Contact information of Cambridge University Press
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:jfinqa. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters). General contact details of provider: http://journals.cambridge.org/jid_JFQ .
September 2008, Volume 43, Issue 03
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.
- 295-316 The Sources of Debt Matter Too
by Liu, Yang
- 317-340 Top Management Incentives and the Pricing of Corporate Public Debt
by Ortiz-Molina, Hernan
- 341-355 The Economic Impact of Corporate Capital Expenditures: Focused Firms versus Diversified Firms
by Chen, Sheng-Syan
- 357-380 Firm Growth and Disclosure: An Empirical Analysis
by Khurana, Inder K. & Pereira, Raynolde & Martin, Xiumin
- 381-406 Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon
by Dennis, Patrick & Mayhew, Stewart & Stivers, Chris
- 407-438 Earnings Management and Stock Performance of Reverse Leveraged Buyouts
by Chou, De-Wai & Gombola, Michael & Liu, Feng-Ying
- 439-453 Dividend Smoothing and Debt Ratings
by Aivazian, Varouj A. & Booth, Laurence & Cleary, Sean
- 455-487 Short-Sale Constraints, Differences of Opinion, and Overvaluation
by Boehme, Rodney D. & Danielsen, Bartley R. & Sorescu, Sorin M.
March 2006, Volume 41, Issue 01
- 1-24 The Value of Client Access to Analyst Recommendations
by Green, T. Clifton
- 25-49 How Do Analyst Recommendations Respond to Major News?
by Conrad, Jennifer & Cornell, Bradford & Landsman, Wayne R. & Rountree, Brian R.
- 51-83 Buy-Side Analysts, Sell-Side Analysts, and Investment Decisions of Money Managers
by Cheng, Yingmei & Liu, Mark H. & Qian, Jun
- 85-109 Analysts, Industries, and Price Momentum
by Boni, Leslie & Womack, Kent L.
- 111-138 What a Difference a Month Makes: Stock Analyst Valuations Following Initial Public Offerings
by Houston, Joel & James, Christopher & Karceski, Jason
- 139-168 The Cross Section of Analyst Recommendations
by Sorescu, Sorin & Subrahmanyam, Avanidhar
- 169-196 Are Analyst Recommendations Biased? Evidence from Corporate Bankruptcies
by Clarke, Jonathan & Ferris, Stephen P. & Jayaraman, Narayanan & Lee, Jinsoo
- 197-220 Returns to Acquirers of Listed and Unlisted Targets
by Faccio, Mara & McConnell, John J. & Stolin, David
- 221-243 Are Observed Capital Structures Determined by Equity Market Timing?
by Hovakimian, Armen
December 2005, Volume 40, Issue 04
- 693-719 Does Corporate Governance Matter to Bondholders?
by Klock, Mark S. & Mansi, Sattar A. & Maxwell, William F.
- 721-745 Long-Run Investment Decisions, Operating Performance, and Shareholder Value Creation of Firms Adopting Compensation Plans Based on Economic Profits
by Hogan, Chris E. & Lewis, Craig M.
- 747-778 Bayesian Analysis of Stochastic Betas
by Jostova, Gergana & Philipov, Alexander
- 779-801 Opening and Closing the Market: Evidence from the London Stock Exchange
by Ellul, Andrew & Shin, Hyun Song & Tonks, Ian
- 803-832 The Volatility Risk Premium Embedded in Currency Options
by Low, Buen Sin & Zhang, Shaojun
- 833-848 Equilibrium Pricing in Incomplete Markets
by Bizid, Abdelhamid & Jouini, Elyès
- 849-872 Security Fungibility and the Cost of Capital: Evidence from Global Bonds
by Miller, Darius P. & Puthenpurackal, John J.
