Volume 51 Issue 5 (December 1996)

Article

General Properties of Option Prices (pages 1573-1610)

  • Author(s): YAACOV Z. BERGMAN, BRUCE D. GRUNDY, ZVI WIENER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05218.x

Recovering Probability Distributions from Option Prices (pages 1611-1631)

  • Author(s): JENS CARSTEN JACKWERTH, MARK RUBINSTEIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05219.x

A Simple Nonparametric Approach to Derivative Security Valuation (pages 1633-1652)

  • Author(s): MICHAEL STUTZER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05220.x

The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets (pages 1653-1679)

  • Author(s): STEVEN R. GRENADIER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05221.x

Momentum Strategies (pages 1681-1713)

  • Author(s): LOUIS K. C. CHAN, NARASIMHAN JEGADEESH, JOSEF LAKONISHOK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05222.x

Expectations and the Cross‐Section of Stock Returns (pages 1715-1742)

  • Author(s): RAFAEL PORTA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05223.x

Measuring International Economic Linkages with Stock Market Data (pages 1743-1763)

  • Author(s): JOHN AMMER, JIANPING MEI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05224.x

Transparency and Liquidity: A Study of Block Trades on the London Stock Exchange under Different Publication Rules (pages 1765-1790)

  • Author(s): GORDON GEMMILL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05225.x

Quotes, Prices, and Estimates in a Laboratory Market (pages 1791-1808)

  • Author(s): ROBERT BLOOMFIELD
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05226.x

The Determinants of the Maturity of Corporate Debt Issues (pages 1809-1833)

  • Author(s): JOSE GUEDES, TIM OPLER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05227.x

Limit Order Trading (pages 1835-1861)

  • Author(s): PUNEET HANDA, ROBERT A. SCHWARTZ
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05228.x

Bank Information Monopolies and the Mix of Private and Public Debt Claims (pages 1863-1889)

  • Author(s): JOEL HOUSTON, CHRISTOPHER JAMES
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05229.x

Shorter Paper

Tests of the Relations Among Marketwide Factors, Firm‐Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model (pages 1891-1908)

  • Author(s): JIA HE, RAYMOND KAN, LILIAN NG, CHU ZHANG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05230.x

An Anatomy of the “S&P Game”: The Effects of Changing the Rules (pages 1909-1930)

  • Author(s): MESSOD D. BENEISH, ROBERT E. WHALEY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05231.x

The Wealth Effects of Bank Financing Announcements in Highly Leveraged Transactions (pages 1931-1946)

  • Author(s): WILLIAM A. KRACAW, MARC ZENNER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05232.x

The CAPM is Wanted, Dead or Alive (pages 1947-1958)

  • Author(s): EUGENE F. FAMA, KENNETH R. FRENCH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05233.x

Long‐Term Market Overreaction: The Effect of Low‐Priced Stocks (pages 1959-1970)

  • Author(s): TIM LOUGHRAN, JAY R. RITTER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05234.x

Book Reviews

Book Reviews (pages 1971-1982)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05235.x

MISCELLANEA

MISCELLANEA (pages 1983-1984)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05236.x

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