Content
June 2010, Volume 65, Issue 3
- 795-828 Information and Incentives Inside the Firm: Evidence from Loan Officer Rotation
by Andrew Hertzberg & Jose Maria Liberti & Daniel Paravisini - 829-859 Networking as a Barrier to Entry and the Competitive Supply of Venture Capital
by Yael V. Hochberg & Alexander Ljungqvist & Yang Lu - 861-889 Does Credit Competition Affect Small‐Firm Finance?
by Tara Rice & Philip E. Strahan - 891-926 Human Capital, Bankruptcy, and Capital Structure
by Jonathan B. Berk & Richard Stanton & Josef Zechner - 927-953 Stapled Finance
by Paul Povel & Rajdeep Singh - 955-992 Cash Holdings and Corporate Diversification
by Ran Duchin - 993-1028 A Gap‐Filling Theory of Corporate Debt Maturity Choice
by Robin Greenwood & Samuel Hanson & Jeremy C. Stein - 1029-1073 The Political Economy of Financial Regulation: Evidence from U.S. State Usury Laws in the 19th Century
by Efraim Benmelech & Tobias J. Moskowitz - 1075-1096 Risk and the Corporate Structure of Banks
by Giovanni Dell'Ariccia & Robert Marquez - 1097-1122 Financial Strength and Product Market Behavior: The Real Effects of Corporate Cash Holdings
by Laurent Fresard - 1123-1161 Executive Compensation and the Maturity Structure of Corporate Debt
by Paul Brockman & Xiumin Martin & Emre Unlu - 1163-1196 The Effect of SOX Section 404: Costs, Earnings Quality, and Stock Prices
by Peter Iliev - 1197-1232 Capital Structure as a Strategic Variable: Evidence from Collective Bargaining
by David A. Matsa
April 2010, Volume 65, Issue 2
- 425-465 The Variability of IPO Initial Returns
by Michelle Lowry & Micah S. Officer & G. William Schwert - 467-494 Levered Returns
by Joao F. Gomes & Lukas Schmid - 495-528 The New Game in Town: Competitive Effects of IPOs
by Hung‐Chia Hsu & Adam V. Reed & Jörg Rocholl - 529-563 Financial Structure, Acquisition Opportunities, and Firm Locations
by Andres Almazan & Adolfo De Motta & Sheridan Titman & Vahap Uysal - 565-601 Taxes on Tax‐Exempt Bonds
by Andrew Ang & Vineer Bhansali & Yuhang Xing - 603-653 Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models
by Torben G. Andersen & Luca Benzoni - 655-686 Personal Bankruptcy and Credit Market Competition
by Astrid A. Dick & Andreas Lehnert - 687-724 Corporate Political Contributions and Stock Returns
by Michael J. Cooper & Huseyin Gulen & Alexei V. Ovtchinnikov - 725-763 The Interdependent and Intertemporal Nature of Financial Decisions: An Application to Cash Flow Sensitivities
by Vladimir A. Gatchev & Todd Pulvino & Vefa Tarhan - 765-790 Performance and Persistence in Institutional Investment Management
by Jeffrey A. Busse & Amit Goyal & Sunil Wahal
February 2010, Volume 65, Issue 1
- 1-43 Product Market Competition, Insider Trading, and Stock Market Efficiency
by Joel Peress - 45-86 Real and Financial Industry Booms and Busts
by Gerard Hoberg & Gordon Phillips - 87-121 Global Currency Hedging
by John Y. Campbell & Karine Serfaty‐De Medeiros & Luis M. Viceira - 123-146 A Habit‐Based Explanation of the Exchange Rate Risk Premium
by Adrien Verdelhan - 147-177 Collateral Spread and Financial Development
by José M. Liberti & Atif R. Mian - 179-216 False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
by Laurent Barras & Olivier Scaillet & Russ Wermers - 217-255 Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation
by Ravi Jagannathan & Alexey Malakhov & Dmitry Novikov - 257-293 Stock Market Declines and Liquidity
by Allaudeen Hameed & Wenjin Kang & S. Viswanathan - 295-331 Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues
by Carole Comerton‐Forde & Terrence Hendershott & Charles M. Jones & Pamela C. Moulton & Mark S. Seasholes - 333-360 The Impact of Deregulation and Financial Innovation on Consumers: The Case of the Mortgage Market
by Kristopher S. Gerardi & Harvey S. Rosen & Paul S. Willen - 361-392 Individualism and Momentum around the World
by Andy C.W. Chui & Sheridan Titman & K.C. John Wei - 393-420 Correlation Risk and Optimal Portfolio Choice
