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Cambridge University Press Journal of Financial and Quantitative Analysis Contact information of
Cambridge University Press: http://journals.cambridge.org/jid_JFQ
For technical questions regarding this series, please contact
(Mike Eden) Series handle: repec:cup:jfinqa
More pages of listings: 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 2009, Volume 44, Issue 04
745-775 Does Prior Performance Affect a Mutual Fund?s Choice of Risk? Theory and Further Empirical Evidence by Chen, Hsiu-lang & Pennacchi, George G. [Downloadable!]
777-794 Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum? by Bulkley, George & Nawosah, Vivekanand [Downloadable!]
795-822 Heterogeneous Beliefs and Momentum Profits by Verardo, Michela [Downloadable!]
823-850 Shareholder-Initiated Class Action Lawsuits: Shareholder Wealth Effects and Industry Spillovers by Gande, Amar & Lewis, Craig M. [Downloadable!]
851-882 Commonality in Liquidity: A Global Perspective by Brockman, Paul & Chung, Dennis Y. & P?rignon, Christophe [Downloadable!]
883-909 Is There an Intertemporal Relation between Downside Risk and Expected Returns? by Bali, Turan G. & Demirtas, K. Ozgur & Levy, Haim [Downloadable!]
911-951 Asset Substitution and Structured Financing by Vanden, Joel M. [Downloadable!]
953-986 Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks by Gagnon, Louis & Karolyi, G. Andrew [Downloadable!]
987-1011 Term Structure, Inflation, and Real Activity by Berardi, Andrea [Downloadable!]
2009, Volume 44, Issue 03 489-516 Institutional versus Individual Investment in IPOs: The Importance of Firm Fundamentals by Field, Laura Casares & Lowry, Michelle [Downloadable!]
517-550 A Joint Framework for Consistently Pricing Interest Rates and Interest Rate Derivatives by Heidari, Massoud & Wu, Liuren [Downloadable!]
551-578 Capital Market Imperfections and the Sensitivity of Investment to Stock Prices by Ovtchinnikov, Alexei V. & McConnell, John J. [Downloadable!]
579-605 Managers? and Investors? Responses to Media Exposure of Board Ineffectiveness by Joe, Jennifer R. & Louis, Henock & Robinson, Dahlia [Downloadable!]
607-640 Dynamic Style Preferences of Individual Investors and Stock Returns by Kumar, Alok [Downloadable!]
641-656 Testing the Elasticity of Corporate Yield Spreads by Jacoby, Gady & Liao, Rose C. & Batten, Jonathan A. [Downloadable!]
657-682 The Role of the Media in the Internet IPO Bubble by Bhattacharya, Utpal & Galpin, Neal & Ray, Rina & Yu, Xiaoyun [Downloadable!]
683-718 Sudden Deaths: Taking Stock of Geographic Ties by Faccio, Mara & Parsley, David C. [Downloadable!]
719-744 Probability Judgment Error and Speculation in Laboratory Asset Market Bubbles by Ackert, Lucy F. & Charupat, Narat & Deaves, Richard & Kluger, Brian D. [Downloadable!]
2009, Volume 44, Issue 02 237-271 Testing Theories of Capital Structure and Estimating the Speed of Adjustment by Huang, Rongbing & Ritter, Jay R. [Downloadable!]
273-305 Hedge Funds for Retail Investors? An Examination of Hedged Mutual Funds by Agarwal, Vikas & Boyson, Nicole M. & Naik, Narayan Y. [Downloadable!]
307-335 Testing International Asset Pricing Models Using Implied Costs of Capital by Lee, Charles & Ng, David & Swaminathan, Bhaskaran [Downloadable!]
337-368 Money and the C-CAPM by Balvers, Ronald J. & Huang, Dayong [Downloadable!]
369-390 Anchoring Bias in Consensus Forecasts and Its Effect on Market Prices by Campbell, Sean D. & Sharpe, Steven A. [Downloadable!]
