1999 - 2014)

• ROBERT A. CLARK
• JOHN J. McCONNELL
• MANOJ SINGH

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04694.x

Futures‐Trading Activity and Stock Price Volatility (Page 2015 - 2034)

• HENDRIK BESSEMBINDER
• PAUL J. SEGUIN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04695.x

Additional Evidence on Integration in the Canadian Stock Market (Page 2035 - 2054)

• USHA R. MITTOO

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04696.x

More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm‐Specific Variables for Cross‐Sectional Studies (Page 2055 - 2070)

• RAMESH CHANDRA
• BALA V. BALACHANDRAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04697.x

Book Reviews (Page 2071 - 2080)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1992.tb04698.x

Index to Volume xlvii (Page 2083 - 2088)

Article first published online: 11th January 2016 / DOI: 10.1111/j.1540-6261.1992.tb00641.x

ANNOUNCEMENTS (Page ix - ix)

Article first published online: 11th January 2016 / DOI: 10.1111/j.1540-6261.1992.tb00643.x