Do long-term shareholders benefit from corporate acquisitions?
Anand M. Vijh, Tim Loughran
págs. 1765-1790
Myth or reality? The long-run underperformance of initial public offerings: Evidence from venture
Alon Brav, Paul A. Gompers
págs. 1791-1821
The operating performance of firms conducting seasoned equity offerings
Jay R. Ritter, Tim Loughran
págs. 1823-1850
págs. 1851-1880
International asset pricing and portfolio diversification with time-varying risk
Bruno Gerard, Giorgio De Santis
págs. 1881-1912
Risk premia and variance bounds
Pierluigi Balduzzi, Hedi Kallal
págs. 1913-1949
Stock return predictability and the role of monetary policy
Alex D. Patelis
págs. 1951-1972
A nonparametric model of term structure dynamics and the market price of interest rate risk
Richard Stanton
págs. 1973-2002
págs. 2003-2049
Special repo rates: An empirical analysis
Susan D. Jordan, Bradford D. Jordan
págs. 2051-2072
Speculation duopoly with agreement to disagree: Can overconfidence survive the market test?
Albert S. Kyle, F. Albert Wang
págs. 2073-2090
Journal influence on the design of finance doctoral education
Charles J. Corrado, Stephen P. Ferris
págs. 2091-2102
Trading costs and exchange delisting: The case of firms that voluntarily move from the American
Paul Clyde, Paul Schultz
págs. 2103-2112
Cost of transacting and expected returns in the Nasdaq market
Venkat R. Eleswarapu
págs. 2113-2127
págs. 2129-2144
An examination of uncovered interest rate parity in segmented international commodity markets
Burton Hollifield, Raman Uppal
págs. 2145-2170
págs. 2171-2186
págs. 2187-2209
Roger D. Huang
págs. 2211-2214
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