391-410 Stock Options and Total Payout by Cuny, Charles J. & Martin, Gerald S. & Puthenpurackal, John J. [Downloadable!]
411-437 Are the Wall Street Analyst Rankings Popularity Contests? by Emery, Douglas R. & Li, Xi [Downloadable!]
439-466 Founder-CEOs, Investment Decisions, and Stock Market Performance by Fahlenbrach, R?diger [Downloadable!]
467-488 The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market by Neely, Christopher J. & Weller, Paul A. & Ulrich, Joshua M. [Downloadable!]
2009, Volume 44, Issue 01 1-28 The Information Content of Idiosyncratic Volatility by Jiang, George J. & Xu, Danielle & Yao, Tong [Downloadable!]
29-54 Detecting Liquidity Traders by Kalay, Avner & Wohl, Avi [Downloadable!]
55-83 Understanding the Penalties Associated with Corporate Misconduct: An Empirical Examination of Earnings and Risk by Murphy, Deborah L. & Shrieves, Ronald E. & Tibbs, Samuel L. [Downloadable!]
85-108 Does Sentiment Drive the Retail Demand for IPOs? by Dorn, Daniel [Downloadable!]
109-132 The Determinants of Credit Default Swap Premia by Ericsson, Jan & Jacobs, Kris & Oviedo, Rodolfo [Downloadable!]
133-154 Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence by Guo, Hui & Savickas, Robert & Wang, Zijun & Yang, Jian [Downloadable!]
155-188 Institutional Investors, Past Performance, and Dynamic Loss Aversion by O?Connell, Paul G. J. & Teo, Melvyn [Downloadable!]
189-212 Stock and Bond Market Liquidity: A Long-Run Empirical Analysis by Goyenko, Ruslan Y. & Ukhov, Andrey D. [Downloadable!]
213-236 Firm Characteristics, Relative Efficiency, and Equity Returns by Nguyen, Giao X. & Swanson, Peggy E. [Downloadable!]
2008, Volume 43, Issue 04 817-842 Investment Banking and Analyst Objectivity: Evidence from Analysts Affiliated with Mergers and Acquisitions Advisors by Kolasinski, Adam C. & Kothari, S. P. [Downloadable!]
843-881 Managerial Traits and Capital Structure Decisions by Hackbarth, Dirk [Downloadable!]
883-906 Style Investing and Institutional Investors by Froot, Kenneth & Teo, Melvyn [Downloadable!]
907-936 Star Power: The Effect of Monrningstar Ratings on Mutual Fund Flow by Guercio, Diane Del & Tkac, Paula A. [Downloadable!]
937-974 Blockholder Scarcity, Takeovers, and Ownership Structures by Gorton, Gary & Kahl, Matthias [Downloadable!]
975-1000 The Impact of Commercial Banks on Underwriting Spreads: Evidence from Three Decades by Kim, Dongcheol & Palia, Darius & Saunders, Anthony [Downloadable!]
1001-1035 Using Innovative Securities under Asymmetric Information: Why Do Some Firms Pay with Contingent Value Rights? by Chatterjee, Sris & Yan, An [Downloadable!]
1037-1053 Recovering Risk Neutral Densities from Option Prices: A New Approach by Rompolis, Leonidas S. & Tzavalis, Elias [Downloadable!]
1055-1090 Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? by Branger, Nicole & Schlag, Christian [Downloadable!]
2008, Volume 43, Issue 03 547-579 Pseudo Market Timing: A Reappraisal by Dahlquist, Magnus & de Jong, Frank [Downloadable!]
581-611 The Cost to Firms of Cooking the Books by Karpoff, Jonathan M. & Lee, D. Scott & Martin, Gerald S. [Downloadable!]
613-655 Portfolio Concentration and the Performance of Individual Investors by Ivkovi?, Zoran & Sialm, Clemens & Weisbenner, Scott [Downloadable!]
657-684 Aggregate Earnings, Firm-Level Earnings, and Expected Stock Returns by Bali, Turan G. & Demirtas, K. Ozgur & Tehranian, Hassan [Downloadable!]
