Content
June 2009, Volume 22, Issue 6
- 2201-2238 Market Liquidity and Funding Liquidity
by Markus K. Brunnermeier & Lasse Heje Pedersen - 2239-2274 Asset Returns and the Listing Choice of Firms
by Shmuel Baruch & Gideon Saar - 2275-2302 How Noise Trading Affects Markets: An Experimental Analysis
by Robert Bloomfield & Maureen O'Hara & Gideon Saar - 2303-2330 The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion
by Harjoat S. Bhamra & Raman Uppal - 2331-2360 Do Politically Connected Boards Affect Firm Value?
by Eitan Goldman & Jörg Rocholl & Jongil So - 2361-2392 Investment, Financing Constraints, and Internal Capital Markets: Evidence from the Advertising Expenditures of Multinational Firms
by C. Edward Fee & Charles J. Hadlock & Joshua R. Pierce - 2393-2421 The Long-Term Effects of Cross-Listing, Investor Recognition, and Ownership Structure on Valuation
by Michael R. King & Dan Segal - 2423-2455 Dividends and Corporate Shareholders
by Michael J. Barclay & Clifford G. Holderness & Dennis P. Sheehan
May 2009, Volume 22, Issue 5
- 1777-1815 Incentives and Mutual Fund Performance: Higher Performance or Just Higher Risk Taking?
by Massimo Massa - 1817-1843 Ambiguity and Nonparticipation: The Role of Regulation
by David Easley & Maureen O'Hara - 1845-1887 Insider Trading Laws and Stock Price Informativeness
by Nuno Fernandes & Miguel A. Ferreira - 1889-1914 Distinguishing the Effect of Overconfidence from Rational Best-Response on Information Aggregation
by Shimon Kogan - 1915-1953 Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy?
by Victor DeMiguel & Lorenzo Garlappi & Raman Uppal - 1955-1980 Failure Is an Option: Impediments to Short Selling and Options Prices
by Richard B. Evans & Christopher C. Geczy & Adam V. Reed - 1981-2006 Systematic Risk and the Price Structure of Individual Equity Options
by Jin-Chuan Duan & Jason Wei - 2007-2057 A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
by Anders B. Trolle & Eduardo S. Schwartz - 2059-2085 Margin Trading, Overpricing, and Synchronization Risk
by Sanjeev Bhojraj & Robert J. Bloomfield & William B. Tayler - 2087-2131 Financial Analysts' Performance: Sector Versus Country Specialization
by Frédéric Sonney
April 2009, Volume 22, Issue 4
- 1377-1408 The Myth of Diffuse Ownership in the United States
by Clifford G. Holderness - 1409-1445 Takeovers and the Cross-Section of Returns
by K. J. Martijn Cremers & Vinay B. Nair & Kose John - 1447-1475 The Choice of Corporate Liquidity and Corporate Governance
by Hayong Yun - 1477-1504 IPO Pricing and Allocation: A Survey of the Views of Institutional Investors
by Tim Jenkinson & Howard Jones - 1505-1544 Do IPOs Affect the Prices of Other Stocks? Evidence from Emerging Markets
by Matías Braun & Borja Larrain - 1545-1584 Asset Salability and Debt Maturity: Evidence from Nineteenth-Century American Railroads
by Efraim Benmelech - 1585-1620 Strategic Disclosure and Stock Returns: Theory and Evidence from US Cross-Listing
by Shingo Goto & Masahiro Watanabe & Yan Xu - 1621-1657 Leasing, Ability to Repossess, and Debt Capacity
by Andrea L. Eisfeldt & Adriano A. Rampini - 1659-1691 The Real Effects of Debt Certification: Evidence from the Introduction of Bank Loan Ratings
by Amir Sufi - 1693-1745 The Nature and Persistence of Buyback Anomalies
by Urs Peyer - 1747-1776 The Performance of Private Equity Funds
by Ludovic Phalippou & Oliver Gottschalg
2009, Volume 22, Issue 3
- 925-957 Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
by Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz - 959-993 Nondiversification Traps in Catastrophe Insurance Markets
by Rustam Ibragimov & Dwight Jaffee & Johan Walden - 995-1020 Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions
by Evan Gatev & Til Schuermann & Philip E. Strahan - 1021-1056 Y2K Options and the Liquidity Premium in Treasury Markets
