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The Journal of Finance

© American Finance Association

Cover image for The Journal of Finance

December 1997

Volume 52, Issue 5

Pages i–vi, 1765–2216

  1. Association Meetings

    1. Top of page
    2. Association Meetings
    3. Announcements
    4. From The Exsec's Notebook
    5. Article
    6. Short Papers
    7. Book Reviews
    8. Miscellanea
    1. ASSOCIATION MEETINGS (pages i–ii)

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02738.x

  2. Announcements

    1. Top of page
    2. Association Meetings
    3. Announcements
    4. From The Exsec's Notebook
    5. Article
    6. Short Papers
    7. Book Reviews
    8. Miscellanea
    1. ANNOUNCEMENTS (pages iii–iv)

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02739.x

  3. From The Exsec's Notebook

    1. Top of page
    2. Association Meetings
    3. Announcements
    4. From The Exsec's Notebook
    5. Article
    6. Short Papers
    7. Book Reviews
    8. Miscellanea
    1. FROM THE EXSEC'S NOTEBOOK (pages v–vi)

      Michael Keenan

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02740.x

  4. Article

    1. Top of page
    2. Association Meetings
    3. Announcements
    4. From The Exsec's Notebook
    5. Article
    6. Short Papers
    7. Book Reviews
    8. Miscellanea
    1. Do Long-Term Shareholders Benefit From Corporate Acquisitions? (pages 1765–1790)

      TIM LOUGHRAN and ANAND M. VIJH

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02741.x

    2. Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies (pages 1791–1821)

      ALON BRAV and PAUL A. GOMPERS

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02742.x

    3. The Operating Performance of Firms Conducting Seasoned Equity Offerings (pages 1823–1850)

      TIM LOUGHRAN and JAY R. RITTER

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02743.x

    4. International Portfolio Investment Flows (pages 1851–1880)

      MICHAEL J. BRENNAN and H. HENRY CAO

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02744.x

    5. International Asset Pricing and Portfolio Diversification with Time-Varying Risk (pages 1881–1912)

      GIORGIO DE SANTIS and BRUNO GERARD

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02745.x

    6. Risk Premia and Variance Bounds (pages 1913–1949)

      PIERLUIGI BALDUZZI and HÉDI KALLAL

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02746.x

    7. Stock Return Predictability and The Role of Monetary Policy (pages 1951–1972)

      ALEX D. PATELIS

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02747.x

    8. A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk (pages 1973–2002)

      RICHARD STANTON

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02748.x

    9. You have free access to this content
      Empirical Performance of Alternative Option Pricing Models (pages 2003–2049)

      Gurdip Bakshi, Charles Cao and Zhiwu Chen

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02749.x

    10. Special Repo Rates: An Empirical Analysis (pages 2051–2072)

      BRADFORD D. JORDAN and SUSAN D. JORDAN

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02750.x

  5. Short Papers

    1. Top of page
    2. Association Meetings
    3. Announcements
    4. From The Exsec's Notebook
    5. Article
    6. Short Papers
    7. Book Reviews
    8. Miscellanea
    1. Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test? (pages 2073–2090)

      ALBERT S. KYLE and F. ALBERT WANG

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02751.x

    2. Journal Influence on the Design of Finance Doctoral Education (pages 2091–2102)

      CHARLES J. CORRADO and STEPHEN P. FERRIS

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02752.x

    3. Trading Costs and Exchange Delisting: The Case of Firms that Voluntarily Move from the American Stock Exchange to the Nasdaq (pages 2103–2112)

      PAUL CLYDE, PAUL SCHULTZ and MIR ZAMAN

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02753.x

    4. Cost of Transacting and Expected Returns in the Nasdaq Market (pages 2113–2127)

      VENKAT R. ELESWARAPU

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02754.x

    5. Winner-Loser Reversals in National Stock Market Indices: Can They be Explained? (pages 2129–2144)

      ANTHONY J. RICHARDS

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02755.x

    6. An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets (pages 2145–2170)

      BURTON HOLLIFIELD and RAMAN UPPAL

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02756.x

    7. A New Look at the Monday Effect (pages 2171–2186)

      KO WANG, YUMING LI and JOHN ERICKSON

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02757.x

    8. Endogenous Borrowing Constraints With Incomplete Markets (pages 2187–2209)

      HAROLD H. ZHANG

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02758.x

  6. Book Reviews

    1. Top of page
    2. Association Meetings
    3. Announcements
    4. From The Exsec's Notebook
    5. Article
    6. Short Papers
    7. Book Reviews
    8. Miscellanea
    1. Book Reviews (pages 2211–2214)

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02759.x

  7. Miscellanea

    1. Top of page
    2. Association Meetings
    3. Announcements
    4. From The Exsec's Notebook
    5. Article
    6. Short Papers
    7. Book Reviews
    8. Miscellanea
    1. MISCELLANEA (pages 2215–2216)

      Article first published online: 18 APR 2012 | DOI: 10.1111/j.1540-6261.1997.tb02760.x

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