Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
Series handle: RePEc:eee:jfinec
ISSN: 0304-405X
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
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:eee:jfinec. 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: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/505576 .
Content
May 2003, Volume 68, Issue 2
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
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
May 2002, Volume 64, Issue 2
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
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
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
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
January 2001, Volume 59, Issue 1
December 2000, Volume 58, Issue 3
2000, Volume 58, Issue 1-2
- 3-27 Investor protection and corporate governance
by La Porta, Rafael & Lopez-de-Silanes, Florencio & Shleifer, Andrei & Vishny, Robert
- 29-80 Universal banking and the performance of German firms
by Gorton, Gary & Schmid, Frank A.
- 81-112 The separation of ownership and control in East Asian Corporations
by Claessens, Stijn & Djankov, Simeon & Lang, Larry H. P.
- 113-139 The balance of power in closely held corporations
by Bennedsen, Morten & Wolfenzon, Daniel
- 141-186 Corporate governance in the Asian financial crisis
by Johnson, Simon & Boone, Peter & Breach, Alasdair & Friedman, Eric
- 187-214 Financial markets and the allocation of capital
by Wurgler, Jeffrey
- 261-300 Finance and the sources of growth
by Beck, Thorsten & Levine, Ross & Loayza, Norman
- 301-334 Do stock market liberalizations cause investment booms?
by Henry, Peter Blair
September 2000, Volume 57, Issue 3
- 309-354 Special dividends and the evolution of dividend signaling
by DeAngelo, Harry & DeAngelo, Linda & Skinner, Douglas J.
- 355-384 Financial flexibility and the choice between dividends and stock repurchases
by Jagannathan, Murali & Stephens, Clifford P. & Weisbach, Michael S.
- 417-443 Liquidity, investment ability, and mutual fund structure
by Nanda, Vikram & Narayanan, M. P. & Warther, Vincent A.
- 445-471 Making markets for structured mortgage derivatives
by Oldfield, George S.
August 2000, Volume 57, Issue 2
- 157-190 Alternative flotation methods, adverse selection, and ownership structure: evidence from seasoned equity issuance in the U.K
by Slovin, M. B. & Sushka, M. E. & Lai, K. W. L.
- 191-220 Corporate policies restricting trading by insiders
by Bettis, J. C. & Coles, J. L. & Lemmon, M. L.
- 221-245 Can book-to-market, size and momentum be risk factors that predict economic growth?
by Liew, Jimmy & Vassalou, Maria
- 247-273 Trade size, order imbalance, and the volatility-volume relation
by Chan, Kalok & Fong, Wai-Ming
- 275-305 Corporate governance proposals and shareholder activism: the role of institutional investors
by Gillan, Stuart L. & Starks, Laura T.
July 2000, Volume 57, Issue 1
- 3-34 The value and incentive effects of nontraditional executive stock option plans
by Johnson, Shane A. & Tian, Yisong S.
- 35-64 Indexed executive stock options
by Johnson, Shane A. & Tian, Yisong S.
- 65-101 On the optimality of resetting executive stock options
by Acharya, Viral V. & John, Kose & Sundaram, Rangarajan K.
- 103-128 Altering the terms of executive stock options
by Brenner, Menachem & Sundaram, Rangarajan K. & Yermack, David
- 129-154 The 'repricing' of executive stock options
by Chance, Don M. & Kumar, Raman & Todd, Rebecca B.
June 2000, Volume 56, Issue 3
May 2000, Volume 56, Issue 2
- 153-207 Controlling stockholders and the disciplinary role of corporate payout policy: a study of the Times Mirror Company
by DeAngelo, Harry & DeAngelo, Linda
- 209-249 Is the abnormal return following equity issuances anomalous?
by Brav, Alon & Geczy, Christopher & Gompers, Paul A.
- 251-291 Seasoned public offerings: resolution of the 'new issues puzzle'
by Eckbo, B. Espen & Masulis, Ronald W. & Norli, Oyvind
- 293-324 Investment bank market share, contingent fee payments, and the performance of acquiring firms
by Raghavendra Rau, P.
- 325-332 'Time to build, option value and investment decisions': a comment
by Milne, Alistair & Whalley, A Elizabeth
April 2000, Volume 56, Issue 1
- 3-28 Commonality in liquidity
by Chordia, Tarun & Roll, Richard & Subrahmanyam, Avanidhar
- 29-64 Just another day in the inter-bank foreign exchange market
by Chakrabarti, Rajesh
- 65-88 The costs and determinants of order aggressiveness
by Griffiths, Mark D. & Smith, Brian F. & Turnbull, D. Alasdair S. & White, Robert W.
- 89-123 The relative pricing of U.S. Treasury STRIPS: empirical evidence
by Jordan, Bradford D. & Jorgensen, Randy D. & Kuipers, David R.
- 125-149 Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE
by Goldstein, Michael A. & A. Kavajecz, Kenneth
March 2000, Volume 55, Issue 3
February 2000, Volume 55, Issue 2
- 143-171 Abnormal returns to rivals of acquisition targets: A test of the 'acquisition probability hypothesis'
by Song, Moon H. & Walkling, Ralph A.
- 173-204 When is time continuous?
by Bertsimas, Dimitris & Kogan, Leonid & Lo, Andrew W.
- 205-238 Spanning and derivative-security valuation
by Bakshi, Gurdip & Madan, Dilip
- 239-279 An empirical examination of the convexity bias in the pricing of interest rate swaps
by Gupta, Anurag & Subrahmanyam, Marti G.
- 281-325 Money chasing deals? The impact of fund inflows on private equity valuation
by Gompers, Paul & Lerner, Josh
January 2000, Volume 55, Issue 1
- 3-41 Factors affecting investment bank initial public offering market share
by Dunbar, Craig G.
- 43-67 The investment behavior and performance of various investor types: a study of Finland's unique data set
by Grinblatt, Mark & Keloharju, Matti
- 69-101 When an event is not an event: the curious case of an emerging market
by Bhattacharya, Utpal & Daouk, Hazem & Jorgenson, Brian & Kehr, Carl-Heinrich
- 103-137 Value creation and corporate diversification: the case of Sears, Roebuck & Co
by Gillan, Stuart L. & Kensinger, John W. & Martin, John D.
December 1999, Volume 54, Issue 3
Printed from https://ideas.repec.org/s/eee/jfinec14.html
