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The invest- ment opportunity set and corporate financing, divi dend, and compensation policies

Authors: Clifford W. Smith Jr. Ross L. Watts

Journal: Journal of financial economics

Citation: Clifford W. Smith Jr. et Ross L. Watts, The invest- ment opportunity set and corporate financing, divi dend, and compensation policies, Journal of financial economics, 32(03), 1992, pp. 263

Adverse selection and the rights offer paradox

Authors: B. Espen Eckbo Ronald W. Masulis

Journal: Journal of financial economics

Citation: B. Espen Eckbo et Ronald W. Masulis, Adverse selection and the rights offer paradox, Journal of financial economics, 32(03), 1992, pp. 293

Multiple equilibria and term structure models

Authors: Francis A. Longstaff

Journal: Journal of financial economics

Citation: Francis A. Longstaff, Multiple equilibria and term structure models, Journal of financial economics, 32(03), 1992, pp. 333

Corrections and additions to `A nonlinear equilibrium model of the term structure of interest rates

Authors: David Beaglehole Mark Tenney

Journal: Journal of financial economics

Citation: David Beaglehole et Mark Tenney, Corrections and additions to `A nonlinear equilibrium model of the term structure of interest rates, Journal of financial economics, 32(03), 1992, pp. 345

Research design issues in grouping-based tests

Authors: Thomas Lys Jowell S. Sabino

Journal: Journal of financial economics

Citation: Thomas Lys et Jowell S. Sabino, Research design issues in grouping-based tests, Journal of financial economics, 32(03), 1992, pp. 355

GLOBAL FINANCIAL MARKETS AND THE RISK PREMIUM ON U.S. EQUITY

Authors: K.C. CHAN G. ANDREW KAROLYI RENÉ M. STULZ

Journal: Journal of financial economics

Citation: K.C. CHAN et al., GLOBAL FINANCIAL MARKETS AND THE RISK PREMIUM ON U.S. EQUITY, Journal of financial economics, 32(02), 1992, pp. 137

TIME-VARYING RISK PREMIA AND FORECASTABLE RETURNS IN FUTURES MARKETS

Authors: HENDRIK BESSEMBINDER K CHAN

Journal: Journal of financial economics

Citation: HENDRIK BESSEMBINDER et K CHAN, TIME-VARYING RISK PREMIA AND FORECASTABLE RETURNS IN FUTURES MARKETS, Journal of financial economics, 32(02), 1992, pp. 169

DO OUTSIDE DIRECTORS MONITOR MANAGERS EVIDENCE FROM TENDER OFFER BIDS

Authors: JOHN W. BYRD KENT A. HICKMAN

Journal: Journal of financial economics

Citation: JOHN W. BYRD et KENT A. HICKMAN, DO OUTSIDE DIRECTORS MONITOR MANAGERS EVIDENCE FROM TENDER OFFER BIDS, Journal of financial economics, 32(02), 1992, pp. 195

DOES THE FORM OF COMPENSATION MATTER? INVESTMENT BANKER FEE CONTRACTSIN TENDER OFFERS

Authors: ROBIN M. MCLAUGHLIN

Journal: Journal of financial economics

Citation: ROBIN M. MCLAUGHLIN, DOES THE FORM OF COMPENSATION MATTER? INVESTMENT BANKER FEE CONTRACTSIN TENDER OFFERS, Journal of financial economics, 32(02), 1992, pp. 223

Convertible bonds as backdoor equity financing

Authors: Jeremy C. Stein

Journal: Journal of financial economics

Citation: Jeremy C. Stein, Convertible bonds as backdoor equity financing, Journal of financial economics, 32(01), 1992, pp. 3

The impact of institutional trading on stock prices

Authors: Josef Lakonishok Andrei Shleifer Robert W.Vishny

Journal: Journal of financial economics

Citation: Josef Lakonishok et al., The impact of institutional trading on stock prices, Journal of financial economics, 32(01), 1992, pp. 23

Contagion and competitive intra-industry effects of bankruptcy announcements: An empirical analysis

Authors: Larry H. P. Lang René M. Stulz

Journal: Journal of financial economics

Citation: Larry H. P. Lang et René M. Stulz, Contagion and competitive intra-industry effects of bankruptcy announcements: An empirical analysis, Journal of financial economics, 32(01), 1992, pp. 45

What's special about the specialist?

