The Journal of Finance

Cover image for Vol. 47 Issue 2

June 1992

Volume 47, Issue 2

Pages i–xxvii, 427–830

  1. Front Matter

    1. Top of page
    2. Front Matter
    3. Articles
    4. Shorter Papers
    5. Book Reviews
    6. Miscellanea
    7. Association Meetings
    8. Announcements
    9. Back Matter
    1. Front Matter (pages i–vi)

      Version of Record online: 1 FEB 2016 | DOI: 10.1111/j.1540-6261.1992.tb00782.x

  2. Articles

    1. Top of page
    2. Front Matter
    3. Articles
    4. Shorter Papers
    5. Book Reviews
    6. Miscellanea
    7. Association Meetings
    8. Announcements
    9. Back Matter
    1. You have free access to this content
      The Cross-Section of Expected Stock Returns (pages 427–465)

      EUGENE F. FAMA and KENNETH R. FRENCH

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04398.x

    2. Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets (pages 467–509)

      GEERT BEKAERT and ROBERT J. HODRICK

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04399.x

    3. Seasonality and Consumption-Based Asset Pricing (pages 511–552)

      WAYNE E. FERSON and CAMPBELL R. HARVEY

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04400.x

    4. The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias (pages 553–575)

      RAVINDER K. BHARDWAJ and LEROY D. BROOKS

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04401.x

    5. Time and the Process of Security Price Adjustment (pages 577–605)

      DAVID EASLEY and MAUREEN O'HARA

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04402.x

    6. Trading Mechanisms in Securities Markets (pages 607–641)

      ANANTH MADHAVAN

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04403.x

    7. Dual Trading in Futures Markets (pages 643–671)

      MICHAEL J. FISHMAN and FRANCIS A. LONGSTAFF

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04404.x

    8. Optimal Contracting and Insider Trading Restrictions (pages 673–694)

      PAUL E. FISCHER

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04405.x

    9. Sequential Sales, Learning, and Cascades (pages 695–732)

      IVO WELCH

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04406.x

    10. The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (pages 733–752)

      JOHN R. M. HAND, ROBERT W. HOLTHAUSEN and RICHARD W. LEFTWICH*

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04407.x

  3. Shorter Papers

    1. Top of page
    2. Front Matter
    3. Articles
    4. Shorter Papers
    5. Book Reviews
    6. Miscellanea
    7. Association Meetings
    8. Announcements
    9. Back Matter
    1. An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks (pages 753–764)

      THOMAS H. MCINISH and ROBERT A. WOOD

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04408.x

    2. Market Making in the Options Markets and the Costs of Discrete Hedge Rebalancing (pages 765–779)

      MEL JAMESON and WILLIAM WILHELM

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04409.x

    3. The Pricing of Best Efforts New Issues (pages 781–790)

      ANN GUENTHER SHERMAN

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04410.x

    4. Positive Prices in CAPM (pages 791–808)

      LARS TYGE NIELSEN

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04411.x

  4. Book Reviews

    1. Top of page
    2. Front Matter
    3. Articles
    4. Shorter Papers
    5. Book Reviews
    6. Miscellanea
    7. Association Meetings
    8. Announcements
    9. Back Matter
    1. Book Reviews (pages 817–827)

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04413.x

  5. Miscellanea

    1. Top of page
    2. Front Matter
    3. Articles
    4. Shorter Papers
    5. Book Reviews
    6. Miscellanea
    7. Association Meetings
    8. Announcements
    9. Back Matter
    1. MISCELLANEA (pages 829–830)

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04414.x

  6. Association Meetings

    1. Top of page
    2. Front Matter
    3. Articles
    4. Shorter Papers
    5. Book Reviews
    6. Miscellanea
    7. Association Meetings
    8. Announcements
    9. Back Matter
    1. ASSOCIATION MEETINGS (pages vii–viii)

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04396.x

  7. Announcements

    1. Top of page
    2. Front Matter
    3. Articles
    4. Shorter Papers
    5. Book Reviews
    6. Miscellanea
    7. Association Meetings
    8. Announcements
    9. Back Matter
    1. ANNOUNCEMENTS (page ix)

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1992.tb04397.x

  8. Back Matter

    1. Top of page
    2. Front Matter
    3. Articles
    4. Shorter Papers
    5. Book Reviews
    6. Miscellanea
    7. Association Meetings
    8. Announcements
    9. Back Matter
    1. Back Matter (pages x–xxvii)

      Version of Record online: 1 FEB 2016 | DOI: 10.1111/j.1540-6261.1992.tb00783.x

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