Journal of Financial Economics
May 2004, Volume 72, Issue 2
- 385-421 Data-generating process uncertainty: What difference does it make in portfolio decisions?
by Tu, Jun & Zhou, Guofu
April 2004, Volume 72, Issue 1
- 3-40 The illiquidity puzzle: theory and evidence from private equity
by Lerner, Josh & Schoar, Antoinette
- 41-62 The timing and terms of mergers motivated by economies of scale
by Lambrecht, Bart M.
- 63-96 Management turnover in subsidiaries of conglomerates versus stand-alone firms
by McNeil, Chris & Niehaus, Greg & Powers, Eric
- 97-141 Modeling the bid/ask spread: measuring the inventory-holding premium
by Bollen, Nicolas P. B. & Smith, Tom & Whaley, Robert E.
- 143-183 Modeling the term structure of interest rates: A new approach
by Kimmel, Robert L.
- 185-214 Information and bank credit allocation
by Dell'Ariccia, Giovanni & Marquez, Robert
March 2004, Volume 71, Issue 3
- 419-460 Market evidence on the opaqueness of banking firms' assets
by Flannery, Mark J. & Kwan, Simon H. & Nimalendran, M.
- 461-488 The impact of illegal insider trading in dealer and specialist markets: evidence from a natural experiment
by Fishe, Raymond P. H. & Robe, Michel A.
- 489-516 Internal capital markets and investment policy: evidence from corporate spinoffs
by Ahn, Seoungpil & Denis, David J.
- 517-540 Determinants of target capital structure: The case of dual debt and equity issues
by Hovakimian, Armen & Hovakimian, Gayane & Tehranian, Hassan
- 541-579 Predicting stock price movements from past returns: the role of consistency and tax-loss selling
by Grinblatt, Mark & Moskowitz, Tobias J.
- 581-612 Order preferencing and market quality on NASDAQ before and after decimalization
by Chung, Kee H. & Chuwonganant, Chairat & McCormick, D. Timothy
February 2004, Volume 71, Issue 2
- 205-238 Why are foreign firms listed in the U.S. worth more?
by Doidge, Craig & Karolyi, G. Andrew & Stulz, Rene M.
- 239-263 Investibility and return volatility
by Bae, Kee-Hong & Chan, Kalok & Ng, Angela
- 265-313 Corporate governance and firm value: evidence from the Korean financial crisis
by Baek, Jae-Seung & Kang, Jun-Koo & Suh Park, Kyung
- 315-347 Bailout and conglomeration
by Kim, Se-Jik
- 349-380 The illusory nature of momentum profits
by Lesmond, David A. & Schill, Michael J. & Zhou, Chunsheng
- 381-415 Death spiral convertibles
by Hillion, Pierre & Vermaelen, Theo
January 2004, Volume 71, Issue 1
- 3-26 Is the IPO pricing process efficient?
by Lowry, Michelle & Schwert, G. William
- 27-49 Earnings management, stock issues, and shareholder lawsuits
by DuCharme, Larry L. & Malatesta, Paul H. & Sefcik, Stephan E.
- 51-76 Tax-loss trading and wash sales
by Grinblatt, Mark & Keloharju, Matti
- 77-111 The basis risk of catastrophic-loss index securities
by Cummins, J. David & Lalonde, David & Phillips, Richard D.
- 113-141 Time-changed Levy processes and option pricing
by Carr, Peter & Wu, Liuren
- 143-167 The impact of stock market information production on internal resource allocation
by Goldman, Eitan
- 169-202 Selling company shares to reluctant employees: France Telecom's experience
by Degeorge, Francois & Jenter, Dirk & Moel, Alberto & Tufano, Peter
December 2003, Volume 70, Issue 3
- 295-311 Stock market driven acquisitions
by Shleifer, Andrei & Vishny, Robert W.
- 313-349 Culture, openness, and finance
by Stulz, Rene M. & Williamson, Rohan
- 351-383 Boundaries of the firm: evidence from the banking industry
by Brickley, James A. & Linck, James S. & Smith, Clifford Jr.
- 385-422 Quote-based competition and trade execution costs in NYSE-listed stocks
by Bessembinder, Hendrik
- 423-461 How much do firms hedge with derivatives?
by Guay, Wayne & Kothari, S. P
- 463-487 Likelihood-based specification analysis of continuous-time models of the short-term interest rate
by Durham, Garland B.