by Suresh Sundaresan & Zhenyu Wang - 1057-1088 Bank Lines of Credit in Corporate Finance: An Empirical Analysis
by Amir Sufi - 1089-1118 Motivating Entrepreneurial Activity in a Firm
by Antonio E. Bernardo & Hongbin Cai & Jiang Luo - 1119-1148 Trade-offs in Staying Close: Corporate Decision Making and Geographic Dispersion
by Augustin Landier & Vinay B. Nair & Julie Wulf - 1149-1177 Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition
by Paul J. Irvine & Jeffrey Pontiff - 1179-1211 How Do Mergers Create Value? A Comparison of Taxes, Market Power, and Efficiency Improvements as Explanations for Synergies
by Erik Devos & Palani-Rajan Kadapakkam & Srinivasan Krishnamurthy - 1213-1245 Loyalty-Based Portfolio Choice
by Lauren Cohen - 1247-1277 Mispricing of S&P 500 Index Options
by George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis - 1279-1310 Mutual Fund Fees Around the World
by Ajay Khorana & Henri Servaes & Peter Tufano - 1311-1341 Variance Risk Premiums
by Peter Carr & Liuren Wu - 1343-1375 Cointegration and Consumption Risks in Asset Returns
by Ravi Bansal & Robert Dittmar & Dana Kiku
March 2009, Volume 22, Issue 3
- 925-957 Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
by Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz - 959-993 Nondiversification Traps in Catastrophe Insurance Markets
by Rustam Ibragimov & Dwight Jaffee & Johan Walden - 995-1020 Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions
by Evan Gatev & Til Schuermann & Philip E. Strahan - 1021-1056 Y2K Options and the Liquidity Premium in Treasury Markets
by Suresh Sundaresan & Zhenyu Wang - 1057-1088 Bank Lines of Credit in Corporate Finance: An Empirical Analysis
by Amir Sufi - 1089-1118 Motivating Entrepreneurial Activity in a Firm
by Antonio E. Bernardo & Hongbin Cai & Jiang Luo - 1119-1148 Trade-offs in Staying Close: Corporate Decision Making and Geographic Dispersion
by Augustin Landier & Vinay B. Nair & Julie Wulf - 1149-1177 Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition
by Paul J. Irvine & Jeffrey Pontiff - 1179-1211 How Do Mergers Create Value? A Comparison of Taxes, Market Power, and Efficiency Improvements as Explanations for Synergies
by Erik Devos & Palani-Rajan Kadapakkam & Srinivasan Krishnamurthy - 1213-1245 Loyalty-Based Portfolio Choice
by Lauren Cohen - 1247-1277 Mispricing of S&P 500 Index Options
by George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis - 1279-1310 Mutual Fund Fees Around the World
by Ajay Khorana & Henri Servaes & Peter Tufano - 1311-1341 Variance Risk Premiums
by Peter Carr & Liuren Wu - 1343-1375 Cointegration and Consumption Risks in Asset Returns
by Ravi Bansal & Robert Dittmar & Dana Kiku
February 2009, Volume 22, Issue 2
- 481-507 Controlling for Fixed-Income Exposure in Portfolio Evaluation: Evidence from Hybrid Mutual Funds
by George Comer & Norris Larrymore & Javier Rodriguez - 509-539 Trading Restrictions and Stock Prices
by Robin Greenwood - 541-574 Hedge Funds as Investors of Last Resort?
by David J. Brophy & Paige P. Ouimet & Clemens Sialm - 575-607 Short-Sale Strategies and Return Predictability
by Karl B. Diether & Kuan-Hui Lee & Ingrid M. Werner - 609-632 Just How Much Do Individual Investors Lose by Trading?
by Brad M. Barber & Yi-Tsung Lee & Yu-Jane Liu & Terrance Odean - 633-679 Market Valuation and Acquisition Quality: Empirical Evidence
by Christa H. S. Bouwman & Kathleen Fuller & Amrita S. Nain - 681-714 Equity and Cash in Intercorporate Asset Sales: Theory and Evidence
by Ulrich Hege & Stefano Lovo & Myron B. Slovin & Marie E. Sushka - 715-747 Consensus in Diverse Corporate Boards
by Nina Baranchuk & Philip H. Dybvig - 749-781 Design and Renegotiation of Debt Covenants
by Nicolae Garleanu & Jeffrey Zwiebel - 783-827 What Matters in Corporate Governance?