685-716 Home-Biased Analysts in Emerging Markets by Lai, Sandy & Teo, Melvyn [Downloadable!]
717-740 The Costs of Owning Employer Stocks: Lessons from Taiwan by Lee, Yi-Tsung & Liu, Yu-Jane & Zhu, Ning [Downloadable!]
741-767 Liquidity, Investment Style, and the Relation between Fund Size and Fund Performance by Yan, Xuemin (Sterling) [Downloadable!]
769-786 Irreversible Investment, Financing, and Bankruptcy Decisions in an Oligopoly by Jou, Jyh-bang & Lee, Tan [Downloadable!]
787-815 New Evidence of Asymmetric Dependence Structures in International Equity Markets by Okimoto, Tatsuyoshi [Downloadable!]
2008, Volume 43, Issue 02 267-298 Conditional Return Smoothing in the Hedge Fund Industry by Bollen, Nicolas P. B. & Pool, Veronika K. [Downloadable!]
299-330 Investment and Competition by Akdo?u, Evrim & MacKay, Peter [Downloadable!]
331-353 Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression by Ferson, Wayne E. & Sarkissian, Sergei & Simin, Timothy [Downloadable!]
355-380 The Poor Predictive Performance of Asset Pricing Models by Simin, Timothy [Downloadable!]
381-400 Corporate Governance, Shareholder Rights, and Shareholder Rights Plans: Poison, Placebo, or Prescription? by Caton, Gary L. & Goh, Jeremy [Downloadable!]
401-431 Are Household Portfolios Efficient? an Analysis Conditional on Housing by Pelizzon, Loriana & Weber, Guglielmo [Downloadable!]
433-466 Debt Capacity, Cost of Debt, and Corporate Insurance by Zou, Hong & Adams, Mike B. [Downloadable!]
467-488 Macroeconomic News, Order Flows, and Exchange Rates by Love, Ryan & Payne, Richard [Downloadable!]
489-524 International Diversification with Large- and Small-Cap Stocks by Eun, Cheol S. & Huang, Wei & Lai, Sandy [Downloadable!]
525-546 Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM by De Giorgi, Enrico & Post, Thierry [Downloadable!]
2008, Volume 43, Issue 01 1-28 Information and the Intermediary: Are Market Intermediaries Informed Traders in Electronic Markets? by Anand, Amber & Subrahmanyam, Avanidhar [Downloadable!]
29-58 Idiosyncratic Volatility and the Cross Section of Expected Returns by Bali, Turan G. & Cakici, Nusret [Downloadable!]
59-92 The Determinants of Capital Structure: Capital Market-Oriented versus Bank-Oriented Institutions by Antoniou, Antonios & Guney, Yilmaz & Paudyal, Krishna [Downloadable!]
93-121 Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks by Barclay, Michael J. & Hendershott, Terrence & Jones, Charles M. [Downloadable!]
123-160 An Explicit, Multi-Factor Credit Default Swap Pricing Model with Correlated Factors by Chen, Ren-Raw & Cheng, Xiaolin & Fabozzi, Frank J. & Liu, Bo [Downloadable!]
161-190 Control Transfers, Privatization, and Corporate Performance: Efficiency Gains in China's Listed Companies by Chen, Gongmeng & Firth, Michael & Xin, Yu & Xu, Liping [Downloadable!]
191-211 Stock Market Participation and the Internet by Bogan, Vicki [Downloadable!]
213-244 Insiders' Tax Preferences and Firms' Choices between Dividends and Share Repurchases by Hsieh, Jim & Wang, Qinghai [Downloadable!]
245-266 The Genesis of Home Bias? The Location and Portfolio Choices of Investment Company Start-Ups by Parwada, Jerry T. [Downloadable!]
2007, Volume 42, Issue 04 811-826 Incentive Contracts and Hedge Fund Management by Hodder, James E. & Jackwerth, Jens Carsten [Downloadable!]
