Volume 49 Issue 1 (March 1994)

Association Meetings

ASSOCIATION MEETINGS (pages i-ii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04415.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages iii-iv)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04416.x

Smith Breeden Prizes for 1993

SMITH BREEDEN PRIZES FOR 1993 (pages 1-1)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04417.x

Article

The Benefits of Lending Relationships: Evidence from Small Business Data (pages 3-37)

  • Author(s): MITCHELL A. PETERSEN, RAGHURAM G. RAJAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04418.x

The Effect of a Rating Downgrade on Outstanding Commercial Paper (pages 39-56)

  • Author(s): LELAND CRABBE, MITCHELL A. POST
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04419.x

Investment Bank Reputation, Information Production, and Financial Intermediation (pages 57-79)

  • Author(s): THOMAS J. CHEMMANUR, PAOLO FULGHIERI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04420.x

Mortgage Redlining: Race, Risk, and Demand (pages 81-99)

  • Author(s): ANDREW HOLMES, PAUL HORVITZ
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04421.x

On the Cross‐sectional Relation between Expected Returns and Betas (pages 101-121)

  • Author(s): RICHARD ROLL, STEPHEN A. ROSS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04422.x

Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns (pages 123-152)

  • Author(s): STEPHEN G. CECCHETTI, POK‐SANG LAM, NELSON C. MARK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04423.x

Market Statistics and Technical Analysis: The Role of Volume (pages 153-181)

  • Author(s): LAWRENCE BLUME, DAVID EASLEY, MAUREEN O'HARA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04424.x

Volume, Volatility, and New York Stock Exchange Trading Halts (pages 183-214)

  • Author(s): CHARLES M. C. LEE, MARK J. READY, PAUL J. SEGUIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04425.x

The Value of Wildcard Options (pages 215-236)

  • Author(s): JEFF FLEMING, ROBERT E. WHALEY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04426.x

Shorter Paper

Circuit Breakers and Market Volatility: A Theoretical Perspective (pages 237-254)

  • Author(s): AVANIDHAR SUBRAHMANYAM
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04427.x

Stock Returns following Large One‐Day Declines: Evidence on Short‐Term Reversals and Longer‐Term Performance (pages 255-267)

  • Author(s): DON R. COX, DAVID R. PETERSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04428.x

Market Efficiency and the Favorite‐Longshot Bias: The Baseball Betting Market (pages 269-279)

  • Author(s): LINDA M. WOODLAND, BILL M. WOODLAND
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04429.x

The Effect of Dividend Changes on Stock and Bond Prices (pages 281-289)

  • Author(s): UPINDER S. DHILLON, HERB JOHNSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04430.x

Trading Profits in Dutch Auction Self‐Tender Offers (pages 291-306)

  • Author(s): PALANI‐RAJAN KADAPAKKAM, SARABJEET SETH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04431.x

Holiday Trading in Futures Markets (pages 307-324)

  • Author(s): FRANK J. FABOZZI, CHRISTOPHER K. MA, JAMES E. BRILEY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04432.x

The Interaction between Nonexpected Utility and Asymmetric Market Fundamentals (pages 325-343)

  • Author(s): MAO‐WEI HUNG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04433.x

Parameter‐based Decision Making under Estimation Risk: An Application to Futures Trading (pages 345-357)

  • Author(s): SERGIO H. LENCE, DERMOT J. HAYES
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04434.x

Book Review

Book Reviews (pages 359-368)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04435.x

MISCELLANEA

MISCELLANEA (pages 369-370)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb04436.x

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