by Lucian Bebchuk & Alma Cohen & Allen Ferrell - 829-858 Corporate Governance Transfer and Synergistic Gains from Mergers and Acquisitions
by Cong Wang & Fei Xie - 859-892 Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion
by Zhiguo He - 893-924 Institutional Investors and Equity Returns: Are Short-term Institutions Better Informed?
by Xuemin (Sterling) Yan & Zhe Zhang
January 2009, Volume 22, Issue 1
- 1-40 Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation
by Kwangwoo Park & George Pennacchi - 41-77 Bank Debt and Corporate Governance
by Victoria Ivashina & Vinay B. Nair & Anthony Saunders & Nadia Massoud & Roger Stover - 79-116 Disappearing Dividends, Catering, and Risk
by Gerard Hoberg & Nagpurnanand R. Prabhala - 117-150 Financial Contracting with Optimistic Entrepreneurs
by Augustin Landier & David Thesmar - 151-186 Do Retail Trades Move Markets?
by Brad M. Barber & Terrance Odean & Ning Zhu - 187-217 The Stock Market and Corporate Investment: A Test of Catering Theory
by Christopher Polk & Paola Sapienza - 219-255 Promotion Tournaments and Capital Rationing
by Bing Han & David Hirshleifer & John C. Persons - 257-297 A Liquidity-Based Theory of Closed-End Funds
by Martin Cherkes & Jacob Sagi & Richard Stanton - 299-335 Differences of Opinion of Public Information and Speculative Trading in Stocks and Options
by H. Henry Cao & Hui Ou-Yang - 337-369 Multinationals as Arbitrageurs: The Effect of Stock Market Valuations on Foreign Direct Investment
by Malcolm Baker & C. Fritz Foley & Jeffrey Wurgler - 371-412 Are there permanent valuation gains to overseas listing?
by Sergei Sarkissian & Michael J. Schill - 413-434 Multiple-Predictor Regressions: Hypothesis Testing
by Yakov Amihud & Clifford M. Hurvich & Yi Wang - 435-480 Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
by Mitchell A. Petersen
November 2008, Volume 21, Issue 6
- 2379-2416 Unobserved Actions of Mutual Funds
by Marcin Kacperczyk & Clemens Sialm & Lu Zheng - 2417-2448 Momentum Profits, Factor Pricing, and Macroeconomic Risk
by Laura Xiaolei Liu & Lu Zhang - 2449-2486 Time-Varying Liquidity Risk and the Cross Section of Stock Returns
by Akiko Watanabe & Masahiro Watanabe - 2487-2534 Inflation Uncertainty, Asset Valuations, and the Credit Spreads Puzzle
by Alexander David - 2535-2563 Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
by Suzanne S. Lee & Per A. Mykland - 2565-2597 Learning and Asset Prices Under Ambiguous Information
by Markus Leippold & Fabio Trojani & Paolo Vanini - 2599-2633 Can Growth Options Explain the Trend in Idiosyncratic Risk?
by Charles Cao & Timothy Simin & Jing Zhao - 2635-2676 Information Quality and Options
by Joel M. Vanden - 2677-2703 Monopoly and Information Advantage in the Residential Mortgage Market
by Jie Gan & Timothy J. Riddiough - 2705-2742 Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures
by Viral V. Acharya & Tanju Yorulmazer - 2743-2778 Default Risk, Shareholder Advantage, and Stock Returns
by Lorenzo Garlappi & Tao Shu & Hong Yan - 2779-2824 Shareholder Diversification and the Decision to Go Public
by Andriy Bodnaruk & Eugene Kandel & Massimo Massa & Andrei Simonov - 2825-2855 The New Issues Puzzle: Testing the Investment-Based Explanation
by Evgeny Lyandres & Le Sun & Lu Zhang - 2857-2888 Financial Constraints and Growth: Multinational and Local Firm Responses to Currency Depreciations
by Mihir A. Desai & C. Fritz Foley & Kristin J. Forbes
September 2008, Volume 21, Issue 5
- 1873-1906 Good IPOs Draw in Bad: Inelastic Banking Capacity and Hot Markets
by Naveen Khanna & Thomas H. Noe & Ramana Sonti - 1907-1945 The Dating Game: Do Managers Designate Option Grant Dates to Increase their Compensation?
by M. P. Narayanan & H. Nejat Seyhun - 1947-1982 Contracts and Exits in Venture Capital Finance
by Douglas Cumming - 1983-2014 Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets?
