Volume 44 Issue 5 (December 1989)

Association Meetings

ASSOCIATION MEETINGS (pages i-ii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02645.x

Article

Why Does Stock Market Volatility Change Over Time? (pages 1115-1153)

  • Author(s): G. WILLIAM SCHWERT
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02647.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages iii-iv)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02646.x

Article

S&P 500 Cash Stock Price Volatilities (pages 1155-1175)

  • Author(s): LAWRENCE HARRIS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02648.x

Economic Significance of Predictable Variations in Stock Index Returns (pages 1177-1189)

  • Author(s): WILLIAM BREEN, LAWRENCE R. GLOSTEN, RAVI JAGANNATHAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02649.x

Changes in Expected Security Returns, Risk, and the Level of Interest Rates (pages 1191-1217)

  • Author(s): WAYNE E. FERSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02650.x

Firm Size and Turn‐of‐the‐Year Effects in the OTC/NASDAQ Market (pages 1219-1245)

  • Author(s): CHRISTOPHER G. LAMOUREUX, GARY C. SANGER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02651.x

The Number of Factors in Security Returns (pages 1247-1262)

  • Author(s): STEPHEN J. BROWN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02652.x

Primes and Scores: An Essay on Market Imperfections (pages 1263-1287)

  • Author(s): ROBERT A. JARROW, MAUREEN O'HARA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02653.x

Options Arbitrage in Imperfect Markets (pages 1289-1311)

  • Author(s): STEPHEN FIGLEWSKI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02654.x

Optimal Bank Reorganization Policies and the Pricing of Federal Deposit Insurance (pages 1313-1333)

  • Author(s): SANKARSHAN ACHARYA, JEAN‐FRANCOIS DREYFUS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02655.x

LDC Debt: Forgiveness, Indexation, and Investment Incentives (pages 1335-1350)

  • Author(s): KENNETH A. FROOT, DAVID S. SCHARFSTEIN, JEREMY C. STEIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02656.x

Shorter Papers

Some Empirical Estimates of the Risk Structure of Interest Rates (pages 1351-1360)

  • Author(s): ODED SARIG, ARTHUR WARGA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02657.x

Stock Splits, Volatility Increases, and Implied Volatilities (pages 1361-1372)

  • Author(s): AAMIR M. SHEIKH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02658.x

The Equilibrium Valuation of Risky Discrete Cash Flows in Continuous Time (pages 1373-1383)

  • Author(s): DAVID C. SHIMKO
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02659.x

Does the Stock Market Overreact to Corporate Earnings Information? (pages 1385-1399)

  • Author(s): PAUL ZAROWIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02660.x

A Re‐Examination of Shareholder Wealth Effects of Calls of Convertible Preferred Stock (pages 1401-1410)

  • Author(s): ERIC L. MAIS, WILLIAM T. MOORE, RONALD C. ROGERS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02661.x

The Effect of Temporal Risk Aversion on Optimal Consumption, the Equity Premium, and the Equilibrium Interest Rate (pages 1411-1420)

  • Author(s): CHANG MO AHN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02662.x

Corrections for Trading Frictions in Multivariate Returns (pages 1421-1434)

  • Author(s): BOB KORKIE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02663.x

A Portfolio Approach to Estimating the Average Correlation Coefficient for the Constant Correlation Model (pages 1435-1438)

  • Author(s): YASH P. ANEJA, RAMESH CHANDRA, ERDAL GUNAY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02664.x

Book Reviews

Book Reviews (pages 1439-1448)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02665.x

MISCELLANEA

MISCELLANEA (pages 1449-1450)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1989.tb02666.x

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