827-856 Do Market Timing Hedge Funds Time the Market? by Chen, Yong & Liang, Bing [Downloadable!]
857-891 Bayesian Analysis of Linear Factor Models with Latent Factors, Multivariate Stochastic Volatility, and APT Pricing Restrictions by Nardari, Federico & Scruggs, John T. [Downloadable!]
893-913 Analysts' Conflicts of Interest and Biases in Earnings Forecasts by Chan, Louis K. C. & Karceski, Jason & Lakonishok, Josef [Downloadable!]
915-940 Characterizing World Market Integration through Time by Carrieri, Francesca & Errunza, Vihang & Hogan, Ked [Downloadable!]
941-962 The Value of Outside Directors: Evidence from Corporate Governance Reform in Korea by Choi, Jongmoo Jay & Park, Sae Woon & Yoo, Sean Sehyun [Downloadable!]
963-990 Forecasting Currency Excess Returns: Can the Forward Bias Be Exploited? by Villanueva, O. Miguel [Downloadable!]
991-1019 The Effect of Shareholder Taxes on Corporate Payout Choice by Moser, William J. [Downloadable!]
1021-1040 Basis Convergence and Long Memory in Volatility When Dynamic Hedging with Futures by Dark, Jonathan [Downloadable!]
1041-1062 Reassessing the Impact of Option Introductions on Market Quality: A Less Restrictive Test for Event-Date Effects by Danielsen, Bartley R. & van Ness, Bonnie F. & Warr, Richard S. [Downloadable!]
2007, Volume 42, Issue 03 535-564 Board Composition, Corporate Performance, and the Cadbury Committee Recommendation by Dahya, Jay & McConnell, John J. [Downloadable!]
565-594 Is Ipo Underperformance a Peso Problem? by Ang, Andrew & Gu, Li & Hochberg, Yael V. [Downloadable!]
595-620 The Dynamics of Credit Spreads and Ratings Migrations by Farnsworth, Heber & Li, Tao [Downloadable!]
621-656 Optimal Portfolio Choice with Parameter Uncertainty by Kan, Raymond & Zhou, Guofu [Downloadable!]
657-682 Information Disclosure and Market Quality: The Effect of SEC Rule 605 on Trading Costs by Zhao, Xin & Chung, Kee H. [Downloadable!]
683-708 Mutual Fund Attributes and Investor Behavior by Bollen, Nicolas P. B. [Downloadable!]
709-734 Competitive Equilibrium with Debt by Zhdanov, Alexei [Downloadable!]
735-758 The Value of the Designated Market Maker by Venkataraman, Kumar & Waisburd, Andrew C. [Downloadable!]
759-783 Board Composition and Corrective Action: Evidence from Corporate Responses to Bad Acquisition Bids by Paul, Donna L. [Downloadable!]
785-809 The Role of Underwriter-Investor Relationships in the IPO Process by Binay, Murat M. & Gatchev, Vladimir A. & Pirinsky, Christo A. [Downloadable!]
2007, Volume 42, Issue 02 257-277 The Impact of Mutual Fund Family Membership on Investor Risk by Elton, Edwin J. & Gruber, Martin J. & Green, T. Clifton [Downloadable!]
279-312 A Binomial Lattice Method for Pricing Corporate Debt and Modeling Chapter 11 Proceedings by Broadie, Mark & Kaya, ?zg?r [Downloadable!]
313-337 Initial Public Offerings of State-Owned Enterprises: An International Study of Policy Risk by Lam, Swee-Sum & Tan, Ruth Seow-Kuan & Wee, Glenn Tsao-Min [Downloadable!]
339-367 Why Do Controlling Families of Public Firms Sell Their Remaining Ownership Stake? by Klasa, Sandy [Downloadable!]
369-397 Stock Market Liquidity and Firm Dividend Policy by Banerjee, Suman & Gatchev, Vladimir A. & Spindt, Paul A. [Downloadable!]
