Volume 44 Issue 2 (June 1989)

Editorial Announcement

EDITORIAL ANNOUNCEMENT (pages 229-229)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05055.x

Article

Empirical Tests of the Consumption‐Oriented CAPM (pages 231-262)

  • Author(s): DOUGLAS T. BREEDEN, MICHAEL R. GIBBONS, ROBERT H. LITZENBERGER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05056.x

The Arbitrage Pricing Theory and Supershares (pages 263-282)

  • Author(s): MARK LATHAM
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05057.x

New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates (pages 283-305)

  • Author(s): KENNETH A. FROOT
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05058.x

The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets (pages 307-325)

  • Author(s): ALBERTO GIOVANNINI, PHILIPPE JORION
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05059.x

Tax‐Induced Trading: The Effect of the 1986 Tax Reform Act on Stock Market Activity (pages 327-344)

  • Author(s): PAUL J. BOLSTER, LAWRENCE B. LINDSEY, ANDREW MITRUSI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05060.x

Valuing Commercial Mortgages: An Empirical Investigation of the Contingent‐Claims Approach to Pricing Risky Debt (pages 345-373)

  • Author(s): SHERIDAN TITMAN, WALTER TOROUS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05061.x

Prepayment and the Valuation of Mortgage‐Backed Securities (pages 375-392)

  • Author(s): EDUARDO S. SCHWARTZ, WALTER N. TOROUS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05062.x

Signalling and the Pricing of New Issues (pages 393-420)

  • Author(s): MARK GRINBLATT, CHUAN YANG HWANG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05063.x

Seasoned Offerings, Imitation Costs, and the Underpricing of Initial Public Offerings (pages 421-449)

  • Author(s): IVO WELCH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05064.x

Information Effects Associated with Debt‐for‐Equity and Equity‐for‐Debt Exchange Offers (pages 451-468)

  • Author(s): MARCIA MILLON CORNETT, NICKOLAOS G. TRAVLOS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05065.x

Short Papers

The Informational Content of Initial Public Offerings (pages 469-477)

  • Author(s): IAN GALE, JOSEPH E. STIGLITZ
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05066.x

The Effects of Beta, Bid‐Ask Spread, Residual Risk, and Size on Stock Returns (pages 479-486)

  • Author(s): YAKOV AMIHUD, HAIM MENDELSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05067.x

The Price Effect of Option Introduction (pages 487-498)

  • Author(s): JENNIFER CONRAD
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05068.x

Adverse Selection in a Model of Real Estate Lending (pages 499-508)

  • Author(s): V. V. CHARI, RAVI JAGANNATHAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05069.x

Institutional Ownership and Changes in the S&P 500 (pages 509-514)

  • Author(s): STEPHEN W. PRUITT, K. C. JOHN WEI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05070.x

The Expected Utility of the Doubling Strategy (pages 515-524)

  • Author(s): EDWARD OMBERG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05071.x

Comment

Comment on Forward Markets, Stock Markets, and the Theory of the Firm (pages 525-528)

  • Author(s): VOJISLAV MAKSIMOVIC, GORDON SICK, JOSEF ZECHNER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05072.x

Book Reviews

Book Reviews (pages 529-538)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05073.x

MISCELLANEA

MISCELLANEA (pages 539-540)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05074.x

Association Meetings

ASSOCIATION MEETINGS (pages 541-542)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05075.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages 543-543)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb05076.x

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