Volume 46 Issue 5 (December 1991)

Association Meetings

ASSOCIATION MEETINGS (pages i-ii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04634.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages iii-iv)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04635.x

Golden Anniversary Review Article

Efficient Capital Markets: II (pages 1575-1617)

  • Author(s): EUGENE F. FAMA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04636.x

Article

Debt, Agency Costs, and Industry Equilibrium (pages 1619-1643)

  • Author(s): VOJISLAV MAKSIMOVIC, JOSEF ZECHNER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04637.x

Optimal Financial Instruments (pages 1645-1663)

  • Author(s): JAIME F. ZENDER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04638.x

Stock Prices and the Supply of Information (pages 1665-1691)

  • Author(s): MICHAEL J. BRENNAN, PATRICIA J. HUGHES
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04639.x

The Effect of Business Risk on Corporate Capital Structure: Theory and Evidence (pages 1693-1715)

  • Author(s): JAYANT R. KALE, THOMAS H. NOE, GABRIEL G. RAMÌREZ
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04640.x

On the Good News in Equity Carve‐Outs (pages 1717-1737)

  • Author(s): VIKRAM NANDA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04641.x

Fundamentals and Stock Returns in Japan (pages 1739-1764)

  • Author(s): LOUIS K. C. CHAN, YASUSHI HAMAO, JOSEF LAKONISHOK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04642.x

Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market (pages 1765-1789)

  • Author(s): YAKOV AMIHUD, HAIM MENDELSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04643.x

A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability (pages 1791-1809)

  • Author(s): Y. PETER CHUNG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04644.x

Dynamic Stock Markets with Multiple Assets: An Experimental Analysis (pages 1811-1838)

  • Author(s): JOHN O'BRIEN, SANJAY SRIVASTAVA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04645.x

Chaos and Nonlinear Dynamics: Application to Financial Markets (pages 1839-1877)

  • Author(s): DAVID A. HSIEH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04646.x

Shorter Paper

The Pricing of Default‐free Interest Rate Cap, Floor, and Collar Agreements (pages 1879-1892)

  • Author(s): ERIC BRIYS, MICHEL CROUHY, RAINER SCHÖBEL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04647.x

Path Dependent Options: The Case of Lookback Options (pages 1893-1907)

  • Author(s): ANTOINE CONZE,  VISWANATHAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04648.x

New Evidence on The January Effect Before Personal Income Taxes (pages 1909-1924)

  • Author(s): STEVEN L. JONES, WINSON LEE, RUDOLF APENBRINK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04649.x

The Valuation Effects of Private Placements of Convertible Debt (pages 1925-1932)

  • Author(s): L. PAIGE FIELDS, ERIC L. MAIS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04650.x

A Tax‐induced Clientele for Index‐linked Bonds: A Comment (pages 1933-1936)

  • Author(s): MICHAEL S. KNOLL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04651.x

Book Review

Book Reviews (pages 1937-1948)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04652.x

MISCELLANEA

MISCELLANEA (pages 1949-1950)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb04653.x

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