399-419 Systematic Share Price Fluctuations after Bankruptcy Filings and the Investors Who Drive Them by Dawkins, Mark C. & Bhattacharya, Nilabhra & Bamber, Linda Smith [Downloadable!]
421-442 Why Do Firms Go Dark? by Marosi, Andr?s & Massoud, Nadia [Downloadable!]
443-466 Underpricing in Discriminatory and Uniform-Price Treasury Auctions by Goldreich, David [Downloadable!]
467-488 Missed Opportunities: Optimal Investment Timing When Information is Costly by Guthrie, Graeme [Downloadable!]
489-515 Multivariate Tests for Stochastic Dominance Efficiency of a Given Portfolio by Post, Thierry & Versijp, Philippe [Downloadable!]
517-533 The Impact of Overnight Periods on Option Pricing by Boes, Mark-Jan & Drost, Feike C. & Werker, Bas J. M. [Downloadable!]
2007, Volume 42, Issue 01 1-39 The U-Shaped Investment Curve: Theory and Evidence by Cleary, Sean & Povel, Paul & Raith, Michael [Downloadable!]
41-80 An International Examination of Affine Term Structure Models and the Expectations Hypothesis by Tang, Huarong & Xia, Yihong [Downloadable!]
81-100 The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields by Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio [Downloadable!]
101-118 Chapter 11: Duration, Outcome, and Post-Reorganization Performance by Denis, Diane K. & Rodgers, Kimberly J. [Downloadable!]
119-142 Time-Series Behavior of Share Repurchases and Dividends by Lee, Bong-Soo & Rui, Oliver Meng [Downloadable!]
143-165 Derivative Lawsuits as a Corporate Governance Mechanism: Empirical Evidence on Board Changes Surrounding Filings by Ferris, Stephen P. & Jandik, Tomas & Lawless, Robert M. & Makhija, Anil [Downloadable!]
167-187 Stealth Trading in Options Markets by Anand, Amber & Chakravarty, Sugato [Downloadable!]
189-208 Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery by Hautsch, Nikolaus & Hess, Dieter [Downloadable!]
209-227 Generalized Analytical Upper Bounds for American Option Prices by Chung, San-Lin & Chang, Hsieh-Chung [Downloadable!]
229-256 All Events Induce Variance: Analyzing Abnormal Returns When Effects Vary across Firms by Harrington, Scott E. & Shrider, David G. [Downloadable!]
2006, Volume 41, Issue 04 733-751 Are Bank Loans Special? Evidence on the Post-Announcement Performance of Bank Borrowers by Billett, Matthew T. & Flannery, Mark J. & Garfinkel, Jon A. [Downloadable!]
753-786 Innovation, Information, and Financial Architecture by Tadesse, Solomon [Downloadable!]
787-808 Financial Development and the Cash Flow Sensitivity of Cash by Khurana, Inder K. & Martin, Xiumin & Pereira, Raynolde [Downloadable!]
809-828 Do Institutions Receive Favorable Allocations in IPOs with Better Long-Run Returns? by Boehmer, Beatrice & Boehmer, Ekkehart & Fishe, Raymond P. H. [Downloadable!]
829-862 IPO Pricing with Bookbuilding and a When-Issued Market by Aussenegg, Wolfgang & Pichler, Pegaret & Stomper, Alex [Downloadable!]
863-887 Stock Market Performance and the Term Structure of Credit Spreads by Demchuk, Andriy & Gibson, Rajna [Downloadable!]
889-913 Arbitrage with Fixed Costs and Interest Rate Models by Jouini, Ely?s & Napp, Clotilde [Downloadable!]
915-937 Tick Size and Institutional Trading Costs: Evidence from Mutual Funds by Bollen, Nicolas P. B. & Busse, Jeffrey A. [Downloadable!]
939-962 Do Behavioral Biases Vary across Individuals? Evidence from Individual Level 401(k) Data by Agnew, Julie R. [Downloadable!]
2006, Volume 41, Issue 03 489-510 When Labor Has a Voice in Corporate Governance by Faleye, Olubunmi & Mehrotra, Vikas & Morck, Randall [Downloadable!]
