| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
An analysis of mutual fund design: the case of investing in small-cap stocks 1 1 I have benefited from generous access to the portfolio managers and trade room personnel at Dimensional Fund Advisors. Thanks also to Marshall Blume, David Booth, Truman Clark, Gene Fama, Gene Fama, Jr., Ken French, Ananth Madhavan, David Musto, Jay Ritter, Rex Sinquefield, and Mitchell Petersen (the referee) for helpful comments and discussions.
|
Keim, Donald B.
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|
1999
|
51 |
2 |
p. 173-194
22 p.
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artikel
|
| 2 |
Deregulation, disintermediation, and agency costs of debt: evidence from Japan 1 We are grateful for helpful comments by Craig Dunbar, Vidhan Goyal, Bob Hendershott, James Hodder, Takeo Hoshi, Chuan Yang Hwang, Nararayan Jayaraman, Sangphill Kim, Ken Lehn, Gershon Mandelker, Asatoshi Maeshiro, Bob Nachtmann, Mitchell Petersen, Dick Pettway, Steve Prowse, S. Ghon Rhee, Kuldeep Shastri, Anil Shivdasani, René Stulz, Christopher James (the referee), and Cliff Smith (the editor). Anderson is grateful to the Richard D. Irwin Foundation and the International Business Center at the Katz Graduate School of Business for financial support. 1
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Anderson, Christopher W.
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|
1999
|
51 |
2 |
p. 309-339
31 p.
|
artikel
|
| 3 |
Long-term returns from equity carveouts 1 I have benefited from comments of seminar participants at the Case Western Reserve University, the University of Iowa, the University of Oklahoma, the Eighth Annual Conference on Financial Economics and Accounting at the State University of New York, Buffalo, and the Financial Management Association. I wish to thank Jeffrey Allen, Tom George, Inmoo Lee, Tim Loughran, Harry Paarsch, William Schwert (the editor), Ajai Singh, and Mike Stutzer for useful comments. I also wish to thank Yao-Min Chiang and Sterling Yan for valuable assistance with the data collection, and Eugene Fama for sharing the data used in developing the Fama–French three factor model. I am especially obliged to Brad Barber (the referee) for many comments that improved this paper substantially. 1
|
Vijh, Anand M
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|
1999
|
51 |
2 |
p. 273-308
36 p.
|
artikel
|
| 4 |
Stock-based incentive contracts and managerial performance: the case of Ralston Purina Company 1 We appreciate the comments and suggestions of Gordon Alexander, Rick Antle, George Benston, Nick Dopuch, Patty Dechow, Mike Ettredge, Tom George, Mahendra Gupta, Steve Huddart, Cathy Niden, Jonathan Paul, Mort Pincus, Greg Sierra, Bob Virgil, Greg Waymire, and seminar participants at Arizona State University, Emory University, Louisiana State University, University of Massachusetts at Amherst, and at the American Finance Association and Financial Management Association annual meetings. We especially appreciate the comments and suggestions of Michael Bradley, Kenneth M. Eades, S.P. Kothari, and Kevin J. Murphy (a referee). Special thanks go to Karen Wruck (a referee) and Michael Jensen (the editor) for many helpful comments and suggestions. We also appreciate the editorial assistance of Sandra Moore and Janice Willett and the research assistance of Kathryn Wilkens. Charles Wasley acknowledges the financial support of the College of Business Administration at the University of Iowa. 1
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Campbell, Cynthia J
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1999
|
51 |
2 |
p. 195-217
23 p.
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artikel
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| 5 |
Testing static tradeoff against pecking order models of capital structure 1 This paper has benefited from comments by seminar participants at Boston College, Boston Unsiversity, Dartmouth College, Massachusetts Institute of Technology, University of Massachusetts, Ohio State University, University of California at Los Angeles and the NBER, especially Eugene Fama and Robert Gertner. The usual disclaimers apply. Funding from MIT and the Tuck School at Dartmouth College is gratefuly acknowledged. We also thank two reviewers, Richard S. Ruback and Clifford W. Smith, Jr., for helpful comments. 1
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Shyam-Sunder, Lakshmi
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1999
|
51 |
2 |
p. 219-244
26 p.
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artikel
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| 6 |
Using genetic algorithms to find technical trading rules 1 Helpful comments were made by Adam Dunsby, Lawrence Fisher, Steven Kimbrough, Paul Kleindorfer, Michele Kreisler, James Laing, Josef Lakonishok, George Mailath, and seminar participants at Institutional Investor, J.P. Morgan, the NBER Asset Pricing Program, Ohio State University, Purdue University, the Santa Fe Institute, Rutgers University, Stanford University, University of California, Berkeley, University of Michigan, University of Pennsylvania, University of Utah, Washington University (St. Louis), and the 1995 AFA Meetings in Washington, D.C. We are particularly grateful to Kenneth R. French (the referee), and G. William Schwert (the editor) for their suggestions. Financial support from the National Science Foundation is gratefully acknowledged by the first author and from the Academy of Finland by the second and from the Geewax-Terker Program in Financial Instruments by both. Correspondence should be addressed to Franklin Allen, The Wharton School, University of Pennsylvania, Philadelphia, PA 19104-6367. 1
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Allen, Franklin
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1999
|
51 |
2 |
p. 245-271
27 p.
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artikel
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