The Journal of Financial Research
VOLUME XX NUMBER 1 |
Spring 1997 |
CONTENTS
Page No. |
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The Relation Between Option Mispricing and Volume in the Black-Scholes Option Model
|
1 |
A Simultaneous Test of Competing Theories Regarding the January Effect
|
13 |
January Return Seasonality in Real Estate Investment Trusts: Information vs. Tax-Loss Selling Effects
|
33 |
Intertemporal Asset Pricing Without Consumption Data: Empirical Tests
|
53 |
A Variance Decomposition Analysis of the Information in the Term Structure
|
71 |
The Survival of Initial Public Offerings in the Aftermarket
|
93 |
The Value of a Regulatory Seal Approval
|
111 |
An Investigation of Alternative Estimators of Expected Returns in Mean-Variance Analysis
|
129 |
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