by Andrea Buraschi & Paolo Porchia & Fabio Trojani
December 2009, Volume 64, Issue 6
- 2427-2479 Long‐Run Stockholder Consumption Risk and Asset Returns
by Christopher J. Malloy & Tobias J. Moskowitz & Annette Vissing‐Jørgensen - 2481-2513 Blockholder Trading, Market Efficiency, and Managerial Myopia
by Alex Edmans - 2515-2534 Reinforcement Learning and Savings Behavior
by James J. Choi & David Laibson & Brigitte C. Madrian & Andrew Metrick - 2535-2558 Momentum, Reversal, and Uninformed Traders in Laboratory Markets
by Robert J. Bloomfield & William B. Tayler & Flora (Hailan) Zhou - 2559-2590 Catering through Nominal Share Prices
by Malcolm Baker & Robin Greenwood & Jeffrey Wurgler - 2591-2626 International Stock Return Comovements
by Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang - 2627-2663 The Manipulation of Executive Stock Option Exercise Strategies: Information Timing and Backdating
by David C. Cicero - 2665-2701 A Bayesian's Bubble
by C. Wei Li & Hui Xue - 2703-2737 Implications of Keeping‐Up‐with‐the‐Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence
by Juan‐Pedro Gómez & Richard Priestley & Fernando Zapatero - 2739-2782 The Price Is (Almost) Right
by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho - 2783-2805 A Rational Expectations Equilibrium with Informative Trading Volume
by Jan Schneider - 2807-2849 Exponential Growth Bias and Household Finance
by Victor Stango & Jonathan Zinman
October 2009, Volume 64, Issue 5
- 1-1 Fellow Of The American Finance Association For 2009
by Richard H. Thaler - 1985-2021 Why Do U.S. Firms Hold So Much More Cash than They Used To?
by Thomas W. Bates & Kathleen M. Kahle & René M. Stulz - 2023-2052 Media Coverage and the Cross‐section of Stock Returns
by Lily Fang & Joel Peress - 2053-2087 Credit Contagion from Counterparty Risk
by Philippe Jorion & Gaiyan Zhang - 2089-2123 Frailty Correlated Default
by Darrell Duffie & Andreas Eckner & Guillaume Horel & Leandro Saita - 2125-2151 Attracting Flows by Attracting Big Clients
by Lauren Cohen & Breno Schmidt - 2153-2183 The Relation between Price and Performance in the Mutual Fund Industry
by Javier Gil‐Bazo & Pablo Ruiz‐Verdú - 2185-2220 Business Networks, Corporate Governance, and Contracting in the Mutual Fund Industry
by Camelia M. Kuhnen - 2221-2256 Role of Managerial Incentives and Discretion in Hedge Fund Performance
by Vikas Agarwal & Naveen D. Daniel & Narayan Y. Naik - 2257-2288 Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution
by Nicolas P.B. Bollen & Veronika K. Pool - 2289-2325 Driven to Distraction: Extraneous Events and Underreaction to Earnings News
by David Hirshleifer & Sonya Seongyeon Lim & Siew Hong Teoh - 2327-2359 Getting Out Early: An Analysis of Market Making Activity at the Recommending Analyst's Firm
by Jennifer L. Juergens & Laura Lindsey - 2361-2388 Making Sense of Cents: An Examination of Firms That Marginally Miss or Beat Analyst Forecasts
by SANJEEV BHOJRAJ & PAUL HRIBAR & MARC PICCONI & JOHN McINNIS - 2389-2421 Electing Directors
by Jie Cai & Jacqueline L. Garner & Ralph A. Walkling
August 2009, Volume 64, Issue 4
- 1517-1548 Presidential Address: Sophisticated Investors and Market Efficiency
by Jeremy C. Stein - 1549-1582 Why Are Buyouts Levered? The Financial Structure of Private Equity Funds
by Ulf Axelson & Per Strömberg & Michael S. Weisbach - 1583-1628 Predictive Systems: Living with Imperfect Predictors
by Ľuboš Pástor & Robert F. Stambaugh - 1629-1655 Explicit versus Implicit Contracts: Evidence from CEO Employment Agreements
by Stuart L. Gillan & Jay C. Hartzell & Robert Parrino - 1657-1695 Control Rights and Capital Structure: An Empirical Investigation
by Michael R. Roberts & Amir Sufi - 1697-1727 Agency Problems at Dual‐Class Companies
by Ronald W. Masulis & Cong Wang & Fei Xie - 1729-1766 The Corporate Propensity to Save
by Leigh A. Riddick & Toni M. Whited - 1767-1796 Target Behavior and Financing: How Conclusive Is the Evidence?
