Volume 54 Issue 1 (February 1999)

Announcement Notice

Smith Breeden Prizes for 1998

  • Article first published online: Mar 31, 2007
  • DOI: 10.1111/0022-1082.00096

Original Articles

Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks (pages 1-34)

  • Author(s): Michael J. Barclay, William G. Christie, Jeffrey H. Harris, Eugene Kandel, Paul H. Schultz
  • Article first published online: May 06, 2003
  • DOI: 10.1111/0022-1082.00097

INDEX

Index to Volume LIII (pages 1-8)

  • Article first published online: May 06, 2003
  • DOI: 10.1111/1540-6261.00113

Original Articles

Payments for Order Flow on Nasdaq (pages 35-66)

  • Author(s): Eugene Kandel, Leslie M. Marx
  • Article first published online: May 06, 2003
  • DOI: 10.1111/0022-1082.00098

Costs of Equity Capital and Model Mispricing (pages 67-121)

  • Author(s): Ľuboš Pástor, Robert F. Stambaugh
  • Article first published online: May 06, 2003
  • DOI: 10.1111/0022-1082.00099

Incomplete Markets and Security Prices: Do Asset‐Pricing Puzzles Result from Aggregation Problems? (pages 123-163)

  • Author(s): Kris Jacobs
  • Article first published online: May 06, 2003
  • DOI: 10.1111/0022-1082.00100

Improved Methods for Tests of Long‐Run Abnormal Stock Returns (pages 165-201)

  • Author(s): John D. Lyon, Brad M. Barber, Chih‐Ling Tsai
  • Article first published online: May 06, 2003
  • DOI: 10.1111/0022-1082.00101

Two‐Pass Tests of Asset Pricing Models with Useless Factors (pages 203-235)

  • Author(s): Raymond Kan, Chu Zhang
  • Article first published online: May 06, 2003
  • DOI: 10.1111/0022-1082.00102

Herding among Investment Newsletters: Theory and Evidence (pages 237-268)

  • Author(s): John R. Graham
  • Article first published online: May 06, 2003
  • DOI: 10.1111/0022-1082.00103

An Empirical Comparison of Forward‐Rate and Spot‐Rate Models for Valuing Interest‐Rate Options (pages 269-305)

  • Author(s): Wolfgang Bühler, Marliese Uhrig‐Homburg, Ulrich Walter, Thomas Weber
  • Article first published online: May 06, 2003
  • DOI: 10.1111/0022-1082.00104

Shorter Paper

Are Tax Effects Important in the Long‐Run Fisher Relationship? Evidence from the Municipal Bond Market (pages 307-317)

  • Author(s): William J. Crowder, Mark E. Wohar
  • Article first published online: May 06, 2003
  • DOI: 10.1111/0022-1082.00105

Banks and Corporate Control in Japan (pages 319-339)

  • Author(s): Randall Morck, Masao Nakamura
  • Article first published online: May 06, 2003
  • DOI: 10.1111/0022-1082.00106

How Long Do Junk Bonds Spend in Default? (pages 341-357)

  • Author(s): Jean Helwege
  • Article first published online: May 06, 2003
  • DOI: 10.1111/0022-1082.00107

Optimal Risk Management Using Options (pages 359-375)

  • Author(s): Dong‐Hyun Ahn, Jacob Boudoukh, Matthew Richardson, Robert F. Whitelaw
  • Article first published online: May 06, 2003
  • DOI: 10.1111/0022-1082.00108

Pricing Options under Generalized GARCH and Stochastic Volatility Processes (pages 377-402)

  • Author(s): Peter Ritchken, Rob Trevor
  • Article first published online: May 06, 2003
  • DOI: 10.1111/0022-1082.00109

Determinants of the Consumer Bankruptcy Decision (pages 403-420)

  • Author(s): Ian Domowitz, Robert L. Sartain
  • Article first published online: May 06, 2003
  • DOI: 10.1111/0022-1082.00110

Book Reviews

Book Reviews (pages 421-428)

  • Article first published online: Mar 31, 2007
  • DOI: 10.1111/1540-6261.00111

MISCELLANEA

Miscellanea (pages 429-430)

  • Article first published online: May 06, 2003
  • DOI: 10.1111/1540-6261.00112

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