November 2003, Volume 70, Issue 2
- 137-181 Law, endowments, and finance
by Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross
- 183-222 China share issue privatization: the extent of its success
by Sun, Qian & Tong, Wilson H. S.
- 223-260 Stock price reaction to news and no-news: drift and reversal after headlines
by Chan, Wesley S.
- 261-291 The maturity of debt issues and predictable variation in bond returns
by Baker, Malcolm & Greenwood, Robin & Wurgler, Jeffrey
October 2003, Volume 70, Issue 1
- 3-28 The choice among bank debt, non-bank private debt, and public debt: evidence from new corporate borrowings
by Denis, David J. & Mihov, Vassil T.
- 29-67 The calendar structure of risk and expected returns on stocks and bonds
by Ogden, Joseph P.
- 69-98 Divisional diversity and the conglomerate discount: evidence from spinoffs
by Burch, Timothy R. & Nanda, Vikram
- 99-134 Institutional trading and alternative trading systems
by Conrad, Jennifer & Johnson, Kevin M. & Wahal, Sunil
September 2003, Volume 69, Issue 3
- 401-430 Dynamic derivative strategies
by Liu, Jun & Pan, Jun
- 431-467 Termination fees in mergers and acquisitions
by Officer, Micah S.
- 469-504 Breaking up is hard to do? An analysis of termination fee provisions and merger outcomes
by Bates, Thomas W. & Lemmon, Michael L.
- 505-527 Earnings management and investor protection: an international comparison
by Leuz, Christian & Nanda, Dhananjay & Wysocki, Peter D.
August 2003, Volume 69, Issue 2
- 285-323 Discounting and underpricing in seasoned equity offers
by Altinkilic, Oya & Hansen, Robert S.
- 325-353 Do dealer firms manage inventory on a stock-by-stock or a portfolio basis?
by Naik, Narayan Y. & Yadav, Pradeep K.
- 355-373 Arbitrage risk and the book-to-market anomaly
by Ali, Ashiq & Hwang, Lee-Seok & Trombley, Mark A.
- 375-397 An examination of own account trading by dual traders in futures markets
by Chakravarty, Sugato & Li, Kai
July 2003, Volume 69, Issue 1
- 5-50 The great reversals: the politics of financial development in the twentieth century
by Rajan, Raghuram G. & Zingales, Luigi
- 51-83 Takeover bids and target directors' incentives: the impact of a bid on directors' wealth and board seats
by Harford, Jarrad
- 85-110 Control as a motivation for underpricing: a comparison of dual and single-class IPOs
by Smart, Scott B. & Zutter, Chad J.
- 111-152 Governance and boards of directors in closed-end investment companies
by Del Guercio, Diane & Dann, Larry Y. & Partch, M. Megan
- 153-189 Executive stock option repricing, internal governance mechanisms, and management turnover
by Chidambaran, N. K. & Prabhala, Nagpurnanand R.
- 191-226 Finance, investment, and growth
by Carlin, Wendy & Mayer, Colin
- 227-258 Control benefits and CEO discipline in automatic bankruptcy auctions
by Espen Eckbo, B. & Thorburn, Karin S.
- 259-280 Debtor-in-possession financing and bankruptcy resolution: Empirical evidence
by Dahiya, Sandeep & John, Kose & Puri, Manju & Ramirez, Gabriel
June 2003, Volume 68, Issue 3
- 325-351 The value of corporate voting rights and control: A cross-country analysis
by Nenova, Tatiana
- 353-378 Capital structure and product markets interactions: evidence from business cycles
by Campello, Murillo
- 379-411 Payment for order flow
by Parlour, Christine A. & Rajan, Uday
- 413-437 The marketing role of IPOs: evidence from internet stocks
by Demers, Elizabeth & Lewellen, Katharina
- 439-484 A closing call's impact on market quality at Euronext Paris
by Pagano, Michael S. & Schwartz, Robert A.
May 2003, Volume 68, Issue 2
- 161-199 Style investing
by Barberis, Nicholas & Shleifer, Andrei
- 201-232 Long-horizon regressions: theoretical results and applications
by Valkanov, Rossen
- 233-262 CEO reputation and stock-based compensation
by Milbourn, Todd T.
- 263-285 Founding family ownership and the agency cost of debt
by Anderson, Ronald C. & Mansi, Sattar A. & Reeb, David M.
- 287-322 Corporate governance and firm profitability: evidence from Korea before the economic crisis
by Joh, Sung Wook
April 2003, Volume 68, Issue 1
- 3-46 Voting with their feet: institutional ownership changes around forced CEO turnover
by Parrino, Robert & Sias, Richard W. & Starks, Laura T.
