Volume 47 Issue 5 (December 1992)

Article

An Empirical Analysis of Illegal Insider Trading (pages 1661-1699)

  • Author(s): LISA K. MEULBROEK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04679.x

Stock Returns, Real Activity, and the Trust Question (pages 1701-1730)

  • Author(s): GEORGE BITTLINGMAYER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04680.x

Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (pages 1731-1764)

  • Author(s): WILLIAM BROCK, JOSEF LAKONISHOK, BLAKE LeBARON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04681.x

Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close (pages 1765-1784)

  • Author(s): MASON S. GERETY, J. HAROLD MULHERIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04682.x

When Will Mean‐Variance Efficient Portfolios Be Well Diversified? (pages 1785-1809)

  • Author(s): RICHAED C. GREEN, BURTON HOLLIFIELD
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04683.x

Reputation and Performance Among Security Analysts (pages 1811-1836)

  • Author(s): SCOTT E. STICKEL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04684.x

Dividends and Losses (pages 1837-1863)

  • Author(s): HARRY DeANGELO, LINDA DeANGELO, DOUGLAS J. SKINNER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04685.x

Relationship‐Specific Assets and the Pricing of Underwriter Services (pages 1865-1885)

  • Author(s): CHRISTOPHER JAMES
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04686.x

Measuring the Agency Cost of Debt (pages 1887-1904)

  • Author(s): ANTONIO S. MELLO, JOHN E. PARSONS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04687.x

Insider Trading in Financial Signaling Models (pages 1905-1934)

  • Author(s): MARK BAGNOLI, NAVEEN KHANNA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04688.x

Shorter Paper

The Intra‐Industry Transfer of Information Inferred from Announcements of Corporate Security Offerings (pages 1935-1945)

  • Author(s): SAMUEL H. SZEWCZYK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04689.x

Managers' Trading Around Stock Repurchases (pages 1947-1962)

  • Author(s): D. SCOTT LEE, WAYNE H. MIKKELSON, M. MEGAN PARTCH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04690.x

One‐Time Cash Flow Announcements and Free Cash‐Flow Theory: Share Repurchases and Special Dividends (pages 1963-1975)

  • Author(s): KEITH M. HOWE, JIA HE, G. WENCHI KAO
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04691.x

The Persistence of Mutual Fund Performance (pages 1977-1984)

  • Author(s): MARK GRINBLATT, SHERIDAN TITMAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04692.x

Stock Price Dynamics and Firm Size: An Empirical investigation (pages 1985-1997)

  • Author(s): YIN‐WONG CHEUNG, LILIAN K. NG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04693.x

Seasonalities in NYSE Bid‐Ask Spreads and Stock Returns in January (pages 1999-2014)

  • Author(s): ROBERT A. CLARK, JOHN J. McCONNELL, MANOJ SINGH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04694.x

Futures‐Trading Activity and Stock Price Volatility (pages 2015-2034)

  • Author(s): HENDRIK BESSEMBINDER, PAUL J. SEGUIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04695.x

Additional Evidence on Integration in the Canadian Stock Market (pages 2035-2054)

  • Author(s): USHA R. MITTOO
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04696.x

More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm‐Specific Variables for Cross‐Sectional Studies (pages 2055-2070)

  • Author(s): RAMESH CHANDRA, BALA V. BALACHANDRAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04697.x

Book Reviews

Book Reviews (pages 2071-2080)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04698.x

MISCELLANEA

MISCELLANEA (pages 2081-2082)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04699.x

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