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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
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(Mike Eden) Series handle: repec:cup:jfinqa
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2004, Volume 39, Issue 04
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!]
517-540 Negotiation and the IPO Offer Price: A Comparison of Integer vs. Non-Integer IPOs by Bradley, Daniel J. & Cooney, John W. & Jordan, Bradford D. & Singh, Ajai K. [Downloadable!]
541-569 Initial Public Offerings in Hot and Cold Markets by Helwege, Jean & Liang, Nellie [Downloadable!]
571-594 Why Do IPO Underwriters Allocate Extra Shares when They Expect to Buy Them Back? by Zhang, Donghang [Downloadable!]
595-611 The Effect of Transaction Size on Off-the-Run Treasury Prices by Babbel, David F. & Merrill, Craig B. & Meyer, Mark F. & de Villiers, Meiring [Downloadable!]
613-630 Do Indirect Investment Barriers Contribute to Capital Market Segmentation? by Nishiotis, George P. [Downloadable!]
631-659 Limited Partnerships and Reputation Formation by Kallberg, Jarl G. & Liu, Crocker H. & Srinivasan, Anand [Downloadable!]
2004, Volume 39, Issue 02 209-225 The Impact of Regulation Fair Disclosure: Trading Costs and Information Asymmetry by Eleswarapu, Venkat R. & Thompson, Rex & Venkataraman, Kumar [Downloadable!]
227-251 Cookie Cutter vs. Character: The Micro Structure of Small Business Lending by Large and Small Banks by Cole, Rebel A. & Goldberg, Lawrence G. & White, Lawrence J. [Downloadable!]
253-275 Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier by Ib??ez, Alfredo & Zapatero, Fernando [Downloadable!]
277-304 Third Market Reforms: The Overlooked Goal of the SEC's Order Handling Rules by Odders-White, Elizabeth R. [Downloadable!]
305-326 Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data by Hasbrouck, Joel [Downloadable!]
327-341 Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange by Lee, Yi-Tsung & Liu, Yu-Jane & Roll, Richard & Subrahmanyam, Avanidhar [Downloadable!]
343-364 Weather, Stock Returns, and the Impact of Localized Trading Behavior by Loughran, Tim & Schultz, Paul [Downloadable!]
365-384 Price Dynamics in the Regular and E-Mini Futures Markets by Kurov, Alexander & Lasser, Dennis J. [Downloadable!]
385-405 Opportunity Cost of Capital for Venture Capital Investors and Entrepreneurs by Kerins, Frank & Smith, Janet Kiholm & Smith, Richard [Downloadable!]
407-429 The Economic Value of Predicting Stock Index Returns and Volatility by Marquering, Wessel & Verbeek, Marno [Downloadable!]
2004, Volume 39, Issue 01 1-23 Discounting and Clustering in Seasoned Equity Offering Prices by Mola, Simona & Loughran, Tim [Downloadable!]
25-46 Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations by Cao, Charles & Field, Laura Casares & Hanka, Gordon [Downloadable!]
47-68 Confidence in the Familiar: An International Perspective by Li, Kai [Downloadable!]
69-102 Common Factors and Local Factors: Implications for Term Structures and Exchange Rates by Ahn, Dong-Hyun [Downloadable!]
103-114 Sharpe Ratios and Alphas in Continuous Time by Nielsen, Lars Tyge & Vassalou, Maria [Downloadable!]
115-142 Demographics, Stock Market Flows, and Stock Returns by Goyal, Amit [Downloadable!]
143-166 Changing Risk, Return, and Leverage: The 1997 Asian Financial Crisis by Maroney, Neal & Naka, Atsuyuki & Wansi, Theresia [Downloadable!]
167-191 Minority Shareholder Protections and the Private Benefits of Control for Swedish Mergers by Holm?n, Martin & Knopf, John D. [Downloadable!]
193-208 A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium by Covrig, Vicentiu & Low, Buen Sin & Melvin, Michael [Downloadable!]
2003, Volume 38, Issue 04 695-719 Agency Costs of Controlling Minority Shareholders by Cronqvist, Henrik & Nilsson, Mattias [Downloadable!]
721-746 Do Takeover Targets Underperform? Evidence from Operating and Stock Returns by Agrawal, Anup & Jaffe, Jeffrey F. [Downloadable!]
