Journal of Financial Economics
2008, Volume 87, Issue 2
- 308-328 The determinants of board structure
by Linck, James S. & Netter, Jeffry M. & Yang, Tina
- 329-356 Boards: Does one size fit all
by Coles, Jeffrey L. & Daniel, Naveen D. & Naveen, Lalitha
- 357-373 Corporate governance and pay-for-performance: The impact of earnings management
by Cornett, Marcia Millon & Marcus, Alan J. & Tehranian, Hassan
- 374-387 Inter-firm linkages and the wealth effects of financial distress along the supply chain
by Hertzel, Michael G. & Li, Zhi & Officer, Micah S. & Rodgers, Kimberly J.
- 388-417 Volume, liquidity, and liquidity risk
by Johnson, Timothy C.
- 418-445 Seasonality in the cross-section of stock returns
by Heston, Steven L. & Sadka, Ronnie
- 446-470 How and why do small firms manage interest rate risk
by Vickery, James
- 471-497 Corporate asset purchases and sales: Theory and evidence
by Warusawitharana, Missaka
- 498-527 Export incentives, financial constraints, and the (mis)allocation of credit: Micro-level evidence from subsidized export loans
by Zia, Bilal H.
- 528-531 Dividend policy: Reconciling DD with MM
by Handley, John C.
- 532-533 Reply to: Dividend policy: Reconciling DD with MM
by DeAngelo, Harry & DeAngelo, Linda
2008, Volume 87, Issue 1
- 1-23 Venture capital investment cycles: The impact of public markets
by Gompers, Paul & Kovner, Anna & Lerner, Josh & Scharfstein, David
- 24-44 Information asymmetry, information dissemination and the effect of regulation FD on the cost of capital
by Duarte, Jefferson & Han, Xi & Harford, Jarrad & Young, Lance
- 45-72 Pricing the commonality across alternative measures of liquidity
by Korajczyk, Robert A. & Sadka, Ronnie
- 73-100 Dominant shareholders, corporate boards, and corporate value: A cross-country analysis
by Dahya, Jay & Dimitrov, Orlin & McConnell, John J.
- 101-131 The intertemporal relation between expected returns and risk
by Bali, Turan G.
- 132-156 Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
by Bakshi, Gurdip & Carr, Peter & Wu, Liuren
- 157-176 Board size and the variability of corporate performance
by Cheng, Shijun
- 177-199 Managerial incentives, capital reallocation, and the business cycle
by Eisfeldt, Andrea L. & Rampini, Adriano A.
- 200-226 Does firm value move too much to be justified by subsequent changes in cash flow
by Larrain, Borja & Yogo, Motohiro
- 227-248 The probability and magnitude of information events
by Odders-White, Elizabeth R. & Ready, Mark J.
2007, Volume 86, Issue 3
- 579-607 Why do firms hold so much cash? A tax-based explanation
by Fritz Foley, C. & Hartzell, Jay C. & Titman, Sheridan & Twite, Garry
- 608-642 Investment, consumption, and hedging under incomplete markets
by Miao, Jianjun & Wang, Neng
- 643-682 Dealer intermediation and price behavior in the aftermarket for new bond issues
by Green, Richard C. & Hollifield, Burton & Schurhoff, Norman
- 683-723 Testing financing constraints on firm investment using variable capital
by Caggese, Andrea
- 724-758 Do mutual funds time the market? Evidence from portfolio holdings
by Jiang, George J. & Yao, Tong & Yu, Tong
- 759-795 Affiliated firms and financial support: Evidence from Indian business groups
by Gopalan, Radhakrishnan & Nanda, Vikram & Seru, Amit
- 796-834 Comparative advantage, demand for external finance, and financial development
by Do, Quy-Toan & Levchenko, Andrei A.
- 835-869 Estimating systemic risk in the international financial system
by Bartram, Sohnke M. & Brown, Gregory W. & Hund, John E.
2007, Volume 86, Issue 2
- 279-305 Monitoring: Which institutions matter?
by Chen, Xia & Harford, Jarrad & Li, Kai
- 306-336 Financial fraud, director reputation, and shareholder wealth
by Fich, Eliezer M. & Shivdasani, Anil
- 337-368 Affiliated mutual funds and the allocation of initial public offerings
by Ritter, Jay R. & Zhang, Donghang
- 369-404 Bank relationships and underwriter competition: Evidence from Japan
by Yasuda, Ayako
- 405-445 Productivity-based asset pricing: Theory and evidence
by Balvers, Ronald J. & Huang, Dayong
- 446-478 Asymmetric stock market volatility and the cyclical behavior of expected returns
by Mele, Antonio
- 479-512 Asset fire sales (and purchases) in equity markets
by Coval, Joshua & Stafford, Erik
- 513-542 Affirmative obligations and market making with inventory
by Panayides, Marios A.