511-540 Does Emerging Market Exchange Risk Affect Global Equity Prices? by Carrieri, Francesca & Errunza, Vihang & Majerbi, Basma [Downloadable!]
541-572 Investor Protection and Real Investment by U.S. Multinationals by Kelley, Eric & Woidtke, Tracie [Downloadable!]
573-606 Divergence of Opinion and Equity Returns by Doukas, John A. & Kim, Chansog (Francis) & Pantzalis, Christos [Downloadable!]
607-635 Mimicking Portfolios with Conditioning Information by Ferson, Wayne & Siegel, Andrew F. & Xu, Pisun (Tracy) [Downloadable!]
637-660 The Declining Information Content of Dividend Announcements and the Effects of Institutional Holdings by Amihud, Yakov & Li, Kefei [Downloadable!]
661-683 Organizational Complexity and Succession Planning by Naveen, Lalitha [Downloadable!]
685-708 Mean Reversion in G-10 Nominal Exchange Rates by Sweeney, Richard J. [Downloadable!]
709-731 Leasing and Debt Financing: Substitutes or Complements? by Yan, An [Downloadable!]
2006, Volume 41, Issue 02 245-269 Yield Spreads as Alternative Risk Factors for Size and Book-to-Market by Hahn, Jaehoon & Lee, Hangyong [Downloadable!]
271-294 The Cross Section of Stock Returns before World War I by Grossman, Richard S. & Shore, Stephen H. [Downloadable!]
295-316 The Sources of Debt Matter Too by Liu, Yang [Downloadable!]
317-340 Top Management Incentives and the Pricing of Corporate Public Debt by Ortiz-Molina, Hernan [Downloadable!]
341-355 The Economic Impact of Corporate Capital Expenditures: Focused Firms versus Diversified Firms by Chen, Sheng-Syan [Downloadable!]
357-380 Firm Growth and Disclosure: An Empirical Analysis by Khurana, Inder K. & Pereira, Raynolde & Martin, Xiumin [Downloadable!]
381-406 Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon by Dennis, Patrick & Mayhew, Stewart & Stivers, Chris [Downloadable!]
407-438 Earnings Management and Stock Performance of Reverse Leveraged Buyouts by Chou, De-Wai & Gombola, Michael & Liu, Feng-Ying [Downloadable!]
439-453 Dividend Smoothing and Debt Ratings by Aivazian, Varouj A. & Booth, Laurence & Cleary, Sean [Downloadable!]
455-487 Short-Sale Constraints, Differences of Opinion, and Overvaluation by Boehme, Rodney D. & Danielsen, Bartley R. & Sorescu, Sorin M. [Downloadable!]
2006, Volume 41, Issue 01 1-24 The Value of Client Access to Analyst Recommendations by Green, T. Clifton [Downloadable!]
25-49 How Do Analyst Recommendations Respond to Major News? by Conrad, Jennifer & Cornell, Bradford & Landsman, Wayne R. & Rountree, Brian R. [Downloadable!]
51-83 Buy-Side Analysts, Sell-Side Analysts, and Investment Decisions of Money Managers by Cheng, Yingmei & Liu, Mark H. & Qian, Jun [Downloadable!]
85-109 Analysts, Industries, and Price Momentum by Boni, Leslie & Womack, Kent L. [Downloadable!]
111-138 What a Difference a Month Makes: Stock Analyst Valuations Following Initial Public Offerings by Houston, Joel & James, Christopher & Karceski, Jason [Downloadable!]
139-168 The Cross Section of Analyst Recommendations by Sorescu, Sorin & Subrahmanyam, Avanidhar [Downloadable!]
169-196 Are Analyst Recommendations Biased? Evidence from Corporate Bankruptcies by Clarke, Jonathan & Ferris, Stephen P. & Jayaraman, Narayanan & Lee, Jinsoo [Downloadable!]