- 47-73 News related to future GDP growth as a risk factor in equity returns
by Vassalou, Maria
- 75-109 Capital structure choice: macroeconomic conditions and financial constraints
by Korajczyk, Robert A. & Levy, Amnon
- 111-135 Allocation of initial public offerings and flipping activity
by Aggarwal, Reena
- 137-158 Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange
by Amihud, Yakov & Hauser, Shmuel & Kirsh, Amir
March 2003, Volume 67, Issue 3
- 385-410 Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?
by Kahl, Matthias & Liu, Jun & Longstaff, Francis A.
- 411-446 Do equity financing cycles matter? evidence from biotechnology alliances
by Lerner, Josh & Shane, Hilary & Tsai, Alexander
- 447-471 Universal option valuation using quadrature methods
by Andricopoulos, Ari D. & Widdicks, Martin & Duck, Peter W. & Newton, David P.
- 473-509 The economic value of volatility timing using "realized" volatility
by Fleming, Jeff & Kirby, Chris & Ostdiek, Barbara
- 511-529 A barrier option framework for corporate security valuation
by Brockman, Paul & Turtle, H. J.
- 531-531 Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361]
by Gromb, Denis & Vayanos, Dimitri
February 2003, Volume 67, Issue 2
- 175-216 The personal-tax advantages of equity
by Green, Richard C. & Hollifield, Burton
- 217-248 Testing the pecking order theory of capital structure
by Frank, Murray Z. & Goyal, Vidhan K.
- 249-304 How do family strategies affect fund performance? When performance-maximization is not the only game in town
by Massa, Massimo
- 305-349 Executive rank, pay and project selection
by Barron, John M. & Waddell, Glen R.
- 351-382 Cronyism and capital controls: evidence from Malaysia
by Johnson, Simon & Mitton, Todd
January 2003, Volume 67, Issue 1
- 3-40 Why does IPO volume fluctuate so much?
by Lowry, Michelle
- 41-80 A multivariate model of strategic asset allocation
by Campbell, John Y. & Chan, Yeung Lewis & Viceira, Luis M.
- 81-112 Firms and their distressed banks: lessons from the Norwegian banking crisis
by Ongena, Steven & Smith, David C. & Michalsen, Dag
- 113-148 Valuation effects of bank financing in acquisitions
by Bharadwaj, Anu & Shivdasani, Anil
- 149-172 Concealing and confounding adverse signals: insider wealth-maximizing behavior in the IPO process
by Ang, James S. & Brau, James C.
2002, Volume 66, Issue 2-3
- 171-205 Breadth of ownership and stock returns
by Chen, Joseph & Hong, Harrison & Stein, Jeremy C.
- 207-239 Short-sale constraints and stock returns
by Jones, Charles M. & Lamont, Owen A.
- 241-269 Stocks are special too: an analysis of the equity lending market
by Geczy, Christopher C. & Musto, David K. & Reed, Adam V.
- 271-306 The market for borrowing stock
by D'Avolio, Gene
- 307-339 Securities lending, shorting, and pricing
by Duffie, Darrell & Garleanu, Nicolae & Pedersen, Lasse Heje
- 341-360 Synchronization risk and delayed arbitrage
by Abreu, Dilip & Brunnermeier, Markus K.
- 361-407 Equilibrium and welfare in markets with financially constrained arbitrageurs
by Gromb, Denis & Vayanos, Dimitri
- 409-462 Who underreacts to cash-flow news? evidence from trading between individuals and institutions
by Cohen, Randolph B. & Gompers, Paul A. & Vuolteenaho, Tuomo
- 463-506 The bond/old-bond spread
by Krishnamurthy, Arvind
October 2002, Volume 66, Issue 1
- 3-27 Investor protection and equity markets
by Shleifer, Andrei & Wolfenzon, Daniel
- 29-63 CEO compensation, diversification, and incentives
by Jin, Li
- 65-104 Protection of minority shareholder interests, cross-listings in the United States, and subsequent equity offerings
by Reese, William Jr. & Weisbach, Michael S.
- 105-137 Strategic IPO underpricing, information momentum, and lockup expiration selling
by Aggarwal, Rajesh K. & Krigman, Laurie & Womack, Kent L.
- 139-167 The impact of specialist firm acquisitions on market quality
by Hatch, Brian C. & Johnson, Shane A.