- 543-578 International asset pricing under segmentation and PPP deviations
by Chaieb, Ines & Errunza, Vihang
2007, Volume 86, Issue 1
- 1-39 Why do countries matter so much for corporate governance?
by Doidge, Craig & Andrew Karolyi, G. & Stulz, Rene M.
- 40-70 Banks and bubbles: How good are bankers at spotting winners?
by Gonzalez, Laura & James, Christopher
- 71-99 Optimism and economic choice
by Puri, Manju & Robinson, David T.
- 100-144 Was there too little entry during the Dot Com Era?
by Goldfarb, Brent & Kirsch, David & Miller, David A.
- 145-177 Foreign currency-denominated borrowing in the absence of operating incentives
by McBrady, Matthew R. & Schill, Michael J.
- 178-212 Multifrequency news and stock returns
by Calvet, Laurent E. & Fisher, Adlai J.
- 213-247 Stochastic skew in currency options
by Carr, Peter & Wu, Liuren
- 248-278 Credit-spread determinants and interlocking contracts: A study of the Ras Gas project
by Dailami, Mansoor & Hauswald, Robert
2007, Volume 85, Issue 3
- 599-636 How much of the corporate bond spread is due to personal taxes?
by Liu, Sheen & Shi, Jian & Wang, Junbo & Wu, Chunchi
- 637-666 Why are IPOs underpriced? Evidence from Japan's hybrid auction-method offerings
by Kerins, Frank & Kutsuna, Kenji & Smith, Richard
- 667-708 Why do corporate managers misstate financial statements? The role of option compensation and other factors
by Efendi, Jap & Srivastava, Anup & Swanson, Edward P.
- 709-734 Collateral, debt capacity, and corporate investment: Evidence from a natural experiment
by Gan, Jie
- 735-754 Technological innovation and real investment booms and busts
by DeMarzo, Peter & Kaniel, Ron & Kremer, Ilan
- 755-786 Determinants of the floating-to-fixed rate debt structure of firms
by Chava, Sudheer & Purnanandam, Amiyatosh
- 787-821 Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries
by Acharya, Viral V. & Bharath, Sreedhar T. & Srinivasan, Anand
- 822-856 SV mixture models with application to S&P 500 index returns
by Durham, Garland B.
- 857-887 Order flow, dealer profitability, and price formation
by Locke, Peter & Onayev, Zhan
2007, Volume 85, Issue 2
- 267-296 The economics of conflicts of interest in financial institutions
by Mehran, Hamid & Stulz, Rene M.
- 297-330 Conflicts of interest, information provision, and competition in the financial services industry
by Bolton, Patrick & Freixas, Xavier & Shapiro, Joel
- 331-367 Is there a diversification discount in financial conglomerates?
by Laeven, Luc & Levine, Ross
- 368-419 So what do I get? The bank's view of lending relationships
by Bharath, Sreedhar & Dahiya, Sandeep & Saunders, Anthony & Srinivasan, Anand
- 420-456 Conflicts of interest in sell-side research and the moderating role of institutional investors
by Ljungqvist, Alexander & Marston, Felicia & Starks, Laura T. & Wei, Kelsey D. & Yan, Hong
- 457-489 Are small investors naive about incentives?
by Malmendier, Ulrike & Shanthikumar, Devin
- 490-517 Comparing the stock recommendation performance of investment banks and independent research firms
by Barber, Brad M. & Lehavy, Reuven & Trueman, Brett
- 518-551 Why are IPO investors net buyers through lead underwriters?
by Griffin, John M. & Harris, Jeffrey H. & Topaloglu, Selim
- 552-570 Business ties and proxy voting by mutual funds
by Davis, Gerald F. & Kim, E. Han
- 571-598 Board structure, mergers, and shareholder wealth: A study of the mutual fund industry
by Khorana, Ajay & Tufano, Peter & Wedge, Lei
2007, Volume 85, Issue 1
- 1-38 Risk, return, and dividends
by Ang, Andrew & Liu, Jun
- 39-65 Executive stock options and IPO underpricing
by Lowry, Michelle & Murphy, Kevin J.