- 873-895 Stock Splits, Broker Promotion, and Decimalization
by Kadapakkam, Palani-Rajan & Krishnamurthy, Srinivasan & Tse, Yiuman
- 897-925 Trade Credit and the Effect of Macro-Financial Shocks: Evidence from U.S. Panel Data
by Choi, Woon Gyu & Kim, Yungsan
September 2005, Volume 40, Issue 03
- 465-492 Packaging Liquidity: Blind Auctions and Transaction Efficiencies
by Kavajecz, Kenneth A. & Keim, Donald B.
- 493-517 Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance
by Baquero, Guillermo & ter Horst, Jenke & Verbeek, Marno
- 519-530 Lockups Revisited
by Brau, James C. & Lambson, Val E. & McQueen, Grant
- 531-561 Signaling Managerial Optimism through Stock Dividends and Stock Splits: A Reexamination of the Retained Earnings Hypothesis
by Crawford, Dean & Franz, Diana R. & Lobo, Gerald J.
- 563-594 Information vs. Entry Costs: What Explains U.S. Stock Market Evolution?
by Peress, Joel
- 595-620 Information Quality, Learning, and Stock Market Returns
by Li, George
- 621-644 The Information Content of Institutional Trades on the London Stock Exchange
by Bozcuk, Aslihan & Lasfer, M. Ameziane
- 645-669 The Performance of Alternative Interest Rate Risk Measures and Immunization Strategies under a Heath-Jarrow-Morton Framework
by Agca, Senay
- 671-691 Pricing European and American Derivatives under a Jump-Diffusion Process: A Bivariate Tree Approach
by Hilliard, Jimmy E. & Schwartz, Adam
June 2005, Volume 40, Issue 02
- 241-258 Term Structure Forecasts of Long-Term Consumption Growth
by Berardi, Andrea & Torous, Walter
- 259-281 Horses and Rabbits? Trade-Off Theory and Optimal Capital Structure
by Ju, Nengjiu & Parrino, Robert & Poteshman, Allen M. & Weisbach, Michael S.
- 283-306 Determinants of Board Size and Composition: A Theory of Corporate Boards
by Raheja, Charu G.
- 307-329 Learning with Information Capacity Constraints
by Peng, Lin
- 331-348 Stock Market Liquidity and the Cost of Issuing Equity
by Butler, Alexander W. & Grullon, Gustavo & Weston, James P.
- 349-372 Multifactor Evaluation of Style Rotation
by Wang, Kevin Q.
- 373-401 Volatility Spillover Effects in European Equity Markets
by Baele, Lieven
- 403-434 Misreaction
by Krishnan, C. N. V. & Laux, Paul A.
- 435-463 Pricing of Seasoned Equity Offers and Earnings Management
by Kim, Yongtae & Park, Myung Seok
March 2005, Volume 40, Issue 01
- 1-27 Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets
by Richards, Anthony
- 29-55 Correlated Order Flow: Pervasiveness, Sources, and Pricing Effects
by Harford, Jarrad & Kaul, Aditya
- 57-85 Brand Perceptions and the Market for Common Stock
by Frieder, Laura & Subrahmanyam, Avanidhar
- 87-108 Ownership Structure and Firm Value in China's Privatized Firms: 1991–2001
by Wei, Zuobao & Xie, Feixue & Zhang, Shaorong
- 109-133 Do Non-U.S. Firms Issue Equity on U.S. Stock Exchanges to Relax Capital Constraints?
by Lins, Karl V. & Strickland, Deon & Zenner, Marc
- 135-160 Firm Performance, Capital Structure, and the Tax Benefits of Employee Stock Options
by Kahle, Kathleen M. & Shastri, Kuldeep
- 161-194 Stock Market Uncertainty and the Stock-Bond Return Relation
by Connolly, Robert & Stivers, Chris & Sun, Licheng
- 195-222 Have World, Country, and Industry Risks Changed over Time? An Investigation of the Volatility of Developed Stock Markets
by Ferreira, Miguel A. & Gama, Paulo M.