747-777 Trade Execution Costs and Market Quality after Decimalization by Bessembinder, Hendrik [Downloadable!]
779-810 Errors in Implied Volatility Estimation by Hentschel, Ludger [Downloadable!]
811-828 An Examination of the Performance of the Trades and Stock Holdings of Fund Managers: Further Evidence by Pinnuck, Matt [Downloadable!]
829-846 The Value of Trading Consolidation: Evidence from the Exercise of Warrants by Amihud, Yakov & Lauterbach, Beni & Mendelson, Haim [Downloadable!]
847-880 A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives by Peterson, Sandra & Stapleton, Richard C. & Subrahmanyam, Marti G. [Downloadable!]
881-902 On Inferring the Direction of Option Trades by Savickas, Robert & Wilson, Arthur J. [Downloadable!]
2003, Volume 38, Issue 03 475-501 Financial Advisors and Shareholder Wealth Gains in Corporate Takeovers by Kale, Jayant R. & Kini, Omesh & Ryan, Harley E. [Downloadable!]
503-521 Reputation and the Market for Distressed Firm Debt by Noe, Thomas H. & Rebello, Michael J. [Downloadable!]
523-554 On the Impossibility of Weak-Form Efficient Markets by Slezak, Steve L. [Downloadable!]
555-574 Cross-Hedging with Currency Options and Futures by Chang, Eric C. & Wong, Kit Pong [Downloadable!]
575-589 The Impact of Minimum Trading Units on Stock Value and Price Volatility by Hauser, Shmuel & Lauterbach, Beni [Downloadable!]
591-610 Market Structure and Trader Anonymity: An Analysis of Insider Trading by Garfinkel, Jon A. & Nimalendran, M. [Downloadable!]
611-634 Is There Really a When-Issued Premium? by Ezzell, John R. & Miles, James A. & Mulherin, J. Harold [Downloadable!]
635-672 The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions by Driessen, Joost & Klaassen, Pieter & Melenberg, Bertrand [Downloadable!]
673-694 The Clustering of IPO Gross Spreads: International Evidence by Torstila, Sami [Downloadable!]
2003, Volume 38, Issue 02 251-274 Hedge Fund Performance 1990?2000: Do the ?Money Machines? Really Add Value? by Amin, Gaurav S. & Kat, Harry M. [Downloadable!]
275-294 Do Persistent Large Cash Reserves Hinder Performance? by Mikkelson, Wayne H. & Partch, M. Megan [Downloadable!]
295-316 Risk Premia and the Dynamic Covariance between Stock and Bond Returns by Scruggs, John T. & Glabadanidis, Paskalis [Downloadable!]
317-336 Does Coordinated Institutional Investor Activism Reverse the Fortunes of Underperforming Firms? by Song, Wei-Ling & Szewczyk, Samuel H. [Downloadable!]
337-358 Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model by Jarrow, Robert & Yildirim, Yildiray [Downloadable!]
359-382 The Valuation of Default-Triggered Credit Derivatives by Chen, Ren-Raw & Sopranzetti, Ben J. [Downloadable!]
383-398 A Multifactor Explanation of Post-Earnings Announcement Drift by Kim, Dongcheol & Kim, Myungsun [Downloadable!]
399-423 Interaction of Debt Agency Problems and Optimal Capital Structure: Theory and Evidence by Mao, Connie X. [Downloadable!]
425-447 Do Momentum-Based Strategies Still Work in Foreign Currency Markets? by Okunev, John & White, Derek [Downloadable!]
449-473 Pricing Bounds on Asian Options by Nielsen, J. Aase & Sandmann, Klaus [Downloadable!]
2003, Volume 38, Issue 01 1-36 International Corporate Governance by Denis, Diane K. & McConnell, John J. [Downloadable!]
37-60 Creditor Rights, Enforcement, and Debt Ownership Structure: Evidence from the Global Syndicated Loan Market by Esty, Benjamin C. & Megginson, William L. [Downloadable!]
61-86 Strategic Transparency and Informed Trading: Will Capital Market Integration Force Convergence of Corporate Governance? by Perotti, Enrico C. & Von Thadden, Ernst-Ludwig [Downloadable!]