by Robert F. Dittmar - 2015-2060 Intragroup Propping: Evidence from the Stock-Price Effects of Earnings Announcements by Korean Business Groups
by Gil S. Bae & Youngsoon S. Cheon & Jun-Koo Kang - 2061-2095 Do Retail Incentives Work in Privatizations?
by Matti Keloharju & Samuli Knüpfer & Sami Torstila - 2097-2137 The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street
by Hanno Lustig & Stijn Van Nieuwerburgh - 2139-2172 Habit Formation, Incomplete Markets, and the Significance of Regional Risk for Expected Returns
by George M. Korniotis - 2173-2207 Taxable and Tax-Deferred Investing: A Tax-Arbitrage Approach
by Jennifer Huang - 2209-2242 Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model
by K.J. Martijn Cremers & Joost Driessen & Pascal Maenhout - 2243-2274 Biases in Decomposing Holding-Period Portfolio Returns
by Weimin Liu & Norman Strong - 2275-2306 Strong-Form Efficiency with Monopolistic Insiders
by Minh Chau & Dimitri Vayanos - 2307-2343 Market Discipline and Internal Governance in the Mutual Fund Industry
by Thomas Dangl & Youchang Wu & Josef Zechner - 2345-2378 A Bayesian Analysis of Return Dynamics with Lévy Jumps
by Haitao Li & Martin T. Wells & Cindy L. Yu
July 2008, Volume 21, Issue 4
- 1453-1454 Forecasting the Equity Premium: Where We Stand Today
by Matthew Spiegel - 1455-1508 A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
by Ivo Welch & Amit Goyal - 1509-1531 Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
by John Y. Campbell & Samuel B. Thompson - 1533-1575 The Dog That Did Not Bark: A Defense of Return Predictability
by John H. Cochrane - 1577-1605 The Myth of Long-Horizon Predictability
by Jacob Boudoukh & Matthew Richardson & Robert F. Whitelaw - 1607-1652 Reconciling the Return Predictability Evidence
by Martin Lettau & Stijn Van Nieuwerburgh - 1653-1687 The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
by Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter - 1689-1731 The Causal Effect of Mortgage Refinancing on Interest Rate Volatility: Empirical Evidence and Theoretical Implications
by Jefferson Duarte - 1733-1765 Why Leverage Affects Pricing
by Pegaret Pichler & Alex Stomper & Christine Zulehner - 1767-1795 Interpreting the Value Effect Through the Q-Theory: An Empirical Investigation
by Yuhang Xing - 1797-1832 A Theory of Board Control and Size
by Milton Harris & Artur Raviv - 1833-1871 How Well Do Institutional Theories Explain Firms' Perceptions of Property Rights?
by Meghana Ayyagari & Asli Demirgüc-Kunt & Vojislav Maksimovic
May 2008, Volume 21, Issue 3
- 1037-1075 Estimation Risk, Information, and the Conditional CAPM: Theory and Evidence
by Praveen Kumar & Sorin M. Sorescu & Rodney D. Boehme & Bartley R. Danielsen - 1077-1122 Robust Stochastic Discount Factors
by Phelim Boyle & Shui Feng & Weidong Tian & Tan Wang - 1123-1151 Small Trades and the Cross-Section of Stock Returns
by Soeren Hvidkjaer - 1153-1186 Excess Comovement of Stock Returns: Evidence from Cross-Sectional Variation in Nikkei 225 Weights
by Robin Greenwood - 1187-1222 The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes
by Robert F. Engle & Jose Gonzalo Rangel - 1223-1258 A GARCH Option Pricing Model with Filtered Historical Simulation
by Giovanni Barone-Adesi & Robert F. Engle & Loriano Mancini - 1259-1296 Average Idiosyncratic Volatility in G7 Countries
by Hui Guo & Robert Savickas - 1297-1338 Expected returns, yield spreads, and asset pricing tests
by Murillo Campello & Long Chen & Lu Zhang - 1339-1369 Forecasting Default with the Merton Distance to Default Model
by Sreedhar T. Bharath & Tyler Shumway - 1371-1401 Who Monitors the Monitor? The Effect of Board Independence on Executive Compensation and Firm Value
by Praveen Kumar - 1403-1449 Does Capital Account Liberalization Lead to Growth?
