Cambridge University Press
Journal of Financial and Quantitative Analysis
October 2010, Volume 45, Issue 05
- 1133-1160 Seasonality in the Cross Section of Stock Returns: The International Evidence
by Heston, Steven L. & Sadka, Ronnie
- 1161-1187 Debt Capacity and Tests of Capital Structure Theories
by Lemmon, Michael L. & Zender, Jaime F.
- 1189-1220 Transparency, Price Informativeness, and Stock Return Synchronicity: Theory and Evidence
by Dasgupta, Sudipto & Gan, Jie & Gao, Ning
- 1221-1251 Information, Expected Utility, and Portfolio Choice
by Liu, Jun & Peleg, Ehud & Subrahmanyam, Avanidhar
- 1253-1278 What Drove the Increase in Idiosyncratic Volatility during the Internet Boom?
by Fink, Jason & Fink, Kristin E. & Grullon, Gustavo & Weston, James P.
- 1279-1310 The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments
by Egloff, Daniel & Leippold, Markus & Wu, Liuren
- 1311-1339 Level-Dependent Annuities: Defaults of Multiple Degrees
by Mjøs, Aksel & Persson, Svein-Arne
- 1341-1365 Affine Models of the Joint Dynamics of Exchange Rates and Interest Rates
by Anderson, Bing & Hammond, Peter J. & Ramezani, Cyrus A.
August 2010, Volume 45, Issue 04
- 813-846 Estimating the Equity Premium
by Donaldson, R. Glen & Kamstra, Mark J. & Kramer, Lisa A.
- 847-881 Rational Cross-Sectional Differences in Market Efficiency: Evidence from Mutual Fund Returns
by Schultz, Paul
- 883-906 Idiosyncratic Risk, Long-Term Reversal, and Momentum
by McLean, R. David
- 907-934 Arbitrage Risk and Stock Mispricing
by Doukas, John A. & Kim, Chansog (Francis) & Pantzalis, Christos
- 935-958 Behavioral and Rational Explanations of Stock Price Performance around SEOs: Evidence from a Decomposition of Market-to-Book Ratios
by Hertzel, Michael G. & Li, Zhi
- 959-986 Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty
by Tu, Jun & Zhou, Guofu
- 987-1014 Cross-Sectional Return Dispersion and Time Variation in Value and Momentum Premiums
by Stivers, Chris & Sun, Licheng
- 1015-1053 Multiple Risky Assets, Transaction Costs, and Return Predictability: Allocation Rules and Implications for U.S. Investors
by Lynch, Anthony W. & Tan, Sinan
- 1055-1076 Longer-Term Time-Series Volatility Forecasts
by Ederington, Louis H. & Guan, Wei
- 1077-1110 Stock Returns and the Volatility of Liquidity
by Pereira, João Pedro & Zhang, Harold H.
June 2010, Volume 45, Issue 03
- 555-587 The Response of Corporate Financing and Investment to Changes in the Supply of Credit
by Lemmon, Michael & Roberts, Michael R.
- 589-622 Financing Frictions and the Substitution between Internal and External Funds
by Almeida, Heitor & Campello, Murillo
- 623-640 Disagreement, Portfolio Optimization, and Excess Volatility
by Duchin, Ran & Levy, Moshe
- 641-662 What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?
by Xing, Yuhang & Zhang, Xiaoyan & Zhao, Rui
- 663-684 A Reexamination of the Causes of Time-Varying Stock Return Volatilities
by Zhang, Chu
- 685-706 Friend or Foe? The Role of State and Mutual Fund Ownership in the Split Share Structure Reform in China
by Firth, Michael & Lin, Chen & Zou, Hong
- 707-737 Dynamic Factors and Asset Pricing
by He, Zhongzhi (Lawrence) & Huh, Sahn-Wook & Lee, Bong-Soo
- 739-762 Market Feedback and Equity Issuance: Evidence from Repeat Equity Issues
by Hovakimian, Armen & Hutton, Irena
- 763-789 A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market
by Kang, Byoung Uk & In, Francis & Kim, Gunky & Kim, Tong Suk
- 791-812 Prospect Theory and the Disposition Effect
by Kaustia, Markku
April 2010, Volume 45, Issue 02
- 265-291 Corporate Governance and Liquidity
by Chung, Kee H. & Elder, John & Kim, Jang-Chul
- 293-309 Factoring Information into Returns
by Easley, David & Hvidkjaer, Soeren & O’Hara, Maureen
- 311-334 Portfolio Optimization with Mental Accounts
by Das, Sanjiv & Markowitz, Harry & Scheid, Jonathan & Statman, Meir
- 335-367 Deviations from Put-Call Parity and Stock Return Predictability
by Cremers, Martijn & Weinbaum, David
- 369-400 Dynamic General Equilibrium and T-Period Fund Separation
by Gerber, Anke & Hens, Thorsten & Woehrmann, Peter
- 401-440 Informational Efficiency and Liquidity Premium as the Determinants of Capital Structure
by Chang, Chun & Yu, Xiaoyun
- 441-471 How Syndicate Short Sales Affect the Informational Efficiency of IPO Prices and Underpricing
by Bartling, Björn & Park, Andreas
- 473-502 The Impact of the Euro on Equity Markets
by Cappiello, Lorenzo & Kadareja, Arjan & Manganelli, Simone
- 503-533 Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation under SFAS 123R
by Jiang, George J. & Tian, Yisong S.
- 535-553 Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market
by Kaplanski, Guy & Levy, Haim
February 2010, Volume 45, Issue 01
- 1-26 Is There Shareholder Expropriation in the United States? An Analysis of Publicly Traded Subsidiaries
by Atanasov, Vladimir & Boone, Audra & Haushalter, David
- 27-48 Clientele Change, Liquidity Shock, and the Return on Financially Distressed Stocks
by Da, Zhi & Gao, Pengjie
- 49-80 Predicting Global Stock Returns
by Hjalmarsson, Erik
- 81-106 The Signaling Hypothesis Revisited: Evidence from Foreign IPOs
by Francis, Bill B. & Hasan, Iftekhar & Lothian, James R. & Sun, Xian
- 107-134 How Does Liquidity Affect Government Bond Yields?
by Favero, Carlo & Pagano, Marco & von Thadden, Ernst-Ludwig
- 135-168 Investor Protection, Equity Returns, and Financial Globalization
by Giannetti, Mariassunta & Koskinen, Yrjö
- 169-198 An Epidemic Model of Investor Behavior
by Shive, Sophie
- 199-222 Predicting Hedge Fund Failure: A Comparison of Risk Measures
by Liang, Bing & Park, Hyuna
- 223-237 Fund Flow Volatility and Performance
by Rakowski, David
- 239-264 Pharmaceutical R&D Spending and Threats of Price Regulation
by Golec, Joseph & Hegde, Shantaram & Vernon, John A.
December 2009, Volume 44, Issue 06
- 1265-1289 On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements
by Brenner, Menachem & Pasquariello, Paolo & Subrahmanyam, Marti
- 1291-1321 Organization and Financing of Innovation, and the Choice between Corporate and Independent Venture Capital
by Fulghieri, Paolo & Sevilir, Merih
- 1323-1344 Do Firms Target Credit Ratings or Leverage Levels?
by Kisgen, Darren J.
- 1345-1373 Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry
by Cremers, Martijn & Driessen, Joost & Maenhout, Pascal & Weinbaum, David
- 1375-1401 Hard-to-Value Stocks, Behavioral Biases, and Informed Trading
by Kumar, Alok
- 1403-1426 Block Ownership, Trading Activity, and Market Liquidity
by Brockman, Paul & Chung, Dennis Y. & Yan, Xuemin (Sterling)
- 1427-1457 Paying for Market Quality
by Anand, Amber & Tanggaard, Carsten & Weaver, Daniel G.
- 1459-1487 Stock Option Repricing and Its Alternatives: An Empirical Examination
by Kalpathy, Swaminathan
- 1489-1514 How Did Japanese Investments Influence International Art Prices?
by Hiraki, Takato & Ito, Akitoshi & Spieth, Darius A. & Takezawa, Naoya
October 2009, Volume 44, Issue 05
- 1013-1044 Why Do Demand Curves for Stocks Slope Down?
by Petajisto, Antti
- 1045-1079 Management Quality, Financial and Investment Policies, and Asymmetric Information
by Chemmanur, Thomas J. & Paeglis, Imants & Simonyan, Karen
- 1081-1102 The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis
by Downing, Chris & Underwood, Shane & Xing, Yuhang
- 1103-1124 A Portfolio Optimality Test Based on the First-Order Stochastic Dominance Criterion
by Kopa, Miloš & Post, Thierry
- 1125-1147 Stock Market Mispricing: Money Illusion or Resale Option?
by Chen, Carl R. & Lung, Peter P. & Wang, F. Albert
- 1149-1171 Conflicts of Interest in the Stock Recommendations of Investment Banks and Their Determinants
by Shen, Chung-Hua & Chih, Hsiang-Lin
- 1173-1196 Asset Liquidity and Capital Structure
by Sibilkov, Valeriy
- 1197-1230 Nonparametric Estimation of the Short Rate Diffusion Process from a Panel of Yields
by Sam, Abdoul G. & Jiang, George J.
- 1231-1263 Pricing American Options under the Constant Elasticity of Variance Model and Subject to Bankruptcy
by Nunes, João Pedro Vidal
August 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.
- 777-794 Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum?
by Bulkley, George & Nawosah, Vivekanand
- 795-822 Heterogeneous Beliefs and Momentum Profits
by Verardo, Michela
- 823-850 Shareholder-Initiated Class Action Lawsuits: Shareholder Wealth Effects and Industry Spillovers
by Gande, Amar & Lewis, Craig M.
- 851-882 Commonality in Liquidity: A Global Perspective
by Brockman, Paul & Chung, Dennis Y. & Pérignon, Christophe
- 883-909 Is There an Intertemporal Relation between Downside Risk and Expected Returns?
by Bali, Turan G. & Demirtas, K. Ozgur & Levy, Haim
- 911-951 Asset Substitution and Structured Financing
by Vanden, Joel M.
- 953-986 Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks
by Gagnon, Louis & Karolyi, G. Andrew
- 987-1011 Term Structure, Inflation, and Real Activity
by Berardi, Andrea
June 2009, Volume 44, Issue 03
- 489-516 Institutional versus Individual Investment in IPOs: The Importance of Firm Fundamentals
by Field, Laura Casares & Lowry, Michelle
- 517-550 A Joint Framework for Consistently Pricing Interest Rates and Interest Rate Derivatives
by Heidari, Massoud & Wu, Liuren
- 551-578 Capital Market Imperfections and the Sensitivity of Investment to Stock Prices
by Ovtchinnikov, Alexei V. & McConnell, John J.
- 579-605 Managers’ and Investors’ Responses to Media Exposure of Board Ineffectiveness
by Joe, Jennifer R. & Louis, Henock & Robinson, Dahlia
- 607-640 Dynamic Style Preferences of Individual Investors and Stock Returns
by Kumar, Alok
- 641-656 Testing the Elasticity of Corporate Yield Spreads
by Jacoby, Gady & Liao, Rose C. & Batten, Jonathan A.
- 657-682 The Role of the Media in the Internet IPO Bubble
by Bhattacharya, Utpal & Galpin, Neal & Ray, Rina & Yu, Xiaoyun
- 683-718 Sudden Deaths: Taking Stock of Geographic Ties
by Faccio, Mara & Parsley, David C.
- 719-744 Probability Judgment Error and Speculation in Laboratory Asset Market Bubbles
by Ackert, Lucy F. & Charupat, Narat & Deaves, Richard & Kluger, Brian D.
April 2009, Volume 44, Issue 02
- 237-271 Testing Theories of Capital Structure and Estimating the Speed of Adjustment
by Huang, Rongbing & Ritter, Jay R.
- 273-305 Hedge Funds for Retail Investors? An Examination of Hedged Mutual Funds
by Agarwal, Vikas & Boyson, Nicole M. & Naik, Narayan Y.
- 307-335 Testing International Asset Pricing Models Using Implied Costs of Capital
by Lee, Charles & Ng, David & Swaminathan, Bhaskaran
- 337-368 Money and the C-CAPM
by Balvers, Ronald J. & Huang, Dayong
- 369-390 Anchoring Bias in Consensus Forecasts and Its Effect on Market Prices
by Campbell, Sean D. & Sharpe, Steven A.
- 391-410 Stock Options and Total Payout
by Cuny, Charles J. & Martin, Gerald S. & Puthenpurackal, John J.
- 411-437 Are the Wall Street Analyst Rankings Popularity Contests?
by Emery, Douglas R. & Li, Xi
- 439-466 Founder-CEOs, Investment Decisions, and Stock Market Performance
by Fahlenbrach, Rüdiger
- 467-488 The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market
by Neely, Christopher J. & Weller, Paul A. & Ulrich, Joshua M.
February 2009, Volume 44, Issue 01
- 1-28 The Information Content of Idiosyncratic Volatility
by Jiang, George J. & Xu, Danielle & Yao, Tong
- 29-54 Detecting Liquidity Traders
by Kalay, Avner & Wohl, Avi
- 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.
- 85-108 Does Sentiment Drive the Retail Demand for IPOs?
by Dorn, Daniel
- 109-132 The Determinants of Credit Default Swap Premia
by Ericsson, Jan & Jacobs, Kris & Oviedo, Rodolfo
- 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
- 155-188 Institutional Investors, Past Performance, and Dynamic Loss Aversion
by O’Connell, Paul G. J. & Teo, Melvyn
- 189-212 Stock and Bond Market Liquidity: A Long-Run Empirical Analysis
by Goyenko, Ruslan Y. & Ukhov, Andrey D.
- 213-236 Firm Characteristics, Relative Efficiency, and Equity Returns
by Nguyen, Giao X. & Swanson, Peggy E.
December 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.
- 843-881 Managerial Traits and Capital Structure Decisions
by Hackbarth, Dirk
- 883-906 Style Investing and Institutional Investors
by Froot, Kenneth & Teo, Melvyn
- 907-936 Star Power: The Effect of Monrningstar Ratings on Mutual Fund Flow
by Guercio, Diane Del & Tkac, Paula A.
- 937-974 Blockholder Scarcity, Takeovers, and Ownership Structures
by Gorton, Gary & Kahl, Matthias
- 975-1000 The Impact of Commercial Banks on Underwriting Spreads: Evidence from Three Decades
by Kim, Dongcheol & Palia, Darius & Saunders, Anthony
- 1001-1035 Using Innovative Securities under Asymmetric Information: Why Do Some Firms Pay with Contingent Value Rights?
by Chatterjee, Sris & Yan, An
- 1037-1053 Recovering Risk Neutral Densities from Option Prices: A New Approach
by Rompolis, Leonidas S. & Tzavalis, Elias
- 1055-1090 Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
by Branger, Nicole & Schlag, Christian
September 2008, Volume 43, Issue 03
- 547-579 Pseudo Market Timing: A Reappraisal
by Dahlquist, Magnus & de Jong, Frank
- 581-611 The Cost to Firms of Cooking the Books
by Karpoff, Jonathan M. & Lee, D. Scott & Martin, Gerald S.
- 613-655 Portfolio Concentration and the Performance of Individual Investors
by Ivković, Zoran & Sialm, Clemens & Weisbenner, Scott
- 657-684 Aggregate Earnings, Firm-Level Earnings, and Expected Stock Returns
by Bali, Turan G. & Demirtas, K. Ozgur & Tehranian, Hassan
- 685-716 Home-Biased Analysts in Emerging Markets
by Lai, Sandy & Teo, Melvyn
- 717-740 The Costs of Owning Employer Stocks: Lessons from Taiwan
by Lee, Yi-Tsung & Liu, Yu-Jane & Zhu, Ning
- 741-767 Liquidity, Investment Style, and the Relation between Fund Size and Fund Performance
by Yan, Xuemin (Sterling)
- 769-786 Irreversible Investment, Financing, and Bankruptcy Decisions in an Oligopoly
by Jou, Jyh-bang & Lee, Tan
- 787-815 New Evidence of Asymmetric Dependence Structures in International Equity Markets
by Okimoto, Tatsuyoshi
June 2008, Volume 43, Issue 02
- 267-298 Conditional Return Smoothing in the Hedge Fund Industry
by Bollen, Nicolas P. B. & Pool, Veronika K.
- 299-330 Investment and Competition
by Akdoğu, Evrim & MacKay, Peter
- 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
- 355-380 The Poor Predictive Performance of Asset Pricing Models
by Simin, Timothy
- 381-400 Corporate Governance, Shareholder Rights, and Shareholder Rights Plans: Poison, Placebo, or Prescription?
by Caton, Gary L. & Goh, Jeremy
- 401-431 Are Household Portfolios Efficient? an Analysis Conditional on Housing
by Pelizzon, Loriana & Weber, Guglielmo
- 433-466 Debt Capacity, Cost of Debt, and Corporate Insurance
by Zou, Hong & Adams, Mike B.
- 467-488 Macroeconomic News, Order Flows, and Exchange Rates
by Love, Ryan & Payne, Richard
- 489-524 International Diversification with Large- and Small-Cap Stocks
by Eun, Cheol S. & Huang, Wei & Lai, Sandy
- 525-546 Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM
by De Giorgi, Enrico & Post, Thierry
March 2008, Volume 43, Issue 01
- 1-28 Information and the Intermediary: Are Market Intermediaries Informed Traders in Electronic Markets?
by Anand, Amber & Subrahmanyam, Avanidhar
- 29-58 Idiosyncratic Volatility and the Cross Section of Expected Returns
by Bali, Turan G. & Cakici, Nusret
- 59-92 The Determinants of Capital Structure: Capital Market-Oriented versus Bank-Oriented Institutions
by Antoniou, Antonios & Guney, Yilmaz & Paudyal, Krishna
- 93-121 Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks
by Barclay, Michael J. & Hendershott, Terrence & Jones, Charles M.
- 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
- 161-190 Control Transfers, Privatization, and Corporate Performance: Efficiency Gains in China's Listed Companies
by Chen, Gongmeng & Firth, Michael & Xin, Yu & Xu, Liping
- 191-211 Stock Market Participation and the Internet
by Bogan, Vicki
- 213-244 Insiders' Tax Preferences and Firms' Choices between Dividends and Share Repurchases
by Hsieh, Jim & Wang, Qinghai
- 245-266 The Genesis of Home Bias? The Location and Portfolio Choices of Investment Company Start-Ups
by Parwada, Jerry T.
December 2007, Volume 42, Issue 04
- 811-826 Incentive Contracts and Hedge Fund Management
by Hodder, James E. & Jackwerth, Jens Carsten
- 827-856 Do Market Timing Hedge Funds Time the Market?
by Chen, Yong & Liang, Bing
- 857-891 Bayesian Analysis of Linear Factor Models with Latent Factors, Multivariate Stochastic Volatility, and APT Pricing Restrictions
by Nardari, Federico & Scruggs, John T.
- 893-913 Analysts' Conflicts of Interest and Biases in Earnings Forecasts
by Chan, Louis K. C. & Karceski, Jason & Lakonishok, Josef
- 915-940 Characterizing World Market Integration through Time
by Carrieri, Francesca & Errunza, Vihang & Hogan, Ked
- 941-962 The Value of Outside Directors: Evidence from Corporate Governance Reform in Korea
by Choi, Jongmoo Jay & Park, Sae Woon & Yoo, Sean Sehyun
- 963-990 Forecasting Currency Excess Returns: Can the Forward Bias Be Exploited?
by Villanueva, O. Miguel
- 991-1019 The Effect of Shareholder Taxes on Corporate Payout Choice
by Moser, William J.
- 1021-1040 Basis Convergence and Long Memory in Volatility When Dynamic Hedging with Futures
by Dark, Jonathan
- 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.
September 2007, Volume 42, Issue 03
- 535-564 Board Composition, Corporate Performance, and the Cadbury Committee Recommendation
by Dahya, Jay & McConnell, John J.
- 565-594 Is Ipo Underperformance a Peso Problem?
by Ang, Andrew & Gu, Li & Hochberg, Yael V.
- 595-620 The Dynamics of Credit Spreads and Ratings Migrations
by Farnsworth, Heber & Li, Tao
- 621-656 Optimal Portfolio Choice with Parameter Uncertainty
by Kan, Raymond & Zhou, Guofu
- 657-682 Information Disclosure and Market Quality: The Effect of SEC Rule 605 on Trading Costs
by Zhao, Xin & Chung, Kee H.
- 683-708 Mutual Fund Attributes and Investor Behavior
by Bollen, Nicolas P. B.
- 709-734 Competitive Equilibrium with Debt
by Zhdanov, Alexei
- 735-758 The Value of the Designated Market Maker
by Venkataraman, Kumar & Waisburd, Andrew C.
- 759-783 Board Composition and Corrective Action: Evidence from Corporate Responses to Bad Acquisition Bids
by Paul, Donna L.
- 785-809 The Role of Underwriter-Investor Relationships in the IPO Process
by Binay, Murat M. & Gatchev, Vladimir A. & Pirinsky, Christo A.
June 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
- 279-312 A Binomial Lattice Method for Pricing Corporate Debt and Modeling Chapter 11 Proceedings
by Broadie, Mark & Kaya, Özgür
- 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
- 339-367 Why Do Controlling Families of Public Firms Sell Their Remaining Ownership Stake?
by Klasa, Sandy
- 369-397 Stock Market Liquidity and Firm Dividend Policy
by Banerjee, Suman & Gatchev, Vladimir A. & Spindt, Paul A.
- 399-419 Systematic Share Price Fluctuations after Bankruptcy Filings and the Investors Who Drive Them
by Dawkins, Mark C. & Bhattacharya, Nilabhra & Bamber, Linda Smith
- 421-442 Why Do Firms Go Dark?
by Marosi, András & Massoud, Nadia
- 443-466 Underpricing in Discriminatory and Uniform-Price Treasury Auctions
by Goldreich, David
- 467-488 Missed Opportunities: Optimal Investment Timing When Information is Costly
by Guthrie, Graeme
- 489-515 Multivariate Tests for Stochastic Dominance Efficiency of a Given Portfolio
by Post, Thierry & Versijp, Philippe
- 517-533 The Impact of Overnight Periods on Option Pricing
by Boes, Mark-Jan & Drost, Feike C. & Werker, Bas J. M.
March 2007, Volume 42, Issue 01
- 1-39 The U-Shaped Investment Curve: Theory and Evidence
by Cleary, Sean & Povel, Paul & Raith, Michael
- 41-80 An International Examination of Affine Term Structure Models and the Expectations Hypothesis
by Tang, Huarong & Xia, Yihong
- 81-100 The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
by Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio
- 101-118 Chapter 11: Duration, Outcome, and Post-Reorganization Performance
by Denis, Diane K. & Rodgers, Kimberly J.
- 119-142 Time-Series Behavior of Share Repurchases and Dividends
by Lee, Bong-Soo & Rui, Oliver Meng
- 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
- 167-187 Stealth Trading in Options Markets
by Anand, Amber & Chakravarty, Sugato
- 189-208 Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery
by Hautsch, Nikolaus & Hess, Dieter
- 209-227 Generalized Analytical Upper Bounds for American Option Prices
by Chung, San-Lin & Chang, Hsieh-Chung
- 229-256 All Events Induce Variance: Analyzing Abnormal Returns When Effects Vary across Firms
by Harrington, Scott E. & Shrider, David G.
December 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.
- 753-786 Innovation, Information, and Financial Architecture
by Tadesse, Solomon
- 787-808 Financial Development and the Cash Flow Sensitivity of Cash
by Khurana, Inder K. & Martin, Xiumin & Pereira, Raynolde
- 809-828 Do Institutions Receive Favorable Allocations in IPOs with Better Long-Run Returns?
by Boehmer, Beatrice & Boehmer, Ekkehart & Fishe, Raymond P. H.
- 829-862 IPO Pricing with Bookbuilding and a When-Issued Market
by Aussenegg, Wolfgang & Pichler, Pegaret & Stomper, Alex
- 863-887 Stock Market Performance and the Term Structure of Credit Spreads
by Demchuk, Andriy & Gibson, Rajna
- 889-913 Arbitrage with Fixed Costs and Interest Rate Models
by Jouini, Elyès & Napp, Clotilde
- 915-937 Tick Size and Institutional Trading Costs: Evidence from Mutual Funds
by Bollen, Nicolas P. B. & Busse, Jeffrey A.
- 939-962 Do Behavioral Biases Vary across Individuals? Evidence from Individual Level 401(k) Data
by Agnew, Julie R.
September 2006, Volume 41, Issue 03
- 489-510 When Labor Has a Voice in Corporate Governance
by Faleye, Olubunmi & Mehrotra, Vikas & Morck, Randall
- 511-540 Does Emerging Market Exchange Risk Affect Global Equity Prices?
by Carrieri, Francesca & Errunza, Vihang & Majerbi, Basma
- 541-572 Investor Protection and Real Investment by U.S. Multinationals
by Kelley, Eric & Woidtke, Tracie
- 573-606 Divergence of Opinion and Equity Returns
by Doukas, John A. & Kim, Chansog (Francis) & Pantzalis, Christos
- 607-635 Mimicking Portfolios with Conditioning Information
by Ferson, Wayne & Siegel, Andrew F. & Xu, Pisun (Tracy)
- 637-660 The Declining Information Content of Dividend Announcements and the Effects of Institutional Holdings
by Amihud, Yakov & Li, Kefei
- 661-683 Organizational Complexity and Succession Planning
by Naveen, Lalitha
- 685-708 Mean Reversion in G-10 Nominal Exchange Rates
by Sweeney, Richard J.
- 709-731 Leasing and Debt Financing: Substitutes or Complements?
by Yan, An
June 2006, Volume 41, Issue 02
- 245-269 Yield Spreads as Alternative Risk Factors for Size and Book-to-Market
by Hahn, Jaehoon & Lee, Hangyong
- 271-294 The Cross Section of Stock Returns before World War I
by Grossman, Richard S. & Shore, Stephen H.