87-110 Corporate Governance and the Home Bias by Dahlquist, Magnus & Pinkowitz, Lee & Stulz, Ren? M. & Williamson, Rohan [Downloadable!]
111-133 International Corporate Governance and Corporate Cash Holdings by Dittmar, Amy & Mahrt-Smith, Jan & Servaes, Henri [Downloadable!]
135-158 Capital Market Development, International Integration, Legal Systems, and the Value of Corporate Diversification: A Cross-Country Analysis by Fauver, Larry & Houston, Joel & Naranjo, Andy [Downloadable!]
159-184 Equity Ownership and Firm Value in Emerging Markets by Lins, Karl V. [Downloadable!]
185-212 Do Better Institutions Mitigate Agency Problems? Evidence from Corporate Finance Choices by Giannetti, Mariassunta [Downloadable!]
213-230 U. S. Investors' Perceptions of Corporate Control in Mexico: Evidence from Sibling ADRs by Pinegar, J. Michael & Ravichandran, R. [Downloadable!]
231-250 Is Corporate Governance Ineffective in Emerging Markets? by Gibson, Michael S. [Downloadable!]
2002, Volume 37, Issue 04 523-557 The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds by Guercio, Diane Del & Tkac, Paula A. [Downloadable!]
559-594 Returns-Chasing Behavior, Mutual Funds, and Beta's Death by Karceski, Jason [Downloadable!]
595-616 Partial Adjustment to Public Information and IPO Underpricing by Bradley, Daniel J. & Jordan, Bradford D. [Downloadable!]
617-648 Does Market Structure Affect the Immediacy of Stock Price Responses to News? by Masulis, Ronald W. & Shivakumar, Lakshmanan [Downloadable!]
649-666 Option Pricing in a Multi-Asset, Complete Market Economy by Chen, Ren-Raw & Chung, San-Lin & Yang, Tyler T. [Downloadable!]
667-692 Pricing American Options on Foreign Assets in a Stochastic Interest Rate Economy by Chung, San-Lin [Downloadable!]
693-721 An Empirical Examination of Call Option Values Implicit in U.S. Corporate Bonds by King, Tao-Hsien Dolly [Downloadable!]
2002, Volume 37, Issue 03 341-374 Option Value, Uncertainty, and the Investment Decision by Kandel, Eugene & Pearson, Neil D. [Downloadable!]
375-389 Daily Momentum and Contrarian Behavior of Index Fund Investors by Goetzmann, William N. & Massa, Massimo [Downloadable!]
391-424 Information-Based Trading in Dealer and Auction Markets: An Analysis of Exchange Listings by Heidle, Hans G. & Huang, Roger D. [Downloadable!]
425-448 Price Leadership in the Spot Foreign Exchange Market by Sapp, Stephen G. [Downloadable!]
449-469 Preferencing, Internalization of Order Flow, and Tacit Collusion: Evidence from Experiments by Kluger, Brian D. & Wyatt, Steve B. [Downloadable!]
471-493 Risk-Neutral Skewness: Evidence from Stock Options by Dennis, Patrick & Mayhew, Stewart [Downloadable!]
495-521 International Cross-Listing and Visibility by Baker, H. Kent & Nofsinger, John R. & Weaver, Daniel G. [Downloadable!]
2002, Volume 37, Issue 02 177-200 Agency Conflicts in Closed-End Funds: The Case of Rights Offerings by Khorana, Ajay & Wahal, Sunil & Zenner, Marc [Downloadable!]
201-220 How Large are the Benefits from Using Options? by Neuberger, Anthony & Hodges, Stewart [Downloadable!]
221-241 Order Submission Strategy and the Curious Case of Marketable Limit Orders by Peterson, Mark & Sirri, Erik [Downloadable!]
243-269 Intraday Market Price Integration for Shares Cross-Listed Internationally by Kryzanowski, Lawrence & Zhang, Hao [Downloadable!]
271-295 Asset Pricing under the Quadratic Class by Leippold, Markus & Wu, Liuren [Downloadable!]
297-318 A Methodology for Assessing Model Risk and its Application to the Implied Volatility Function Model by Hull, John & Suo, Wulin [Downloadable!]
