Volume 52 Issue 5 (December 1997)

Association Meetings

ASSOCIATION MEETINGS (pages i-ii)

  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02738.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages iii-iv)

  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02739.x

From The Exsec's Notebook

FROM THE EXSEC'S NOTEBOOK (pages v-vi)

  • Author(s): Michael Keenan
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02740.x

Article

Do Long‐Term Shareholders Benefit From Corporate Acquisitions? (pages 1765-1790)

  • Author(s): TIM LOUGHRAN, ANAND M. VIJH
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02741.x

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

  • Author(s): ALON BRAV, PAUL A. GOMPERS
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02742.x

The Operating Performance of Firms Conducting Seasoned Equity Offerings (pages 1823-1850)

  • Author(s): TIM LOUGHRAN, JAY R. RITTER
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02743.x

International Portfolio Investment Flows (pages 1851-1880)

  • Author(s): MICHAEL J. BRENNAN, H. HENRY CAO
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02744.x

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

  • Author(s): GIORGIO SANTIS, BRUNO GERARD
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02745.x

Risk Premia and Variance Bounds (pages 1913-1949)

  • Author(s): PIERLUIGI BALDUZZI, HÉDI KALLAL
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02746.x

Stock Return Predictability and The Role of Monetary Policy (pages 1951-1972)

  • Author(s): ALEX D. PATELIS
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02747.x

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

  • Author(s): RICHARD STANTON
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02748.x

Empirical Performance of Alternative Option Pricing Models (pages 2003-2049)

  • Author(s): GURDIP BAKSHI, CHARLES CAO, ZHIWU CHEN
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02749.x

Special Repo Rates: An Empirical Analysis (pages 2051-2072)

  • Author(s): BRADFORD D. JORDAN, SUSAN D. JORDAN
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02750.x

Short Papers

Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test? (pages 2073-2090)

  • Author(s): ALBERT S. KYLE, F. ALBERT WANG
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02751.x

Journal Influence on the Design of Finance Doctoral Education (pages 2091-2102)

  • Author(s): CHARLES J. CORRADO, STEPHEN P. FERRIS
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02752.x

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

  • Author(s): PAUL CLYDE, PAUL SCHULTZ, MIR ZAMAN
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02753.x

Cost of Transacting and Expected Returns in the Nasdaq Market (pages 2113-2127)

  • Author(s): VENKAT R. ELESWARAPU
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02754.x

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

  • Author(s): ANTHONY J. RICHARDS
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02755.x

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

  • Author(s): BURTON HOLLIFIELD, RAMAN UPPAL
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02756.x

A New Look at the Monday Effect (pages 2171-2186)

  • Author(s): KO WANG, YUMING LI, JOHN ERICKSON
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02757.x

Endogenous Borrowing Constraints With Incomplete Markets (pages 2187-2209)

  • Author(s): HAROLD H. ZHANG
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02758.x

Book Reviews

Book Reviews (pages 2211-2214)

  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02759.x

MISCELLANEA

MISCELLANEA (pages 2215-2216)

  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02760.x

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