September 2002, Volume 65, Issue 3
- 309-335 Litigation risk and IPO underpricing
by Lowry, Michelle & Shu, Susan
- 337-363 Funding growth in bank-based and market-based financial systems: evidence from firm-level data
by Demirguc-Kunt, Asli & Maksimovic, Vojislav
- 365-395 The ultimate ownership of Western European corporations
by Faccio, Mara & Lang, Larry H. P.
- 397-414 Predicting the next step of a random walk: experimental evidence of regime-shifting beliefs
by Bloomfield, Robert & Hales, Jeffrey
- 415-437 Market efficiency in real time
by Busse, Jeffrey A. & Clifton Green, T.
August 2002, Volume 65, Issue 2
- 167-201 IPO allocations: discriminatory or discretionary?
by Ljungqvist, Alexander P. & Wilhelm, William Jr.
- 203-247 Dating the integration of world equity markets
by Bekaert, Geert & Harvey, Campbell R. & Lumsdaine, Robin L.
- 249-282 Conditional performance measurement using portfolio weights: evidence for pension funds
by Ferson, Wayne & Khang, Kenneth
- 283-305 Pricing and capital allocation in catastrophe insurance
by Zanjani, George
July 2002, Volume 65, Issue 1
- 3-29 Building the IPO order book: underpricing and participation limits with costly information
by Sherman, Ann E. & Titman, Sheridan
- 31-71 Econometric models of limit-order executions
by Lo, Andrew W. & MacKinlay, A. Craig & Zhang, June
- 73-110 Short-term interest rate dynamics: a spatial approach
by Bandi, Federico M.
- 111-130 Order imbalance, liquidity, and market returns
by Chordia, Tarun & Roll, Richard & Subrahmanyam, Avanidhar
- 131-158 The dilution impact of daily fund flows on open-end mutual funds
by Greene, Jason T. & Hodges, Charles W.
- 159-160 Erratum to "Governance with poor investor protection: evidence from top executive turnover in Italy": [Journal of Financial Economics 64 (2002) 61-90]
by Volpin, Paolo F.
June 2002, Volume 64, Issue 3
- 317-340 Performance consequences of mandatory increases in executive stock ownership
by Core, John E. & Larcker, David F.
- 341-372 Empirical pricing kernels
by Rosenberg, Joshua V. & Engle, Robert F.
- 397-421 How does the Internet affect trading? Evidence from investor behavior in 401(k) plans
by Choi, James J. & Laibson, David & Metrick, Andrew
- 423-458 Stock return predictability and model uncertainty
by Avramov, Doron
May 2002, Volume 64, Issue 2
- 147-180 Industry growth and capital allocation:*1: does having a market- or bank-based system matter?
by Beck, Thorsten & Levine, Ross
- 181-214 The value of durable bank relationships: evidence from Korean banking shocks
by Bae, Kee-Hong & Kang, Jun-Koo & Lim, Chan-Woo
- 215-241 A cross-firm analysis of the impact of corporate governance on the East Asian financial crisis
by Mitton, Todd
- 243-284 Liquidity risk and specialness
by Buraschi, Andrea & Menini, Davide
- 285-314 A theory of strategic venture investing
by Hellmann, Thomas
April 2002, Volume 64, Issue 1
- 3-34 Asset liquidity, debt covenants, and managerial discretion in financial distress:*1: the collapse of L.A. Gear
by DeAngelo, Harry & DeAngelo, Linda & Wruck, Karen H.
- 35-59 Growth opportunities and corporate debt policy: the case of the U.S. defense industry
by Goyal, Vidhan K. & Lehn, Kenneth & Racic, Stanko
- 61-90 Governance with poor investor protection: evidence from top executive turnover in Italy
by Volpin, Paolo F.
- 91-115 Limited arbitrage in mergers and acquisitions
by Baker, Malcolm & Savasoglu, Serkan
- 117-144 Divestitures and the liquidity of the market for corporate assets
by Schlingemann, Frederik P. & Stulz, Rene M. & Walkling, Ralph A.
March 2002, Volume 63, Issue 3
- 315-349 Mutual fund performance and seemingly unrelated assets
by Pastor, Lubos & Stambaugh, Robert F.
- 351-380 Investing in equity mutual funds
by Pastor, Lubos & Stambaugh, Robert F.