319-340 How Stock Flippers Affect IPO Pricing and Stabilization by Fishe, Raymond P. H. [Downloadable!]
2002, Volume 37, Issue 01 1-27 Stock Market Volatility in a Heterogeneous Information Economy by Grundy, Bruce D. & Kim, Youngsoo [Downloadable!]
29-61 The Decline of Inflation and the Bull Market of 1982?1999 by Ritter, Jay R. & Warr, Richard S. [Downloadable!]
63-91 Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets by Wachter, Jessica A. [Downloadable!]
93-115 Average Rate Claims with Emphasis on Catastrophe Loss Options by Bakshi, Gurdip & Madan, Dilip [Downloadable!]
117-135 Analytical Upper Bounds for American Option Prices by Chen, Ren-Raw & Yeh, Shih-Kuo [Downloadable!]
137-155 Operating Performance and the Method of Payment in Takeovers by Heron, Randall & Lie, Erik [Downloadable!]
157-176 Put Option Values of Thrifts in the 1980s: Evidence from Thrift Stock Reactions to the FIRREA by Park, Sangkyun [Downloadable!]
2001, Volume 36, Issue 04 415-430 Long-Run Performance and Insider Trading in Completed and Canceled Seasoned Equity Offerings by Clarke, Jonathan & Dunbar, Craig & Kahle, Kathleen M. [Downloadable!]
431-449 The Effect of Green Investment on Corporate Behavior by Heinkel, Robert & Kraus, Alan & Zechner, Josef [Downloadable!]
451-484 Why Do Option Introductions Depress Stock Prices? A Study of Diminishing Short Sale Constraints by Danielsen, Bartley R. & Sorescu, Sorin M. [Downloadable!]
485-501 Trade Size and Information-Motivated Trading in the Options and Stock Markets by Lee, Jason & Yi, Cheong H. [Downloadable!]
503-522 Tick Size, Bid-Ask Spreads, and Market Structure by Huang, Roger D. & Stoll, Hans R. [Downloadable!]
523-543 Economic News and Bond Prices: Evidence from the U.S. Treasury Market by Balduzzi, Pierluigi & Elton, Edwin J. & Green, T. Clifton [Downloadable!]
545-565 Trading Volume and Information Revelation in Stock Market by Suominen, Matti [Downloadable!]
2001, Volume 36, Issue 03 287-309 Day Trading International Mutual Funds: Evidence and Policy Solutions by Goetzmann, William N. & Ivkovi?, Zoran & Rouwenhorst, K. Geert [Downloadable!]
311-334 Takeover Defenses and Dilution: A Welfare Analysis by Chakraborty, Atreya & Arnott, Richard [Downloadable!]
335-344 Does Conditioning Information Matter in Estimating Continuous Time Interest Rate Diffusions? by Abhyankar, Abhay & Basu, Devraj [Downloadable!]
345-370 Managerial Ownership, Incentive Contracting, and the Use of Zero-Cost Collars and Equity Swaps by Corporate Insiders by Bettis, J. Carr & Bizjak, John M. & Lemmon, Michael L. [Downloadable!]
371-393 Performance Changes following Top Management Turnover: Evidence from Open-End Mutual Funds by Khorana, Ajay [Downloadable!]
395-414 Firm Internationalization and the Cost of Debt Financing: Evidence from Non-Provisional Publicly Traded Debt by Reeb, David M. & Mansi, Sattar A. & Allee, John M. [Downloadable!]
2001, Volume 36, Issue 02 141-168 Is the Market Optimistic about the Future Earnings of Seasoned Equity Offering Firms? by Brous, Peter A. & Datar, Vinay & Kini, Omseh [Downloadable!]
169-193 Is the Market Surprised by Poor Earnings Realizations following Seasoned Equity Offerings? by Denis, David J. & Sarin, Atulya [Downloadable!]
195-220 The Market Demand Curve for Common Stocks: Evidence from Equity Mutual Fund Flows by Cha, Heung-Joo & Lee, Bong-Soo [Downloadable!]
221-250 Corporate Hedging and Speculative Incentives: Implications for Swap Market Default Risk by Mozumdar, Abon [Downloadable!]
251-265 Are Treasury Securities Free of Default? by Nippani, Srinivas & Liu, Pu & Schulman, Craig T. [Downloadable!]
