Volume 48 Issue 5 (December 1993)

Association Meetings

ASSOCIATION MEETINGS (pages i-ii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05119.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages iii-iv)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05120.x

Article

The Trades of Market Makers: An Empirical Analysis of NYSE Specialists (pages 1565-1593)

  • Author(s): JOEL HASBROUCK, GEORGE SOFIANOS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05121.x

An Analysis of Changes in Specialist Inventories and Quotations (pages 1595-1628)

  • Author(s): ANANTH MADHAVAN, SEYMOUR SMIDT
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05122.x

Risk Managements Coordinating Corporate Investment and Financing Policies (pages 1629-1658)

  • Author(s): KENNETH A. FROOT, DAVID S. SCHARFSTEIN, JEREMY C. STEIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05123.x

Issue Size Choice and “Underpricing” in Thrift Mutual‐to‐Stock Conversions (pages 1659-1692)

  • Author(s): VOJISLAV MAKSIMOVIC, HALUK UNAL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05124.x

Information Sharing in Credit Markets (pages 1693-1718)

  • Author(s): MARCO PAGAON, TULLIO JAPPELLI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05125.x

A New Approach to International Arbitrage Pricing (pages 1719-1747)

  • Author(s): RAVI BANSAL, DAVID A. HSIEH, S. VISWANATHAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05126.x

Measuring and Testing the Impact of News on Volatility (pages 1749-1778)

  • Author(s): ROBERT F. ENGLE, VICTOR K. NG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05127.x

On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (pages 1779-1801)

  • Author(s): LAWRENCE R. GLOSTEN, RAVI JAGANNATHAN, DAVID E. RUNKLE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05128.x

Asset‐pricing Puzzles and Incomplete Markets (pages 1803-1832)

  • Author(s): CHRIS I. TELMER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05129.x

Jump Diffusion Option Valuation in Discrete Time (pages 1833-1863)

  • Author(s): KAUSHIK I. AMIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05130.x

Shorter Paper

Currency Hedging for International Portfolios (pages 1865-1886)

  • Author(s): JACK GLEN, PHILIPPE JORION
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05131.x

Accounting for Forward Rates in Markets for Foreign Currency (pages 1887-1908)

  • Author(s): DAVID K. BACKUS, ALLAN W. GREGORY, CHRIS I. TELMER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05132.x

Stock Market Crashes and the Performance of Circuit Breakers: Empirical Evidence (pages 1909-1925)

  • Author(s): BENI LAUTERBACH, URI BEN‐ZION
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05133.x

Asset‐pricing Tests under Alternative Distributions (pages 1927-1942)

  • Author(s): GUOFU ZHOU
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05134.x

The Impact of Large Portfolio Insurers on Asset Prices (pages 1943-1955)

  • Author(s): R. GLEN DONALDSON, HARALD UHLIG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05135.x

Why Option Prices Lag Stock Prices: A Trading‐based Explanation (pages 1957-1967)

  • Author(s): KALOK CHAN, Y. PETER CHUNG, HERB JOHNSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05136.x

Option Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns (pages 1969-1984)

  • Author(s): VASANTTILAK NAIK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05137.x

The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs (pages 1985-1999)

  • Author(s): TIM OPLER, SHERIDAN TITMAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05138.x

Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders? (pages 2001-2008)

  • Author(s): JEREMY C. GOH, LOUIS H. EDERINGTON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05139.x

Moral Hazard and the Portfolio Management Problem (pages 2009-2028)

  • Author(s): NEAL M. STOUGHTON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05140.x

Book Reviews

Book Reviews (pages 2029-2047)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05141.x

MISCELLANEA

MISCELLANEA (pages 2049-2050)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb05142.x

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