Volume 52 Issue 3 (July 1997)

Article

The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (pages 923-973)

  • Author(s): EDUARDO S. SCHWARTZ
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02721.x

Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long‐Run in High Frequency Returns (pages 975-1005)

  • Author(s): TORBEN G. ANDERSEN, TIM BOLLERSLEV
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02722.x

Do Changes in Dividends Signal the Future or the Past? (pages 1007-1034)

  • Author(s): SHLOMO BENARTZI, RONI MICHAELY, RICHARD THALER
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02723.x

Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (pages 1035-1058)

  • Author(s): KENT DANIEL, MARK GRINBLATT, SHERIDAN TITMAN, RUSS WERMERS
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02724.x

Market Segmentation and Stock Prices: Evidence from an Emerging Market (pages 1059-1085)

  • Author(s): IAN DOMOWITZ, JACK GLEN, ANANTH MADHAVAN
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02725.x

Stock Market Efficiency and Economic Efficiency: Is There a Connection? (pages 1087-1129)

  • Author(s): JAMES DOW, GARY GORTON
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02726.x

Legal Determinants of External Finance (pages 1131-1150)

  • Author(s): RAFAEL PORTA, FLORENCIO LOPEZ‐DE‐SILANES, ANDREI SHLEIFER, ROBERT W. VISHNY
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02727.x

Options on Leveraged Equity: Theory and Empirical Tests (pages 1151-1180)

  • Author(s): KLAUS BJERRE TOFT, BRIAN PRUCYK
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02728.x

Symposium on Public Policy Issues in Finance (pages 1181-1198)

  • Author(s): HAYNE E. LELAND, MARTIN FELDSTEIN, ROBERT R. GLAUBER, DAVID W. MULLINS, STEVEN M. H. WALLMAN
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02729.x

Abstracts of Papers Presented at the 1997 AFA Meeting

Abstracts of Papers Presented at the 1997 AFA Meeting (pages 1201-1260)

  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02730.x

American Finance Association

Minutes of the Annual Membership Meeting (pages 1261-1262)

  • Author(s): Michael Keenan
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02731.x

Report of the Executive Secretary and Treasurer (pages 1263-1267)

  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02732.x

Report of the Managing Editor of The Journal of Finance for the Year 1996 (pages 1268-1281)

  • Author(s): René M. Stulz
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02733.x

Report of the Membership Chair (pages 1282-1283)

  • Author(s): Jay R. Ritter
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02734.x

Report of the Representative to the National Bureau of Economic Research (pages 1284-1285)

  • Author(s): Robert S. Hamada
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02735.x

Association Meetings

ASSOCIATION MEETINGS (pages 1287-1288)

  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02736.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages 1289-1290)

  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb02737.x

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