267-286 Can the Treatment of Limit Orders Reconcile the Differences in Trading Costs between the Differences in Trading Costs between NYSE and Nasdaq Issues? by Chung, Kee H. & Van Ness, Bonnie F. & Van Ness, Robert A. [Downloadable!]
2001, Volume 36, Issue 01 1-24 The Debt-Equity Choice by Hovakimian, Armen & Opler, Tim & Titman, Sheridan [Downloadable!]
25-51 How Stock Splits Affect Trading: A Microstructure Approach by Easley, David & O'Hara, Maureen & Saar, Gideon [Downloadable!]
53-73 Another Look at Mutual Fund Tournaments by Busse, Jeffrey A. [Downloadable!]
75-92 Derivatives Performance Attribution by Rubinstein, Mark [Downloadable!]
93-118 Are Corporations Reducing or Taking Risks with Derivatives? by Hentschel, Ludger & Kothari, S. P. [Downloadable!]
119-139 Record Date, When-Issued, and Ex-Date Effects in Stock Splits by Nayar, Nandkumar & Rozeff, Michael S. [Downloadable!]
2000, Volume 35, Issue 04 499-528 The Long-Run Performance of Global Equity Offerings by Foerster, Stephen R. & Karolyi, G. Andrew [Downloadable!]
529-551 The Accuracy of Trade Classification Rules: Evidence from Nasdaq by Ellis, Katrina & Michaely, Roni & O'Hara, Maureen [Downloadable!]
553-576 A Direct Test of Methods for Inferring Trade Direction from Intra-Day Data by Finucane, Thomas J. [Downloadable!]
577-600 Market Segmentation and the Cost of the Capital in International Equity Markets by Errunza, Vihang R. & Miller, Darius P. [Downloadable!]
601-620 Predictability in International Asset Returns: A Reexamination by Neely, Christopher J. & Weller, Paul [Downloadable!]
621-633 Blockholder Ownership and Market Liquidity by Heflin, Frank & Shaw, Kenneth W. [Downloadable!]
2000, Volume 35, Issue 03 257-290 Monthly Measurement of Daily Timers by Goetzmann, William N. & Ingersoll, Jonathan & Ivkovi?, Zoran [Downloadable!]
291-307 Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases by Fung, William & Hsieh, David A. [Downloadable!]
309-326 Hedge Funds: The Living and the Dead by Liang, Bing [Downloadable!]
327-342 Multi-Period Performance Persistence Analysis of Hedge Funds by Agarwal, Vikas & Naik, Narayan Y. [Downloadable!]
343-368 The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers by Chen, Hsiu-Lang & Jegadeesh, Narasimhan & Wermers, Russ [Downloadable!]
369-386 Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings by Gibson, Scott & Safieddine, Assem & Titman, Sheridan [Downloadable!]
387-408 The Value Added from Investment Managers: An Examination of Funds of REITs by Kallberg, Jarl G. & Liu, Crocker L. & Trzcinka, Charles [Downloadable!]
409-423 Performance and Characteristics of Swedish Mutual Funds by Dahlquist, Magnus & Engstr?m, Stefan & S?derlind, Paul [Downloadable!]
425-450 Small Sample Analysis of Performance Measures in the Asymmetric Response Model by Pedersen, Christian S. & Satchell, Stephen E. [Downloadable!]
451-483 Morningstar Ratings and Mutual Fund Performance by Blake, Christopher R. & Morey, Matthew R. [Downloadable!]
485-498 The Value Line Enigma: The Sum of Known Parts? by Choi, James J. [Downloadable!]
2000, Volume 35, Issue 02 127-151 Behavioral Portfolio Theory by Shefrin, Hersh & Statman, Meir [Downloadable!]
153-172 Profitability of Momentum Stragegies in the International Equity Markets by Chan, Kalok & Hameed, Allaudeen & Tong, Wilson [Downloadable!]
173-189 Dividend Behaviour and Dividend Signaling by Garrett, Ian & Priestley, Richard [Downloadable!]
191-215 Testing the Empirical Performance of Stochastic Volatility Models of the Short-Term Interest Rate by Bali, Turan G. [Downloadable!]
217-238 The Impact of Takeovers on Shareholder Wealth during the 1920s Merger Wave by Leeth, John D. & Borg, J. Rody [Downloadable!]
