Volume 52: Issue 3
(July 1997)

Issue Information


Front Matter (Page i - vi)

Article first published online: 28th November 2015 / DOI: 10.1111/j.1540-6261.1997.tb00158.x

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Back Matter (Page 1291 - 1308)

Article first published online: 28th November 2015 / DOI: 10.1111/j.1540-6261.1997.tb00162.x

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Articles


PAPERS AND PROCEEDINGS (Page vii - vii)

Article first published online: 28th November 2015 / DOI: 10.1111/j.1540-6261.1997.tb00159.x

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Eduardo S. Schwartz President of the American Finance Association 1996 (Page viii - viii)

Article first published online: 28th November 2015 / DOI: 10.1111/j.1540-6261.1997.tb00160.x

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The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (Page 923 - 973)

  • EDUARDO S. SCHWARTZ

Article first published online: 18th April 2012 / DOI: 10.1111/j.1540-6261.1997.tb02721.x

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Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long‐Run in High Frequency Returns (Page 975 - 1005)

  • TORBEN G. ANDERSEN
  • TIM BOLLERSLEV

Article first published online: 18th April 2012 / DOI: 10.1111/j.1540-6261.1997.tb02722.x

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Do Changes in Dividends Signal the Future or the Past? (Page 1007 - 1034)

  • SHLOMO BENARTZI
  • RONI MICHAELY
  • RICHARD THALER

Article first published online: 18th April 2012 / DOI: 10.1111/j.1540-6261.1997.tb02723.x

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Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (Page 1035 - 1058)

  • KENT DANIEL
  • MARK GRINBLATT
  • SHERIDAN TITMAN
  • RUSS WERMERS

Article first published online: 18th April 2012 / DOI: 10.1111/j.1540-6261.1997.tb02724.x

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Market Segmentation and Stock Prices: Evidence from an Emerging Market (Page 1059 - 1085)

  • IAN DOMOWITZ
  • JACK GLEN
  • ANANTH MADHAVAN

Article first published online: 18th April 2012 / DOI: 10.1111/j.1540-6261.1997.tb02725.x

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Stock Market Efficiency and Economic Efficiency: Is There a Connection? (Page 1087 - 1129)

  • JAMES DOW
  • GARY GORTON

Article first published online: 18th April 2012 / DOI: 10.1111/j.1540-6261.1997.tb02726.x

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Legal Determinants of External Finance (Page 1131 - 1150)

  • RAFAEL PORTA
  • FLORENCIO LOPEZ‐DE‐SILANES
  • ANDREI SHLEIFER
  • ROBERT W. VISHNY

Article first published online: 18th April 2012 / DOI: 10.1111/j.1540-6261.1997.tb02727.x

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Options on Leveraged Equity: Theory and Empirical Tests (Page 1151 - 1180)

  • KLAUS BJERRE TOFT
  • BRIAN PRUCYK

Article first published online: 18th April 2012 / DOI: 10.1111/j.1540-6261.1997.tb02728.x

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Symposium on Public Policy Issues in Finance (Page 1181 - 1198)

  • HAYNE E. LELAND
  • MARTIN FELDSTEIN
  • ROBERT R. GLAUBER
  • DAVID W. MULLINS
  • STEVEN M. H. WALLMAN

Article first published online: 18th April 2012 / DOI: 10.1111/j.1540-6261.1997.tb02729.x

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Author Index of the Abstracts (Page 1199 - 1200)

Article first published online: 28th November 2015 / DOI: 10.1111/j.1540-6261.1997.tb00161.x

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Abstracts of Papers Presented at the 1997 AFA Meeting (Page 1201 - 1260)

Article first published online: 18th April 2012 / DOI: 10.1111/j.1540-6261.1997.tb02730.x

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Minutes of the Annual Membership Meeting (Page 1261 - 1262)

  • Michael Keenan

Article first published online: 18th April 2012 / DOI: 10.1111/j.1540-6261.1997.tb02731.x

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Report of the Executive Secretary and Treasurer (Page 1263 - 1267)

Article first published online: 18th April 2012 / DOI: 10.1111/j.1540-6261.1997.tb02732.x

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Report of the Managing Editor of The Journal of Finance for the Year 1996 (Page 1268 - 1281)

  • René M. Stulz

Article first published online: 18th April 2012 / DOI: 10.1111/j.1540-6261.1997.tb02733.x

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Report of the Membership Chair (Page 1282 - 1283)

  • Jay R. Ritter

Article first published online: 18th April 2012 / DOI: 10.1111/j.1540-6261.1997.tb02734.x

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Report of the Representative to the National Bureau of Economic Research* (Page 1284 - 1285)

  • Robert S. Hamada

Article first published online: 18th April 2012 / DOI: 10.1111/j.1540-6261.1997.tb02735.x

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ASSOCIATION MEETINGS (Page 1287 - 1288)

Article first published online: 18th April 2012 / DOI: 10.1111/j.1540-6261.1997.tb02736.x

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Announcements


ANNOUNCEMENTS (Page 1289 - 1290)

Article first published online: 18th April 2012 / DOI: 10.1111/j.1540-6261.1997.tb02737.x

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