Content
March 2009, Volume 22, Issue 3
- 1311-1341 Variance Risk Premiums
by Peter Carr & Liuren Wu - 1343-1375 Cointegration and Consumption Risks in Asset Returns
by Ravi Bansal & Robert Dittmar & Dana Kiku
February 2009, Volume 22, Issue 2
- 481-507 Controlling for Fixed-Income Exposure in Portfolio Evaluation: Evidence from Hybrid Mutual Funds
by George Comer & Norris Larrymore & Javier Rodriguez - 509-539 Trading Restrictions and Stock Prices
by Robin Greenwood - 541-574 Hedge Funds as Investors of Last Resort?
by David J. Brophy & Paige P. Ouimet & Clemens Sialm - 575-607 Short-Sale Strategies and Return Predictability
by Karl B. Diether & Kuan-Hui Lee & Ingrid M. Werner - 609-632 Just How Much Do Individual Investors Lose by Trading?
by Brad M. Barber & Yi-Tsung Lee & Yu-Jane Liu & Terrance Odean - 633-679 Market Valuation and Acquisition Quality: Empirical Evidence
by Christa H. S. Bouwman & Kathleen Fuller & Amrita S. Nain - 681-714 Equity and Cash in Intercorporate Asset Sales: Theory and Evidence
by Ulrich Hege & Stefano Lovo & Myron B. Slovin & Marie E. Sushka - 715-747 Consensus in Diverse Corporate Boards
by Nina Baranchuk & Philip H. Dybvig - 749-781 Design and Renegotiation of Debt Covenants
by Nicolae Garleanu & Jeffrey Zwiebel - 783-827 What Matters in Corporate Governance?
by Lucian Bebchuk & Alma Cohen & Allen Ferrell - 829-858 Corporate Governance Transfer and Synergistic Gains from Mergers and Acquisitions
by Cong Wang & Fei Xie - 859-892 Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion
by Zhiguo He - 893-924 Institutional Investors and Equity Returns: Are Short-term Institutions Better Informed?
by Xuemin (Sterling) Yan & Zhe Zhang
January 2009, Volume 22, Issue 1
- 1-40 Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation
by Kwangwoo Park & George Pennacchi - 41-77 Bank Debt and Corporate Governance
by Victoria Ivashina & Vinay B. Nair & Anthony Saunders & Nadia Massoud & Roger Stover - 79-116 Disappearing Dividends, Catering, and Risk
by Gerard Hoberg & Nagpurnanand R. Prabhala - 117-150 Financial Contracting with Optimistic Entrepreneurs
by Augustin Landier & David Thesmar - 151-186 Do Retail Trades Move Markets?
by Brad M. Barber & Terrance Odean & Ning Zhu - 187-217 The Stock Market and Corporate Investment: A Test of Catering Theory
by Christopher Polk & Paola Sapienza - 219-255 Promotion Tournaments and Capital Rationing
by Bing Han & David Hirshleifer & John C. Persons - 257-297 A Liquidity-Based Theory of Closed-End Funds
by Martin Cherkes & Jacob Sagi & Richard Stanton - 299-335 Differences of Opinion of Public Information and Speculative Trading in Stocks and Options
by H. Henry Cao & Hui Ou-Yang - 337-369 Multinationals as Arbitrageurs: The Effect of Stock Market Valuations on Foreign Direct Investment
by Malcolm Baker & C. Fritz Foley & Jeffrey Wurgler - 371-412 Are there permanent valuation gains to overseas listing?
by Sergei Sarkissian & Michael J. Schill - 413-434 Multiple-Predictor Regressions: Hypothesis Testing
by Yakov Amihud & Clifford M. Hurvich & Yi Wang - 435-480 Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
by Mitchell A. Petersen
November 2008, Volume 21, Issue 6
- 2379-2416 Unobserved Actions of Mutual Funds
by Marcin Kacperczyk & Clemens Sialm & Lu Zheng - 2417-2448 Momentum Profits, Factor Pricing, and Macroeconomic Risk
by Laura Xiaolei Liu & Lu Zhang - 2449-2486 Time-Varying Liquidity Risk and the Cross Section of Stock Returns
by Akiko Watanabe & Masahiro Watanabe - 2487-2534 Inflation Uncertainty, Asset Valuations, and the Credit Spreads Puzzle
by Alexander David - 2535-2563 Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
by Suzanne S. Lee & Per A. Mykland - 2565-2597 Learning and Asset Prices Under Ambiguous Information
by Markus Leippold & Fabio Trojani & Paolo Vanini - 2599-2633 Can Growth Options Explain the Trend in Idiosyncratic Risk?
