Volume 47 Issue 2 (June 1992)

Association Meetings

ASSOCIATION MEETINGS (pages i-ii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04396.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages iii-iii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04397.x

Article

The Cross‐Section of Expected Stock Returns (pages 427-465)

  • Author(s): EUGENE F. FAMA, KENNETH R. FRENCH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04398.x

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets (pages 467-509)

  • Author(s): GEERT BEKAERT, ROBERT J. HODRICK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04399.x

Seasonality and Consumption‐Based Asset Pricing (pages 511-552)

  • Author(s): WAYNE E. FERSON, CAMPBELL R. HARVEY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04400.x

The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid‐Ask Bias (pages 553-575)

  • Author(s): RAVINDER K. BHARDWAJ, LEROY D. BROOKS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04401.x

Time and the Process of Security Price Adjustment (pages 577-605)

  • Author(s): DAVID EASLEY, MAUREEN O'HARA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04402.x

Trading Mechanisms in Securities Markets (pages 607-641)

  • Author(s): ANANTH MADHAVAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04403.x

Dual Trading in Futures Markets (pages 643-671)

  • Author(s): MICHAEL J. FISHMAN, FRANCIS A. LONGSTAFF
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04404.x

Optimal Contracting and Insider Trading Restrictions (pages 673-694)

  • Author(s): PAUL E. FISCHER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04405.x

Sequential Sales, Learning, and Cascades (pages 695-732)

  • Author(s): IVO WELCH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04406.x

The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (pages 733-752)

  • Author(s): JOHN R. M. HAND, ROBERT W. HOLTHAUSEN, RICHARD W. LEFTWICH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04407.x

Shorter Paper

An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks (pages 753-764)

  • Author(s): THOMAS H. MCINISH, ROBERT A. WOOD
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04408.x

Market Making in the Options Markets and the Costs of Discrete Hedge Rebalancing (pages 765-779)

  • Author(s): MEL JAMESON, WILLIAM WILHELM
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04409.x

The Pricing of Best Efforts New Issues (pages 781-790)

  • Author(s): ANN GUENTHER SHERMAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04410.x

Positive Prices in CAPM (pages 791-808)

  • Author(s): LARS TYGE NIELSEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04411.x

A Simple and Numerically Efficient Valuation Method for American Puts Using a Modified Geske‐Johnson Approach (pages 809-816)

  • Author(s): DAVID S. BUNCH, HERB JOHNSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04412.x

Book Reviews

Book Reviews (pages 817-827)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04413.x

MISCELLANEA

MISCELLANEA (pages 829-830)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb04414.x

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