- 66-101 The determinants of corporate board size and composition: An empirical analysis
by Boone, Audra L. & Casares Field, Laura & Karpoff, Jonathan M. & Raheja, Charu G.
- 102-122 Laddering in initial public offerings
by Hao, Qing
- 123-150 The risk return tradeoff in the long run: 1836-2003
by Lundblad, Christian
- 151-178 Geographical segmentation of US capital markets
by Becker, Bo
- 179-204 Portfolio manager ownership and fund performance
by Khorana, Ajay & Servaes, Henri & Wedge, Lei
- 205-233 Do managers intentionally use repurchase tender offers to signal private information? Evidence from firm financial reporting behavior
by Louis, Henock & White, Hal
- 234-266 Reaching out: Access to and use of banking services across countries
by Beck, Thorsten & Demirguc-Kunt, Asli & Martinez Peria, Maria Soledad
2007, Volume 84, Issue 3
- 591-623 Theft and taxes
by Desai, Mihir A. & Dyck, Alexander & Zingales, Luigi
- 624-666 Mimicking repurchases
by Massa, Massimo & Rehman, Zahid & Vermaelen, Theo
- 667-712 Employee sentiment and stock option compensation
by Bergman, Nittai K. & Jenter, Dirk
- 713-737 The impact of all-star analyst job changes on their coverage choices and investment banking deal flow
by Clarke, Jonathan & Khorana, Ajay & Patel, Ajay & Rau, P. Raghavendra
- 738-771 Investor protection and the Coasian view
by Bergman, Nittai K. & Nicolaievsky, Daniel
- 772-796 Is Chapter 11 costly?
by Kalay, Avner & Singhal, Rajeev & Tashjian, Elizabeth
- 797-825 The influence of product market dynamics on a firm's cash holdings and hedging behavior
by Haushalter, David & Klasa, Sandy & Maxwell, William F.
- 826-859 A lender-based theory of collateral
by Inderst, Roman & Mueller, Holger M.
- 860-883 Good and bad credit contagion: Evidence from credit default swaps
by Jorion, Philippe & Zhang, Gaiyan
2007, Volume 84, Issue 2
- 266-298 Corporate financing decisions when investors take the path of least resistance
by Baker, Malcolm & Coval, Joshua & Stein, Jeremy C.
- 299-329 Private credit in 129 countries
by Djankov, Simeon & McLiesh, Caralee & Shleifer, Andrei
- 330-357 Politically connected CEOs, corporate governance, and Post-IPO performance of China's newly partially privatized firms
by Fan, Joseph P.H. & Wong, T.J. & Zhang, Tianyu
- 358-388 Firm-specific risk and equity market development
by Brown, Gregory & Kapadia, Nishad
- 389-434 Firm-specific attributes and the cross-section of momentum
by Sagi, Jacob S. & Seasholes, Mark S.
- 435-471 An analysis of trade-size clustering and its relation to stealth trading
by Alexander, Gordon J. & Peterson, Mark A.
- 472-501 Drexel Burnham Lambert's bankruptcy and the subsequent decline in underwriter fees
by Livingston, Miles & Williams, Glenn
- 502-528 Foreign entry and bank competition
by Sengupta, Rajdeep
- 529-560 Arrogance can be a virtue: Overconfidence, information acquisition, and market efficiency
by Ko, K. Jeremy & (James) Huang, Zhijian
- 561-590 Disclosure frequency and earnings management
by Jo, Hoje & Kim, Yongtae
2007, Volume 84, Issue 1
- 2-39 Investment under uncertainty and time-inconsistent preferences
by Grenadier, Steven R. & Wang, Neng
- 40-86 Estimating and testing beta pricing models: Alternative methods and their performance in simulations
by Shanken, Jay & Zhou, Guofu
- 87-109 Do today's trades affect tomorrow's IPO allocations?
by Nimalendran, M. & Ritter, Jay R. & Zhang, Donghang
- 110-141 Insider trading in credit derivatives
by Acharya, Viral V. & Johnson, Timothy C.
