Citation: Es. Hotchkiss et Rm. Mooradian, VULTURE INVESTORS AND THE MARKET FOR CONTROL OF DISTRESSED FIRMS, Journal of financial economics, 43(3), 1997, pp. 401-432
Citation: Dc. Ling et M. Ryngaert, VALUATION UNCERTAINTY, INSTITUTIONAL INVOLVEMENT, AND THE UNDERPRICING OF IPOS - THE CASE OF REITS, Journal of financial economics, 43(3), 1997, pp. 433-456
Citation: Jf. Cotter et al., DO INDEPENDENT DIRECTORS ENHANCE TARGET SHAREHOLDER WEALTH DURING TENDER OFFERS, Journal of financial economics, 43(2), 1997, pp. 195-218
Citation: Ds. Docking et al., INFORMATION AND CONTAGION EFFECTS OF BANK LOAN-LOSS RESERVE ANNOUNCEMENTS, Journal of financial economics, 43(2), 1997, pp. 219-239
Citation: C. Eckel et al., PRIVATIZATION AND EFFICIENCY - INDUSTRY EFFECTS OF THE SALE OF BRITISH-AIRWAYS, Journal of financial economics, 43(2), 1997, pp. 275-298
Citation: Pm. Dechow et Rg. Sloan, RETURNS TO CONTRARIAN INVESTMENT STRATEGIES - TESTS OF NAIVE EXPECTATIONS HYPOTHESES, Journal of financial economics, 43(1), 1997, pp. 3-27
Citation: M. Kothare, THE EFFECTS OF EQUITY ISSUES ON OWNERSHIP STRUCTURE AND STOCK LIQUIDITY - A COMPARISON OF RIGHTS AND PUBLIC OFFERINGS, Journal of financial economics, 43(1), 1997, pp. 131-148
Citation: Rw. Holthausen et Df. Larcker, THE FINANCIAL PERFORMANCE OF REVERSE LEVERAGED BUYOUTS, Journal of financial economics, 42(3), 1996, pp. 293-332
Citation: Jm. Karpoff et al., CORPORATE GOVERNANCE AND SHAREHOLDER INITIATIVES - EMPIRICAL-EVIDENCE, Journal of financial economics, 42(3), 1996, pp. 365-395
Citation: Jr. Graham et Cr. Harvey, MARKET TIMING ABILITY AND VOLATILITY IMPLIED IN INVESTMENT NEWSLETTERS ASSET ALLOCATION RECOMMENDATIONS, Journal of financial economics, 42(3), 1996, pp. 397-421
Citation: Ky. Jung et al., TIMING, INVESTMENT OPPORTUNITIES, MANAGERIAL DISCRETION, AND THE SECURITY ISSUE DECISION, Journal of financial economics, 42(2), 1996, pp. 159-185
Citation: Lm. Benveniste et al., PRICE STABILIZATION AS A BONDING MECHANISM IN NEW EQUITY ISSUES, Journal of financial economics, 42(2), 1996, pp. 223-255
Citation: Cj. Muscarella et Mr. Vetsuypens, STOCK SPLITS - SIGNALING OR LIQUIDITY - THE CASE OF ADR SOLO-SPLITS, Journal of financial economics, 42(1), 1996, pp. 3-26
Citation: Sf. Gray, MODELING THE CONDITIONAL DISTRIBUTION OF INTEREST-RATES AS A REGIME-SWITCHING PROCESS, Journal of financial economics, 42(1), 1996, pp. 27-62