Journal of Finance

最新文章

• Market Segmentation and Stock Prices: Evidence from an Emerging Market AI翻译
  作者：Domowitz, Ian; Glen, Jack; Madhavan, Ananth
  作者单位：University of Southern California
• Debt, Leases, Taxes, and the Endogeneity of Corporate Tax Status AI翻译
  作者：Graham, John R.; Lemmon, Michael L.; Schallheim, James S.
  作者单位：Arizona State University; Arizona State University-Tempe
• The Importance of Firm Quotes and Rapid Executions: Evidence from the January 1994 SOES Rule Change AI翻译
  作者：Harris, Jeffrey H.; Schultz, Paul H.
  作者单位：University System of Ohio; Ohio State University
• Information Acquisition, Asset Prices, and Trading Volume in a Dynamic Rational Expectations Model AI翻译
  作者：Holden, Craig W.; Subrahmanyam, Avanidhar
  作者单位：Indiana University System; Indiana University Bloomington
• Market Manipulation and the Role of Insider Trading Regulations AI翻译
  作者：John, Kose; Narayanan, Ranga
  作者单位：University System of Ohio; Case Western Reserve University
• Fully Revealing Equilibria with Suboptimal Investment. AI翻译
  作者：Persons, John C.
  作者单位：University System of Ohio; Ohio State University
• Analyst Following of Initial Public Offerings. AI翻译
  作者：Rajan, Raghuram; Servaes, Henri
  作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine
• Causes and Effects of Corporate Refocusing Programs AI翻译
  作者：Berger, Philip G.; Ofek, Eli
  作者单位：University of Pennsylvania
• The Design of Corporate Boards: Composition, Compensation, Factions, and Turnover AI翻译
  作者：Noe, Thomas H.; Rebello, Michael J.
  作者单位：University System of Georgia; Georgia State University
• Firm size, book-to-market ratio, and security returns: A holdout sample of financial firms AI翻译
  作者：Barber, BM; Lyon, JD
  摘要：Fama and French (1992) document a significant relation between firm size, book-to-market ratios, and security returns for nonfinancial firms. Because of their initial interest in leverage as an explanatory variable for security returns, Fama and French exclude from their analysis financial firms, thus creating a natural holdout sample on which to test the robustness of their results. We document that the relation between firm size, book-to-market ratios, and security returns is similar for fin...