- 142-186 Is universal banking justified? Evidence from bank underwriting of corporate bonds in Japan
by Kang, Jun-Koo & Liu, Wei-Lin
- 187-228 Banking crises, financial dependence, and growth
by Kroszner, Randall S. & Laeven, Luc & Klingebiel, Daniela
- 229-264 Do hedge funds deliver alpha? A Bayesian and bootstrap analysis
by Kosowski, Robert & Naik, Narayan Y. & Teo, Melvyn
2007, Volume 83, Issue 3
- 531-569 Housing, consumption and asset pricing
by Piazzesi, Monika & Schneider, Martin & Tuzel, Selale
- 571-598 The price of corporate liquidity: Acquisition discounts for unlisted targets
by Officer, Micah S.
- 599-634 Corporate governance and the value of cash holdings
by Dittmar, Amy & Mahrt-Smith, Jan
- 635-665 Multi-period corporate default prediction with stochastic covariates
by Duffie, Darrell & Saita, Leandro & Wang, Ke
- 667-689 Disagreement, tastes, and asset prices
by Fama, Eugene F. & French, Kenneth R.
- 691-717 Testing Q theory with financing frictions
by Hennessy, Christopher A. & Levy, Amnon & Whited, Toni M.
- 719-750 Heterogeneous preferences and equilibrium trading volume
by Berrada, Tony & Hugonnier, Julien & Rindisbacher, Marcel
- 751-792 Local ownership as private information: Evidence on the monitoring-liquidity trade-off
by Gaspar, Jose-Miguel & Massa, Massimo
2007, Volume 83, Issue 2
- 271-295 Does backdating explain the stock price pattern around executive stock option grants?
by Heron, Randall A. & Lie, Erik
- 297-319 The effect of state laws on capital structure
by Wald, John K. & Long, Michael S.
- 321-365 Corporate capital structure and the characteristics of suppliers and customers
by Kale, Jayant R. & Shahrur, Husayn
- 367-396 Do industries lead stock markets?
by Hong, Harrison & Torous, Walter & Valkanov, Rossen
- 397-412 Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market
by Boudoukh, Jacob & Richardson, Matthew & Shen, YuQing (Jeff) & Whitelaw, Robert F.
- 413-452 Maximum likelihood estimation of stochastic volatility models
by Ai[diaeresis]t-Sahalia, Yacine & Kimmel, Robert
- 453-469 Trade credit and bank credit: Evidence from recent financial crises
by Love, Inessa & Preve, Lorenzo A. & Sarria-Allende, Virginia
- 471-499 Extending quadrature methods to value multi-asset and complex path dependent options
by D. Andricopoulos, Ari & Widdicks, Martin & Newton, David P. & Duck, Peter W.
- 501-529 Classified boards, firm value, and managerial entrenchment
by Faleye, Olubunmi
2007, Volume 83, Issue 1
- 1-32 Firms' histories and their capital structures
by Kayhan, Ayla & Titman, Sheridan
- 33-58 Share restrictions and asset pricing: Evidence from the hedge fund industry
by Aragon, George O.
- 59-86 The term structure of commercial paper rates
by Downing, Chris & Oliner, Stephen
- 87-121 Saving and investing for early retirement: A theoretical analysis
by Farhi, Emmanuel & Panageas, Stavros
- 123-170 Market price of risk specifications for affine models: Theory and evidence
by Cheridito, Patrick & Filipovic, Damir & Kimmel, Robert L.
- 171-222 The empirical risk-return relation: A factor analysis approach
by Ludvigson, Sydney C. & Ng, Serena
- 223-269 Informed finance and technological change: Evidence from credit relationships
by Herrera, Ana María & Minetti, Raoul
2006, Volume 82, Issue 3
- 491-518 Profitability, investment and average returns
by Fama, Eugene F. & French, Kenneth R.
- 519-550 Capital structure, credit risk, and macroeconomic conditions
by Hackbarth, Dirk & Miao, Jianjun & Morellec, Erwan
- 551-589 Financing decisions when managers are risk averse
by Lewellen, Katharina
- 591-629 Entry regulation as a barrier to entrepreneurship
by Klapper, Leora & Laeven, Luc & Rajan, Raghuram
- 631-671 A liquidity-augmented capital asset pricing model
by Liu, Weimin
- 673-710 Does good corporate governance include employee representation? Evidence from German corporate boards
by Fauver, Larry & Fuerst, Michael E.
2006, Volume 82, Issue 2
- 251-288 Market transparency, liquidity externalities, and institutional trading costs in corporate bonds
by Bessembinder, Hendrik & Maxwell, William & Venkataraman, Kumar
- 289-314 The conditional CAPM does not explain asset-pricing anomalies
by Lewellen, Jonathan & Nagel, Stefan
- 315-341 The other January effect
by Cooper, Michael J. & McConnell, John J. & Ovtchinnikov, Alexei V.