by Charles Cao & Timothy Simin & Jing Zhao - 2635-2676 Information Quality and Options
by Joel M. Vanden - 2677-2703 Monopoly and Information Advantage in the Residential Mortgage Market
by Jie Gan & Timothy J. Riddiough - 2705-2742 Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures
by Viral V. Acharya & Tanju Yorulmazer - 2743-2778 Default Risk, Shareholder Advantage, and Stock Returns
by Lorenzo Garlappi & Tao Shu & Hong Yan - 2779-2824 Shareholder Diversification and the Decision to Go Public
by Andriy Bodnaruk & Eugene Kandel & Massimo Massa & Andrei Simonov - 2825-2855 The New Issues Puzzle: Testing the Investment-Based Explanation
by Evgeny Lyandres & Le Sun & Lu Zhang - 2857-2888 Financial Constraints and Growth: Multinational and Local Firm Responses to Currency Depreciations
by Mihir A. Desai & C. Fritz Foley & Kristin J. Forbes
September 2008, Volume 21, Issue 5
- 1873-1906 Good IPOs Draw in Bad: Inelastic Banking Capacity and Hot Markets
by Naveen Khanna & Thomas H. Noe & Ramana Sonti - 1907-1945 The Dating Game: Do Managers Designate Option Grant Dates to Increase their Compensation?
by M. P. Narayanan & H. Nejat Seyhun - 1947-1982 Contracts and Exits in Venture Capital Finance
by Douglas Cumming - 1983-2014 Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets?
by Robert F. Dittmar - 2015-2060 Intragroup Propping: Evidence from the Stock-Price Effects of Earnings Announcements by Korean Business Groups
by Gil S. Bae & Youngsoon S. Cheon & Jun-Koo Kang - 2061-2095 Do Retail Incentives Work in Privatizations?
by Matti Keloharju & Samuli Knüpfer & Sami Torstila - 2097-2137 The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street
by Hanno Lustig & Stijn Van Nieuwerburgh - 2139-2172 Habit Formation, Incomplete Markets, and the Significance of Regional Risk for Expected Returns
by George M. Korniotis - 2173-2207 Taxable and Tax-Deferred Investing: A Tax-Arbitrage Approach
by Jennifer Huang - 2209-2242 Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model
by K.J. Martijn Cremers & Joost Driessen & Pascal Maenhout - 2243-2274 Biases in Decomposing Holding-Period Portfolio Returns
by Weimin Liu & Norman Strong - 2275-2306 Strong-Form Efficiency with Monopolistic Insiders
by Minh Chau & Dimitri Vayanos - 2307-2343 Market Discipline and Internal Governance in the Mutual Fund Industry
by Thomas Dangl & Youchang Wu & Josef Zechner - 2345-2378 A Bayesian Analysis of Return Dynamics with Lévy Jumps
by Haitao Li & Martin T. Wells & Cindy L. Yu
July 2008, Volume 21, Issue 4
- 1453-1454 Forecasting the Equity Premium: Where We Stand Today
by Matthew Spiegel - 1455-1508 A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
by Ivo Welch & Amit Goyal - 1509-1531 Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
by John Y. Campbell & Samuel B. Thompson - 1533-1575 The Dog That Did Not Bark: A Defense of Return Predictability
by John H. Cochrane - 1577-1605 The Myth of Long-Horizon Predictability
by Jacob Boudoukh & Matthew Richardson & Robert F. Whitelaw - 1607-1652 Reconciling the Return Predictability Evidence
by Martin Lettau & Stijn Van Nieuwerburgh - 1653-1687 The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
by Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter - 1689-1731 The Causal Effect of Mortgage Refinancing on Interest Rate Volatility: Empirical Evidence and Theoretical Implications
by Jefferson Duarte - 1733-1765 Why Leverage Affects Pricing
by Pegaret Pichler & Alex Stomper & Christine Zulehner - 1767-1795 Interpreting the Value Effect Through the Q-Theory: An Empirical Investigation
by Yuhang Xing - 1797-1832 A Theory of Board Control and Size
by Milton Harris & Artur Raviv - 1833-1871 How Well Do Institutional Theories Explain Firms' Perceptions of Property Rights?
