Volume 52 Issue 4 (September 1997)

Editorial

EDITORIAL (pages i-i)

  • Author(s): René M. Stulz
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01110.x

Article

An Econometric Model of the Term Structure of Interest‐Rate Swap Yields (pages 1287-1321)

  • Author(s): DARRELL DUFFIE, KENNETH J. SINGLETON
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01111.x

Why Firms Use Currency Derivatives (pages 1323-1354)

  • Author(s): CHRISTOPHER GÉCZY, BERNADETTE A. MINTON, CATHERINE SCHRAND
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01112.x

On The Robustness of Size and Book‐to‐Market in Cross‐Sectional Regressions (pages 1355-1382)

  • Author(s): PETER J. KNEZ, MARK J. READY
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01113.x

Approximating the Asset Pricing Kernel (pages 1383-1410)

  • Author(s): DAVID A. CHAPMAN
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01114.x

Managerial Entrenchment and Capital Structure Decisions (pages 1411-1438)

  • Author(s): PHILIP G. BERGER, ELI OFEK, DAVID L. YERMACK
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01115.x

Do Firms Knowingly Sell Overvalued Equity? (pages 1439-1466)

  • Author(s): INMOO LEE
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01116.x

Defensive Mechanisms and Managerial Discretion (pages 1467-1493)

  • Author(s): RONALD GIAMMARINO, ROBERT HEINKEL, BURTON HOLLIFIELD
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01117.x

CEO Contracting and Antitakeover Amendments (pages 1495-1517)

  • Author(s): KENNETH A. BOROKHOVICH, KELLY R. BRUNARSKI, ROBERT PARRINO
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01118.x

The Cyclical Behavior of Interest Rates (pages 1519-1542)

  • Author(s): ANTONIO ROMA, WALTER TOROUS
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01119.x

Institutions and Individuals at the Turn‐of‐the‐Year (pages 1543-1562)

  • Author(s): RICHARD W. SIAS, LAURA T. STARKS
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01120.x

Portfolio Disclosures and Year‐End Price Shifts (pages 1563-1588)

  • Author(s): DAVID K. MUSTO
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01121.x

Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market (pages 1589-1614)

  • Author(s): BETTINA PEIERS
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01122.x

Shorter Paper

Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange (pages 1615-1640)

  • Author(s): CHARLES CAO, HYUK CHOE, FRANK HATHEWAY
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01123.x

Corporate Governance and Equity Prices: Evidence from the Czech and Slovak Republics (pages 1641-1658)

  • Author(s): STIJN CLAESSENS
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01124.x

Public Offerings of State‐Owned And Privately‐Owned Enterprises: An International Comparison (pages 1659-1679)

  • Author(s): KATHRYN L. DEWENTER, PAUL H. MALATESTA
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01125.x

The Relation Between Default‐Free Interest Rates and Expected Economic Growth Is Stronger Than You Think (pages 1681-1694)

  • Author(s): AVRAHAM KAMARA
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01126.x

Gaussian Estimation of Single‐Factor Continuous Time Models of The Term Structure of Interest Rates (pages 1695-1706)

  • Author(s): K. B. NOWMAN
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01127.x

The Market for Equity Options in the 1870s (pages 1707-1723)

  • Author(s): JOSEPH P. KAIRYS, NICHOLAS VALERIO
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01128.x

Testing Market Efficiency: Evidence From The NFL Sports Betting Market (pages 1725-1737)

  • Author(s): PHILIP K. GRAY, STEPHEN F. GRAY
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01129.x

Book Review

Book Reviews (pages 1739-1755)

  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01130.x

MISCELLANEA

MISCELLANEA (pages 1757-1758)

  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb01131.x

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