The Journal of Finance

Cover image for Vol. 48 Issue 1

March 1993

Volume 48, Issue 1

Pages i–xxxvii, 1–424

  1. Front Matter

    1. Top of page
    2. Front Matter
    3. Smith Breeden Prizes for 1992
    4. Articles
    5. Shorter Papers
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. Front Matter (pages i–vi)

      Version of Record online: 10 FEB 2016 | DOI: 10.1111/j.1540-6261.1993.tb00852.x

  2. Smith Breeden Prizes for 1992

    1. Top of page
    2. Front Matter
    3. Smith Breeden Prizes for 1992
    4. Articles
    5. Shorter Papers
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. SMITH BREEDEN PRIZES FOR 1992 (page 1)

      Version of Record online: 10 FEB 2016 | DOI: 10.1111/j.1540-6261.1993.tb00853.x

  3. Articles

    1. Top of page
    2. Front Matter
    3. Smith Breeden Prizes for 1992
    4. Articles
    5. Shorter Papers
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (pages 3–37)

      JOHN Y. CAMPBELL and JOHN AMMER

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1993.tb04700.x

    2. Long-Term Market Overreaction or Biases in Computed Returns? (pages 39–63)

      JENNIFER CONRAD and GAUTAM KAUL

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1993.tb04701.x

    3. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (pages 65–91)

      NARASIMHAN JEGADEESH and SHERIDAN TITMAN

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1993.tb04702.x

    4. Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974–1988 (pages 93–130)

      DARRYLL HENDRICKS, JAYENDU PATEL and RICHARD ZECKHAUSER

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1993.tb04703.x

    5. General Tests of Latent Variable Models and Mean-Variance Spanning (pages 131–156)

      WAYNE E. FERSON, STEPHEN R. FOERSTER and DONALD B. KEIM

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1993.tb04704.x

    6. Trading and Manipulation Around Seasoned Equity Offerings (pages 213–245)

      BRUNO GERARD and VIKRAM NANDA

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1993.tb04707.x

    7. The Value of Bank Durability: Borrowers as Bank Stakeholders (pages 247–266)

      MYRON B. SLOVIN, MARIE E. SUSHKA and JOHN A. POLONCHEK

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1993.tb04708.x

  4. Shorter Papers

    1. Top of page
    2. Front Matter
    3. Smith Breeden Prizes for 1992
    4. Articles
    5. Shorter Papers
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. On the Determinants of Corporate Hedging (pages 267–284)

      DEANA R. NANCE, CLIFFORD W. SMITH JR. and CHARLES W. SMITHSON

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1993.tb04709.x

    2. The Valuation Effects of Warrant Extensions (pages 305–314)

      JOHN S. HOWE and PEIHWANG WEI

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1993.tb04711.x

    3. Liquidity, Reconstitution, and the Value of U.S. Treasury Strips (pages 315–329)

      PHILLIP R. DAVES and MICHAEL C. EHRHARDT

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1993.tb04712.x

    4. Tax-Induced Intra-Year Patterns in Bonds Yields (pages 331–344)

      SHALOM J. HOCHMAN, ODED PALMON and ALEX P. TANG

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1993.tb04713.x

    5. Defaults of Original Issue High-Yield Convertible Bonds (pages 345–362)

      ERIC S. ROSENGREN

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1993.tb04714.x

    6. Value of Latent Information: Alternative Event Study Methods (pages 363–385)

      SANKARSHAN ACHARYA

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1993.tb04715.x

    7. A Simple Measure of Price Adjustment Coefficients (pages 387–400)

      ASWATH DAMODARAN

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1993.tb04716.x

  5. Book Reviews

    1. Top of page
    2. Front Matter
    3. Smith Breeden Prizes for 1992
    4. Articles
    5. Shorter Papers
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. Book Reviews (pages 401–403)

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1993.tb04717.x

  6. Miscellanea

    1. Top of page
    2. Front Matter
    3. Smith Breeden Prizes for 1992
    4. Articles
    5. Shorter Papers
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. MISCELLANEA (pages 423–424)

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1993.tb04718.x

  7. Association Meetings

    1. Top of page
    2. Front Matter
    3. Smith Breeden Prizes for 1992
    4. Articles
    5. Shorter Papers
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. ASSOCIATION MEETINGS (pages vii–viii)

      Version of Record online: 10 FEB 2016 | DOI: 10.1111/j.1540-6261.1993.tb00854.x

  8. Announcements

    1. Top of page
    2. Front Matter
    3. Smith Breeden Prizes for 1992
    4. Articles
    5. Shorter Papers
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. ANNOUNCEMENTS (page ix)

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1993.tb04719.x

  9. Back Matter

    1. Top of page
    2. Front Matter
    3. Smith Breeden Prizes for 1992
    4. Articles
    5. Shorter Papers
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. Back Matter (pages x–xxxvii)

      Version of Record online: 10 FEB 2016 | DOI: 10.1111/j.1540-6261.1993.tb00855.x

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