- 223-239 Faculty Perceptions and Readership Patterns of Finance Journals: A Global View
by Oltheten, Elisabeth & Theoharakis, Vasilis & Travlos, Nickolaos G.
December 2004, Volume 39, Issue 04
- 661-676 Abnormal Returns from the Common Stock Investments of the U.S. Senate
by Ziobrowski, Alan J. & Cheng, Ping & Boyd, James W. & Ziobrowski, Brigitte J.
- 677-700 Capital Investments and Stock Returns
by Titman, Sheridan & Wei, K. C. John & Xie, Feixue
- 701-730 The Allocation and Monitoring Role of Capital Markets: Theory and International Evidence
by Tadesse, Solomon
- 731-757 Market Response to European Regulation of Business Combinations
by Aktas, Nihat & de Bodt, Eric & Roll, Richard
- 759-790 Managerial Entrenchment and Payout Policy
by Hu, Aidong & Kumar, Praveen
- 791-811 Executive Loans
by Kahle, Kathleen M. & Shastri, Kuldeep
- 813-841 Predictive Regressions: A Reduced-Bias Estimation Method
by Amihud, Yakov & Hurvich, Clifford M.
- 843-872 Risk Premia and Preemption in R&D Ventures
by Garlappi, Lorenzo
- 873-886 Bullish/Bearish Strategies of Trading: A Nonlinear Equilibrium
by Dridi, Ramdan & Germain, Laurent
September 2004, Volume 39, Issue 03
- 431-459 Financial Innovation, Market Participation, and Asset Prices
by Calvet, Laurent & Gonzalez-Eiras, Martín & Sodini, Paolo
- 461-479 Economic Sources of Gain in Stock Repurchases
by Chan, Konan & Ikenberry, David & Lee, Inmoo
- 481-494 Optimum Centralized Portfolio Construction with Decentralized Portfolio Management
by Elton, Edwin J. & Gruber, Martin J.
- 495-516 Limited Stock Market Participation and Asset Prices in a Dynamic Economy
by Guo, Hui
- 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.
- 541-569 Initial Public Offerings in Hot and Cold Markets
by Helwege, Jean & Liang, Nellie
- 571-594 Why Do IPO Underwriters Allocate Extra Shares when They Expect to Buy Them Back?
by Zhang, Donghang
- 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
- 613-630 Do Indirect Investment Barriers Contribute to Capital Market Segmentation?
by Nishiotis, George P.
- 631-659 Limited Partnerships and Reputation Formation
by Kallberg, Jarl G. & Liu, Crocker H. & Srinivasan, Anand
June 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
- 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.
- 253-275 Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier
by Ibáñez, Alfredo & Zapatero, Fernando
- 277-304 Third Market Reforms: The Overlooked Goal of the SEC's Order Handling Rules
by Odders-White, Elizabeth R.
- 305-326 Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data
by Hasbrouck, Joel
- 327-341 Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange
by Lee, Yi-Tsung & Liu, Yu-Jane & Roll, Richard & Subrahmanyam, Avanidhar
- 343-364 Weather, Stock Returns, and the Impact of Localized Trading Behavior
by Loughran, Tim & Schultz, Paul
- 365-384 Price Dynamics in the Regular and E-Mini Futures Markets
by Kurov, Alexander & Lasser, Dennis J.
- 385-405 Opportunity Cost of Capital for Venture Capital Investors and Entrepreneurs
by Kerins, Frank & Smith, Janet Kiholm & Smith, Richard
- 407-429 The Economic Value of Predicting Stock Index Returns and Volatility
by Marquering, Wessel & Verbeek, Marno
March 2004, Volume 39, Issue 01
- 1-23 Discounting and Clustering in Seasoned Equity Offering Prices
by Mola, Simona & Loughran, Tim
- 25-46 Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations
by Cao, Charles & Field, Laura Casares & Hanka, Gordon
- 47-68 Confidence in the Familiar: An International Perspective
by Li, Kai
- 69-102 Common Factors and Local Factors: Implications for Term Structures and Exchange Rates
by Ahn, Dong-Hyun
- 103-114 Sharpe Ratios and Alphas in Continuous Time
by Nielsen, Lars Tyge & Vassalou, Maria
- 115-142 Demographics, Stock Market Flows, and Stock Returns
by Goyal, Amit
- 143-166 Changing Risk, Return, and Leverage: The 1997 Asian Financial Crisis
by Maroney, Neal & Naka, Atsuyuki & Wansi, Theresia
- 167-191 Minority Shareholder Protections and the Private Benefits of Control for Swedish Mergers
by Holmén, Martin & Knopf, John D.