197-220 Returns to Acquirers of Listed and Unlisted Targets by Faccio, Mara & McConnell, John J. & Stolin, David [Downloadable!]
221-243 Are Observed Capital Structures Determined by Equity Market Timing? by Hovakimian, Armen [Downloadable!]
2005, Volume 40, Issue 04 693-719 Does Corporate Governance Matter to Bondholders? by Klock, Mark S. & Mansi, Sattar A. & Maxwell, William F. [Downloadable!]
721-745 Long-Run Investment Decisions, Operating Performance, and Shareholder Value Creation of Firms Adopting Compensation Plans Based on Economic Profits by Hogan, Chris E. & Lewis, Craig M. [Downloadable!]
747-778 Bayesian Analysis of Stochastic Betas by Jostova, Gergana & Philipov, Alexander [Downloadable!]
779-801 Opening and Closing the Market: Evidence from the London Stock Exchange by Ellul, Andrew & Shin, Hyun Song & Tonks, Ian [Downloadable!]
803-832 The Volatility Risk Premium Embedded in Currency Options by Low, Buen Sin & Zhang, Shaojun [Downloadable!]
833-848 Equilibrium Pricing in Incomplete Markets by Bizid, Abdelhamid & Jouini, Ely?s [Downloadable!]
849-872 Security Fungibility and the Cost of Capital: Evidence from Global Bonds by Miller, Darius P. & Puthenpurackal, John J. [Downloadable!]
873-895 Stock Splits, Broker Promotion, and Decimalization by Kadapakkam, Palani-Rajan & Krishnamurthy, Srinivasan & Tse, Yiuman [Downloadable!]
897-925 Trade Credit and the Effect of Macro-Financial Shocks: Evidence from U.S. Panel Data by Choi, Woon Gyu & Kim, Yungsan [Downloadable!]
2005, Volume 40, Issue 03 465-492 Packaging Liquidity: Blind Auctions and Transaction Efficiencies by Kavajecz, Kenneth A. & Keim, Donald B. [Downloadable!]
493-517 Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance by Baquero, Guillermo & ter Horst, Jenke & Verbeek, Marno [Downloadable!]
519-530 Lockups Revisited by Brau, James C. & Lambson, Val E. & McQueen, Grant [Downloadable!]
531-561 Signaling Managerial Optimism through Stock Dividends and Stock Splits: A Reexamination of the Retained Earnings Hypothesis by Crawford, Dean & Franz, Diana R. & Lobo, Gerald J. [Downloadable!]
563-594 Information vs. Entry Costs: What Explains U.S. Stock Market Evolution? by Peress, Joel [Downloadable!]
595-620 Information Quality, Learning, and Stock Market Returns by Li, George [Downloadable!]
621-644 The Information Content of Institutional Trades on the London Stock Exchange by Bozcuk, Aslihan & Lasfer, M. Ameziane [Downloadable!]
645-669 The Performance of Alternative Interest Rate Risk Measures and Immunization Strategies under a Heath-Jarrow-Morton Framework by Agca, Senay [Downloadable!]
671-691 Pricing European and American Derivatives under a Jump-Diffusion Process: A Bivariate Tree Approach by Hilliard, Jimmy E. & Schwartz, Adam [Downloadable!]
2005, Volume 40, Issue 02 241-258 Term Structure Forecasts of Long-Term Consumption Growth by Berardi, Andrea & Torous, Walter [Downloadable!]
259-281 Horses and Rabbits? Trade-Off Theory and Optimal Capital Structure by Ju, Nengjiu & Parrino, Robert & Poteshman, Allen M. & Weisbach, Michael S. [Downloadable!]
283-306 Determinants of Board Size and Composition: A Theory of Corporate Boards by Raheja, Charu G. [Downloadable!]
307-329 Learning with Information Capacity Constraints by Peng, Lin [Downloadable!]
331-348 Stock Market Liquidity and the Cost of Issuing Equity by Butler, Alexander W. & Grullon, Gustavo & Weston, James P. [Downloadable!]
