Search results: 50.
An Analysis of Bank Loan Rate Indexation
Published: 6/1982, Volume: 37, Issue: 3 | DOI: 10.1111/j.1540-6261.1982.tb02225.x | Cited by: 13
CHRISTOPHER JAMES
This paper examines the economic rationale for the use of bank loan commitments and the effect on the allocation of bank credit of indexing the loan rate offered through the commitment to the prime. A simple model of the loan market is constructed and used to examine the effect changes in loan demand and the cost of bank funds have on the allocation of bank credit under indexation. It is shown that indexing implies changes in the relative cost of borrowing for certain groups of bank customers. For nonprime customers, an increase in the cost of bank funds results in a decline in the relative cost of borrowing under commitments. The pattern of commitment use is found to be consistent with the predictions of the model.
The Losses Realized in Bank Failures
Published: 9/1991, Volume: 46, Issue: 4 | DOI: 10.1111/j.1540-6261.1991.tb04616.x | Cited by: 294
CHRISTOPHER JAMES
This paper examines the losses realized in bank failures. Losses are measured as the difference between the book value of assets and the recovery value net of the direct expenses associated with the failure. I find the loss on assets is substantial, averaging 30 percent of the failed bank's assets. Direct expenses associated with bank closures average 10 percent of assets. An empirical analysis of the determinants of these losses reveals a significant difference in the value of assets retained by the FDIC and similar assets assumed by acquiring banks.
Bank Debt Restructurings and the Composition of Exchange Offers in Financial Distress
Published: 6/1996, Volume: 51, Issue: 2 | DOI: 10.1111/j.1540-6261.1996.tb02700.x | Cited by: 67
CHRISTOPHER JAMES
This article examines the relation between bank debt forgiveness and the structure of public debt exchange offers in financial distress. I find that the structure of exchange offers and the likelihood of an offer's success are significantly related to whether the bank participates in the restructuring transaction. Exchange offers made in conjunction with bank concessions are characterized by significantly greater reductions in public debt outstanding and significantly less senior debt offered to bondholders. Overall, the results suggest that the structure of a firm's public and private claims significantly affects the firm's ability to modify its capital structure in financial distress.
Relationship‐Specific Assets and the Pricing of Underwriter Services
Published: 12/1992, Volume: 47, Issue: 5 | DOI: 10.1111/j.1540-6261.1992.tb04686.x | Cited by: 96
CHRISTOPHER JAMES
This paper investigates the effect of setup costs on the pricing of investment banking services. The existence of setup costs is predicted to result in lower underwriter spreads in IPOs for firms that are expected to issue again. Consistent with this prediction, I find significantly lower spreads for firms that make subsequent issues. I also find that a firm's likelihood of changing underwriters in a subsequent offer is related to the time between offerings and the underwriter's pricing performance in the IPO. These results suggest that the deviations from optimal IPO pricing carry a penalty for the underwriter.
Bank Information Monopolies and the Mix of Private and Public Debt Claims
Published: 12/1996, Volume: 51, Issue: 5 | DOI: 10.1111/j.1540-6261.1996.tb05229.x | Cited by: 583
JOEL HOUSTON, CHRISTOPHER JAMES
This article examines the determinants of the mix of private and public debt using detailed information on the debt structure of 250 publicly traded corporations from 1980 through 1990. We find that the relationship between bank borrowing and the importance of growth opportunities depends on the number of banks the firm uses and whether the firm has public debt outstanding. For firms with a single bank relationship, the reliance on bank debt is negatively related to the importance of growth opportunities. In contrast, among firms borrowing from multiple banks, the relationship is positive.
The Relation Between Common Stock Returns Trading Activity and Market Value
Published: 9/1983, Volume: 38, Issue: 4 | DOI: 10.1111/j.1540-6261.1983.tb02283.x | Cited by: 43
CHRISTOPHER JAMES, ROBERT O. EDMISTER
This study examines the relation between common stock returns, trading activity and market value. Our results indicate that although firm size and trading activity are highly correlated, differences in trading activity are not the underlying reason for the firm size anomaly, the finding of systematic differences in risk adjusted returns across stocks of firms of different size.
Regulation and the Determination of Bank Capital Changes: A Note
Published: 12/1983, Volume: 38, Issue: 5 | DOI: 10.1111/j.1540-6261.1983.tb03848.x | Cited by: 22
J. KIMBALL DIETRICH, CHRISTOPHER JAMES
The effectiveness of bank capital adequacy requirements is examined in this paper. Using empirical tests similar to those employed by Peltzman and Mingo, no significant relationship is found between changes in bank capital and the capital standards imposed by regulators. The findings conflict with those of previous studies. The conflict in findings, it is argued, results from the failure of previous studies to account for the effect of binding deposit rate ceilings.