- 381-414 Do after-tax returns affect mutual fund inflows?
by Bergstresser, Daniel & Poterba, James
- 415-441 Expectation puzzles, time-varying risk premia, and affine models of the term structure
by Dai, Qiang & Singleton, Kenneth J.
- 443-494 Asymmetric correlations of equity portfolios
by Ang, Andrew & Chen, Joseph
February 2002, Volume 63, Issue 2
- 161-210 Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
by Brandt, Michael W. & Santa-Clara, Pedro
- 211-234 Resources, real options, and corporate strategy
by Bernardo, Antonio E. & Chowdhry, Bhagwan
- 235-261 When a buyback isn't a buyback: open market repurchases and employee options
by Kahle, Kathleen M.
- 263-274 Depositor discipline and changing strategies for regulating thrift institutions
by Goldberg, Lawrence G. & Hudgins, Sylvia C.
- 275-310 Corporate leverage and currency crises
by Bris, Arturo & Koskinen, Yrjo
January 2002, Volume 63, Issue 1
- 3-50 The jump-risk premia implicit in options: evidence from an integrated time-series study
by Pan, Jun
- 51-77 Does diversification destroy value? Evidence from the industry shocks
by Lamont, Owen A. & Polk, Christopher
- 79-98 Contracting in the investment management industry: *1: evidence from mutual funds
by Deli, Daniel N. & Varma, Raj
- 99-131 Agents watching agents?: evidence from pension fund ownership and firm value
by Woidtke, Tracie
- 133-158 Liquidity provision and specialist trading in NYSE-listed non-U.S. stocks
by Bacidore, Jeffrey M. & Sofianos, George
December 2001, Volume 62, Issue 3
- 415-452 Bankers on boards: *1: monitoring, conflicts of interest, and lender liability
by Kroszner, Randall S. & Strahan, Philip E.
- 453-488 Pay for performance? Government regulation and the structure of compensation contracts
by Perry, Tod & Zenner, Marc
- 489-523 Linking pay to performance--compensation proposals in the S&P 500
by Morgan, Angela G. & Poulsen, Annette B.
- 525-558 Does Delaware law improve firm value?
by Daines, Robert
- 559-571 Understanding the determinants of managerial ownership and the link between ownership and performance: comment
by Zhou, Xianming
November 2001, Volume 62, Issue 2
- 201-245 An equilibrium model of irreversible investment
by Kogan, Leonid
- 247-292 Convergence trading with wealth effects: an amplification mechanism in financial markets
by Xiong, Wei
- 293-325 Extracting factors from heteroskedastic asset returns
by Jones, Christopher S.
- 327-376 Evaluating the specification errors of asset pricing models
by Hodrick, Robert J. & Zhang, Xiaoyan
- 377-411 The performance of professional market timers: daily evidence from executed strategies
by Chance, Don M. & Hemler, Michael L.
October 2001, Volume 62, Issue 1
- 3-37 Factor dependence of Bermudan swaptions: fact or fiction?
by Andersen, Leif & Andreasen, Jesper
- 39-66 Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market
by Longstaff, Francis A. & Santa-Clara, Pedro & Schwartz, Eduardo S.
- 67-130 Portfolio choice and equity characteristics: characterizing the hedging demands induced by return predictability
by Lynch, Anthony W.
- 131-167 Pricing and hedging in incomplete markets
by Carr, Peter & Geman, Helyette & Madan, Dilip B.
- 169-198 The optimal spread and offering price for underwritten securities
by Yeoman, John C.
September 2001, Volume 61, Issue 3
- 311-344 Capital budgeting and compensation with asymmetric information and moral hazard
by Bernardo, Antonio E. & Cai, Hongbin & Luo, Jiang
- 345-381 Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
by Chen, Joseph & Hong, Harrison & Stein, Jeremy C.
- 383-416 Following the leader: *1: a study of individual analysts' earnings forecasts
by Cooper, Rick A. & Day, Theodore E. & Lewis, Craig M.
- 417-448 Managerial timing and corporate liquidity: *1: evidence from actual share repurchases
by Brockman, Paul & Chung, Dennis Y.
- 449-475 The duration of bank relationships
by Ongena, Steven & Smith, David C.
- 477-478 Erratum to:'The option to withdraw IPOs during the premarket: empirical analysis' : [Journal of Financial Economics 60 (2001) 73-102]
by Busaba, Walid Y. & Benveniste, Lawrence M. & Guo, Re-Jin
August 2001, Volume 61, Issue 2
- 173-206 Asset liquidity, capital structure, and secured debt
by Morellec, Erwan
- 207-225 An examination of executive stock option repricing
by Carter, Mary Ellen & Lynch, Luann J.