by Xin Chang & Sudipto Dasgupta - 1797-1825 Analyzing the Tax Benefits from Employee Stock Options
by Ilona Babenko & Yuri Tserlukevich - 1827-1862 Financially Constrained Stock Returns
by Dmitry Livdan & Horacio Sapriza & Lu Zhang - 1863-1887 First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes
by David A. Chapman & Valery Polkovnichenko - 1889-1933 Who Gambles in the Stock Market?
by Alok Kumar - 1935-1960 Rewriting History
by Alexander Ljungqvist & Christopher Malloy & Felicia Marston - 1961-1974 Report of the Editor of The Journal of Finance for the Year 2008
by Campbell R. Harvey - 1977-1979 Report of the Executive Secretary and Treasurer for the Year Ending September 30, 2008
by David H. Pyle
June 2009, Volume 64, Issue 3
- 1061-1097 Do Stock Mergers Create Value for Acquirers?
by Pavel G. Savor & Qi Lu - 1099-1142 Level Playing Fields in International Financial Regulation
by Alan D. Morrison & Lucy White - 1143-1185 Bank Loan Supply, Lender Choice, and Corporate Capital Structure
by Mark T. Leary - 1187-1215 Information Immobility and the Home Bias Puzzle
by Stijn Van Nieuwerburgh & Laura Veldkamp - 1217-1249 International Taxation and the Direction and Volume of Cross‐Border M&As
by Harry P. Huizinga & Johannes Voget - 1251-1290 Determinants of Vertical Integration: Financial Development and Contracting Costs
by Daron Acemoglu & Simon Johnson & Todd Mitton - 1291-1344 Eat or Be Eaten: A Theory of Mergers and Firm Size
by Gary Gorton & Matthias Kahl & Richard J. Rosen - 1345-1375 Oil Futures Prices in a Production Economy with Investment Constraints
by Leonid Kogan & Dmitry Livdan & Amir Yaron - 1377-1406 The Price of Correlation Risk: Evidence from Equity Options
by Joost Driessen & Pascal J. Maenhout & Grigory Vilkov - 1407-1443 IPO Underpricing over the Very Long Run
by David Chambers & Elroy Dimson - 1445-1477 Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data
by Joel Hasbrouck - 1479-1512 Rank‐Order Tournaments and Incentive Alignment: The Effect on Firm Performance
by Jayant R. Kale & Ebru Reis & Anand Venkateswaran
April 2009, Volume 64, Issue 2
- 549-578 Sensation Seeking, Overconfidence, and Trading Activity
by Mark Grinblatt & Matti Keloharju - 579-629 Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
by Bernard Dumas & Alexander Kurshev & Raman Uppal - 631-655 Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading
by Péter Kondor - 657-707 Catastrophic Risk and Credit Markets
by Mark J. Garmaise & Tobias J. Moskowitz - 709-749 Investor Inattention and Friday Earnings Announcements
by Stefano Dellavigna & Joshua M. Pollet - 751-784 What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation
by Nicholas Barberis & Wei Xiong - 785-821 Work Ethic, Employment Contracts, and Firm Value
by Bruce Ian Carlin & Simon Gervais - 823-860 Creditor Rights, Enforcement, and Bank Loans
by Kee‐Hong Bae & Vidhan K. Goyal - 861-889 Securitization and the Declining Impact of Bank Finance on Loan Supply: Evidence from Mortgage Originations
by Elena Loutskina & Philip E. Strahan - 891-921 Financial Constraints, Debt Capacity, and the Cross‐section of Stock Returns
by Jaehoon Hahn & Hangyong Lee - 923-956 Cash Flow, Consumption Risk, and the Cross‐section of Stock Returns
by Zhi Da - 957-983 Real Options, Product Market Competition, and Asset Returns
by Felipe L. Aguerrevere - 985-1035 Hedge Fund Risk Dynamics: Implications for Performance Appraisal
by Nicolas P.B. Bollen & Robert E. Whaley - 1037-1055 Income Risk and Portfolio Choice: An Empirical Study