- 343-386 Tunneling, propping, and expropriation: evidence from connected party transactions in Hong Kong
by Cheung, Yan-Leung & Rau, P. Raghavendra & Stouraitis, Aris
- 387-415 Predicting stock returns
by Avramov, Doron & Chordia, Tarun
- 417-453 Asset pricing with unforeseen contingencies
by Kraus, Alan & Sagi, Jacob S.
- 455-489 Competition and cooperation among exchanges: A theory of cross-listing and endogenous listing standards
by Chemmanur, Thomas J. & Fulghieri, Paolo
2006, Volume 82, Issue 1
- 1-34 Strength of analyst coverage following IPOs
by James, Christopher & Karceski, Jason
- 35-61 On the marketing of IPOs
by Cook, Douglas O. & Kieschnick, Robert & Van Ness, Robert A.
- 63-101 World markets for raising new capital
by Henderson, Brian J. & Jegadeesh, Narasimhan & Weisbach, Michael S.
- 103-133 Stock price reaction to public and private information
by Vega, Clara
- 135-172 Debt financing: Does it boost or hurt firm performance in product markets?
by Campello, Murillo
- 173-196 Ripples through markets: Inter-market impacts generated by large trades
by Ellul, Andrew
- 197-225 Asymmetric benchmarking in compensation: Executives are rewarded for good luck but not penalized for bad
by Garvey, Gerald T. & Milbourn, Todd T.
- 227-249 Estimation of continuous-time models with an application to equity volatility dynamics
by Bakshi, Gurdip & Ju, Nengjiu & Ou-Yang, Hui
2006, Volume 81, Issue 3
- 467-502 External finance constraints and the intertemporal pattern of intermittent investment
by Whited, Toni M.
- 503-537 Evidence on the effects of bank competition on firm borrowing and investment
by Zarutskie, Rebecca
- 539-562 Dividend policy, signaling, and discounts on closed-end funds
by Johnson, Shane A. & Lin, Ji-Chai & Roy Song, Kyojik
- 563-594 Tax shelters and corporate debt policy
by Graham, John R. & Tucker, Alan L.
- 595-624 Output and expected returns
by Rangvid, Jesper
- 625-647 Stock market liberalization and operating performance at the firm level
by Mitton, Todd
- 649-679 IPOs, acquisitions, and the use of convertible securities in venture capital
by Hellmann, Thomas
- 681-708 Shareholder wealth effects and bid negotiation in freeze-out deals: Are minority shareholders left out in the cold?
by Bates, Thomas W. & Lemmon, Michael L. & Linck, James S.
2006, Volume 81, Issue 2
- 227-254 Dividend policy and the earned/contributed capital mix: a test of the life-cycle theory
by DeAngelo, Harry & DeAngelo, Linda & Stulz, Rene M.
- 255-281 Determinants of collateral
by Jimenez, Gabriel & Salas, Vicente & Saurina, Jesus
- 283-309 Hedging, speculation, and shareholder value
by Adam, Tim R. & Fernando, Chitru S.
- 311-338 Feedback and the success of irrational investors
by Hirshleifer, David & Subrahmanyam, Avanidhar & Titman, Sheridan
- 339-377 Investing in mutual funds when returns are predictable
by Avramov, Doron & Wermers, Russ
- 379-410 Own company stock in defined contribution pension plans: A takeover defense?
by Rauh, Joshua D.
- 411-439 Political relationships, global financing, and corporate transparency: Evidence from Indonesia
by Leuz, Christian & Oberholzer-Gee, Felix
- 441-466 The strategy of professional forecasting
by Ottaviani, Marco & Sorensen, Peter Norman
2006, Volume 81, Issue 1
- 1-26 Do a firm's equity returns reflect the risk of its pension plan?
by Jin, Li & Merton, Robert C. & Bodie, Zvi
- 27-60 Efficient tests of stock return predictability
by Campbell, John Y. & Yogo, Motohiro
- 61-100 Was there a Nasdaq bubble in the late 1990s?
by Pastor, Lubos & Veronesi, Pietro
- 101-141 Cross-sectional forecasts of the equity premium
by Polk, Christopher & Thompson, Samuel & Vuolteenaho, Tuomo
- 143-173 On the role of arbitrageurs in rational markets
by Basak, Suleyman & Croitoru, Benjamin
- 175-213 The economic consequences of increased disclosure: Evidence from international cross-listings
by Bailey, Warren & Andrew Karolyi, G. & Salva, Carolina
- 215-225 The value of tax shields IS equal to the present value of tax shields
by Cooper, Ian A. & Nyborg, Kjell G.