by Meghana Ayyagari & Asli Demirgüc-Kunt & Vojislav Maksimovic
May 2008, Volume 21, Issue 3
- 1037-1075 Estimation Risk, Information, and the Conditional CAPM: Theory and Evidence
by Praveen Kumar & Sorin M. Sorescu & Rodney D. Boehme & Bartley R. Danielsen - 1077-1122 Robust Stochastic Discount Factors
by Phelim Boyle & Shui Feng & Weidong Tian & Tan Wang - 1123-1151 Small Trades and the Cross-Section of Stock Returns
by Soeren Hvidkjaer - 1153-1186 Excess Comovement of Stock Returns: Evidence from Cross-Sectional Variation in Nikkei 225 Weights
by Robin Greenwood - 1187-1222 The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes
by Robert F. Engle & Jose Gonzalo Rangel - 1223-1258 A GARCH Option Pricing Model with Filtered Historical Simulation
by Giovanni Barone-Adesi & Robert F. Engle & Loriano Mancini - 1259-1296 Average Idiosyncratic Volatility in G7 Countries
by Hui Guo & Robert Savickas - 1297-1338 Expected returns, yield spreads, and asset pricing tests
by Murillo Campello & Long Chen & Lu Zhang - 1339-1369 Forecasting Default with the Merton Distance to Default Model
by Sreedhar T. Bharath & Tyler Shumway - 1371-1401 Who Monitors the Monitor? The Effect of Board Independence on Executive Compensation and Firm Value
by Praveen Kumar - 1403-1449 Does Capital Account Liberalization Lead to Growth?
by Dennis P. Quinn & A. Maria Toyoda
April 2008, Volume 21, Issue 2
- 483-511 Choosing to Cofinance: Analysis of Project-Specific Alliances in the Movie Industry
by Darius Palia & S. Abraham Ravid & Natalia Reisel - 513-541 Building Relationships Early: Banks in Venture Capital
by Thomas Hellmann & Laura Lindsey & Manju Puri - 543-577 Production in Entrepreneurial Firms: The Effects of Financial Constraints on Labor and Capital
by Mark J. Garmaise - 579-604 Complex Ownership Structures and Corporate Valuations
by Luc Laeven & Ross Levine - 605-648 The Value of Investor Protection: Firm Evidence from Cross-Border Mergers
by Arturo Bris & Christos Cabolis - 649-681 Strategic Alliances and the Boundaries of the Firm
by David T. Robinson - 683-724 Analytic Pricing of Employee Stock Options
by Jakša Cvitanić & Zvi Wiener & Fernando Zapatero - 725-761 Where Is the Market? Evidence from Cross-Listings in the United States
by Michael Halling & Marco Pagano & Otto Randl & Josef Zechner - 763-784 Distance Still Matters: Evidence from Municipal Bond Underwriting
by Alexander W. Butler - 785-818 All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
by Brad M. Barber & Terrance Odean - 819-854 Identifying Term Structure Volatility from the LIBOR-Swap Curve
by Samuel Thompson - 855-888 Endogenous Events and Long-Run Returns
by S. Viswanathan & Bin Wei - 889-935 International asset allocation under regime switching, skew, and kurtosis preferences
by Massimo Guidolin & Allan Timmermann - 937-971 Institutional Portfolio Flows and International Investments
by Kenneth A. Froot & Tarun Ramadorai - 973-1011 State Dependence Can Explain the Risk Aversion Puzzle
by Fousseni Chabi-Yo & René Garcia & Eric Renault - 1013-1036 Tournaments in Mutual-Fund Families
by Alexander Kempf & Stefan Ruenzi
January 2008, Volume 21, Issue 1
- 1-1 A Note from the Editor
by Matthew Spiegel Spiegel - 3-10 The Causes and Consequences of Recent Financial Market Bubbles: An Introduction
by Utpal Bhattacharya - 11-17 Bubbles: Some Perspectives (and Loose Talk) from History
by Maureen O'Hara - 19-50 Relative Wealth Concerns and Financial Bubbles
by Peter M. DeMarzo & Ron Kaniel & Ilan Kremer - 51-99 Mutual Funds and Bubbles: The Surprising Role of Contractual Incentives
by Nishant Dass & Massimo Massa & Rajdeep Patgiri - 101-133 Analyst Behavior Following IPOs: The 'Bubble Period' Evidence
by Daniel J. Bradley & Bradford D. Jordan & Jay R. Ritter - 135-180 Money Illusion and Housing Frenzies
by Markus K. Brunnermeier & Christian Julliard - 181-231 Conditioning Information and Variance Bounds on Pricing Kernels with Higher- Order Moments: Theory and Evidence
by Fousseni Chabi-Yo - 233-264 Estimating the Dynamics of Mutual Fund Alphas and Betas
by Harry Mamaysky & Matthew Spiegel & Hong Zhang - 265-310 A Dynamic Model for the Forward Curve
by Choong Tze Chua & Dean Foster & Krishna Ramaswamy & Robert Stine - 311-346 Is Nonlinear Drift Implied by the Short End of the Term Structure?