Authors: Lawrence M. Benveniste Alan J. Marcus William J. Wilhelm

Journal: Journal of financial economics

Citation: Lawrence M. Benveniste et al., What's special about the specialist?, Journal of financial economics, 32(01), 1992, pp. 61

nformational externalities of seasoned equity issues: Differences between banks and indu trial firms

Authors: Myron B. Slovin Marie E. Sushka John A. Polonchek

Journal: Journal of financial economics

Citation: Myron B. Slovin et al., nformational externalities of seasoned equity issues: Differences between banks and indu trial firms, Journal of financial economics, 32(01), 1992, pp. 87

Managerial vote ownership and shareholder wealth: Evidence from employee stock ownership plans

Authors: Saeyoung Chang David Mayers

Journal: Journal of financial economics

Citation: Saeyoung Chang et David Mayers, Managerial vote ownership and shareholder wealth: Evidence from employee stock ownership plans, Journal of financial economics, 32(01), 1992, pp. 103

No news is good news: An asymmetric model of changing vola tility in stock returns

Authors: John Y. Campbell Ludger Hentschel

Journal: Journal of financial economics

Citation: John Y. Campbell et Ludger Hentschel, No news is good news: An asymmetric model of changing vola tility in stock returns, Journal of financial economics, 31(03), 1992, pp. 281

An ordered probit analysis of transaction stock prices

Authors: Jerry A. Hausman Andrew W. Lo A. Craig MacKinlay

Journal: Journal of financial economics

Citation: Jerry A. Hausman et al., An ordered probit analysis of transaction stock prices, Journal of financial economics, 31(03), 1992, pp. 319

Initial public offerings of equity securities: Anomalous evidence using REITs

Authors: Ko Wang Su Han Chan George W. Gau

Journal: Journal of financial economics

Citation: Ko Wang et al., Initial public offerings of equity securities: Anomalous evidence using REITs, Journal of financial economics, 31(03), 1992, pp. 381

DOES CORPORATE PERFORMANCE IMPROVE AFTER MERGERS?

Authors: PAUL M. HEALY KRISHNA J. PALEPU RICHARD S. RUBACK

Journal: Journal of financial economics

Citation: PAUL M. HEALY et al., DOES CORPORATE PERFORMANCE IMPROVE AFTER MERGERS?, Journal of financial economics, 31(02), 1992, pp. 135

STOCK RETURN VARIATION AND EXPECTED DIVIDENDS: A TIME-SERIES AND CROSS-SECTIONAL ANALYSIS

Authors: S. P. KOTHARI JAY SHANKEN

Journal: Journal of financial economics

Citation: S. P. KOTHARI et JAY SHANKEN, STOCK RETURN VARIATION AND EXPECTED DIVIDENDS: A TIME-SERIES AND CROSS-SECTIONAL ANALYSIS, Journal of financial economics, 31(02), 1992, pp. 177

CHANGES IN CORPORATE PERFORMANCE ASSOCIATED WITH BANK ACQUISITIONS

Authors: MARCIA MILLON CORNETT HASSAN TEHRANIAN

Journal: Journal of financial economics

Citation: MARCIA MILLON CORNETT et HASSAN TEHRANIAN, CHANGES IN CORPORATE PERFORMANCE ASSOCIATED WITH BANK ACQUISITIONS, Journal of financial economics, 31(02), 1992, pp. 211

MEASURING ABNORMAL PERFORMANCE: DO STOCKS OVERREACT?

Authors: NAVIN CHOPRA JOSEF LAKONISHOK JAY R. RITTER

Journal: Journal of financial economics

Citation: NAVIN CHOPRA et al., MEASURING ABNORMAL PERFORMANCE: DO STOCKS OVERREACT?, Journal of financial economics, 31(02), 1992, pp. 235

UNDERWRITING CALLS OF CONVERTIBLE SECURITIES: A NOTE

Authors: ARNOLD R. COWAN NANDCUMAR NAYAR AJAI K. SINGH

Journal: Journal of financial economics

Citation: ARNOLD R. COWAN et al., UNDERWRITING CALLS OF CONVERTIBLE SECURITIES: A NOTE, Journal of financial economics, 31(02), 1992, pp. 269

State intervention in the market for corporate control: The case of Pennsylvania Senate Bill 1310

Authors: Samuel H. Szewczyk George T. Tsetsekos

Journal: Journal of financial economics

Citation: Samuel H. Szewczyk et George T. Tsetsekos, State intervention in the market for corporate control: The case of Pennsylvania Senate Bill 1310, Journal of financial economics, 31(01), 1992, pp. 3

Contract costs, bank loans, and the cross-monitoring hypothesis

Authors: James R. Booth

Journal: Journal of financial economics

Citation: James R. Booth, Contract costs, bank loans, and the cross-monitoring hypothesis, Journal of financial economics, 31(01), 1992, pp. 25

Results: 1-25 | 26-29