The Journal of finance

• 

  Año 1999, Vol. 54, Número 4

  • Expected return, realized return, and asset pricing tests

    Edwin J. Elton

    págs. 1199-1220

    

  • Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests

    págs. 1199-1220

    

  • A critique of the stochastic discount factor methodology

    Raymond Kan

    págs. 1221-1248

    

  • A Critique of the Stochastic Discount Factor Methodology

    Guofu Zhou, Raymond Kan

    págs. 1221-1248

    

  • Do industries explain momentum?

    Mark Grinblatt, Tobias J. Moskowitz

    págs. 1249-1290

    

  • Do Industries Explain Momentum?

    Tobias J. Moskowitz, Mark Grinblatt

    págs. 1249-1290

    

  • Optimal leverage and aggregate investment

    Bruno Biais, Catherine Casamatta

    págs. 1291-1323

    

  • Optimal Leverage and Aggregate Investment

    Bruno Biais, Catherine Casamatta

    págs. 1291-1323

    

  • Conditioning variables and the cross section of stocks returns

    Campbell R. Harvey, Wayne Ferson

    págs. 1325-1360

    

  • Conditioning Variables and the Cross Section of Stock Returns

    Campbell R. Harvey, Wayne Ferson

    págs. 1325-1360

    

  • Transition densities for interest rate and other nonlinear diffusions

    Yacine Ait-Sahalia

    págs. 1361-1395

    

  • Transition Densities for Interest Rate and Other Nonlinear Diffusions

    págs. 1361-1395

    

  • The financial and operating performance of privatized firms during the 1990s

    William L. Megginson, Juliet D'Souza

    págs. 1397-1438

    

  • The Financial and Operating Performance of Privatized Firms during the 1990s

    William L. Megginson, Juliet D'souza

    págs. 1397-1438

    

  • Local return factors and turnover in emerging stock markets

    K. Geert Rouwenhorst

    págs. 1439-1464

    

  • Local Return Factors and Turnover in Emerging Stock Markets

    págs. 1439-1464

    

  • Market risk and model risk for a financial institution writing options

    Stephen Figlewski, T. Clifton Green

    págs. 1465-1499

    

  • Market Risk and Model Risk for a Financial Institution Writing Options

    Stephen Figlewski, T. Clifton Green

    págs. 1465-1499

    

  • Fed policy, financial market efficiency, and capital flows

    David M. Jones

    págs. 1501-1507

    

  • Panel on Global Financial Markets and Public PolicyFed Policy, Financial Market Efficiency, and Capital Flows

    págs. 1501-1507

    

  • Reforming the global economic architecture: Lessons from recent crises

    Joseph E. Stiglitz

    págs. 1508-1521

    

  • Panel on Global Financial Markets and Public PolicyReforming the Global Economic Architecture: Lessons from Recent Crises

    págs. 1508-1522

    

  • Minutes of the annual membership meeting

    David H. Pyle

    págs. 1523-1524

    

  • Reports of the American Finance AssociationMinutes of the Annual Membership Meeting, January 4, 1999

    pág. 1523

    

  • Report for the Executive Secretary and Treasurer

    Michael Keenan

    págs. 1525-1529

    

  • Reports of the American Finance AssociationReport of the Executive Secretary and Treasurer

    págs. 1525-1530

    

  • Report of the editor of the Journal of Finance for the year 1998

    Rene M. Stulz

    págs. 1531-1545

    

  • Reports of the American Finance AssociationReport of the Editor of the Journal of Finance for the Year 1998

    págs. 1531-1546

    

  • Reports of the American Finance AssociationUniversity of Chicago

    págs. 1547-1548

    

  • Report of the representative to the National Bureau of Economic Research

    Robert S. Hamada

    págs. 1547-1552