by Hideyuki Takamizawa - 347-385 Two Trees
by John H. Cochrane & Francis A. Longstaff & Pedro Santa-Clara - 387-414 Investor Sentiment and Option Prices
by Bing Han - 415-448 Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
by Francisco Gomes & Alexander Michaelides - 451-482 Stocks or Options? Moral Hazard, Firm Viability, and the Design of Compensation Contracts
by Ohad Kadan
November 2007, Volume 20, Issue 6
- 1749-1782 Turning over Turnover
by K. J. Martijn Cremers & Jianping Mei - 1783-1831 Liquidity and Expected Returns: Lessons from Emerging Markets
by Geert Bekaert & Campbell R. Harvey & Christian Lundblad - 1833-1864 Insider Trades and Private Information: The Special Case of Delayed-Disclosure Trades
by Shijun Cheng & Venky Nagar & Madhav V. Rajan - 1865-1900 Valuation in Over-the-Counter Markets
by Darrell Duffie & Nicolae Gârleanu & Lasse Heje Pedersen - 1901-1940 Strategic Cost of Diversification
by Evgeny Lyandres - 1941-1973 The Real Effects of Asset Market Bubbles: Loan- and Firm-Level Evidence of a Lending Channel
by Jie Gan - 1975-2019 Informed and Strategic Order Flow in the Bond Markets
by Paolo Pasquariello & Clara Vega - 2021-2046 Underpricing in the Corporate Bond Market
by Nianyun (Kelly) Cai & Jean Helwege & Arthur Warga - 2047-2078 How Do Diversity of Opinion and Information Asymmetry Affect Acquirer Returns?
by Sara B. Moeller & Frederik P. Schlingemann & René M. Stulz - 2079-2128 Optimal Long-Term Financial Contracting
by Peter M. DeMarzo & Michael J. Fishman - 2129-2177 Relationship Banking, Fragility, and the Asset-Liability Matching Problem
by Fenghua Song & Anjan V. Thakor
2007 28 2007, Volume 20, Issue 5
- 1707-1747 Does Anonymity Matter in Electronic Limit Order Markets?
by Thierry Foucault & Sophie Moinas & Erik Theissen
2007 12 2007, Volume 20, Issue 5
- 1429-1460 Financial Constraints, Asset Tangibility, and Corporate Investment
by Heitor Almeida & Murillo Campello - 1669-1706 Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields
by Qiang Dai & Kenneth J. Singleton & Wei Yang
2007 29 2007, Volume 20, Issue 5
- 1461-1502 An Equilibrium Model of Investment Under Uncertainty
by Robert Novy-Marx
2007 13 2007, Volume 20, Issue 5
- 1623-1646 The Forgone Gains of Incomplete Portfolios
by Monica Paiella
2007 07 2007, Volume 20, Issue 5
- 1359-1388 Governance Mechanisms and Bond Prices
by K.J. Martijn Cremers & Vinay B. Nair & Chenyang Wei
2007 17 2007, Volume 20, Issue 5
- 1503-1546 Portfolio Performance Manipulation and Manipulation-proof Performance Measures
by Jonathan Ingersoll & Ivo Welch
2007 21 2007, Volume 20, Issue 5
- 1583-1621 Optimal Asset Allocation and Risk Shifting in Money Management
by Suleyman Basak & Anna Pavlova & Alexander Shapiro
2007 04 2007, Volume 20, Issue 5
- 1389-1428 Can the Trade-off Theory Explain Debt Structure?
