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Content
February 2002, Volume 57, Issue 1
- 461-483 The Cadbury Committee, Corporate Performance, and Top Management Turnover
by Jay Dahya & John J. McConnell & Nickolaos G. Travlos - 485-499 Research Dissemination and Impact: Evidence from Web Site Downloads
by Lee Pinkowitz - 501-521 Bank Performance around the Introduction of a Section 20 Subsidiary
by Marcia Millon Cornett & Evren Ors & Hassan Tehranian - 523-542 Continuous Trading or Call Auctions: Revealed Preferences of Investors at the Tel Aviv Stock Exchange
by Avner Kalay & Li Wei & Avi Wohl
December 2001, Volume 56, Issue 6
- 2019-2065 The Market for Corporate Assets: Who Engages in Mergers and Asset Sales and Are There Efficiency Gains?
by Vojislav Maksimovic & Gordon Phillips - 2067-2109 The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence
by Francis A. Longstaff & Pedro Santa‐Clara & Eduardo S. Schwartz - 2111-2133 Dividend Changes and Future Profitability
by Doron Nissim & Amir Ziv - 2135-2175 Characteristics of Risk and Return in Risk Arbitrage
by Mark Mitchell & Todd Pulvino - 2177-2207 The Determinants of Credit Spread Changes
by Pierre Collin-Dufresn & Robert S. Goldstein & J. Spencer Martin - 2209-2236 On the Perils of Financial Intermediaries Setting Security Prices: The Mutual Fund Wild Card Option
by John M. R. Chalmers & Roger M. Edelen & Gregory B. Kadlec - 2237-2264 A Theory of the Syndicate: Form Follows Function
by Pegaret Pichler & William Wilhelm - 2265-2297 Internal Monitoring Mechanisms and CEO Turnover: A Long‐Term Perspective
by Mark R. Huson & Robert Parrino & Laura T. Starks - 2299-2336 Executive Compensation and Corporate Acquisition Decisions
by Sudip Datta & Mai Iskandar‐Datta & Kartik Raman - 2337-2369 Bookbuilding and Strategic Allocation
by Francesca Cornelli & David Goldreich - 2371-2388 A Rose.com by Any Other Name
by Michael J. Cooper & Orlin Dimitrov & P. Raghavendra Rau - 2389-2413 Feedback from Stock Prices to Cash Flows
by Avanidhar Subrahmanyam & Sheridan Titman - 2415-2430 A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases
by Edwin J. Elton & Martin J. Gruber & Christopher R. Blake - 2431-2456 The Stock Market Valuation of Research and Development Expenditures
by Louis K. C. Chan & Josef Lakonishok & Theodore Sougiannis
October 2001, Volume 56, Issue 5
- 1629-1666 Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets
by James Claus & Jacob Thomas - 1667-1691 Is It Inefficient Investment that Causes the Diversification Discount?
by Toni M. Whited - 1693-1721 The Diversification Discount: Cash Flows Versus Returns
by Owen A. Lamont & Christopher Polk - 1723-1746 Upstairs Market for Principal and Agency Trades: Analysis of Adverse Information and Price Effects
by Brian F. Smith & D. Alasdair S. Turnbull & Robert W. White - 1747-1764 Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock
by Shlomo Benartzi - 1765-1799 Counterparty Risk and the Pricing of Defaultable Securities
by Robert A. Jarrow & Fan Yu - 1801-1835 True Spreads and Equilibrium Prices
by Clifford A. Ball & Tarun Chordia - 1837-1867 LAPM: A Liquidity‐Based Asset Pricing Model
by Bengt Holmström & Jean Tirole - 1869-1886 Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry
by Stephen J. Brown & William N. Goetzmann & James Park - 1887-1910 Is Sound Just Noise?
by Joshua D. Coval & Tyler Shumway - 1911-1927 Massively Confused Investors Making Conspicuously Ignorant Choices (MCI–MCIC)
by Michael S. Rashes - 1929-1957 Do Credit Spreads Reflect Stationary Leverage Ratios?
by Pierre Collin‐Dufresne & Robert S. Goldstein - 1959-1983 Location Matters: An Examination of Trading Profits
by Harald Hau - 1985-2010 Evaluating Mutual Fund Performance
by S. P. Kothari & Jerold B. Warner
August 2001, Volume 56, Issue 4
- 1165-1175 Do Financial Institutions Matter?
by Franklin Allen - 1177-1177 Merton H. Miller
by George M. Constantinides - 1179-1182 Merton H. Miller: Memories of a Great Mentor and Leader
by Myron S. Scholes - 1183-1206 Merton H. Miller: His Contribution to Financial Economics
by Bruce D. Grundy - 1207-1239 The Equity Premium and Structural Breaks
by Ľluboš Pástor & Robert F. Stambaugh - 1240-1245 Discussion
by Zhenyu Wang - 1247-1292 Mental Accounting, Loss Aversion, and Individual Stock Returns
by Nicholas Barberis & Ming Huang - 1292-1295 Discussion
by M.J. Brennan - 1297-1351 Variable Selection for Portfolio Choice
by Yacine AÏT‐SAHALI & Michael W. Brandt - 1351-1355 Discussion
by Jessica A. Wachter - 1357-1394 Expectations Hypotheses Tests
by Geert Bekaert & Robert J. Hodrick - 1394-1399 Discussion
by Matthew Richardson - 1401-1440 Contagion as a Wealth Effect
by Albert S. Kyle & Wei Xiong - 1440-1443 Discussion
by Stephen A. Ross - 1445-1485 Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges
by Kumar Venkataraman - 1485-1488 Discussion
by Ananth Madhavan - 1489-1528 The Bright Side of Internal Capital Markets
by Naveen Khanna & Sheri Tice - 1528-1531 Discussion
by Paola Sapienza - 1533-1597 Investor Psychology and Asset Pricing
by David Hirshleifer - 1599-1600 Minutes of the Annual Membership Meeting
by David H. Pyle - 1603-1605 Report of the Executive Secretary and Treasurer
by David H. Pyle - 1607-1620 Report of the Editor of The Journal of Finance for the year 2000
by Richard C. Green - 1621-1622 Report of the Representative to the National Bureal of Economic Research
by Robert S. Hamada
June 2001, Volume 56, Issue 3
- 815-849 Consumption, Aggregate Wealth, and Expected Stock Returns
by Martin Lettau & Sydney Ludvigson - 851-876 Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market
by Allen M. Poteshman - 877-919 The High‐Volume Return Premium
by Simon Gervais & Ron Kaniel & Dan H. Mingelgrin - 921-965 Overconfidence, Arbitrage, and Equilibrium Asset Pricing
by Kent D. Daniel & David Hirshleifer & Avanidhar Subrahmanyam - 967-982 The Efficient Use of Conditioning Information in Portfolios
by Wayne E. Ferson & Andrew F. Siegel - 983-1009 Expected Option Returns
by Joshua D. Coval & Tyler Shumway - 1011-1027 An Exploration of Neo‐Austrian Theory Applied to Financial Markets
by Harald Benink & Peter Bossaerts - 1029-1051 Do Depositors Punish Banks for Bad Behavior? Market Discipline, Deposit Insurance, and Banking Crises
by Maria Soledad Martinez Peria & Sergio L. Schmukler - 1053-1073 How Distance, Language, and Culture Influence Stockholdings and Trades
by Mark Grinblatt & Matti Keloharju - 1075-1094 On the Timing Ability of Mutual Fund Managers
by Nicolas P. B. Bollen & Jeffrey A. Busse - 1095-1115 On the Term Structure of Default Premia in the Swap and LIBOR Markets
by Pierre Collin‐Dufresne & Bruno Solnik - 1117-1140 Why Do Money Fund Managers Voluntarily Waive Their Fees?
by Susan E. K. Christoffersen - 1141-1156 Insider Trading, Investment, and Liquidity: A Welfare Analysis
by Sudipto Bhattacharya & Giovanna Nicodano
April 2001, Volume 56, Issue 2
- 433-470 Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income
by Luis M. Viceira - 471-500 The Expiration of IPO Share Lockups
by Laura Casares Field & Gordon Hanka - 501-530 Market Liquidity and Trading Activity
by Tarun Chordia & Richard Roll & Avanidhar Subrahmanyam - 531-563 Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns
by Brad Barber & Reuven Lehavy & Maureen McNichols & Brett Trueman - 565-587 Valuation and Control in Venture Finance
by Andrei A. Kirilenko - 589-616 What Makes Investors Trade?
by Mark Grinblatt & Matti Keloharju - 617-648 Banking Market Structure, Financial Dependence and Growth: International Evidence from Industry Data
by Nicola Cetorelli & Michele Gambera - 649-676 Extreme Correlation of International Equity Markets
by François Longin & Bruno Solnik - 677-698 Corporate Bond Trading Costs: A Peek Behind the Curtain
by Paul Schultz - 699-720 Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
by Narasimhan Jegadeesh & Sheridan Titman - 721-742 Testing for Mean‐Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets
by Frans A. De Roon & Theo E. Nijman & Bas J. M. Werker - 743-766 Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics?
by Kent Daniel & Sheridan Titman & K.C. John Wei - 767-788 Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong
by Hee‐Joon Ahn & Kee‐Hong Bae & Kalok Chan - 789-805 The Price of Options Illiquidity
by Menachem Brenner & Rafi Eldor & Shmuel Hauser
February 2001, Volume 56, Issue 1
- 1-43 Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
by John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu - 45-85 Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation
by Klaas P. Baks & Andrew Metrick & Jessica Wachter - 87-130 Capital Structures in Developing Countries
by Laurence Booth & Varouj Aivazian & Asli Demirguc‐Kunt & Vojislav Maksimovic - 131-171 Strategic Trading in a Dynamic Noisy Market
by Dimitri Vayanos - 173-203 The Long‐Run Stock Returns Following Bond Ratings Changes
by Ilia D. Dichev & Joseph D. Piotroski - 205-246 Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation
by Yihong Xia - 247-277 Explaining the Rate Spread on Corporate Bonds
by Edwin J. Elton & Martin J. Gruber & Deepak Agrawal & Christopher Mann - 279-304 Affine Term Structure Models and the Forward Premium Anomaly
by David K. Backus & Silverio Foresi & Chris I. Telmer - 305-327 Variance‐ratio Statistics and High‐frequency Data: Testing for Changes in Intraday Volatility Patterns
by Torben G. Andersen & Tim Bollerslev & Ashish Das - 329-352 The Economic Value of Volatility Timing
by Jeff Fleming & Chris Kirby & Barbara Ostdiek - 353-368 Capital Gains Tax Rules, Tax‐loss Trading, and Turn‐of‐the‐year Returns
by James M. Poterba & Scott J. Weisbenner - 369-385 Rationality and Analysts' Forecast Bias
by Terence Lim - 387-396 Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar
by Gur Huberman & Tomer Regev - 397-416 Institutional Trading and Soft Dollars
by Jennifer S. Conrad & Kevin M. Johnson & Sunil Wahal
December 2000, Volume 55, Issue 6
- 2431-2465 A Theory of Bank Capital
by Douglas W. Diamond & Raghuram G. Rajan - 2467-2498 Time and the Price Impact of a Trade
by Alfonso Dufour & Robert F. Engle - 2499-2536 A Theory of Dividends Based on Tax Clienteles
by Franklin Allen & Antonio E. Bernardo & Ivo Welch - 2537-2564 The Dark Side of Internal Capital Markets: Divisional Rent‐Seeking and Inefficient Investment
by David S. Scharfstein & Jeremy C. Stein - 2565-2598 Competition on the Nasdaq and the Impact of Recent Market Reforms
by James P. Weston - 2599-2640 Hostility in Takeovers: In the Eyes of the Beholder?
by G. William Schwert - 2641-2692 Conflicts of Interest and Market Illiquidity in Bankruptcy Auctions: Theory and Tests
by Per Strömberg - 2693-2717 Depositary Receipts, Country Funds, and the Peso Crash: The Intraday Evidence
by Warren Bailey & Kalok Chan & Y. Peter Chung - 2719-2745 Investment Plans and Stock Returns
by Owen A. Lamont - 2747-2766 Information Asymmetry, R&D, and Insider Gains
by David Aboody & Baruch Lev - 2767-2789 The Impact of Global Equity Offerings
by Susan Chaplinsky & Latha Ramchand - 2791-2815 Corporate Equity Ownership, Strategic Alliances, and Product Market Relationships
by Jeffrey W. Allen & Gordon M. Phillips - 2817-2840 The Relation between Stock Market Movements and NYSE Seat Prices
by Donald B. Keim & Ananth Madhavan - 2841-2861 Reduction of Constraints on Arbitrage Trading and Market Efficiency: An Examination of Ex‐Day Returns in Hong Kong after Introduction of Electronic Settlement
by Palani‐Rajan Kadapakkam - 2863-2878 Explaining the Poor Performance of Consumption‐based Asset Pricing Models
by John Y. Campbell & John H. Cochrane - 2879-2902 The Information Value of Bond Ratings
by Doron Kliger & Oded Sarig - 2903-2922 Price Discovery in Initial Public Offerings and the Role of the Lead Underwriter
by Reena Aggarwal & Pat Conroy
October 2000, Volume 55, Issue 5
- 1901-1941 How Big Are the Tax Benefits of Debt?
by John R. Graham - 1943-1978 Specification Analysis of Affine Term Structure Models
by Qiang Dai & Kenneth J. Singleton - 1979-2016 Inference in Long‐Horizon Event Studies: A Bayesian Approach with Application to Initial Public Offerings
by Alon Brav - 2017-2069 Price Momentum and Trading Volume
by Charles M.C. Lee & Bhaskaran Swaminathan - 2071-2115 Crossing Networks and Dealer Markets: Competition and Performance
by Terrence Hendershott & Haim Mendelson - 2117-2155 Imperfect Competition among Informed Traders
by Kerry Back & C. Henry Cao & Gregory A. Willard - 2157-2195 Monitoring and Structure of Debt Contracts
by Cheol Park - 2197-2218 The Effect of Bank Relations on Investment Decisions: An Investigation of Japanese Takeover Bids
by Jun‐Koo Kang & Anil Shivdasani & Takeshi Yamada - 2219-2257 The Equity Share in New Issues and Aggregate Stock Returns
by Malcolm Baker & Jeffrey Wurgler - 2259-2284 Order Flow, Transaction Clock, and Normality of Asset Returns
by Thierry Ané & Hélyette Geman - 2285-2309 Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior
by Anthony W. Lynch & Pierluigi Balduzzi - 2311-2331 Does Option Compensation Increase Managerial Risk Appetite?
by Jennifer N. Carpenter - 2333-2356 The American Put Option and Its Critical Stock Price
by David S. Bunch & Herb Johnson - 2357-2372 Time Variation of Ex‐Dividend Day Stock Returns and Corporate Dividend Capture: A Reexamination
by Andy Naranjo & M. Nimalendran & Mike Ryngaert - 2373-2397 Stock Repurchases in Canada: Performance and Strategic Trading
by David Ikenberry & Josef Lakonishok & Theo Vermaelen - 2399-2424 Equity Undervaluation and Decisions Related to Repurchase Tender Offers: An Empirical Investigation
by Ranjan D'mello & Pervin K. Shroff
August 2000, Volume 55, Issue 4
- 1477-1477 Selection Editor's Introduction
by Franklin Allen - 1479-1514 Presidential Address: Friction
by Hans R. Stoll - 1515-1567 Asset Pricing at the Millennium
by John Y. Campbell - 1569-1622 Continuous‐Time Methods in Finance: A Review and an Assessment
by Suresh M. Sundaresan - 1623-1653 In Search of New Foundations
by Luigi Zingales - 1655-1695 Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses
by Russ Wermers - 1695-1703 Discussion
by Tobias J. Moskowitz - 1705-1765 Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
by Andrew W. Lo & Harry Mamaysky & Jiang Wang - 1765-1770 Discussion
by Narasimhan Jegadeesh - 1771-1801 Order Flow and Liquidity around NYSE Trading Halts
by Shane A. Corwin & Marc L. Lipson - 1801-1805 Discussion
by Daniel G. Weaver - 1807-1849 Corporate Reorganizations and Non‐Cash Auctions
by Matthew Rhodes‐Kropf & S. Viswanathan - 1850-1854 Discussion
by Robert Marquez - 1855-1856 Minutes of the Annual Membership Meeting
by David H. Pyle - 1857-1860 Report of the Executive Secretary and Treasurer for the Year Ending September 30, 1999
by David H. Pyle - 1861-1892 Report of the Editor for His Tenure and 1999
by René M. Stulz
June 2000, Volume 55, Issue 3
- 1005-1037 Outside Equity
by Stewart C. Myers - 1039-1074 When the Underwriter Is the Market Maker: An Examination of Trading in the IPO Aftermarket
by Katrina Ellis & Roni Michaely & Maureen O'Hara - 1075-1103 Stabilization Activities by Underwriters after Initial Public Offerings
by Reena Aggarwal - 1105-1131 The Seven Percent Solution
by Hsuan‐Chi Chen & Jay R. Ritter - 1133-1161 Multiple versus Single Banking Relationships: Theory and Evidence
by Enrica Detragiache & Paolo Garella & Luigi Guiso - 1163-1198 Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk
by John Heaton & Deborah Lucas - 1199-1227 A Test of the Relative Pricing Effects of Dividends and Earnings: Evidence from Simultaneous Announcements in Japan
by Robert M. Conroy & Kenneth M. Eades & Robert S. Harris - 1229-1262 Firm Size and Cyclical Variations in Stock Returns
by Gabriel Perez‐Quiros & Allan Timmermann - 1263-1295 Conditional Skewness in Asset Pricing Tests
by Campbell R. Harvey & Akhtar Siddique - 1297-1338 Equilibrium Forward Curves for Commodities
by Bryan R. Routledge & Duane J. Seppi & Chester S. Spatt - 1339-1365 Price Discovery without Trading: Evidence from the Nasdaq Preopening
by Charles Cao & Eric Ghysels & Frank Hatheway - 1367-1384 Taking Stock: Equity‐Based Compensation and the Evolution of Managerial Ownership
by Eli Ofek & David Yermack - 1385-1414 Fund Advisor Compensation in Closed‐End Funds
by Jeffrey L. Coles & Jose Suay & Denise Woodbury - 1415-1436 Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program
by Mark Grinblatt & Francis A. Longstaff - 1437-1456 Hedging Pressure Effects in Futures Markets
by Frans A. De Roon & Theo E. Nijman & Chris Veld - 1457-1469 An Analysis of Finance Journal Impact Factors
by Kenneth A. Borokhovich & Robert J. Bricker & Betty J. Simkins
April 2000, Volume 55, Issue 2
- 529-564 Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices
by Peter Blair Henry - 565-613 Foreign Speculators and Emerging Equity Markets
by Geert Bekaert & Campbell R. Harvey - 615-646 Going Public without Governance: Managerial Reputation Effects
by Armando Gomes - 647-677 Agency Conflicts in Public and Negotiated Transfers of Corporate Control
by Mike Burkart & Denis Gromb & Fausto Panunzi - 679-713 Can Relationship Banking Survive Competition?