by Dennis P. Quinn & A. Maria Toyoda
April 2008, Volume 21, Issue 2
- 483-511 Choosing to Cofinance: Analysis of Project-Specific Alliances in the Movie Industry
by Darius Palia & S. Abraham Ravid & Natalia Reisel - 513-541 Building Relationships Early: Banks in Venture Capital
by Thomas Hellmann & Laura Lindsey & Manju Puri - 543-577 Production in Entrepreneurial Firms: The Effects of Financial Constraints on Labor and Capital
by Mark J. Garmaise - 579-604 Complex Ownership Structures and Corporate Valuations
by Luc Laeven & Ross Levine - 605-648 The Value of Investor Protection: Firm Evidence from Cross-Border Mergers
by Arturo Bris & Christos Cabolis - 649-681 Strategic Alliances and the Boundaries of the Firm
by David T. Robinson - 683-724 Analytic Pricing of Employee Stock Options
by Jakša Cvitanić & Zvi Wiener & Fernando Zapatero - 725-761 Where Is the Market? Evidence from Cross-Listings in the United States
by Michael Halling & Marco Pagano & Otto Randl & Josef Zechner - 763-784 Distance Still Matters: Evidence from Municipal Bond Underwriting
by Alexander W. Butler - 785-818 All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
by Brad M. Barber & Terrance Odean - 819-854 Identifying Term Structure Volatility from the LIBOR-Swap Curve
by Samuel Thompson - 855-888 Endogenous Events and Long-Run Returns
by S. Viswanathan & Bin Wei - 889-935 International asset allocation under regime switching, skew, and kurtosis preferences
by Massimo Guidolin & Allan Timmermann - 937-971 Institutional Portfolio Flows and International Investments
by Kenneth A. Froot & Tarun Ramadorai - 973-1011 State Dependence Can Explain the Risk Aversion Puzzle
by Fousseni Chabi-Yo & René Garcia & Eric Renault - 1013-1036 Tournaments in Mutual-Fund Families
by Alexander Kempf & Stefan Ruenzi
January 2008, Volume 21, Issue 1
- 1-1 A Note from the Editor
by Matthew Spiegel Spiegel - 3-10 The Causes and Consequences of Recent Financial Market Bubbles: An Introduction
by Utpal Bhattacharya - 11-17 Bubbles: Some Perspectives (and Loose Talk) from History
by Maureen O'Hara - 19-50 Relative Wealth Concerns and Financial Bubbles
by Peter M. DeMarzo & Ron Kaniel & Ilan Kremer - 51-99 Mutual Funds and Bubbles: The Surprising Role of Contractual Incentives
by Nishant Dass & Massimo Massa & Rajdeep Patgiri - 101-133 Analyst Behavior Following IPOs: The 'Bubble Period' Evidence
by Daniel J. Bradley & Bradford D. Jordan & Jay R. Ritter - 135-180 Money Illusion and Housing Frenzies
by Markus K. Brunnermeier & Christian Julliard - 181-231 Conditioning Information and Variance Bounds on Pricing Kernels with Higher- Order Moments: Theory and Evidence
by Fousseni Chabi-Yo - 233-264 Estimating the Dynamics of Mutual Fund Alphas and Betas
by Harry Mamaysky & Matthew Spiegel & Hong Zhang - 265-310 A Dynamic Model for the Forward Curve
by Choong Tze Chua & Dean Foster & Krishna Ramaswamy & Robert Stine - 311-346 Is Nonlinear Drift Implied by the Short End of the Term Structure?
by Hideyuki Takamizawa - 347-385 Two Trees
by John H. Cochrane & Francis A. Longstaff & Pedro Santa-Clara - 387-414 Investor Sentiment and Option Prices
by Bing Han - 415-448 Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
by Francisco Gomes & Alexander Michaelides - 451-482 Stocks or Options? Moral Hazard, Firm Viability, and the Design of Compensation Contracts
by Ohad Kadan
November 2007, Volume 20, Issue 6
- 1749-1782 Turning over Turnover
by K. J. Martijn Cremers & Jianping Mei - 1783-1831 Liquidity and Expected Returns: Lessons from Emerging Markets
by Geert Bekaert & Campbell R. Harvey & Christian Lundblad - 1833-1864 Insider Trades and Private Information: The Special Case of Delayed-Disclosure Trades
by Shijun Cheng & Venky Nagar & Madhav V. Rajan - 1865-1900 Valuation in Over-the-Counter Markets
by Darrell Duffie & Nicolae Gârleanu & Lasse Heje Pedersen - 1901-1940 Strategic Cost of Diversification
by Evgeny Lyandres - 1941-1973 The Real Effects of Asset Market Bubbles: Loan- and Firm-Level Evidence of a Lending Channel
by Jie Gan - 1975-2019 Informed and Strategic Order Flow in the Bond Markets
by Paolo Pasquariello & Clara Vega - 2021-2046 Underpricing in the Corporate Bond Market
by Nianyun (Kelly) Cai & Jean Helwege & Arthur Warga - 2047-2078 How Do Diversity of Opinion and Information Asymmetry Affect Acquirer Returns?