- 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
December 2003, Volume 38, Issue 04
- 695-719 Agency Costs of Controlling Minority Shareholders
by Cronqvist, Henrik & Nilsson, Mattias
- 721-746 Do Takeover Targets Underperform? Evidence from Operating and Stock Returns
by Agrawal, Anup & Jaffe, Jeffrey F.
- 747-777 Trade Execution Costs and Market Quality after Decimalization
by Bessembinder, Hendrik
- 779-810 Errors in Implied Volatility Estimation
by Hentschel, Ludger
- 811-828 An Examination of the Performance of the Trades and Stock Holdings of Fund Managers: Further Evidence
by Pinnuck, Matt
- 829-846 The Value of Trading Consolidation: Evidence from the Exercise of Warrants
by Amihud, Yakov & Lauterbach, Beni & Mendelson, Haim
- 847-880 A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives
by Peterson, Sandra & Stapleton, Richard C. & Subrahmanyam, Marti G.
- 881-902 On Inferring the Direction of Option Trades
by Savickas, Robert & Wilson, Arthur J.
September 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.
- 503-521 Reputation and the Market for Distressed Firm Debt
by Noe, Thomas H. & Rebello, Michael J.
- 523-554 On the Impossibility of Weak-Form Efficient Markets
by Slezak, Steve L.
- 555-574 Cross-Hedging with Currency Options and Futures
by Chang, Eric C. & Wong, Kit Pong
- 575-589 The Impact of Minimum Trading Units on Stock Value and Price Volatility
by Hauser, Shmuel & Lauterbach, Beni
- 591-610 Market Structure and Trader Anonymity: An Analysis of Insider Trading
by Garfinkel, Jon A. & Nimalendran, M.
- 611-634 Is There Really a When-Issued Premium?
by Ezzell, John R. & Miles, James A. & Mulherin, J. Harold
- 635-672 The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions
by Driessen, Joost & Klaassen, Pieter & Melenberg, Bertrand
- 673-694 The Clustering of IPO Gross Spreads: International Evidence
by Torstila, Sami
June 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.
- 275-294 Do Persistent Large Cash Reserves Hinder Performance?
by Mikkelson, Wayne H. & Partch, M. Megan
- 295-316 Risk Premia and the Dynamic Covariance between Stock and Bond Returns
by Scruggs, John T. & Glabadanidis, Paskalis
- 317-336 Does Coordinated Institutional Investor Activism Reverse the Fortunes of Underperforming Firms?
by Song, Wei-Ling & Szewczyk, Samuel H.
- 337-358 Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model
by Jarrow, Robert & Yildirim, Yildiray
- 359-382 The Valuation of Default-Triggered Credit Derivatives
by Chen, Ren-Raw & Sopranzetti, Ben J.
- 383-398 A Multifactor Explanation of Post-Earnings Announcement Drift
by Kim, Dongcheol & Kim, Myungsun
- 399-423 Interaction of Debt Agency Problems and Optimal Capital Structure: Theory and Evidence
by Mao, Connie X.
- 425-447 Do Momentum-Based Strategies Still Work in Foreign Currency Markets?
by Okunev, John & White, Derek
- 449-473 Pricing Bounds on Asian Options
by Nielsen, J. Aase & Sandmann, Klaus
March 2003, Volume 38, Issue 01