Volume 46 Issue 2 (June 1991)

Association Meetings

ASSOCIATION MEETINGS (pages i-ii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02667.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages iii-iii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02668.x

Nobel Lectures

Foundations of Portfolio Theory (pages 469-477)

  • Author(s): HARRY M. MARKOWITZ
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02669.x

Leverage (pages 479-488)

  • Author(s): MERTON H. MILLER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02670.x

Capital Asset Prices with and without Negative Holdings (pages 489-509)

  • Author(s): WILLIAM F. SHARPE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02671.x

Article

Using Generalized Method of Moments to Test Mean‐Variance Efficiency (pages 511-527)

  • Author(s): A. CRAIG MACKINLAY, MATTHEW P. RICHARDSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02672.x

Financial Investment Opportunities and the Macroeconomy (pages 529-554)

  • Author(s): NAI‐FU CHEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02673.x

The Term Structure as a Predictor of Real Economic Activity (pages 555-576)

  • Author(s): ARTURO ESTRELLA, GIKAS A. HARDOUVELIS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02674.x

An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs (pages 577-595)

  • Author(s): BERNARD DUMAS, ELISA LUCIANO
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02675.x

The Default Risk of Swaps (pages 597-620)

  • Author(s): IAN A. COOPER, ANTONIO S. MELLO
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02676.x

The Price Elasticity of Demand for Common Stock (pages 621-651)

  • Author(s): CLAUDIO LODERER, JOHN W. COONEY, LEONARD D. DRUNEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02677.x

The Mode of Acquisition in Takeovers: Taxes and Asymmetric Information (pages 653-669)

  • Author(s): DAVID T. BROWN, MICHAEL D. RYNGAERT
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02678.x

Shorter Papers

Corporate Performance, Corporate Takeovers, and Management Turnover (pages 671-687)

  • Author(s): KENNETH J. MARTIN, JOHN J. MCCONNELL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02679.x

Event Risk: An Analysis of Losses to Bondholders and “Super Poison Put” Bond Covenants (pages 689-706)

  • Author(s): LELAND CRABBE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02680.x

The Effects of Stock Repurchases on Rival Firms (pages 707-716)

  • Author(s): MICHAEL G. HERTZEL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02681.x

Animal Spirits, Margin Requirements, and Stock Price Volatility (pages 717-731)

  • Author(s): PAUL H. KUPIEC, STEVEN A. SHARPE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02682.x

Inferring Trade Direction from Intraday Data (pages 733-746)

  • Author(s): CHARLES M. C. LEE, MARK J. READY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02683.x

The Reversal of Large Stock‐Price Decreases (pages 747-754)

  • Author(s): MARC BREMER, RICHARD J. SWEENEY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02684.x

An Examination of Ex‐Dividend Day Stock Price Movements: The Case of Nontaxable Master Limited Partnership Distributions (pages 755-771)

  • Author(s): WAYNE H. SHAW
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02685.x

A Variance‐Ratio Test of Random Walks in Foreign Exchange Rates (pages 773-785)

  • Author(s): CHRISTINA Y. LIU, JIA HE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02686.x

Book Reviews

Book Reviews (pages 787-799)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02687.x

MISCELLANEA

MISCELLANEA (pages 801-802)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1991.tb02688.x

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