The Journal of finance

• 

  Año 1999, Vol. 54, Número 1

  • Effects of market reform on the trading costs and depths of Nasdaq stocks

    William G. Christie, Michael J. Barclay

    págs. 1-34

    

  • Payments for order flow on Nasdaq

    Leslie M. Marx, Eugene Kandel

    págs. 35-66

    

  • Costs of equity capital and model mispricing

    Lubos Pastor, Robert F. Stambaugh

    págs. 67-121

    

  • Incomplete markets and security prices: Do asset-pricing puzzles result from aggregation problems?

    Kris Jacobs

    págs. 123-163

    

  • Improved methods for tests of long-run abnormal stock returns

    John D. Lyon, Brad M. Barber

    págs. 165-201

    

  • Two-pass tests of asset pricing models with useless factors

    Raymond Kan

    págs. 203-235

    

  • Herding among investment newsletters: Theory and evidence

    John R. Graham

    págs. 237-268

    

  • An empirical comparison of forward-rate and spot-rate models for valuing interest-rate options

    Wolfgang Buhler, Marliese Uhrig-Homburg

    págs. 269-305

    

  • Are tax effects important in the long-run Fisher relationship? Evidence from the municipal bond

    Mark E. Wohar, William J. Crowder

    págs. 307-317

    

  • Banks and corporate control in Japan

    Masao Nakamura, Randall Morck

    págs. 319-339

    

  • How long do junk bonds spend in default?

    Jean Helwege

    págs. 341-357

    

  • Optimal risk management using options

    Jacob Boudoukh

    págs. 359-375

    

  • Pricing options under generalized GARCH and stochastic volatility process

    Rob Trevor, Peter Ritchken

    págs. 377-402

    

  • Determinants of the consumer bankruptcy decision

    Ian Domowitz, Robert I. Sartain

    págs. 403-420

    

  • Book review

    Kent Hargis, Christopher B. Barry

    págs. 421-428