by Sara B. Moeller & Frederik P. Schlingemann & René M. Stulz - 2079-2128 Optimal Long-Term Financial Contracting
by Peter M. DeMarzo & Michael J. Fishman - 2129-2177 Relationship Banking, Fragility, and the Asset-Liability Matching Problem
by Fenghua Song & Anjan V. Thakor
2007 28 2007, Volume 20, Issue 5
- 1707-1747 Does Anonymity Matter in Electronic Limit Order Markets?
by Thierry Foucault & Sophie Moinas & Erik Theissen
2007 12 2007, Volume 20, Issue 5
- 1429-1460 Financial Constraints, Asset Tangibility, and Corporate Investment
by Heitor Almeida & Murillo Campello - 1669-1706 Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields
by Qiang Dai & Kenneth J. Singleton & Wei Yang
2007 29 2007, Volume 20, Issue 5
- 1461-1502 An Equilibrium Model of Investment Under Uncertainty
by Robert Novy-Marx
2007 13 2007, Volume 20, Issue 5
- 1623-1646 The Forgone Gains of Incomplete Portfolios
by Monica Paiella
2007 07 2007, Volume 20, Issue 5
- 1359-1388 Governance Mechanisms and Bond Prices
by K.J. Martijn Cremers & Vinay B. Nair & Chenyang Wei
2007 17 2007, Volume 20, Issue 5
- 1503-1546 Portfolio Performance Manipulation and Manipulation-proof Performance Measures
by Jonathan Ingersoll & Ivo Welch
2007 21 2007, Volume 20, Issue 5
- 1583-1621 Optimal Asset Allocation and Risk Shifting in Money Management
by Suleyman Basak & Anna Pavlova & Alexander Shapiro
2007 04 2007, Volume 20, Issue 5
- 1389-1428 Can the Trade-off Theory Explain Debt Structure?
by Dirk Hackbarth & Christopher A. Hennessy & Hayne E. Leland
2007 14 2007, Volume 20, Issue 5
- 1647-1667 When Does Extra Risk Strictly Increase an Option's Value?
by Eric Rasmusen
2007, Volume 20, Issue 4
- 983-1020 A Theory of IPO Waves
by Ping He - 1021-1058 Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding
by Francois Degeorge & Francois Derrien & Kent L. Womack - 1059-1086 Optimal Equity Stakes and Corporate Control
by Richmond D. Mathews - 1087-1112 International Evidence on Cash Holdings and Expected Managerial Agency Problems
by Ivalina Kalcheva & Karl V. Lins - 1113-1138 Industry Information Diffusion and the Lead-lag Effect in Stock Returns
by Kewei Hou - 1139-1180 Asset Prices and Exchange Rates
by Anna Pavlova & Roberto Rigobon - 1183-1218 Walrasian Tâtonnement Auctions on the Tokyo Grain Exchange
by James Eaves & Jeffrey Williams - 1219-1254 Booms, Busts, and Fraud
by Paul Povel & Rajdeep Singh & Andrew Winton - 1255-1288 Equilibrium Underdiversification and the Preference for Skewness
by Todd Mitton & Keith Vorkink - 1327-1357 Information Diffusion Effects in Individual Investors' Common Stock Purchases: Covet Thy Neighbors' Investment Choices
by Zoran Ivkovi & Scott Weisbenner
2007, Volume 20, Issue 3
- 529-556 Transactions Accounts and Loan Monitoring
by Loretta J. Mester & Leonard I. Nakamura & Micheline Renault - 557-595 Spin-offs, Divestitures, and Conglomerate Investment
by Gönül Çolak & Toni M. Whited