239-255 Do the Portfolios of Small Investors Reflect Positive Feedback Trading? by Bange, Mary M. [Downloadable!]
2000, Volume 35, Issue 01 1-25 Gains to Bidder Firms Revisited: Domestic and Foreign Acquisitions in Canada by Eckbo, B. Espen & Thorburn, Karin S. [Downloadable!]
27-41 The Rationality of Asset Allocation Recommendations by Elton, Edwin J. & Gruber, Martin J. [Downloadable!]
43-65 A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads by Madan, Dilip & Unal, Haluk [Downloadable!]
67-85 A Rexamination of the Motives and Gains in Joint Ventures by Johnson, Shane A. & Houston, Mark B. [Downloadable!]
87-110 The Determinants of Contract Terms in Bank Revolving Credit Agreements by Dennis, Steven & Nandy, Debarshi & Sharpe, Lan G. [Downloadable!]
111-126 Prices as Aggregators of Private Information: Evidence from S&P 500 Futures Data by Cho, Jin-Wan & Krishnan, Murugappa [Downloadable!]
1999, Volume 34, Issue 04 425-444 IPO Underpricing Explanations: Implications from Investor Application and Allocation Schedules by Lee, Philip J. & Taylor, Stephen L. & Walter, Terry S. [Downloadable!]
445-464 Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle by Zhou, Chunsheng [Downloadable!]
465-487 Autoregressive Conditional Skewness by Harvey, Campbell R. & Siddique, Akhtar [Downloadable!]
489-511 Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-Border Investments? by Bailey, Warren & Chung, Y. Peter & Kang, Jun-koo [Downloadable!]
513-531 Dynamic Asset Allocation and Fixed Income Management by S?rensen, Carsten [Downloadable!]
533-552 The Role of Personal Taxes in Corporate Decisions: An Empirical Analysis of Share Repurchases and Dividends by Lie, Erik & Lie, Heidi J. [Downloadable!]
1999, Volume 34, Issue 03 293-322 Discontinuous Interest Rate Processes: An Equilibrium Model for Bond Option Prices by Attari, Mukarram [Downloadable!]
323-339 Adding Risks: Samuelson's Fallacy of Large Numbers Revisited by Ross, Stephen A. [Downloadable!]
341-367 Long Swings with Memory and Stock Market Fluctuations by Chow, Ying-Foon & Liu, Ming [Downloadable!]
369-386 Differential Interpretations and Trading Volume by Bamber, Linda Smith & Barron, Orie E. & Stober, Thomas L. [Downloadable!]
387-407 Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison by Bessembinder, Hendrik [Downloadable!]
409-424 The Signaling Power of Specially Designated Dividends by Gombola, Michael J. & Liu, Feng-Ying [Downloadable!]
1999, Volume 34, Issue 02 161-189 Optimal vs. Traditional Securities under Moral Hazard by Robe, Michel A. [Downloadable!]
191-209 Does Insider Trading Really Move Stock Prices? by Chakravarty, Sugato & McConnell, John J. [Downloadable!]
211-239 Of Smiles and Smirks: A Term Structure Perspective by Das, Sanjiv Ranjan & Sundaram, Rangarajan K. [Downloadable!]
241-264 Pricing Lookback and Barrier Options under the CEV Process by Boyle, Phelim P. & Tian, Yisong ?Sam? [Downloadable!]
265-291 Non-Informative Tests of the Unbiased Forward Exchange Rate by Barnhart, Scott W. & McNown, Robert & Wallace, Myles S. [Downloadable!]
1999, Volume 34, Issue 01 1-32 Re-Emerging Markets by Goetzmann, William N. & Jorion, Philippe [Downloadable!]
33-55 Volatility in Emerging Stock Markets by Aggarwal, Reena & Inclan, Carla & Leal, Ricardo [Downloadable!]
57-88 Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions by Locke, Peter R. & Sarkar, Asani & Wu, Lifan [Downloadable!]
89-114 A Trading Volume Benchmark: Theory and Evidence by Tkac, Paula A. [Downloadable!]
115-130 Kalman Filtering of Generalized Vasicek Term Structure Models by Babbs, Simon H. & Nowman, K. Ben [Downloadable!]