349-372 Multifactor Evaluation of Style Rotation by Wang, Kevin Q. [Downloadable!]
373-401 Volatility Spillover Effects in European Equity Markets by Baele, Lieven [Downloadable!]
403-434 Misreaction by Krishnan, C. N. V. & Laux, Paul A. [Downloadable!]
435-463 Pricing of Seasoned Equity Offers and Earnings Management by Kim, Yongtae & Park, Myung Seok [Downloadable!]
2005, Volume 40, Issue 01 1-27 Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets by Richards, Anthony [Downloadable!]
29-55 Correlated Order Flow: Pervasiveness, Sources, and Pricing Effects by Harford, Jarrad & Kaul, Aditya [Downloadable!]
57-85 Brand Perceptions and the Market for Common Stock by Frieder, Laura & Subrahmanyam, Avanidhar [Downloadable!]
87-108 Ownership Structure and Firm Value in China's Privatized Firms: 1991?2001 by Wei, Zuobao & Xie, Feixue & Zhang, Shaorong [Downloadable!]
109-133 Do Non-U.S. Firms Issue Equity on U.S. Stock Exchanges to Relax Capital Constraints? by Lins, Karl V. & Strickland, Deon & Zenner, Marc [Downloadable!]
135-160 Firm Performance, Capital Structure, and the Tax Benefits of Employee Stock Options by Kahle, Kathleen M. & Shastri, Kuldeep [Downloadable!]
161-194 Stock Market Uncertainty and the Stock-Bond Return Relation by Connolly, Robert & Stivers, Chris & Sun, Licheng [Downloadable!]
195-222 Have World, Country, and Industry Risks Changed over Time? An Investigation of the Volatility of Developed Stock Markets by Ferreira, Miguel A. & Gama, Paulo M. [Downloadable!]
223-239 Faculty Perceptions and Readership Patterns of Finance Journals: A Global View by Oltheten, Elisabeth & Theoharakis, Vasilis & Travlos, Nickolaos G. [Downloadable!]
2004, Volume 39, Issue 04 661-676 Abnormal Returns from the Common Stock Investments of the U.S. Senate by Ziobrowski, Alan J. & Cheng, Ping & Boyd, James W. & Ziobrowski, Brigitte J. [Downloadable!]
677-700 Capital Investments and Stock Returns by Titman, Sheridan & Wei, K. C. John & Xie, Feixue [Downloadable!]
701-730 The Allocation and Monitoring Role of Capital Markets: Theory and International Evidence by Tadesse, Solomon [Downloadable!]
731-757 Market Response to European Regulation of Business Combinations by Aktas, Nihat & de Bodt, Eric & Roll, Richard [Downloadable!]
759-790 Managerial Entrenchment and Payout Policy by Hu, Aidong & Kumar, Praveen [Downloadable!]
791-811 Executive Loans by Kahle, Kathleen M. & Shastri, Kuldeep [Downloadable!]
813-841 Predictive Regressions: A Reduced-Bias Estimation Method by Amihud, Yakov & Hurvich, Clifford M. [Downloadable!]
843-872 Risk Premia and Preemption in R&D Ventures by Garlappi, Lorenzo [Downloadable!]
873-886 Bullish/Bearish Strategies of Trading: A Nonlinear Equilibrium by Dridi, Ramdan & Germain, Laurent [Downloadable!]
2004, Volume 39, Issue 03 431-459 Financial Innovation, Market Participation, and Asset Prices by Calvet, Laurent & Gonzalez-Eiras, Mart?n & Sodini, Paolo [Downloadable!]
461-479 Economic Sources of Gain in Stock Repurchases by Chan, Konan & Ikenberry, David & Lee, Inmoo [Downloadable!]
481-494 Optimum Centralized Portfolio Construction with Decentralized Portfolio Management by Elton, Edwin J. & Gruber, Martin J. [Downloadable!]
495-516 Limited Stock Market Participation and Asset Prices in a Dynamic Economy by Guo, Hui [Downloadable!]
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IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .