Journal of financial and quantitative analysis

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  Año 1995, Vol. 30, Número 1

  • The response of stock prices to permanent and temporary shocks to dividends

    Bong-Soo Lee

    págs. 1-22

    

  • Arbitrage, cointegration, and testing the unbiasedness hypothesis in financial markets

    Kenneth F. Kroner, Robin J. Brenner

    págs. 23-42

    

  • The asset pricing effects of fixed holding costs: An upper bound

    Alan D. Viard

    págs. 43-59

    

  • Price adjustment delays and arbitrage costs: Evidence from the behavior of convertible preferred

    Michael S. Rozeff, Ji-Chai Lin

    págs. 61-80

    

  • Stock market reaction to capital investment decisions: Evidence from business relocations

    George W. Gau

    págs. 81-100

    

  • The conditional relation between beta and returns

    Glenn M. Pettengill, Sridhar Sundaram

    págs. 101-116

    

  • The short-run dynamics of the price adjustment to new information

    Jae Ha Lee, Louis H. Ederington

    págs. 117-134

    

  • Information and liquidity effects from changes in the Dow Jones Industrial Average List

    Messod D. Beneish, John C. Gardner

    págs. 135-157

    

  • The effects of reverse splits on the liquidity of the stock

    Ki C. Han

    págs. 159-169

    

  • Finance association meetings

    pág. 169