Cambridge Journals Online - Journal of Financial and Quantitative Analysis Vol. 31 Iss. 01

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Journal of Financial and Quantitative Analysis
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Vol. 31 Issue 01

Journal of Financial and Quantitative Analysis

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Table of Contents - Volume 31 - Issue 01 - 1996

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Research Articles

Pension Fund Activism and Firm Performance Pension Fund Activism and Firm Performance

false

Abstract
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Sunil Wahal

Journal of Financial and Quantitative Analysis / Volume 31 / Issue 01 / March 1996, pp 1 - 23

DOI: http://dx.doi.org/10.2307/2331384 (About DOI), Published online: 06 April 2009

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Stabilization, Syndication, and Pricing of IPOs Stabilization, Syndication, and Pricing of IPOs

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Bhagwan Chowdhry and Vikram Nanda

Journal of Financial and Quantitative Analysis / Volume 31 / Issue 01 / March 1996, pp 25 - 42

DOI: http://dx.doi.org/10.2307/2331385 (About DOI), Published online: 06 April 2009

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Externalities and Corporate Objectives in a World with Diversified Shareholder/Consumers Externalities and Corporate Objectives in a World with Diversified Shareholder/Consumers

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Robert G. Hansen and John R. Lott

Journal of Financial and Quantitative Analysis / Volume 31 / Issue 01 / March 1996, pp 43 - 68

DOI: http://dx.doi.org/10.2307/2331386 (About DOI), Published online: 06 April 2009

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On the Diversification, Observability, and Measurement of Estimation Risk On the Diversification, Observability, and Measurement of Estimation Risk

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Pete Clarkson, Jose Guedes and Rex Thompson

Journal of Financial and Quantitative Analysis / Volume 31 / Issue 01 / March 1996, pp 69 - 84

DOI: http://dx.doi.org/10.2307/2331387 (About DOI), Published online: 06 April 2009

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Another Look at Models of the Short-Term Interest Rate Another Look at Models of the Short-Term Interest Rate

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Robin J. Brenner, Richard H. Harjes and Kenneth F. Kroner

Journal of Financial and Quantitative Analysis / Volume 31 / Issue 01 / March 1996, pp 85 - 107

DOI: http://dx.doi.org/10.2307/2331388 (About DOI), Published online: 06 April 2009

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Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds

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Stijn Claessens and George Pennacchi

Journal of Financial and Quantitative Analysis / Volume 31 / Issue 01 / March 1996, pp 109 - 126

DOI: http://dx.doi.org/10.2307/2331389 (About DOI), Published online: 06 April 2009

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Trading Volume for Winners and Losers on the Tokyo Stock Exchange Trading Volume for Winners and Losers on the Tokyo Stock Exchange

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Marc Bremer and Kiyoshi Kato

Journal of Financial and Quantitative Analysis / Volume 31 / Issue 01 / March 1996, pp 127 - 142

DOI: http://dx.doi.org/10.2307/2331390 (About DOI), Published online: 06 April 2009

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The Maximum Entropy Distribution of an Asset Inferred from Option Prices The Maximum Entropy Distribution of an Asset Inferred from Option Prices

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Peter W. Buchen and Michael Kelly

Journal of Financial and Quantitative Analysis / Volume 31 / Issue 01 / March 1996, pp 143 - 159

DOI: http://dx.doi.org/10.2307/2331391 (About DOI), Published online: 06 April 2009

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