Volume 48 Issue 4 (September 1993)

ANNOUNCEMENTS

ANNOUNCEMENTS (pages i-ii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04747.x

American Finance Association

FIFTY‐FOURTH ANNUAL MEETING (pages 1-20)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04748.x

Article

Stock Price Volatility, Ordinary Dividends, and Other Cash Flows to Shareholders (pages 1147-1160)

  • Author(s): LUCY F. ACKERT, BRIAN F. SMITH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04749.x

How Markets Process Information: News Releases and Volatility (pages 1161-1191)

  • Author(s): LOUIS H. EDERINGTON, JAE HA LEE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04750.x

Fundamentals or Noise? Evidence from the Professional Basketball Betting Market (pages 1193-1209)

  • Author(s): WILLIAM O. BROWN, RAYMOND D. SAUER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04751.x

Imperfect Information and Cross‐Autocorrelation among Stock Prices (pages 1211-1230)

  • Author(s): KALOK CHAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04752.x

No Arbitrage and Arbitrage Pricing: A New Approach (pages 1231-1262)

  • Author(s): RAVI BANSAL, S. VISWANATHAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04753.x

A Test for the Number of Factors in an Approximate Factor Model (pages 1263-1291)

  • Author(s): GREGORY CONNOR, ROBERT A. KORAJCZYK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04754.x

Ownership Concentration, Corporate Control Activity, and Firm Value: Evidence from the Death of Inside Blockholders (pages 1293-1321)

  • Author(s): MYRON B. SLOVIN, MARIE E. SUSHKA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04755.x

The Reverse LBO Decision and Firm Performance: Theory and Evidence (pages 1323-1348)

  • Author(s): FRANÇOIS DEGEORGE, RICHARD ZECKHAUSER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04756.x

Security Design (pages 1349-1378)

  • Author(s): ARNOUD W. A. BOOT, ANJAN V. THAKOR
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04757.x

Brokerage Commission Schedules (pages 1379-1402)

  • Author(s): MICHAEL J. BRENNAN, TARUN CHORDIA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04758.x

Shorter Paper

Treasury Auction Bids and the Salomon Squeeze (pages 1403-1419)

  • Author(s): NARASIMHAN JEGADEESH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04759.x

Trading Patterns and Prices in the Interbank Foreign Exchange Market (pages 1421-1443)

  • Author(s): TIM BOLLERSLEV, IAN DOMOWITZ
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04760.x

The Effect of Money Shocks on Interest Rates in the Presence of Conditional Heteroskedasticity (pages 1445-1455)

  • Author(s): KEVIN B. GRIER, MARK J. PERRY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04761.x

The Irrelevance of Margin: Evidence from the Crash of ‘87 (pages 1457-1473)

  • Author(s): PAUL J. SEGUIN, GREGG A. JARRELL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04762.x

Crowding Out and the Informativeness of Security Prices (pages 1475-1496)

  • Author(s): JONATHAN M. PAUL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04763.x

Short Selling and Efficient Sets (pages 1497-1506)

  • Author(s): GORDON J. ALEXANDER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04764.x

Alternative Information Sources and the Information Content of Bank Loans (pages 1507-1522)

  • Author(s): RONALD BEST, HANG ZHANG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04765.x

An Incentive Approach to Banking Regulation (pages 1523-1542)

  • Author(s): RONALD M. GIAMMARINO, TRACY R. LEWIS, DAVID E. M. SAPPINGTON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04766.x

Sensitivity of Multivariate Tests of the Capital Asset‐Pricing Model to the Return Measurement Interval (pages 1543-1551)

  • Author(s): PUNEET HANDA, S. P. KOTHARI, CHARLES WASLEY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04767.x

Book Reviews

Book Reviews (pages 1553-1562)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04768.x

MISCELLANEA

MISCELLANEA (pages 1563-1564)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1993.tb04769.x

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