The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions
Published: 9/1984, Volume: 39, Issue: 4 | DOI: 10.1111/j.1540-6261.1984.tb03898.x | Cited by: 559
MARK J. FLANNERY, CHRISTOPHER M. JAMES
This paper examines the relation between the interest rate sensitivity of common stock returns and the maturity composition of the firm's nominal contracts. Using a sample of actively traded commerical banks and stock savings and loan associations, common stock returns are found to be correlated with interest rate changes. The co‐movement of stock returns and interest rate changes is positively related to the size of the maturity difference between the firm's nominal assets and liabilities.
An Analysis of the Impact of Deposit Rate Ceilings on the Market Values of Thrift Institutions
Published: 12/1982, Volume: 37, Issue: 5 | DOI: 10.1111/j.1540-6261.1982.tb03617.x | Cited by: 25
LARRY Y. DANN, CHRISTOPHER M. JAMES
This paper examines the impact of changes in deposit interest rate regulations on the common stock values of savings and loan institutions. The analysis indicates that stockholder‐owned savings and loans (S & L's) have experienced statistically significant declines in equity market values at the announcement of the removal of ceilings on certain consumer (small saver) certificate accounts and the introduction of short term variable rate money market certificates. We find the evidence to be consistent with the hypothesis that S & L's have earned economic rents from restrictions on interest rates paid to small saver accounts, and that relaxation of interest rate ceilings has reduced these rents.
A VARMA Analysis of the Causal Relations Among Stock Returns, Real Output, and Nominal Interest Rates
Published: 12/1985, Volume: 40, Issue: 5 | DOI: 10.1111/j.1540-6261.1985.tb02389.x | Cited by: 93
CHRISTOPHER JAMES, SERGIO KOREISHA, MEGAN PARTCH
Previous research has documented a negative relation between common stock returns and inflation. Recently, Fama[3]and Geske and Roll[6]have argued that this relation results from a more fundamental one between real activity and expected inflation. Stock returns, they argue, signal changes in real activity, which in turn affect expected inflation. However, unlike Fama, Geske and Roll argue that changes in real activity result in changes in money supply growth, which in turn affect expected inflation. Empirical tests have analyzed separately each link in the proposed causal chain. In this article, we investigate simultaneously the relations among stock returns, real activity, inflation, and money supply changes using a vector autoregressive moving average (VARMA) model. Our empirical results strongly support Geske and Roll's reversed causality model.
The Determinants of Long‐Term Corporate Debt Issuances
Published: 1/14/2016, Volume: 71, Issue: 1 | DOI: 10.1111/jofi.12264 | Cited by: 130
DOMINIQUE C. BADOER, CHRISTOPHER M. JAMES
A significant proportion of the debt issued by investment‐grade firms has maturities greater than 20 years. In this paper we provide evidence that gap‐filling behavior is an important determinant of these very long‐term issues. Using data on individual corporate debt issues between 1987 and 2009, we find that gap‐filling behavior is more prominent in the very long end of the maturity spectrum where the required risk capital makes arbitrage costly. In addition, changes in the supply of long‐term government bonds affect not just the choice of maturity but also the overall level of corporate borrowing.
Do Banks Provide Financial Slack?
Published: 6/2002, Volume: 57, Issue: 3 | DOI: 10.1111/1540-6261.00464 | Cited by: 243
Charles J. Hadlock, Christopher M. James
We study the decision to choose bank debt rather than public securities in a firm's marginal financing choice. Using a sample of 500 firms over the 1980 to 1993 time period, we find that firms are relatively more likely to choose bank loans when variables that measure asymmetric information problems are elevated. The sensitivity of the likelihood of choosing bank debt to information problems is greater for firms with no public debt outstanding. These results are consistent with the hypothesis that banks help alleviate asymmetric information problems and that firms weigh these information benefits against a wide range of contracting costs when choosing bank financing.
