Volume 48: Issue 1
(March 1993)

Issue Information


Front Matter (Page i - vi)

Article first published online: 10th February 2016 / DOI: 10.1111/j.1540-6261.1993.tb00852.x

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Back Matter (Page x - xxxvii)

Article first published online: 10th February 2016 / DOI: 10.1111/j.1540-6261.1993.tb00855.x

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Articles


ASSOCIATION MEETINGS (Page vii - viii)

Article first published online: 10th February 2016 / DOI: 10.1111/j.1540-6261.1993.tb00854.x

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SMITH BREEDEN PRIZES FOR 1992 (Page 1 - 1)

Article first published online: 10th February 2016 / DOI: 10.1111/j.1540-6261.1993.tb00853.x

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What Moves the Stock and Bond Markets? A Variance Decomposition for Long‐Term Asset Returns (Page 3 - 37)

  • JOHN Y. CAMPBELL
  • JOHN AMMER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04700.x

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Long‐Term Market Overreaction or Biases in Computed Returns? (Page 39 - 63)

  • JENNIFER CONRAD
  • GAUTAM KAUL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04701.x

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Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (Page 65 - 91)

  • NARASIMHAN JEGADEESH
  • SHERIDAN TITMAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04702.x

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Hot Hands in Mutual Funds: Short‐Run Persistence of Relative Performance, 1974–1988 (Page 93 - 130)

  • DARRYLL HENDRICKS
  • JAYENDU PATEL
  • RICHARD ZECKHAUSER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04703.x

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General Tests of Latent Variable Models and Mean‐Variance Spanning (Page 131 - 156)

  • WAYNE E. FERSON
  • STEPHEN R. FOERSTER
  • DONALD B. KEIM

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04704.x

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Price Formation and Equilibrium Liquidity in Fragmented and Centralized Markets (Page 157 - 185)

  • BRUNO BIAIS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04705.x

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Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models (Page 187 - 211)

  • F. DOUGLAS FOSTER
  • S. VISWANATHAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04706.x

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Trading and Manipulation Around Seasoned Equity Offerings (Page 213 - 245)

  • BRUNO GERARD
  • VIKRAM NANDA

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04707.x

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The Value of Bank Durability: Borrowers as Bank Stakeholders (Page 247 - 266)

  • MYRON B. SLOVIN
  • MARIE E. SUSHKA
  • JOHN A. POLONCHEK

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04708.x

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On the Determinants of Corporate Hedging (Page 267 - 284)

  • DEANA R. NANCE
  • CLIFFORD W. SMITH
  • CHARLES W. SMITHSON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04709.x

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The Pricing of Initial Public Offerings: A Dynamic Model with Information Production (Page 285 - 304)

  • THOMAS J. CHEMMANUR

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04710.x

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The Valuation Effects of Warrant Extensions (Page 305 - 314)

  • JOHN S. HOWE
  • PEIHWANG WEI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04711.x

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Liquidity, Reconstitution, and the Value of U.S. Treasury Strips (Page 315 - 329)

  • PHILLIP R. DAVES
  • MICHAEL C. EHRHARDT

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04712.x

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Tax‐Induced Intra‐Year Patterns in Bonds Yields (Page 331 - 344)

  • SHALOM J. HOCHMAN
  • ODED PALMON
  • ALEX P. TANG

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04713.x

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Defaults of Original Issue High‐Yield Convertible Bonds (Page 345 - 362)

  • ERIC S. ROSENGREN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04714.x

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Value of Latent Information: Alternative Event Study Methods (Page 363 - 385)

  • SANKARSHAN ACHARYA

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04715.x

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A Simple Measure of Price Adjustment Coefficients (Page 387 - 400)

  • ASWATH DAMODARAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04716.x

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Book Reviews (Page 401 - 403)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04717.x

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Announcements


ANNOUNCEMENTS (Page ix - ix)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb04719.x

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