Volume 49 Issue 4 (September 1994)

Association Meetings

ASSOCIATION MEETINGS (pages i-ii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02446.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages iii-iii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02447.x

Style Instructions

STYLE INSTRUCTIONS (pages iv-iv)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02448.x

American Finance Association

AMERICAN FINANCE ASSOCIATION (pages 1-21)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02449.x

Article

Is the Electronic Open Limit Order Book Inevitable? (pages 1127-1161)

  • Author(s): LAWRENCE R. GLOSTEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02450.x

A Theory of the Dynamics of Security Returns around Market Closures (pages 1163-1211)

  • Author(s): STEVE L. SLEZAK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02451.x

Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (pages 1213-1252)

  • Author(s): HAYNE E. LELAND
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02452.x

Interactions of Corporate Financing and Investment Decisions: A Dynamic Framework (pages 1253-1277)

  • Author(s): DAVID C. MAUER, ALEXANDER J. TRIANTIS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02453.x

Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model (pages 1279-1304)

  • Author(s): NEIL D. PEARSON, TONG‐SHENG SUN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02454.x

Volume and Autocovariances in Short‐Horizon Individual Security Returns (pages 1305-1329)

  • Author(s): JENNIFER S. CONRAD, ALLAUDEEN HAMEED, CATHY NIDEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02455.x

Public Information Arrival (pages 1331-1346)

  • Author(s): THOMAS D. BERRY, KEITH M. HOWE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02456.x

Tax‐Induced Intertemporal Restrictions on Security Returns (pages 1347-1371)

  • Author(s): PETER BOSSAERTS, ROBERT M. DAMMON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02457.x

Signaling and Takeover Deterrence with Stock Repurchases: Dutch Auctions versus Fixed Price Tender Offers (pages 1373-1402)

  • Author(s): JOHN C. PERSONS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02458.x

The Effect of Bankruptcy Protection on Investment: Chapter 11 as a Screening Device (pages 1403-1430)

  • Author(s): ROBERT M. MOORADIAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02459.x

Shorter Paper

Ratings, Commercial Paper, and Equity Returns (pages 1431-1449)

  • Author(s): NANDKUMAR NAYAR, MICHAEL S. ROZEFF
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02460.x

The Role of ESOPs in Takeover Contests (pages 1451-1470)

  • Author(s): SUSAN CHAPLINSKY, GREG NIEHAUS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02461.x

Trading Mechanisms and the Components of the Bid‐Ask Spread (pages 1471-1488)

  • Author(s): JOHN AFFLECK‐GRAVES, SHANTARAM P. HEGDE, ROBERT E. MILLER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02462.x

Trading Volume and Transaction Costs in Specialist Markets (pages 1489-1505)

  • Author(s): THOMAS J. GEORGE, GAUTAM KAUL, M. NIMALENDRAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02463.x

Market Microstructure and the Ex‐Date Return (pages 1507-1519)

  • Author(s): JENNIFER S. CONRAD, ROBERT CONROY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02464.x

Book Reviews

Book Reviews (pages 1521-1538)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02465.x

MISCELLANEA

MISCELLANEA (pages 1539-1540)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1994.tb02466.x

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