131-157 The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables by de Jong, Frank & Santa-Clara, Pedro [Downloadable!]
1998, Volume 33, Issue 04 441-464 The Design of Bankruptcy Law: A Case for Management Bias in Bankruptcy Reorganizations by Berkovitch, Elazar & Israel, Ronen & Zender, Jaime F. [Downloadable!]
465-497 Nonparametric Modeling of U.S. Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities by Jiang, George J. [Downloadable!]
499-521 Are Shareholder Proposals All Bark and No Bite? Evidence from Shareholder Resolutions to Rescind Poison Pills by Bizjak, John M. & Marquette, Christopher J. [Downloadable!]
523-547 Do Measures of Investor Sentiment Predict Returns? by Neal, Robert & Wheatley, Simon M. [Downloadable!]
549-568 An Empirical Analysis of the Reincorporation Decision by Heron, Randall A. & Lewellen, Wilbur G. [Downloadable!]
569-585 Bond Rating Agencies and Stock Analysts: Who Knows What When? by Ederington, Louis H. & Goh, Jeremy C. [Downloadable!]
1998, Volume 33, Issue 03 305-334 Capital Budgeting for Interrelated Projects: A Real Options Approach by Childs, Paul D. & Ott, Steven H. & Triantis, Alexander J. [Downloadable!]
335-359 The Determinants of Corporate Liquidity: Theory and Evidence by Kim, Chang-Soo & Mauer, David C. & Sherman, Ann E. [Downloadable!]
361-382 Is Foreign Exchange Risk Priced in the Japanese Stock Market? by Choi, Jongmoo Jay & Hiraki, Takato & Takezawa, Nobuya [Downloadable!]
383-408 The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior by Almeida, Alvaro & Goodhart, Charles & Payne, Richard [Downloadable!]
409-422 Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution by Milevsky, Moshe Arye & Posner, Steven E. [Downloadable!]
423-440 A Markovian Framework in Multi-Factor Heath-Jarrow-Morton Models by Inui, Koji & Kijima, Masaaki [Downloadable!]
1998, Volume 33, Issue 02 159-188 The Risk and Return from Factors by Chan, Louis K. C. & Karceski, Jason & Lakonishok, Josef [Downloadable!]
189-216 Country and Currency Risk Premia in an Emerging Market by Domowitz, Ian & Glen, Jack & Madhavan, Ananth [Downloadable!]
217-231 Determining the Number of Priced State Variables in the ICAPM by Fama, Eugene F. [Downloadable!]
233-253 Shareholder Heterogeneity, Adverse Selection, and Payout Policy by Lucas, Deborah J. & McDonald, Robert L. [Downloadable!]
255-289 Market Manipulation, Price Bubbles, and a Model of the U.S. Treasury Securities Auction Market by Chatterjea, Arkadev & Jarrow, Robert A. [Downloadable!]
291-304 Extraordinary Antitakeover Provisions and Insider Ownership Structure: The Case of Converting Savings and Loans by Boyle, Glenn W. & Carter, Richard B. & Stover, Roger D. [Downloadable!]
1997, Volume 32, Issue 04 383-403 Bookbuilding vs. Fixed Price: An Analysis of Competing Strategies for Marketing IPOs by Benveniste, Lawrence M. & Busaba, Walid Y. [Downloadable!]
405-426 Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach by Neely, Christopher & Weller, Paul & Dittmar, Rob [Downloadable!]
427-462 Fluctuating Confidence in Stock Markets: Implications for Returns and Volatility by David, Alexander [Downloadable!]
463-489 A Reexamination of Firm Size, Book-to-Market, and Earnings Price in the Cross-Section of Expected Stock Returns by Kim, Dongcheol [Downloadable!]
491-505 Board Monitoring and Antitakeover Amendments by McWilliams, Victoria B. & Sen, Nilanjan [Downloadable!]
507-524 Market Structure, Informed Trading, and Analysts' Recommendations by Kim, Sok Tae & Lin, Ji-Chai & Slovin, Myron B. [Downloadable!]
525-540 A Simple Cost Reduction Strategy for Small Liquidity Traders: Trade at the Opening by Brooks, Raymond M. & Su, Tie [Downloadable!]
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