Volume 51: Issue 5
(December 1996)

Issue Information


Front Matter (Page i - vii)

Article first published online: 30th November 2015 / DOI: 10.1111/j.1540-6261.1996.tb00187.x

Read Article

Back Matter (Page 1995 - 2031)

Article first published online: 30th November 2015 / DOI: 10.1111/j.1540-6261.1996.tb00190.x

Read Article

Articles


General Properties of Option Prices (Page 1573 - 1610)

  • YAACOV Z. BERGMAN
  • BRUCE D. GRUNDY
  • ZVI WIENER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05218.x

Read Article

Recovering Probability Distributions from Option Prices (Page 1611 - 1631)

  • JENS CARSTEN JACKWERTH
  • MARK RUBINSTEIN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05219.x

Read Article

A Simple Nonparametric Approach to Derivative Security Valuation (Page 1633 - 1652)

  • MICHAEL STUTZER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05220.x

Read Article

The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets (Page 1653 - 1679)

  • STEVEN R. GRENADIER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05221.x

Read Article

Momentum Strategies (Page 1681 - 1713)

  • LOUIS K. C. CHAN
  • NARASIMHAN JEGADEESH
  • JOSEF LAKONISHOK

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05222.x

Read Article

Expectations and the Cross‐Section of Stock Returns (Page 1715 - 1742)

  • RAFAEL LA PORTA

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05223.x

Read Article

Measuring International Economic Linkages with Stock Market Data (Page 1743 - 1763)

  • JOHN AMMER
  • JIANPING MEI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05224.x

Read Article

Transparency and Liquidity: A Study of Block Trades on the London Stock Exchange under Different Publication Rules (Page 1765 - 1790)

  • GORDON GEMMILL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05225.x

Read Article

Quotes, Prices, and Estimates in a Laboratory Market (Page 1791 - 1808)

  • ROBERT BLOOMFIELD

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05226.x

Read Article

The Determinants of the Maturity of Corporate Debt Issues (Page 1809 - 1833)

  • JOSE GUEDES
  • TIM OPLER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05227.x

Read Article

Limit Order Trading (Page 1835 - 1861)

  • PUNEET HANDA
  • ROBERT A. SCHWARTZ

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05228.x

Read Article

Bank Information Monopolies and the Mix of Private and Public Debt Claims (Page 1863 - 1889)

  • JOEL HOUSTON
  • CHRISTOPHER JAMES

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05229.x

Read Article

Tests of the Relations Among Marketwide Factors, Firm‐Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model (Page 1891 - 1908)

  • JIA HE
  • RAYMOND KAN
  • LILIAN NG
  • CHU ZHANG

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05230.x

Read Article

An Anatomy of the “S&P Game”: The Effects of Changing the Rules (Page 1909 - 1930)

  • MESSOD D. BENEISH
  • ROBERT E. WHALEY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05231.x

Read Article

The Wealth Effects of Bank Financing Announcements in Highly Leveraged Transactions (Page 1931 - 1946)

  • WILLIAM A. KRACAW
  • MARC ZENNER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05232.x

Read Article

The CAPM is Wanted, Dead or Alive (Page 1947 - 1958)

  • EUGENE F. FAMA
  • KENNETH R. FRENCH

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05233.x

Read Article

Long‐Term Market Overreaction: The Effect of Low‐Priced Stocks (Page 1959 - 1970)

  • TIM LOUGHRAN
  • JAY R. RITTER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05234.x

Read Article

Book Reviews (Page 1971 - 1982)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05235.x

Read Article

Index to Volume LI (Page 1985 - 1990)

Article first published online: 30th November 2015 / DOI: 10.1111/j.1540-6261.1996.tb00186.x

Read Article

Association Meetings (Page 1991 - 1992)

Article first published online: 30th November 2015 / DOI: 10.1111/j.1540-6261.1996.tb00188.x

Read Article

Announcements


Announcements (Page 1993 - 1994)

Article first published online: 30th November 2015 / DOI: 10.1111/j.1540-6261.1996.tb00189.x

Read Article

Previous Issue


Volume 51: Issue 4

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