JFQA Volume 33 Index (1998)

Berkovitch, E., R. Israel, and J. F. Zender, The Design of Bankruptcy Law: A Case for Management Bias in Bankruptcy Reorganizations, Dec., 441.

Bizjak, J. M., and C. J. Marquette, Are Shareholder Proposals All Bark and No Bite? Evidence from Shareholder Resolutions to Rescind Poison Pills, Dec., 499.

Boyle, G. W., R. B. Carter, and R. D. Stover, Extraordinary Antitakeover Provisions and Insider Ownership Structure: The Case of Converting Savings and Loans, June, 291.

Carter, R. B., G. W. Boyle, and R. D. Stover, Extraordinary Antitakeover Provisions and Insider Ownership Structure: The Case of Converting Savings and Loans, June, 291.

Chan, L. K. C., J. Karceski, and J. Lakonishok, The Risk and Return from Factors, June, 159.

Chatterjea, A., and R. A. Jarrow, Market Manipulation, Price Bubbles, and a Model of the U.S. Treasury Securities Auction Market, June, 255.

Childs, P. D., S. H. Ott, and A. J. Triantis, Capital Budgeting for Interrelated Projects: A Real Options Approach, Sept., 305.

Choi, J. J., T. Hiraki, and N. Takezawa, Is Foreign Exchange Risk Priced in the Japanese Stock Market? Sept., 361.

Cooper, D. J., and R. G. Donaldson, A Strategic Analysis of Corners and Squeezes, March, 117.

de Roon, F. A., T. E. Nijman, and C. Veld, Pricing Term Structure Risk in Futures Markets, March, 139.

Domowitz, I., J. Glen, and A. Madhavan, Country and Currency Risk Premia in an Emerging Market, June, 189.

Donaldson, R. G., and D. J. Cooper, A Strategic Analysis of Corners and Squeezes, March, 117.

Ederington, L. H., and J. C. Goh, Bond Rating Agencies and Stock Analysts: Who Knows What When? Dec., 569.

Fama, E. F., Determining the Number of Priced State Variables in the ICAPM, June, 217.

Glen, J., I. Domowitz, and A. Madhavan, Country and Currency Risk Premia in an Emerging Market, June, 189.

Goh, J. C., L. H. Ederington, Bond Rating Agencies and Stock Analysts: Who Knows What When? Dec., 569.

Goodhart, C., A. Almeida, and R. Payne, The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior, Sept., 383.

Heron, R. A., and W. G. Lewellen, An Empirical Analysis of the Reincorporation Decision, Dec., 549.

Hilliard, J. E., and J. Reis, Valuation of Commodity Futures and Options under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot, March, 61.

Hiraki, T., J. J. Choi, and N. Takezawa, Is Foreign Exchange Risk Priced in the Japanese Stock Market? Sept., 361.

Inui, K., and M. Kijima, A Markovian Framework in Multi-Factor Heath-Jarrow-Morton Models, Sept., 423.

Israel, R., E. Berkovitch, and J. F. Zender, The Design of Bankruptcy Law: A Case for Management Bias in Bankruptcy Reorganizations, Dec., 441.

Jarrow, R. A., and A. Chatterjea, Market Manipulation, Price Bubbles, and a Model of the U.S. Treasury Securities Auction Market, June, 255.

Jiang, G. J., Nonparametric Modeling of U.S. Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities, Dec., 465.

Karceski, J., L. K. C. Chan, and J. Lakonishok, The Risk and Return from Factors, June, 159.

Kijima, M., and K. Inui, A Markovian Framework in Multi-Factor Heath-Jarrow-Morton Models, Sept., 423.

Kim, C.-S., D. C. Mauer, and A. E. Sherman, The Determinants of Corporate Liquidity: Theory and Evidence, Sept., 335.

Lakonishok, J., L. K. C. Chan, and J. Karceski, The Risk and Return from Factors, June, 159.

Lee, B.-S., Permanent, Temporary, and Non-Fundamental Components of Stock Prices, March, 1.

Lewellen, W. G., and R. A. Heron, An Empirical Analysis of the Reincorporation Decision, Dec., 549.

Lucas, D. J., and R. L. McDonald, Shareholder Heterogeneity, Adverse Selection, and Payout Policy, June, 233.

Madhavan, A., I. Domowitz, and J. Glen, Country and Currency Risk Premia in an Emerging Market, June, 189.

Marquette, C. J., and J. M. Bizjak, Are Shareholder Proposals All Bark and No Bite? Evidence from Shareholder Resolutions to Rescind Poison Pills, Dec., 499.

Mauer, D. C., C.-S. Kim, and A. E. Sherman, The Determinants of Corporate Liquidity: Theory and Evidence, Sept., 335.

McDonald, R. L., and D. J. Lucas, Shareholder Heterogeneity, Adverse Selection, and Payout Policy, June, 233.

Milevsky, M. A., and S. E. Posner, Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution, Sept., 409.

Miltersen, K. R., and E. S. Schwartz, Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates, March, 33.

Neal, R., and S. M. Wheatley, Do Measures of Investor Sentiment Predict Returns? Dec., 523.

Nijman, T. E., F. A. de Roon, and C. Veld, Pricing Term Structure Risk in Futures Markets, March, 139.

Ott, S. H., P. D. Childs, and A. J. Triantis, Capital Budgeting for Interrelated Projects: A Real Options Approach, Sept., 305.

Payne, R., A. Almeida, and C. Goodhart, The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior, Sept., 383.

Posner, S. E., and M. A. Milevsky, Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution, Sept., 409.

Reis, J., and J. E. Hilliard, Valuation of Commodity Futures and Options under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot, March, 61.

Schwartz, E. S., and K. R. Miltersen, Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates, March, 33.

Sherman, A. E., C.-S. Kim, and D. C. Mauer, The Determinants of Corporate Liquidity: Theory and Evidence, Sept., 335.

Snyder, C. M., Loan Commitments and the Debt Overhang Problem, March, 87.

Stover, R. D., G. W. Boyle, and R. B. Carter, Extraordinary Antitakeover Provisions and Insider Ownership Structure: The Case of Converting Savings and Loans, June, 291.

Takezawa, N., J. J. Choi, and T. Hiraki, Is Foreign Exchange Risk Priced in the Japanese Stock Market? Sept., 361.

Triantis, A. J., P. D. Childs, and S. H. Ott, Capital Budgeting for Interrelated Projects: A Real Options Approach, Sept., 305.

Veld, C., F. A. de Roon, and T. E. Nijman, Pricing Term Structure Risk in Futures Markets, March, 139.

Wheatley, S. M., and R. Neal, Do Measures of Investor Sentiment Predict Returns? Dec., 523.

Zender, J. F., E. Berkovitch, and R. Israel, The Design of Bankruptcy Law: A Case for Management Bias in Bankruptcy Reorganizations, Dec., 441.