Ratings Quality and Borrowing Choice
Published: 6/23/2019, Volume: 74, Issue: 5 | DOI: 10.1111/jofi.12820 | Cited by: 34
DOMINIQUE C. BADOER, CEM DEMIROGLU, CHRISTOPHER M. JAMES
Past studies document that incentive conflicts may lead issuer‐paid credit rating agencies to provide optimistically biased ratings. In this paper, we present evidence that investors question the quality of issuer‐paid ratings and raise corporate bond yields where the issuer‐paid rating is more positive than benchmark investor‐paid ratings. We also find that some firms with favorable issuer‐paid ratings substitute public bonds with borrowings from informed intermediaries to mitigate the “lemons discount” associated with poor quality ratings. Overall, our results suggest that the quality of issuer‐paid ratings has significant effects on borrowing costs and the choice of debt.
Holiday Trading in Futures Markets
Published: 3/1994, Volume: 49, Issue: 1 | DOI: 10.1111/j.1540-6261.1994.tb04432.x | Cited by: 45
FRANK J. FABOZZI, CHRISTOPHER K. MA, JAMES E. BRILEY
In this paper, we find significantly higher preholiday returns in futures contracts compared to nonholiday returns. The findings are consistent with the inventory adjustment hypothesis, since higher preholiday returns associated with lower trading volume are most pronounced for exchange‐closed holidays. There is evidence of positive postholiday returns associated with higher trading volume for exchange‐open holidays. This is consistent with positive holiday sentiments. The holiday effect is uniquely independent: The magnitude of excess holiday returns is the largest among all seasonal variations.
Tobin's
Q
, Debt Overhang, and Investment
Published: 8/2004, Volume: 59, Issue: 4 | DOI: 10.1111/j.1540-6261.2004.00677.x | Cited by: 304
Christopher A. Hennessy
Incorporating debt in a dynamic real options framework, we show that underinvestment stems from truncation of equity's horizon at default. Debt overhang distorts both the level and composition of investment, with underinvestment being more severe for long‐lived assets. An empirical proxy for the shadow price of capital to equity is derived. Use of this proxy yields a structural test for debt overhang and its mitigation through issuance of additional secured debt. Using measurement error‐consistent GMM estimators, we find a statistically significant debt overhang effect regardless of firms' ability to issue additional secured debt.
The Geography of Equity Analysis
Published: 3/2/2005, Volume: 60, Issue: 2 | DOI: 10.1111/j.1540-6261.2005.00744.x | Cited by: 760
CHRISTOPHER J. MALLOY
I provide evidence that geographically proximate analysts are more accurate than other analysts. Stock returns immediately surrounding forecast revisions suggest that local analysts impact prices more than other analysts. These effects are strongest for firms located in small cities and remote areas. Collectively these results suggest that geographically proximate analysts possess an information advantage over other analysts, and that this advantage translates into better performance. The well‐documented underwriter affiliation bias in stock recommendations is concentrated among distant affiliated analysts; recommendations by local affiliated analysts are unbiased. This finding reveals a geographic component to the agency problems in the industry.
Taxable vs. Tax‐Exempt Bonds: A Note on the Effect of Uncertain Taxable Income
Published: 6/1987, Volume: 42, Issue: 2 | DOI: 10.1111/j.1540-6261.1987.tb02576.x | Cited by: 1
CHRISTOPHER D. PIROS
FEDERAL RESERVE POLICY, 1955–58*
Published: 12/1968, Volume: 23, Issue: 5 | DOI: 10.1111/j.1540-6261.1968.tb00329.x | Cited by: 0
Christopher L. Bach
DISCUSSION
Published: 5/1981, Volume: 36, Issue: 2 | DOI: 10.1111/j.1540-6261.1981.tb00469.x | Cited by: 0
CHRISTOPHER A. SIMS
Initial Public Offering Underpricing: The Issuer's View—A Comment
Published: 9/1989, Volume: 44, Issue: 4 | DOI: 10.1111/j.1540-6261.1989.tb02642.x | Cited by: 41
CHRISTOPHER B. BARRY
I consider the underpricing of initial public offerings (IPOs) and the wealth transfers implicit in that underpricing. I find that initial returns properly measure the “issue cost” effect of underpricing as a fraction of offer size, as in Ritter (1987). I present a measure of the wealth effect of underpricing per share retained. In general, the wealth effects on existing shareholders depend on the extent to which they participate in the offering. From the perspective of issuer's wealth, I find that Dawson's (1987) measure is appropriate only in the special case in which all of the prior owners'; shares are sold in the IPO.
