Volume 47 Issue 1 (March 1992)

Association Meetings

ASSOCIATION MEETINGS (pages i-ii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03974.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages iii-iii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03975.x

Smith Breeden Prizes for 1991

SMITH BREEDEN PRIZES FOR 1991 (pages 1-1)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03976.x

Article

Industrial Structure and the Comparative Behavior of International Stock Market Indices (pages 3-41)

  • Author(s): RICHARD ROLL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03977.x

Predictable Stock Returns in the United States and Japan: A Study of Long‐Term Capital Market Integration (pages 43-69)

  • Author(s): JOHN Y. CAMPBELL, YASUSHI HAMAO
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03978.x

Dutch Auction Repurchases: An Analysis of Shareholder Heterogeneity (pages 71-105)

  • Author(s): LAURIE SIMON BAGWELL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03979.x

The Success of Acquisitions: Evidence from Divestitures (pages 107-138)

  • Author(s): STEVEN N. KAPLAN, MICHAEL S. WEISBACH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03980.x

LBOs, Reversions and Implicit Contracts (pages 139-167)

  • Author(s): RICHARD A. IPPOLITO, WILLIAM H. JAMES
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03981.x

Accounts Receivable Management Policy: Theory and Evidence (pages 169-200)

  • Author(s): SHEHZAD L. MIAN, CLIFFORD W. SMITH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03982.x

Corporate Dividends and Seasoned Equity Issues: An Empirical Investigation (pages 201-225)

  • Author(s): CLAUDIO F. LODERER, DAVID C. MAUER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03983.x

Is Fairly Priced Deposit Insurance Possible? (pages 227-245)

  • Author(s): YUK‐SHEE CHAN, STUART I. GREENBAUM, ANJAN V. THAKOR
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03984.x

Long‐Lived Private Information and Imperfect Competition (pages 247-270)

  • Author(s): CRAIG W. HOLDEN, AVANIDHAR SUBRAHMANYAM
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03985.x

Option Replication in Discrete Time with Transaction Costs (pages 271-293)

  • Author(s): PHELIM P. BOYLE, TON VORST
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03986.x

Publish or Perish: What the Competition is Really Doing (pages 295-329)

  • Author(s): TERRY L. ZIVNEY, WILLIAM J. BERTIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03987.x

Shorter Paper

An Option‐Theoretic Approach to the Valuation of Dividend Reinvestment and Voluntary Purchase Plans (pages 331-347)

  • Author(s): ROBERT M. DAMMON, CHESTER S. SPATT
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03988.x

Bankruptcy and Insider Trading: Differences Between Exchange‐Listed and OTC Firms (pages 349-362)

  • Author(s): THOMAS GOSNELL, ARTHUR J. KEOWN, JOHN M. PINKERTON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03989.x

Intra‐Day Arbitrage Opportunities in Foreign Exchange and Eurocurrency Markets (pages 363-379)

  • Author(s): S. GHON RHEE, ROSITA P. CHANG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03990.x

A Comparison of Forward and Futures Prices of an Interest Rate‐Sensitive Financial Asset (pages 381-396)

  • Author(s): LISA MEULBROEK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03991.x

Transformed Securities and Alternative Factor Structures (pages 397-405)

  • Author(s): ROGER D. HUANG, HOJE JO
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03992.x

Book Reviews

Book Reviews (pages 407-420)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03993.x

MISCELLANEA

MISCELLANEA (pages 421-422)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1992.tb03994.x

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