The Journal of finance

• 

  Año 1997, Vol. 52, Número 4

  • An econometric model of the term structure of interest-rate swap yields

    Darrell Duffie, Kenneth J. Singleton

    págs. 1287-1321

    

  • Why firms use currency derivatives

    Christopher Geczy, Bernadette A. Minton

    págs. 1323-1354

    

  • On the robustness of size and book-to-market in cross-sectional regressions

    Peter J. Knez, Mark J. Ready

    págs. 1355-1382

    

  • Approximating the asset pricing kernel

    David A. Chapman

    págs. 1383-1410

    

  • Managerial entrenchment and capital structure decisions

    Philip G. Berger, Eli Ofek

    págs. 1411-1438

    

  • Do firms knowingly sell overvalued equity?

    Inmoo Lee

    págs. 1439-1466

    

  • Defensive mechanisms and managerial discretion

    Ronald Giammarino, Robert Heinkel

    págs. 1467-1493

    

  • CEO contracting and antitakeover amendments

    Kelly R. Brunarski, Kenneth A. Borokhovich

    págs. 1495-1517

    

  • The cyclical behavior of interest rates

    Antonio Roma, Walter Torous

    págs. 1519-1542

    

  • Institutions and individuals at the turn-of-the-year

    Laura T. Starks, Richard W. Sias

    págs. 1543-1562

    

  • Portfolio disclosures and year-end price shifts

    David K. Musto

    págs. 1563-1588

    

  • Informed traders, intervention, and price leadership: A deeper view of the microstructure of the

    Bettina Peiers

    págs. 1589-1614

    

  • Does the specialist matter? Differential execution costs and intersecurity subsidization on the

    Charles Cao, Hyuk Choe

    págs. 1615-1640

    

  • Corporate governance and equity prices: Evidence from the Czech and Slovak Republics

    Stijn Claessens

    págs. 1641-1658

    

  • Public offerings of state-owned and privately-owned enterprises: An international comparison

    Paul H. Malatesta, Kathryn L. Dewenter

    págs. 1659-1679

    

  • The relation between default-free interest rates and expected economic growth is stronger than

    Avrahama Kamara

    págs. 1681-1694

    

  • Gaussian estimation of single-factor continuous time models of the term structure of interest rates

    K.B. Nowman

    págs. 1695-1706

    

  • The market for equity options in the 1870s

    Joseph P. Kairys, Nicholas Valerio

    págs. 1707-1723

    

  • Testing market efficiency: Evidence from the NFL sports betting market

    Stephen F. Gray, Philip K. Gray

    págs. 1725-1737

    

  • Book reviews

    Chris J. Muscarella

    págs. 1739-1742

    

  • Book reviews

    Jeff Fleming

    págs. 1742-1746

    

  • Book reviews

    Mauricio Rodriguez Acosta

    págs. 1746-1752

    

  • Book reviews

    Karen Hopper Wruck

    págs. 1752-1755