A Nonlinear Factor Analysis of S&P 500 Index Option Returns
Published: 9/19/2006, Volume: 61, Issue: 5 | DOI: 10.1111/j.1540-6261.2006.01059.x | Cited by: 140
CHRISTOPHER S. JONES
Growing evidence suggests that extraordinary average returns may be obtained by trading equity index options, and that at least part of this abnormal performance is attributable to volatility and jump risk premia. This paper asks whether such priced risk factors are alone sufficient to explain these average returns. To provide an answer in as general as possible a setting, I estimate a flexible class of nonlinear models using all S&P 500 Index futures options traded between 1986 and 2000. The results show that priced factors contribute to these expected returns but are insufficient to explain their magnitudes, particularly for short‐term out‐of‐the‐money puts.
PORTFOLIO ANALYSIS UNDER UNCERTAIN MEANS, VARIANCES, AND COVARIANCES
Published: 5/1974, Volume: 29, Issue: 2 | DOI: 10.1111/j.1540-6261.1974.tb03064.x | Cited by: 114
Christopher B. Barry
The Effect of Voluntary Spin‐off Announcements on Shareholder Wealth
Published: 12/1983, Volume: 38, Issue: 5 | DOI: 10.1111/j.1540-6261.1983.tb03843.x | Cited by: 173
JAMES A. MILES, JAMES D. ROSENFELD
This paper presents estimates of the effect of a voluntary spin‐off announcement on shareholder wealth. The results show that spin‐off announcements have a positive influence on stock prices and that the relative increase in share price is greater for large spin‐offs than for small ones.
IS THE “NEUTRALIZED MONEY STOCK” UNBIASED?*: COMMENT
Published: 12/1976, Volume: 31, Issue: 5 | DOI: 10.1111/j.1540-6261.1976.tb03231.x | Cited by: 0
James R. Barth, James T. Bennett
Putting the Price in Asset Pricing
Published: 10/9/2024, Volume: 79, Issue: 6 | DOI: 10.1111/jofi.13391 | Cited by: 14
THUMMIM CHO, CHRISTOPHER POLK
We propose a novel way to estimate a portfolio's abnormal price, the percentage gap between price and the present value of dividends computed with a chosen asset pricing model. Our method, based on a novel identity, resembles the time‐series estimator of abnormal returns, avoids the issues in alternative approaches, and clarifies the role of risk and mispricing in long‐horizon returns. We apply our techniques to study the cross‐section of price levels relative to the capital asset pricing model (CAPM) and find that a single characteristic, adjusted value, provides a parsimonious model of CAPM‐implied abnormal price.
Crisis Interventions in Corporate Insolvency
Published: 1/30/2025, Volume: 80, Issue: 2 | DOI: 10.1111/jofi.13421 | Cited by: 5
SAMUEL ANTILL, CHRISTOPHER CLAYTON
We model the optimal resolution of insolvent firms in general equilibrium. Collateral‐constrained banks lend to (i) solvent firms to finance investments and (ii) distressed firms to avoid liquidation. Liquidations create negative fire‐sale externalities. Liquidations also relieve bank balance–sheet congestion, enabling new firm loans that generate positive collateral externalities by lowering bank borrowing rates. Socially optimal interventions encourage liquidation when firms have high operating losses, high leverage, or low productivity. Surprisingly, larger fire sales promote interventions encouraging more liquidations. We study synergies between insolvency interventions and macroprudential regulation, bailouts, deferred loss recognition, and debt subordination. Our model elucidates historical crisis interventions.
Connected Stocks
Published: 5/8/2014, Volume: 69, Issue: 3 | DOI: 10.1111/jofi.12149 | Cited by: 399
MIGUEL ANTÓN, CHRISTOPHER POLK
We connect stocks through their common active mutual fund owners. We show that the degree of shared ownership forecasts cross‐sectional variation in return correlation, controlling for exposure to systematic return factors, style and sector similarity, and many other pair characteristics. We argue that shared ownership causes this excess comovement based on evidence from a natural experiment—the 2003 mutual fund trading scandal. These results motivate a novel cross‐stock‐reversal trading strategy exploiting information contained in ownership connections. We show that long‐short hedge fund index returns covary negatively with this strategy, suggesting these funds may exacerbate this excess comovement.
