Volume 44 Issue 1 (March 1989)

Article

Information and Volatility: The No‐Arbitrage Martingale Approach to Timing and Resolution Irrelevancy (pages 1-17)

  • Author(s): STEPHEN A. ROSS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02401.x

Dynamic Capital Structure Choice: Theory and Tests (pages 19-40)

  • Author(s): EDWIN O. FISCHER, ROBERT HEINKEL, JOSEF ZECHNER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02402.x

Preemptive Bidding and the Role of the Medium of Exchange in Acquisitions (pages 41-57)

  • Author(s): MICHAEL J. FISHMAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02403.x

The Winner's Curse and Bidder Competition in Acquisitions: Evidence from Failed Bank Auctions (pages 59-75)

  • Author(s): S. MICHAEL GILIBERTO, NIKHIL P. VARAIYA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02404.x

The October 1987 S&P 500 Stock‐Futures Basis (pages 77-99)

  • Author(s): LAWRENCE HARRIS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02405.x

The Quality Option and Timing Option in Futures Contracts (pages 101-113)

  • Author(s): PHELIM P. BOYLE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02406.x

Inferring the Components of the Bid‐Ask Spread: Theory and Empirical Tests (pages 115-134)

  • Author(s): HANS R. STOLL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02407.x

Earnings Yields, Market Values, and Stock Returns (pages 135-148)

  • Author(s): JEFFREY JAFFE, DONALD B. KEIM, RANDOLPH WESTERFIELD
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02408.x

Portfolio Rebalancing and the Turn‐of‐the‐Year Effect (pages 149-166)

  • Author(s): JAY R. RITTER, NAVIN CHOPRA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02409.x

Common Stochastic Trends in a System of Exchange Rates (pages 167-181)

  • Author(s): RICHARD T. BAILLIE, TIM BOLLERSLEV
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02410.x

An Analysis of Intertemporal Pricing for Forward Foreign Exchange Contracts (pages 183-194)

  • Author(s): ROGER D. HUANG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02411.x

Shorter Paper

Syndicate Size, Spreads, and Market Power during the Introduction of Shelf Registration (pages 195-204)

  • Author(s): F. DOUGLAS FOSTER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02412.x

An Exact Bond Option Formula (pages 205-209)

  • Author(s): FARSHID JAMSHIDIAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02413.x

Computing the Constant Elasticity of Variance Option Pricing Formula (pages 211-219)

  • Author(s): MARK SCHRODER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02414.x

Book Reviews

Book Reviews (pages 221-226)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02415.x

MISCELLANEA

MISCELLANEA (pages 227-228)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02416.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages 231-231)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02417.x

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