2006, Volume 80, Issue 3
- 485-509 A theory of socialistic internal capital markets
by Bernardo, Antonio E. & Luo, Jiang & Wang, James J.D.
- 511-529 CEO incentives and earnings management
by Bergstresser, Daniel & Philippon, Thomas
- 531-562 Dynamic liquidity in endowment economies
by Johnson, Timothy C.
- 563-602 Investor attention, overconfidence and category learning
by Peng, Lin & Xiong, Wei
- 603-626 An equilibrium model of incentive contracts in the presence of information manipulation
by Goldman, Eitan & Slezak, Steve L.
- 627-656 Earnings and price momentum
by Chordia, Tarun & Shivakumar, Lakshmanan
- 657-675 Who herds?
by Bernhardt, Dan & Campello, Murillo & Kutsoati, Edward
- 677-722 Liquidity needs and vulnerability to financial underdevelopment
by Raddatz, Claudio
2006, Volume 80, Issue 2
- 243-291 Tax management strategies with multiple risky assets
by Gallmeyer, Michael F. & Kaniel, Ron & Tompaidis, Stathis
- 293-308 Dividend changes and catering incentives
by Li, Wei & Lie, Erik
- 309-349 Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk
by Sadka, Ronnie
- 351-383 The outsourcing of R&D through acquisitions in the pharmaceutical industry
by Higgins, Matthew J. & Rodriguez, Daniel
- 385-417 How do family ownership, control and management affect firm value?
by Villalonga, Belen & Amit, Raphael
- 419-454 The American keiretsu and universal banks: Investing, voting and sitting on nonfinancials' corporate boards
by Santos, Joao A.C. & Rumble, Adrienne S.
- 455-483 Do accurate earnings forecasts facilitate superior investment recommendations?
by Loh, Roger K. & Mian, G. Mujtaba
2006, Volume 80, Issue 1
- 1-3 NBER Conference on corporate alliances
by Lerner, Josh & Rajan, Raghuram
- 5-33 Do alliances promote knowledge flows?
by Gomes-Casseres, Benjamin & Hagedoorn, John & Jaffe, Adam B.
- 35-79 Strategic alliances, equity stakes, and entry deterrence
by Mathews, Richmond D.
- 81-113 Dynamic forecasting behavior by analysts: Theory and evidence
by Clarke, Jonathan & Subramanian, Ajay
- 115-147 Stock price synchronicity and analyst coverage in emerging markets
by Chan, Kalok & Hameed, Allaudeen
- 149-184 The impact of regulation on market risk
by Grout, Paul A. & Zalewska, Anna
- 185-209 Why are European IPOs so rarely priced outside the indicative price range?
by Jenkinson, Tim & Morrison, Alan D. & Wilhelm, William Jr.
- 211-242 Flights of fancy: Corporate jets, CEO perquisites, and inferior shareholder returns
by Yermack, David
2006, Volume 79, Issue 3
- 469-506 Partial adjustment toward target capital structures
by Flannery, Mark J. & Rangan, Kasturi P.
- 507-536 Term structure estimation without using latent factors
by Duffee, Gregory R.
- 537-568 Stock returns, aggregate earnings surprises, and behavioral finance
by Kothari, S.P. & Lewellen, Jonathan & Warner, Jerold B.
- 569-614 A general approach to integrated risk management with skewed, fat-tailed risks
by Rosenberg, Joshua V. & Schuermann, Til
- 615-653 Trades outside the quotes: Reporting delay, trading option, or trade size?
by Stoll, Hans R. & Schenzler, Christoph
- 655-692 Separating microstructure noise from volatility
by Bandi, Federico M. & Russell, Jeffrey R.
- 693-707 Volatility in an era of reduced uncertainty: Lessons from Pax Britannica
by Brown, William Jr. & Burdekin, Richard C.K. & Weidenmier, Marc D.
2006, Volume 79, Issue 2
- 223-255 The new new financial thing: The origins of financial innovations
by Lerner, Josh
- 257-292 R2 around the world: New theory and new tests
by Jin, Li & Myers, Stewart C.