Volume 47 Issue 4 (September 1992)

Association Meetings

ASSOCIATION MEETINGS (pages i-iii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04654.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages iv-v)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04655.x

Article

AMERICAN FINANCE ASSOCIATION (pages 1-19)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04656.x

Interest Rate Volatility and the Term Structure: A Two‐Factor General Equilibrium Model (pages 1259-1282)

  • Author(s): FRANCIS A. LONGSTAFF, EDUARDO S. SCHWARTZ
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04657.x

Arbitrage With Holding Costs: A Utility‐Based Approach (pages 1283-1302)

  • Author(s): BRUCE TUCKMAN, JEAN‐LUC VILA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04658.x

Reference Variables, Factor Structure, and the Approximate Multibeta Representation (pages 1303-1314)

  • Author(s): HAIM REISMAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04659.x

Inflation and Asset Returns in a Monetary Economy (pages 1315-1342)

  • Author(s): DAVID A. MARSHALL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04660.x

Liquidation Values and Debt Capacity: A Market Equilibrium Approach (pages 1343-1366)

  • Author(s): ANDREI SHLEIFER, ROBERT W. VISHNY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04661.x

Insiders and Outsiders: The Choice between Informed and Arm's‐Length Debt (pages 1367-1400)

  • Author(s): RAGHURAM G. RAJAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04662.x

Why Hang on to Losers? Divestitures and Takeovers (pages 1401-1423)

  • Author(s): ARNOUD W. A. BOOT
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04663.x

Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data (pages 1425-1460)

  • Author(s): TONI M. WHITED
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04664.x

Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (pages 1461-1484)

  • Author(s): KENNETH A. FROOT, DAVID S. SCHARFSTEIN, JEREMY C. STEIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04665.x

Futures Manipulation with “Cash Settlement” (pages 1485-1502)

  • Author(s): PRAVEEN KUMAR, DUANE J. SEPPI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04666.x

Interest Rate Swaps and Corporate Financing Choices (pages 1503-1516)

  • Author(s): SHERIDAN TITMAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04667.x

Common Stock Offerings and Earnings Expectations: A Test of the Release of Unfavorable Information (pages 1517-1536)

  • Author(s): PETER ALAN BROUS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04668.x

Underwriter Compensation and Corporate Monitoring (pages 1537-1555)

  • Author(s): ROBERT S. HANSEN, PAUL TORREGROSA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04669.x

Debt Financing and Tax Status: Tests of the Substitution Effect and the Tax Exhaustion Hypothesis Using Firms' Responses to the Economic Recovery Tax Act of 1981 (pages 1557-1568)

  • Author(s): ROBERT TREZEVANT
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04670.x

The Current State of the Arbitrage Pricing Theory (pages 1569-1574)

  • Author(s): JAY SHANKEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04671.x

Information, Asset Prices, and the Volume of Trade (pages 1575-1590)

  • Author(s): GREGORY W. HUFFMAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04672.x

Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation (pages 1591-1603)

  • Author(s): BONG‐SOO LEE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04673.x

The Post‐Merger Performance of Acquiring Firms: A Re‐examination of an Anomaly (pages 1605-1621)

  • Author(s): ANUP AGRAWAL, JEFFREY F. JAFFE, GERSHON N. MANDELKER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04674.x

Dividend Surprises Inferred from Option and Stock Prices (pages 1623-1640)

  • Author(s): SASSON BAE‐YOSEF, ODED H. SARIG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04675.x

Book Reviews

Book Reviews (pages 1641-1643)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04676.x

MISCELLANEA

MISCELLANEA (pages 1657-1658)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04677.x

Errata

Errata (pages 1659-1661)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04678.x

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