by Arnoud W. A. Boot & Anjan V. Thakor - 715-743 Some Evidence on the Uniqueness of Initial Public Debt Offerings
by Sudip Datta & Mai Iskandar‐Datta & Ajay Patel - 745-772 Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies
by Ronald Balvers & Yangru Wu & Erik Gilliland - 773-806 Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
by Brad M. Barber & Terrance Odean - 807-837 How Does Information Quality Affect Stock Returns?
by Pietro Veronesi - 839-866 Option Prices, Implied Price Processes, and Stochastic Volatility
by Mark Britten‐Jones & Anthony Neuberger - 867-891 Is Group Affiliation Profitable in Emerging Markets? An Analysis of Diversified Indian Business Groups
by Tarun Khanna & Krishna Palepu - 893-912 Demand Curves for Stocks Do Slope Down: New Evidence from an Index Weights Adjustment
by Aditya Kaul & Vikas Mehrotra & Randall Morck - 913-935 Trading Volume and Cross‐Autocorrelations in Stock Returns
by Tarun Chordia & Bhaskaran Swaminathan - 937-958 Truth in Mutual Fund Advertising: Evidence on Future Performance and Fund Flows
by Prem C. Jain & Joanna Shuang Wu - 959-988 A Model of Returns and Trading in Futures Markets
by Harrison Hong - 989-994 Arbitrage and the Expectations Hypothesis
by Francis A. Longstaff
February 2000, Volume 55, Issue 1
- 1-33 Agency Problems and Dividend Policies around the World
by Rafael La Porta & Florencio Lopez‐de‐Silanes & Andrei Shleifer & Robert W. Vishny - 35-80 The Cost of Diversity: The Diversification Discount and Inefficient Investment
by Raghuram Rajan & Henri Servaes & Luigi Zingales - 81-106 Agency Costs and Ownership Structure
by James S. Ang & Rebel A. Cole & James Wuh Lin - 107-152 Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers
by G. David Haushalter - 153-178 The Exploitation of Relationships in Financial Distress: The Case of Trade Credit
by Benjamin S. Wilner - 179-223 Portfolio Selection and Asset Pricing Models
by Ľuboš Pástor - 225-264 Investing for the Long Run when Returns Are Predictable
by Nicholas Barberis - 265-295 Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
by Harrison Hong & Terence Lim & Jeremy C. Stein - 297-354 Trading and Returns under Periodic Market Closures
by Harrison Hong & Jiang Wang - 355-388 Is the Short Rate Drift Actually Nonlinear?
by David A. Chapman & Neil D. Pearson - 389-406 Characteristics, Covariances, and Average Returns: 1929 to 1997
by James L. Davis & Eugene F. Fama & Kenneth R. French - 407-427 Sorting Out Sorts
by Jonathan B. Berk - 429-450 Stock Splits, Tick Size, and Sponsorship
by Paul Schultz - 451-468 Effectiveness of Capital Regulation at U.S. Commercial Banks, 1985 to 1994
by Armen Hovakimian & Edward J. Kane - 469-485 Liquidity and Liquidation: Evidence from Real Estate Investment Trusts
by David T. Brown - 487-514 The Effect of Options on Stock Prices: 1973 to 1995
by Sorin M. Sorescu
December 1999, Volume 54, Issue 6
- 1939-1967 The Corporate Cost of Capital and the Return on Corporate Investment
by Eugene F. Fama & Kenneth R. French - 1969-1997 Corporate Cash Reserves and Acquisitions
by Jarrad Harford - 1999-2043 Executive Compensation, Strategic Competition, and Relative Performance Evaluation: Theory and Evidence
by Rajesh K. Aggarwal & Andrew A. Samwick - 2045-2073 Home Bias at Home: Local Equity Preference in Domestic Portfolios
by Joshua D. Coval & Tobias J. Moskowitz - 2075-2107 Can the Gains from International Diversification Be Achieved without Trading Abroad?
by Vihang Errunza & Ked Hogan & Mao‐Wei Hung