BOOKS RECEIVED
Published: 3/1962, Volume: 17, Issue: 1 | DOI: 10.1111/j.1540-6261.1962.tb04263.x | Cited by: 0
James Gillies
BOOKS RECEIVED
Published: 3/1963, Volume: 18, Issue: 1 | DOI: 10.1111/j.1540-6261.1963.tb01633.x | Cited by: 0
James Gillies
The Effect of Common‐Stock Dividend Reductions on the Returns of Nonconvertible Preferred Stocks: A Note
Published: 6/1983, Volume: 38, Issue: 3 | DOI: 10.1111/j.1540-6261.1983.tb02517.x | Cited by: 2
JAMES ROSENFELD
BOOKS RECEIVED
Published: 12/1961, Volume: 16, Issue: 4 | DOI: 10.1111/j.1540-6261.1961.tb04243.x | Cited by: 0
James Gillies
BOOKS RECEIVED
Published: 12/1963, Volume: 18, Issue: 4 | DOI: 10.1111/j.1540-6261.1963.tb01647.x | Cited by: 0
James Gillies
THE BURDEN OF THE PUBLIC DEBT: A REVIEW ARTICLE
Published: 12/1965, Volume: 20, Issue: 4 | DOI: 10.1111/j.1540-6261.1965.tb02936.x | Cited by: 15
James Tobin
REPLY
Published: 9/1966, Volume: 21, Issue: 3 | DOI: 10.1111/j.1540-6261.1966.tb00257.x | Cited by: 0
James Tobin
SOME FINANCIAL ASPECTS OF THE CANADIAN GOVERNMENT HOUSING PROGRAM: HISTORY AND PROSPECTIVE DEVELOPMENTS*
Published: 3/1953, Volume: 8, Issue: 1 | DOI: 10.1111/j.1540-6261.1953.tb01133.x | Cited by: 0
James Gillies
DOMESTIC POLICY OBJECTIVES AND THE BALANCE OF PAYMENTS
Published: 5/1966, Volume: 21, Issue: 2 | DOI: 10.1111/j.1540-6261.1966.tb00234.x | Cited by: 3
James Duesenberry
BOOKS RECEIVED
Published: 9/1962, Volume: 17, Issue: 3 | DOI: 10.1111/j.1540-6261.1962.tb04331.x | Cited by: 0
James Gillies
Option Mispricing around Nontrading Periods
Published: 1/16/2018, Volume: 73, Issue: 2 | DOI: 10.1111/jofi.12603 | Cited by: 37
CHRISTOPHER S. JONES, JOSHUA SHEMESH
We find that option returns are significantly lower over nontrading periods, the vast majority of which are weekends. Our evidence suggests that nontrading returns cannot be explained by risk, but rather are the result of widespread and highly persistent option mispricing driven by the incorrect treatment of stock return variance during periods of market closure. The size of the effect implies that the broad spectrum of finance research involving option prices should account for nontrading effects. Our study further suggests how alternative industry practices could improve the efficiency of option markets in a meaningful way.
The Market Reaction to Stock Splits
Published: 12/1987, Volume: 42, Issue: 5 | DOI: 10.1111/j.1540-6261.1987.tb04370.x | Cited by: 198
CHRISTOPHER G. LAMOUREUX, PERCY POON
In this paper, a model of market reaction to stock splits is presented and tested. We argue that the announcement of a split sets off the following chain of events. The market recognizes that, subsequent to the (reverse) split ex‐day, the daily number of transactions along with the raw volume of shares traded will increase (decrease). This increase in volume results in an increase in the noisiness of the security's return process. The increase in noise raises the tax‐option value of the stock, and it is this value that generates the announcement effect of stock splits. Empirical evidence using security returns, daily trading volume, and shareholder data strongly supports this theory. The evidence, in conjunction with this theory, also agrees with extant literature that splits result in decreased liquidity, but there is no evidence that this reduction in liquidity is priced.
Worrying about the Stock Market: Evidence from Hospital Admissions
Published: 5/11/2016, Volume: 71, Issue: 3 | DOI: 10.1111/jofi.12386 | Cited by: 129
JOSEPH ENGELBERG, CHRISTOPHER A. PARSONS
Using individual patient records for every hospital in California from 1983 to 2011, we find a strong inverse link between daily stock returns and hospital admissions, particularly for psychological conditions such as anxiety, panic disorder, and major depression. The effect is nearly instantaneous (within the same day) for psychological conditions, suggesting that
anticipation
over future consumption directly influences instantaneous utility.
Skin in the Game and Moral Hazard
Published: 7/18/2014, Volume: 69, Issue: 4 | DOI: 10.1111/jofi.12161 | Cited by: 97
GILLES CHEMLA, CHRISTOPHER A. HENNESSY
What determines securitization levels, and should they be regulated? To address these questions we develop a model where originators can exert unobservable effort to increase expected asset quality, subsequently having private information regarding quality when selling ABS to rational investors. Absent regulation, originators may signal positive information via junior retentions or commonly adopt low retentions if funding value and price informativeness are high. Effort incentives are below first‐best absent regulation. Optimal regulation promoting originator effort entails a menu of junior retentions or one junior retention with size decreasing in price informativeness. Zero retentions and opacity are optimal among regulations inducing zero effort.