by Xiaohong Angerer & Pok‐Sang Lam
February 2009, Volume 64, Issue 1
- 1-36 High‐Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice
by Stavros Panageas & Mark M. Westerfield - 37-73 It's SHO Time! Short‐Sale Price Tests and Market Quality
by Karl B. Diether & Kuan‐Hui Lee & Ingrid M. Werner - 75-115 Should Investors Bet on the Jockey or the Horse? Evidence from the Evolution of Firms from Early Business Plans to Public Companies
by Steven N. Kaplan & Berk A. Sensoy & Per Strömberg - 117-150 Share Repurchases and Pay‐Performance Sensitivity of Employee Compensation Contracts
by Ilona Babenko - 151-185 Financing Innovation and Growth: Cash Flow, External Equity, and the 1990s R&D Boom
by James R. Brown & Steven M. Fazzari & Bruce C. Petersen - 187-229 Entrepreneurial Shareholder Activism: Hedge Funds and Other Private Investors
by April Klein & Emanuel Zur - 231-261 CEO Compensation and Board Structure
by Vidhi Chhaochharia & Yaniv Grinstein - 263-308 Access to Capital, Capital Structure, and the Funding of the Firm
by Omer Brav - 309-339 Do Entrenched Managers Pay Their Workers More?
by Henrik Cronqvist & Fredrik Heyman & Mattias Nilsson & Helena Svaleryd & Jonas Vlachos - 341-374 Labor and Corporate Governance: International Evidence from Restructuring Decisions
by Julian Atanassov & E. Han Kim - 375-423 Market Sidedness: Insights into Motives for Trade Initiation
by Asani Sarkar & Robert A. Schwartz - 425-466 Private Benefits of Control, Ownership, and the Cross‐listing Decision
by Craig Doidge & G. Andrew Karolyi & Karl V. Lins & Darius P. Miller & René M. Stulz - 467-503 Are Liquidity and Information Risks Priced in the Treasury Bond Market?
by Haitao Li & Junbo Wang & Chunchi Wu & Yan He - 505-546 Public Information, IPO Price Formation, and Long‐Run Returns: Japanese Evidence
by Kenji Kutsuna & Janet Kiholm Smith & Richard L. Smith
December 2008, Volume 63, Issue 6
- 2557-2600 Trusting the Stock Market
by Luigi Guiso & Paola Sapienza & Luigi Zingales - 2601-2628 The Making of an Investment Banker: Stock Market Shocks, Career Choice, and Lifetime Income
by Paul Oyer - 2629-2677 Directors' Ownership in the U.S. Mutual Fund Industry
by Qi Chen & Itay Goldstein & Wei Jiang - 2679-2702 Do Investors Overweight Personal Experience? Evidence from IPO Subscriptions
by Markku Kaustia & Samuli Knüpfer - 2703-2736 Market Structure, Internal Capital Markets, and the Boundaries of the Firm
by Richmond D. Mathews & David T. Robinson - 2737-2784 Overconfidence, CEO Selection, and Corporate Governance
by Anand M. Goel & Anjan V. Thakor - 2785-2815 Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration
by Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz - 2817-2858 The Geography of Block Acquisitions
by Jun‐Koo Kang & Jin‐Mo Kim - 2859-2897 Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital
by Ľuboš Pástor & Meenakshi Sinha & Bhaskaran Swaminathan - 2899-2939 In Search of Distress Risk
by John Y. Campbell & Jens Hilscher & Jan Szilagyi - 2941-2969 How Does Size Affect Mutual Fund Behavior?
by Joshua M. Pollet & Mungo Wilson - 2971-2995 Average Returns, B/M, and Share Issues
by Eugene F. Fama & Kenneth R. French - 2997-3030 Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk
by Tobias Adrian & Joshua Rosenberg - 3031-3067 Limited Attention and the Allocation of Effort in Securities Trading
by Shane A. Corwin & Jay F. Coughenour - 3069-3096 How and When Do Firms Adjust Their Capital Structures toward Targets?