by Dirk Hackbarth & Christopher A. Hennessy & Hayne E. Leland
2007 14 2007, Volume 20, Issue 5
- 1647-1667 When Does Extra Risk Strictly Increase an Option's Value?
by Eric Rasmusen
2007, Volume 20, Issue 4
- 983-1020 A Theory of IPO Waves
by Ping He - 1021-1058 Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding
by Francois Degeorge & Francois Derrien & Kent L. Womack - 1059-1086 Optimal Equity Stakes and Corporate Control
by Richmond D. Mathews - 1087-1112 International Evidence on Cash Holdings and Expected Managerial Agency Problems
by Ivalina Kalcheva & Karl V. Lins - 1113-1138 Industry Information Diffusion and the Lead-lag Effect in Stock Returns
by Kewei Hou - 1139-1180 Asset Prices and Exchange Rates
by Anna Pavlova & Roberto Rigobon - 1183-1218 Walrasian Tâtonnement Auctions on the Tokyo Grain Exchange
by James Eaves & Jeffrey Williams - 1219-1254 Booms, Busts, and Fraud
by Paul Povel & Rajdeep Singh & Andrew Winton - 1255-1288 Equilibrium Underdiversification and the Preference for Skewness
by Todd Mitton & Keith Vorkink - 1327-1357 Information Diffusion Effects in Individual Investors' Common Stock Purchases: Covet Thy Neighbors' Investment Choices
by Zoran Ivkovi & Scott Weisbenner
2007, Volume 20, Issue 3
- 529-556 Transactions Accounts and Loan Monitoring
by Loretta J. Mester & Leonard I. Nakamura & Micheline Renault - 557-595 Spin-offs, Divestitures, and Conglomerate Investment
by Gönül Çolak & Toni M. Whited - 597-618 The Effect of Private-Debt-Underwriting Reputation on Bank Public-Debt Underwriting
by Rajesh P. Narayanan & Kasturi P. Rangan & Nanda K. Rangan - 619-650 Price Informativeness and Investment Sensitivity to Stock Price
by Qi Chen & Itay Goldstein & Wei Jiang - 651-707 Stock Return Predictability: Is it There?
by Andrew Ang & Geert Bekaert - 709-740 The Cross-Section of Expected Trading Activity
by Tarun Chordia & Sahn-Wook Huh & Avanidhar Subrahmanyam - 741-768 Tipping
by Paul Irvine & Marc Lipson & Andy Puckett - 769-811 Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller?
by Jefferson Duarte & Francis A. Longstaff & Fan Yu - 813-857 Option Market Activity
by Josef Lakonishok & Inmoo Lee & Neil D. Pearson & Allen M. Poteshman - 859-904 Why Does Implied Risk Aversion Smile?
by Alexandre Ziegler - 905-951 Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries
by John M. Griffin & Federico Nardari & René M. Stulz - 953-982 Good Stewards, Cheap Talkers, or Family Men? The Impact of Mutual Fund Closures on Fund Managers, Flows, Fees, and Performance
by Arturo Bris & Huseyin Gulen & Padma Kadiyala & P. Raghavendra Rau
2007, Volume 20, Issue 2
- 235-273 Transparency and Liquidity: A Controlled Experiment on Corporate Bonds
by Michael A. Goldstein & Edith S. Hotchkiss & Erik R. Sirri - 275-314 Financial Intermediation and the Costs of Trading in an Opaque Market
by Richard C. Green & Burton Hollifield & Norman Schürhoff - 315-358 Public Disclosure and Private Decisions: Equity Market Execution Quality and Order Routing
by Ekkehart Boehmer & Robert Jennings & Li Wei - 359-390 Options and Bubbles
by Steven L. Heston & Mark Loewenstein & Gregory A. Willard - 391-426 Imperfect Competition, Information Heterogeneity, and Financial Contagion
by Paolo Pasquariello - 427-459 Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility
by Alexey Medvedev & Olivier Scaillet - 461-489 Do Termination Provisions Truncate the Takeover Bidding Process?