- 227-252 Discretionary reductions in warrant exercise prices
by Howe, John S. & Su, Tie
- 253-287 Stock option plans for non-executive employees
by Core, John E. & Guay, Wayne R.
- 289-307 Stealth-trading: Which traders' trades move stock prices?
by Chakravarty, Sugato
July 2001, Volume 61, Issue 1
- 3-42 Information production, dilution costs, and optimal security design
by Fulghieri, Paolo & Lukin, Dmitry
- 43-76 The distribution of realized stock return volatility
by Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Ebens, Heiko
- 77-106 Short-sellers, fundamental analysis, and stock returns
by Dechow, Patricia M. & Hutton, Amy P. & Meulbroek, Lisa & Sloan, Richard G.
- 107-138 CEO compensation and bank mergers
by Bliss, Richard T. & Rosen, Richard J.
- 139-170 Firm performance and executive compensation in the savings and loan industry
by Hermalin, Benjamin E. & Wallace, Nancy E.
May 2001, Volume 60, Issue 2-3
- 179-185 HBS-JFE conference volume: complementary research methods
by Tufano, Peter
- 187-243 The theory and practice of corporate finance: evidence from the field
by Graham, John R. & Harvey, Campbell R.
- 245-284 Why do firms switch underwriters?
by Krigman, Laurie & Shaw, Wayne H. & Womack, Kent L.
- 285-331 Where do merger gains come from? Bank mergers from the perspective of insiders and outsiders
by Houston, Joel F. & James, Christopher M. & Ryngaert, Michael D.
- 333-370 Market reaction to public information: The atypical case of the Boston Celtics
by Brown, Gregory W. & Hartzell, Jay C.
- 401-448 Managing foreign exchange risk with derivatives
by Brown, Gregory W.
- 449-485 Cephalon, Inc. Taking risk management theory seriously
by Chacko, George & Tufano, Peter & Verter, Geoffrey
- 487-528 Credit enhancement through financial engineering: Freeport McMoRan's gold-denominated depositary shares
by Chidambaran, N. K. & Fernando, Chitru S. & Spindt, Paul A.
- 529-571 The market for catastrophe risk: a clinical examination
by Froot, Kenneth A.
- 573-611 Bond calls, credible commitment, and equity dilution: a theoretical and clinical analysis of simultaneous tender and call (STAC) offers
by Dhillon, Upinder S. & Noe, Thomas H. & Ramirez, Gabriel G.
April 2001, Volume 60, Issue 1
- 3-43 Disappearing dividends: changing firm characteristics or lower propensity to pay?
by Fama, Eugene F. & French, Kenneth R.
- 45-72 Corporate payout policy and managerial stock incentives
by Fenn, George W. & Liang, Nellie
- 73-102 The option to withdraw IPOs during the premarket: empirical analysis
by Busaba, Walid Y. & Benveniste, Lawrence M. & Guo, Re-Jin
- 103-141 Locking out rival bidders: The use of lockup options in corporate mergers
by Burch, Timothy R.
- 143-175 On the choice and replacement of chief financial officers
by Mian, Shehzad
March 2001, Volume 59, Issue 3
- 281-311 Predictable changes in yields and forward rates
by Backus, David & Foresi, Silverio & Mozumdar, Abon & Wu, Liuren
- 313-346 Do investment banks compete in IPOs?: the advent of the "7% plus contract"
by Hansen, Robert S.
- 347-381 Do the individuals closest to internet firms believe they are overvalued
by Schultz, Paul & Zaman, Mir
- 383-411 Common factors in prices, order flows, and liquidity
by Hasbrouck, Joel & Seppi, Duane J.
- 413-440 Direct foreign ownership, institutional investors, and firm characteristics
by Dahlquist, Magnus & Robertsson, Goran
- 441-475 Exchange rate exposure and competition: evidence from the automotive industry
by Williamson, Rohan
- 477-515 Leverage and internal capital markets: evidence from leveraged recapitalizations
by Peyer, Urs C. & Shivdasani, Anil
February 2001, Volume 59, Issue 2
- 151-193 The portfolio flows of international investors
by Froot, Kenneth A. & O'Connell, Paul G. J. & Seasholes, Mark S.
- 195-220 Aggregate price effects of institutional trading: a study of mutual fund flow and market returns
by Edelen, Roger M. & Warner, Jerold B.