Volume 52 Issue 2 (June 1997)

Association Meetings

ASSOCIATION MEETINGS (pages i-ii)

  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04806.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages iii-iv)

  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04807.x

Original Article

SMITH BREEDEN PRIZES FOR 1996 (pages 447-447)

  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04808.x

Article

Good Timing: CEO Stock Option Awards and Company News Announcements (pages 449-476)

  • Author(s): DAVID YERMACK
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04809.x

How Much Do Taxes Discourage Incorporation? (pages 477-506)

  • Author(s): JEFFREY K. MACKIE‐MASON, ROGER H. GORDON
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04810.x

Analyst Following of Initial Public Offerings (pages 507-529)

  • Author(s): RAGHURAM RAJAN, HENRI SERVAES
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04811.x

Strategic Debt Service (pages 531-556)

  • Author(s): PIERRE MELLA‐BARRAL, WILLIAM PERRAUDIN
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04812.x

Assessing Specification Errors in Stochastic Discount Factor Models (pages 557-590)

  • Author(s): LARS PETER HANSEN, RAVI JAGANNATHAN
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04813.x

R 2">Assessing Goodness‐of‐Fit of Asset Pricing Models: The Distribution of the Maximal R 2 (pages 591-607)

  • Author(s): F. DOUGLAS FOSTER, TOM SMITH, ROBERT E. WHALEY
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04814.x

Are There Tax Effects in the Relative Pricing of U.S. Government Bonds? (pages 609-633)

  • Author(s): RICHARD C. GREEN, BERNT A. ØDEGAARD
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04815.x

On Stock Market Returns and Monetary Policy (pages 635-654)

  • Author(s): WILLEM THORBECKE
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04816.x

Tick Size, Share Prices, and Stock Splits (pages 655-681)

  • Author(s): JAMES J. ANGEL
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04817.x

When It's Not The Only Game in Town: The Effect of Bilateral Search on the Quality of a Dealer Market (pages 683-712)

  • Author(s): CHRISTOPHER G. LAMOUREUX, CHARLES R. SCHNITZLEIN
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04818.x

Institutional Equity Trading Costs: NYSE Versus Nasdaq (pages 713-735)

  • Author(s): LOUIS K. C. CHAN, JOSEF LAKONISHOK
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04819.x

Review Article

A Survey of Corporate Governance (pages 737-783)

  • Author(s): Andrei Shleifer, Robert W. Vishny
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04820.x

Shorter Papers

The Valuation of Complex Derivatives by Major Investment Firms: Empirical Evidence (pages 785-798)

  • Author(s): ANTONIO E. BERNARDO, BRADFORD CORNELL
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04821.x

Equilibrium Valuation of Foreign Exchange Claims (pages 799-826)

  • Author(s): GURDIP S. BAKSHI, ZHIWU CHEN
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04822.x

The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske—Johnson Technique (pages 827-840)

  • Author(s): T. S. HO, RICHARD C. STAPLETON, MARTI G. SUBRAHMANYAM
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04823.x

The Implications of Equity Issuance Decisions within a Parent‐Subsidiary Governance Structure (pages 841-857)

  • Author(s): MYRON B. SLOVIN, MARIE E. SUSHKA
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04824.x

Good News for Value Stocks: Further Evidence on Market Efficiency (pages 859-874)

  • Author(s): RAFAEL LA PORTA, JOSEF LAKONISHOK, ANDREI SHLEIFER, ROBERT VISHNY
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04825.x

Firm Size, Book‐to‐Market Ratio, and Security Returns: A Holdout Sample of Financial Firms (pages 875-883)

  • Author(s): BEAD M. BARBER, JOHN D. LYON
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04826.x

Price Limit Performance: Evidence from the Tokyo Stock Exchange (pages 885-901)

  • Author(s): KENNETH A. KIM, S. GHON RHEE
  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04827.x

Book Reviews

Book Reviews (pages 903-919)

  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04828.x

MISCELLANEA

MISCELLANEA (pages 921-922)

  • Article first published online: Apr 18, 2012
  • DOI: 10.1111/j.1540-6261.1997.tb04829.x

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