by Audra L. Boone & J. Harold Mulherin - 491-527 Trade Credit: Suppliers as Debt Collectors and Insurance Providers
by Vicente Cuñat
January 2007, Volume 20, Issue 1
- 1-39 Portfolio Selection in Stochastic Environments
by Jun Liu - 41-81 Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
by Lorenzo Garlappi & Raman Uppal & Tan Wang - 83-124 Life-Cycle Portfolio Choice with Additive Habit Formation Preferences and Uninsurable Labor Income Risk
by Valery Polkovnichenko - 125-150 Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds
by Gordon J. Alexander & Gjergji Cici & Scott Gibson - 151-188 Agency and Optimal Investment Dynamics
by Peter M. DeMarzo & Michael J. Fishman - 189-233 The Role of Knowhow Acquisition in the Formation and Duration of Joint Ventures
by Michel A. Habib & Pierre Mella-Barral
2007 23 2006, Volume 20, Issue 5
- 1547-1581 Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
by Yongmiao Hong & Jun Tu & Guofu Zhou
2006, Volume 20, Issue 4
- 1289-1325 Financing a Portfolio of Projects
by Roman Inderst & Holger M. Mueller & Felix Münnich
2006, Volume 19, Issue 4
- 1113-1156 Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts' Recommendations
by Jakša Cvitanić & Ali Lazrak & Lionel Martellini & Fernando Zapatero - 1157-1189 Transmission of Information across International Equity Markets
by Jon Wongswan - 1191-1239 Downside Risk
by Andrew Ang & Joseph Chen & Yuhang Xing - 1241-1277 The Impact of Trades on Daily Volatility
by Doron Avramov & Tarun Chordia & Amit Goyal - 1279-1320 Option Coskewness and Capital Asset Pricing
by Joel M. Vanden - 1321-1356 Asset Pricing Implications of Firms' Financing Constraints
by João F. Gomes & Amir Yaron & Lu Zhang - 1357-1397 Theory and Evidence on the Resolution of Financial Distress
by David T. Brown & Brian A. Ciochetti & Timothy J. Riddiough - 1399-1431 Takeover Contests with Asymmetric Bidders
by Paul Povel & Rajdeep Singh - 1433-1464 Capital Controls, Liberalizations, and Foreign Direct Investment
by Mihir A. Desai & C. Fritz Foley & James R. Hines - 1465-1498 Corporate Diversification and Credit Constraints: Real Effects across the Business Cycle
by Valentin Dimitrov & Sheri Tice - 1499-1529 Consumer Confidence and Asset Prices: Some Empirical Evidence
by Michael Lemmon & Evgenia Portniaguina - 1531-1565 Investor Overconfidence and Trading Volume
by Meir Statman & Steven Thorley & Keith Vorkink
2006, Volume 19, Issue 3
- 717-717 A Note from the Editor
by Maureen O'Hara - 719-752 Beauty Contests and Iterated Expectations in Asset Markets
by Franklin Allen & Stephen Morris & Hyun Song Shin - 753-795 International Capital Markets and Foreign Exchange Risk
by Michael J. Brennan & Yihong Xia - 797-827 Pairs Trading: Performance of a Relative-Value Arbitrage Rule
by Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst - 829-870 Corporate Finance and the Monetary Transmission Mechanism
by Patrick Bolton & Xavier Freixas - 871-908 The Information in Option Volume for Future Stock Prices
by Jun Pan & Allen M. Poteshman - 909-965 Maximum Likelihood Estimation of Latent Affine Processes
by David S. Bates - 967-1000 Competition and Strategic Information Acquisition in Credit Markets
by Robert Hauswald & Robert Marquez - 1001-1040 Asset Pricing Models and Financial Market Anomalies
by Doron Avramov & Tarun Chordia - 1041-1080 Innovation, Differentiation, and the Choice of an Underwriter: Evidence from Equity-Linked Securities
by Enrique Schroth - 1081-1111 The Impact of Legal and Political Institutions on Equity Trading Costs: A Cross-Country Analysis
by Venkat R. Eleswarapu & Kumar Venkataraman
2006, Volume 19, Issue 2
- 357-357 Note from the Editor
by Matthew Spiegel - 359-379 The Behavior of Interest Rates
by Eugene F. Fama - 381-421 IPO Underpricing and After-Market Liquidity
by Andrew Ellul & Marco Pagano - 423-455 Evaluating Government Bond Fund Performance with Stochastic Discount Factors
by Wayne Ferson & Tyler R. Henry & Darren J. Kisgen - 457-491 A Trade-Based Analysis of Momentum
by Soeren Hvidkjaer - 493-529 Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence
by U. Çetin & R. Jarrow & P. Protter & M. Warachka