by Soku Byoun
October 2008, Volume 63, Issue 5
- 1-1 Fellow of the American Finance Association for 2008
by John C. Cox - 2085-2121 How Does Financing Impact Investment? The Role of Debt Covenants
by Sudheer Chava & Michael R. Roberts - 2123-2160 Foreign Banks in Poor Countries: Theory and Evidence
by Enrica Detragiache & Thierry Tressel & Poonam Gupta - 2161-2193 Local Bank Financial Constraints and Firm Access to External Finance
by Daniel Paravisini - 2195-2230 Collective Risk Management in a Flight to Quality Episode
by Ricardo J. Caballero & Arvind Krishnamurthy - 2231-2262 The Real Determinants of Asset Sales
by Liu Yang - 2263-2296 The Value of Financial Flexibility
by Andrea Gamba & Alexander Triantis - 2297-2343 Marketwide Private Information in Stocks: Forecasting Currency Returns
by Rui Albuquerque & Eva De Francisco & Luis B. Marques - 2345-2384 Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads
by Jun Pan & Kenneth J. Singleton - 2385-2427 Cross‐Asset Speculation in Stock Markets
by Dan Bernhardt & Bart Taub - 2429-2476 The Dog That Did Not Bark: Insider Trading and Crashes
by Jose M. Marin & Jacques P. Olivier - 2477-2506 “You Can Enter but You Cannot Leave…”: U.S. Securities Markets and Foreign Firms
by András Marosi & Nadia Massoud - 2507-2552 Buyer–Supplier Relationships and the Stakeholder Theory of Capital Structure
by Shantanu Banerjee & Sudipto Dasgupta & Yungsan Kim
August 2008, Volume 63, Issue 4
- 1537-1573 Presidential Address: The Cost of Active Investing
by Kenneth R. French - 1575-1608 Back to the Beginning: Persistence and the Cross‐Section of Corporate Capital Structure
by Michael L. Lemmon & Michael R. Roberts & Jaime F. Zender - 1609-1651 Asset Growth and the Cross‐Section of Stock Returns
by Michael J. Cooper & Huseyin Gulen & Michael J. Schill - 1653-1678 Dissecting Anomalies
by Eugene F. Fama & Kenneth R. French - 1679-1728 Corporate Governance and Risk‐Taking
by Kose John & Lubomir Litov & Bernard Yeung - 1729-1775 Hedge Fund Activism, Corporate Governance, and Firm Performance
by Alon Brav & Wei Jiang & Frank Partnoy & Randall Thomas - 1777-1803 Hedge Funds: Performance, Risk, and Capital Formation
by William Fung & David A. Hsieh & Narayan Y. Naik & Tarun Ramadorai - 1805-1847 The Selection and Termination of Investment Management Firms by Plan Sponsors
by Amit Goyal & Sunil Wahal - 1849-1895 Optimal Decentralized Investment Management
by JULES H. Van BINSBERGEN & MICHAEL W. BRANDT & RALPH S. J. KOIJEN - 1897-1937 International Cross‐Listing, Firm Performance, and Top Management Turnover: A Test of the Bonding Hypothesis
by Ugur Lel & Darius P. Miller - 1939-1975 Feedback Effects and Asset Prices
by Emre Ozdenoren & Kathy Yuan - 1977-2011 Economic Links and Predictable Returns
by Lauren Cohen & Andrea Frazzini - 2013-2059 Market Liquidity, Investor Participation, and Managerial Autonomy: Why Do Firms Go Private?
by Arnoud W. A. Boot & Radhakrishnan Gopalan & Anjan V. Thakor - 2061-2074 Report of the Editor of The Journal of Finance for the Year 2007
by Campbell R. Harvey
June 2008, Volume 63, Issue 3
- 1025-1058 Growth versus Margins: Destabilizing Consequences of Giving the Stock Market What It Wants
by Philippe Aghion & Jeremy C. Stein - 1059-1091 Volatility Information Trading in the Option Market
by Sophie X. Ni & Jun Pan & Allen M. Poteshman - 1093-1135 The Corporate Governance Role of the Media: Evidence from Russia
by Alexander Dyck & Natalya Volchkova & Luigi Zingales - 1137-1168 Blurring Firm Boundaries: The Role of Venture Capital in Strategic Alliances
by Laura Lindsey - 1169-1211 The Market for Mergers and the Boundaries of the Firm
by Matthew Rhodes‐Kropf & David T. Robinson - 1213-1252 Stock Returns in Mergers and Acquisitions
by Dirk Hackbarth & Erwan Morellec - 1253-1290 The Price of Immediacy
by George C. Chacko & Jakub W. Jurek & Erik Stafford - 1291-1314 Loan Sales and Relationship Banking
by Christine A. Parlour & Guillaume Plantin - 1315-1359 Bank Loans, Bonds, and Information Monopolies across the Business Cycle
by João A. C. Santos & Andrew Winton - 1361-1398 A Search‐Based Theory of the On‐the‐Run Phenomenon
by Dimitri Vayanos & Pierre‐Olivier Weill - 1399-1436 Attracting Attention: Cheap Managerial Talk and Costly Market Monitoring
by Andres Almazan & Sanjay Banerji & Adolfo De Motta - 1437-1467 More Than Words: Quantifying Language to Measure Firms' Fundamentals
by Paul C. Tetlock & Maytal Saar‐Tsechansky & Sofus Macskassy - 1469-1508 The Politics of Financial Development: Evidence from Trade Liberalization
by Matias Braun & Claudio Raddatz - 1509-1531 Neighbors Matter: Causal Community Effects and Stock Market Participation
by Jeffrey R. Brown & Zoran Ivković & Paul A. Smith & Scott Weisbenner
April 2008, Volume 63, Issue 2
- 491-527 Which Shorts Are Informed?
by Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang - 529-563 An Empirical Analysis of the Pricing of Collateralized Debt Obligations
by Francis A. Longstaff & Arvind Rajan - 565-608 Do Bankruptcy Codes Matter? A Study of Defaults in France, Germany, and the U.K
by Sergei A. Davydenko & Julian R. Franks - 609-637 Empirical Evidence of Risk Shifting in Financially Distressed Firms
by Assaf Eisdorfer - 639-672 Information Sales and Insider Trading with Long‐Lived Information
by Giovanni Cespa - 673-708 The Industry Life Cycle, Acquisitions and Investment: Does Firm Organization Matter?
by Vojislav Maksimovic & Gordon Phillips - 709-742 Capital Gains Taxes and Asset Prices: Capitalization or Lock‐in?
by Zhonglan Dai & Edward Maydew & Douglas A. Shackelford & Harold H. Zhang - 743-795 Identification of Maximal Affine Term Structure Models
by Pierre Collin‐Dufresne & Robert S. Goldstein & Christopher S. Jones - 797-849 The Term Structure of Real Rates and Expected Inflation
by Andrew Ang & Geert Bekaert & Min Wei - 851-883 Competition from Specialized Firms and the Diversification–Performance Linkage
by Juan Santalo & Manuel Becerra - 885-920 Correlated Trading and Returns
by Daniel Dorn & Gur Huberman & Paul Sengmueller - 921-945 Share Issuance and Cross‐sectional Returns
by Jeffrey Pontiff & Artemiza Woodgate - 947-986 Earnings Management and Firm Performance Following Open‐Market Repurchases
by Guojin Gong & Henock Louis & Amy X. Sun - 987-1020 Underreaction to Dividend Reductions and Omissions?
by Yi Liu & Samuel H. Szewczyk & Zaher Zantout
February 2008, Volume 63, Issue 1
- 1-40 Agency Conflicts, Investment, and Asset Pricing
by Rui Albuquerue & Neng Wang - 41-83 Heterogeneous Beliefs, Speculation, and the Equity Premium
by Alexander David - 85-118 Which Money Is Smart? Mutual Fund Buys and Sells of Individual and Institutional Investors
by Aneel Keswani & David Stolin - 119-158 Competition for Order Flow and Smart Order Routing Systems
by Thierry Foucault & Albert J. Menkveld - 159-196 Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount
by Kalok Chan & Albert J. Menkveld & Zhishu Yang - 197-228 Ambiguity, Information Quality, and Asset Pricing
by Larry G. Epstein & Martin Schneider - 229-272 Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry
by Masahiro Watanabe - 273-310 Individual Investor Trading and Stock Returns
by Ron Kaniel & Gideon Saar & Sheridan Titman - 311-350 The Demise of Investment Banking Partnerships: Theory and Evidence
by Alan D. Morrison & William J. Wilhelm - 351-378 Downward‐Sloping Demand Curves, the Supply of Shares, and the Collapse of Internet Stock Prices
by Paul Schultz - 379-413 Information, Trading, and Product Market Interactions: Cross‐sectional Implications of Informed Trading
by Heather E. Tookes - 415-447 The Long‐Lasting Momentum in Weekly Returns
by Roberto C. Gutierrez & Eric K. Kelley