Volume 48 Issue 1 (March 1993)

Article

What Moves the Stock and Bond Markets? A Variance Decomposition for Long‐Term Asset Returns (pages 3-37)

  • Author(s): JOHN Y. CAMPBELL, JOHN AMMER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04700.x

Long‐Term Market Overreaction or Biases in Computed Returns? (pages 39-63)

  • Author(s): JENNIFER CONRAD, GAUTAM KAUL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04701.x

Article Original Article

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (pages 65-91)

  • Author(s): NARASIMHAN JEGADEESH, SHERIDAN TITMAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04702.x

Article

Hot Hands in Mutual Funds: Short‐Run Persistence of Relative Performance, 1974–1988 (pages 93-130)

  • Author(s): DARRYLL HENDRICKS, JAYENDU PATEL, RICHARD ZECKHAUSER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04703.x

General Tests of Latent Variable Models and Mean‐Variance Spanning (pages 131-156)

  • Author(s): WAYNE E. FERSON, STEPHEN R. FOERSTER, DONALD B. KEIM
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04704.x

Price Formation and Equilibrium Liquidity in Fragmented and Centralized Markets (pages 157-185)

  • Author(s): BRUNO BIAIS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04705.x

Variations in Trading Volume, Return Volatility, and Trading Costs; Evidence on Recent Price Formation Models (pages 187-211)

  • Author(s): F. DOUGLAS FOSTER, S. VISWANATHAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04706.x

Trading and Manipulation Around Seasoned Equity Offerings (pages 213-245)

  • Author(s): BRUNO GERARD, VIKRAM NANDA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04707.x

The Value of Bank Durability: Borrowers as Bank Stakeholders (pages 247-266)

  • Author(s): MYRON B. SLOVIN, MARIE E. SUSHKA, JOHN A. POLONCHEK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04708.x

Short Papers

On the Determinants of Corporate Hedging (pages 267-284)

  • Author(s): DEANA R. NANCE, CLIFFORD W. SMITH, CHARLES W. SMITHSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04709.x

The Pricing of Initial Public Offerings: A Dynamic Model with Information Production (pages 285-304)

  • Author(s): THOMAS J. CHEMMANUR
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04710.x

Article

The Valuation Effects of Warrant Extensions (pages 305-314)

  • Author(s): JOHN S. HOWE, PEIHWANG WEI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04711.x

Liquidity, Reconstitution, and the Value of U.S. Treasury Strips (pages 315-329)

  • Author(s): PHILLIP R. DAVES, MICHAEL C. EHRHARDT
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04712.x

Tax‐Induced Intra‐Year Patterns in Bonds Yields (pages 331-344)

  • Author(s): SHALOM J. HOCHMAN, ODED PALMON, ALEX P. TANG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04713.x

Defaults of Original Issue High‐Yield Convertible Bonds (pages 345-362)

  • Author(s): ERIC S. ROSENGREN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04714.x

Value of Latent Information: Alternative Event Study Methods (pages 363-385)

  • Author(s): SANKARSHAN ACHARYA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04715.x

A Simple Measure of Price Adjustment Coefficients (pages 387-400)

  • Author(s): ASWATH DAMODARAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04716.x

Book Reviews

Book Reviews (pages 401-403)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04717.x

MISCELLANEA

MISCELLANEA (pages 423-424)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04718.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages 427-427)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04719.x

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