Volume 48: Issue 5
(December 1993)

Issue Information


Front Matter (Page i - vi)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb00775.x

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Back Matter (Page xi - xxxiv)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb00776.x

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Articles


ASSOCIATION MEETINGS (Page vii - viii)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05119.x

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The Trades of Market Makers: An Empirical Analysis of NYSE Specialists (Page 1565 - 1593)

  • JOEL HASBROUCK
  • GEORGE SOFIANOS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05121.x

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An Analysis of Changes in Specialist Inventories and Quotations (Page 1595 - 1628)

  • ANANTH MADHAVAN
  • SEYMOUR SMIDT

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05122.x

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Risk Management: Coordinating Corporate Investment and Financing Policies (Page 1629 - 1658)

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

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05123.x

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Issue Size Choice and “Underpricing” in Thrift Mutual‐to‐Stock Conversions (Page 1659 - 1692)

  • VOJISLAV MAKSIMOVIC
  • HALUK UNAL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05124.x

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Information Sharing in Credit Markets (Page 1693 - 1718)

  • MARCO PAGANO
  • TULLIO JAPPELLI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05125.x

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A New Approach to International Arbitrage Pricing (Page 1719 - 1747)

  • RAVI BANSAL
  • DAVID A. HSIEH
  • S. VISWANATHAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05126.x

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Measuring and Testing the Impact of News on Volatility (Page 1749 - 1778)

  • ROBERT F. ENGLE
  • VICTOR K. NG

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05127.x

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On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (Page 1779 - 1801)

  • LAWRENCE R. GLOSTEN
  • RAVI JAGANNATHAN
  • DAVID E. RUNKLE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05128.x

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Asset‐pricing Puzzles and Incomplete Markets (Page 1803 - 1832)

  • CHRIS I. TELMER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05129.x

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Jump Diffusion Option Valuation in Discrete Time (Page 1833 - 1863)

  • KAUSHIK I. AMIN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05130.x

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Currency Hedging for International Portfolios (Page 1865 - 1886)

  • JACK GLEN
  • PHILIPPE JORION

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05131.x

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Accounting for Forward Rates in Markets for Foreign Currency (Page 1887 - 1908)

  • DAVID K. BACKUS
  • ALLAN W. GREGORY
  • CHRIS I. TELMER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05132.x

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Stock Market Crashes and the Performance of Circuit Breakers: Empirical Evidence (Page 1909 - 1925)

  • BENI LAUTERBACH
  • URI BEN‐ZION

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05133.x

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Asset‐pricing Tests under Alternative Distributions (Page 1927 - 1942)

  • GUOFU ZHOU

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05134.x

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The Impact of Large Portfolio Insurers on Asset Prices (Page 1943 - 1955)

  • R. GLEN DONALDSON
  • HARALD UHLIG

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05135.x

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Why Option Prices Lag Stock Prices: A Trading‐based Explanation (Page 1957 - 1967)

  • KALOK CHAN
  • Y. PETER CHUNG
  • HERB JOHNSON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05136.x

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Option Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns (Page 1969 - 1984)

  • VASANTTILAK NAIK

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05137.x

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The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs (Page 1985 - 1999)

  • TIM OPLER
  • SHERIDAN TITMAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05138.x

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Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders? (Page 2001 - 2008)

  • JEREMY C. GOH
  • LOUIS H. EDERINGTON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05139.x

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Moral Hazard and the Portfolio Management Problem (Page 2009 - 2028)

  • NEAL M. STOUGHTON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05140.x

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Book Reviews (Page 2029 - 2047)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05141.x

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INDEX TO VOLUME XLVIII (Page 2051 - 2056)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb00774.x

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Announcements


ANNOUNCEMENTS (Page ix - x)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1993.tb05120.x

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