Volume 45 Issue 1 (March 1990)

Smith Breeden Prizes for 1989

SMITH BREEDEN PRIZES FOR 1989 (pages 1-1)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05077.x

Article

Margin Regulation and Stock Market Volatility (pages 3-29)

  • Author(s): DAVID A. HSIEH, MERTON H. MILLER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05078.x

Do Managerial Objectives Drive Bad Acquisitions? (pages 31-48)

  • Author(s): RANDALL MORCK, ANDREI SHLEIFER, ROBERT W. VISHNY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05079.x

Financial Intermediaries and Liquidity Creation (pages 49-71)

  • Author(s): GARY GORTON, GEORGE PENNACCHI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05080.x

Equilibrium Block Trading and Asymmetric Information (pages 73-94)

  • Author(s): DUANE J. SEPPI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05081.x

An Examination of the Impact of the Garn‐St. Germain Depository Institutions Act of 1982 on Commercial Banks and Savings and Loans (pages 95-111)

  • Author(s): MARCIA MILLON CORNETT, HASSAN TEHRANIAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05082.x

Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms (pages 113-136)

  • Author(s): EDWARD J. KANE, HALUK UNAL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05083.x

How Target Shareholders Benefit from Value‐Reducing Defensive Strategies in Takeovers (pages 137-156)

  • Author(s): ELAZAR BERKOVITCH, NAVEEN KHANNA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05084.x

Purchasing Power Parity in the Long Run (pages 157-174)

  • Author(s): NISO ABUAF, PHILIPPE JORION
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05085.x

Disentangling the Coefficient of Relative Risk Aversion from the Elasticity of Intertemporal Substitution: An Irrelevance Result (pages 175-190)

  • Author(s): NARAYANA R. KOCHERLAKOTA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05086.x

Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets (pages 191-220)

  • Author(s): JENS A. STEPHAN, ROBERT E. WHALEY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05087.x

Shorter Paper

Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects (pages 221-229)

  • Author(s): CHRISTOPHER G. LAMOUREUX, WILLIAM D. LASTRAPES
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05088.x

The Weekend Effect: Trading Patterns of Individual and Institutional Investors (pages 231-243)

  • Author(s): JOSEF LAKONISHOK, EDWIN MABERLY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05089.x

Can Futures Market Data Be Used to Understand the Behavior of Real Interest Rates? (pages 245-257)

  • Author(s): FREDERIC S. MISHKIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05090.x

On Arbitrage‐Free Pricing of Interest Rate Contingent Claims (pages 259-264)

  • Author(s): PETER RITCHKEN, KIEKIE BOENAWAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05091.x

Default Risk and the Duration of Zero Coupon Bonds (pages 265-274)

  • Author(s): DON M. CHANCE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05092.x

The Shelf Registration of Debt and Self Selection Bias (pages 275-287)

  • Author(s): DAVID S. ALLEN, ROBERT E. LAMY, G. RODNEY THOMPSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05093.x

Corporate Sale‐and‐Leasebacks and Shareholder Wealth (pages 289-299)

  • Author(s): MYRON B. SLOVIN, MARIE E. SUSHKA, JOHN A. POLONCHEK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05094.x

Patterns of Productivity in the Finance Literature: A Study of the Bibliometric Distributions (pages 301-309)

  • Author(s): KEE H. CHUNG, RAYMOND A. K. COX
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05095.x

Book Review

Book Reviews (pages 311-318)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05096.x

MISCELLANEA

MISCELLANEA (pages 319-320)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05097.x

Association Meetings

ASSOCIATION MEETINGS (pages 321-322)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05098.x

ANNOUNCEMENT

ANNOUNCEMENTS (pages 324-325)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1990.tb05099.x

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