The trades of market makers: An empirical analysis of NYSE specialists
George Sofianos, Joel Hasbrouck
págs. 1565-1593
An analysis of changes in specialist inventories and quotations
Seymour Smidt, Ananth Madhavan
págs. 1595-1628
Risk management: Coordinating corporate investment and financing policies
Kenneth A. Froot, Jeremy C. Stein
págs. 1629-1658
Issue size choice and `underpricing' in thrift mutual-to-stock conversions
Haluk Unal, Vojislav Maksimovic
págs. 1659-1692
Information sharing in credit markets
Tullio Jappelii, Marco Pagano
págs. 1693-1718
A new approach to international arbitrage pricing
Ravi Bansal, David A. Hsieh
págs. 1719-1747
págs. 1749-1778
On the relation between the expected value and the volatility of the nominal excess return on Stocks
Lawrence Glosten, Ravi Jagannathan
págs. 1779-1801
págs. 1803-1832
Jump diffusion option valuation in discrete time
Kaushik I. Amin
págs. 1833-1863
Currency hedging for international portfolios
Jack Glen, Philippe Jorion
págs. 1865-1886
Accounting for forward rates in markets for foreign currency
David K. Backus, Allan W. Gregory
págs. 1887-1908
Stock market crashes and the performance of circuit breakers: Empirical evidence
Beni Lauterbach, Uri Ben-Zion
págs. 1909-1925
págs. 1927-1942
The impact of large portfolio insurers on asset prices
R.Glen Donaldson, Harald Uhlig
págs. 1943-1955
Why option prices lag stock prices: A trading-based explanation
Y. Peter Chung, Kalok Chan
págs. 1957-1967
Option valuation and hedging strategies with jumps in the volatility of asset returns
Vasanttilak Naik
págs. 1969-1984
The determinants of leveraged buyout activity : Free cash flow vs. financial distress costs
Sheridan Titman, Tim Opler
págs. 1985-1999
Is a bond rating downgrade bad news, good news, or no news for stockholders?
Jeremy C. Goh, Louis H. Ederington
págs. 2001-2008
Moral hazard and the portfolio management problem
Neal M. Stoughton
págs. 2009-2028
Scott C. Linn
págs. 2029-2032
Jonathan E. Ingersoll Jr.
págs. 2032-2034
págs. 2034-2038
Larry D. Wall
págs. 2038-2041
David Hsieh
págs. 2041-2044
Craig S. Hakkaio
págs. 2044-2047
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