The Effect of Taxation on Immunization Rules and Duration Estimation
Published: 12/1981, Volume: 36, Issue: 5 | DOI: 10.1111/j.1540-6261.1981.tb01080.x | Cited by: 5
CHRISTOPHER A. HESSEL, LUCY HUFFMAN
Investments in default‐free bonds can be insulated from financial loss due to interest rate changes (via additive shock) by a process known as immunization. The literature on this process ignores taxes. This manuscript focuses on three issues. The first is the development of the tax‐adjusted immunization process with a comparison to the existing literature. The second issue is the microeconomic effect of a shift in only the individual's tax rates on immunization and investment behavior. The third issue is the macroeconomic effect of an across‐the‐board shift in tax rates on immunization and investment behavior.
The Slope of the Credit Yield Curve for Speculative‐Grade Issuers
Published: 10/1999, Volume: 54, Issue: 5 | DOI: 10.1111/0022-1082.00170 | Cited by: 235
Jean Helwege, Christopher M. Turner
Many theoretical bond pricing models predict that the credit yield curve facing risky bond issuers is downward‐sloping. Previous empirical research (Sarig and Warga (1989), Fons (1994)) supports these models. Our study examines sets of bonds issued by the same firm with equal priority in the liability structure, but with different maturities, thus holding credit quality constant. We find, counter to prior research, that risky bonds typically have upward‐sloping credit yield curves. Moreover, when we combine our matched sets of bonds (no longer controlling credit quality), the estimated slope is negative, indicating a sample selection bias problem associated with maturity.
The Diversification Discount: Cash Flows Versus Returns
Published: 10/2001, Volume: 56, Issue: 5 | DOI: 10.1111/0022-1082.00386 | Cited by: 133
Owen A. Lamont, Christopher Polk
Diversified firms have different values from comparable portfolios of single‐segment firms. These value differences must be due to differences in either future cash flows or future returns. Expected security returns on diversified firms vary systematically with relative value. Discount firms have significantly higher subsequent returns than premium firms. Slightly more than half of the cross‐sectional variation in excess values is due to variation in expected future cash flows, with the remainder due to variation in expected future returns and to covariation between cash flows and returns.
Agency Costs and Ownership Structure
Published: 2/2000, Volume: 55, Issue: 1 | DOI: 10.1111/0022-1082.00201 | Cited by: 1807
James S. Ang, Rebel A. Cole, James Wuh Lin
We provide measures of absolute and relative equity agency costs for corporations under different ownership and management structures. Our base case is
Jensen and Meckling's (1976)
zero agency‐cost firm, where the manager is the firm's sole shareholder. We utilize a sample of 1,708 small corporations from the FRB/NSSBF database and find that agency costs (i) are significantly higher when an outsider rather than an insider manages the firm; (ii) are inversely related to the manager's ownership share; (iii) increase with the number of nonmanager shareholders, and (iv) to a lesser extent, are lower with greater monitoring by banks.
THE CHANGING ROLE OF BANKS IN THE MARKET FOR EQUITIES
Published: 5/1965, Volume: 20, Issue: 2 | DOI: 10.1111/j.1540-6261.1965.tb00216.x | Cited by: 1
A. James Meigs
ASPECTS OF INSTRUMENT/TARGET LINKS IN CANADIAN MONETARY POLICY*
Published: 3/1974, Volume: 29, Issue: 1 | DOI: 10.1111/j.1540-6261.1974.tb00047.x | Cited by: 0
James W. Dean
ANNOUNCEMENT
Published: 9/1959, Volume: 14, Issue: 3 | DOI: 10.1111/j.1540-6261.1959.tb00137.x | Cited by: 0
James J. O'Leary
Marketplace Fragmentation, Competition, and the Efficiency of the Stock Exchange
Published: 3/1979, Volume: 34, Issue: 1 | DOI: 10.1111/j.1540-6261.1979.tb02078.x | Cited by: 52
JAMES L. HAMILTON
ON THE THEORY OF CONGLOMERATE MERGERS
Published: 9/1977, Volume: 32, Issue: 4 | DOI: 10.1111/j.1540-6261.1977.tb03323.x | Cited by: 58
James H. Scott