Volume 51 Issue 1 (March 1996)

Smith Breeden Prizes for 1995

SMITH BREEDEN PRIZES FOR 1995 (pages 1-1)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05200.x

Article

The Conditional CAPM and the Cross‐Section of Expected Returns (pages 3-53)

  • Author(s): RAVI JAGANNATHAN, ZHENYU WANG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05201.x

Multifactor Explanations of Asset Pricing Anomalies (pages 55-84)

  • Author(s): EUGENE F. FAMA, KENNETH R. FRENCH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05202.x

Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry (pages 85-110)

  • Author(s): KEITH C. BROWN, W. V. HARLOW, LAURA T. STARKS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05203.x

Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings (pages 111-135)

  • Author(s): ERIC G. FALKENSTEIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05204.x

Do Brokerage Analysts' Recommendations Have Investment Value? (pages 137-167)

  • Author(s): KENT L. WOMACK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05205.x

Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (pages 169-204)

  • Author(s): TORBEN G. ANDERSEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05206.x

Real Interest Rates and Inflation: An Ex‐Ante Empirical Analysis (pages 205-225)

  • Author(s): SHMUEL KANDEL, AHARON R. OFER, ODED SARIG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05207.x

Shareholder Activism by Institutional Investors: Evidence from CalPERS (pages 227-252)

  • Author(s): MICHAEL P. SMITH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05208.x

Is There a Window of Opportunity for Seasoned Equity Issuance? (pages 253-278)

  • Author(s): MARK BAYLESS, SUSAN CHAPLINSKY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05209.x

Capital Requirements, Monetary Policy, and Aggregate Bank Lending: Theory and Empirical Evidence (pages 279-324)

  • Author(s): ANJAN V. THAKOR
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05210.x

Shorter Paper

Volatility in Wheat Spot and Futures Markets, 1950–1993: Government Farm Programs, Seasonality, and Causality (pages 325-343)

  • Author(s): SUSAN J. CRAIN, JAE HA LEE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05211.x

Does Money Explain Asset Returns? Theory and Empirical Analysis (pages 345-361)

  • Author(s): K. C. CHAN, SILVERIO FORESI, LARRY H. P. LANG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05212.x

Determinants of Contract Choice: The Use of Warrants to Compensate Underwriters of Seasoned Equity Issues (pages 363-380)

  • Author(s): CHEE K. NG, RICHARD L. SMITH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05213.x

A Simple Measure of Price Adjustment Coefficients: A Correction (pages 381-382)

  • Author(s): NEIL BRISLEY, MICHAEL THEOBALD
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05214.x

MISCELLANEA

MISCELLANEA (pages 383-384)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05215.x

Association Meetings

ASSOCIATION MEETINGS (pages 385-386)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05216.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages 387-388)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1996.tb05217.x

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