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Content
2001, Volume 14, Issue 3
2001, Volume 14, Issue 2
- 313-341 The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
by Fung, William & Hsieh, David A
- 343-369 Efficient Trading Strategies in the Presence of Market Frictions
by Jouini, Elyes & Kallal, Hedi
- 371-405 Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices
by Basak, Suleyman & Shapiro, Alexander
- 407-431 Optimal Portfolio Choice and the Valuation of Illiquid Securities
by Longstaff, Francis A
- 433-458 Underpricing and Entrepreneurial Wealth Losses in IPOs: Theory and Evidence
by Habib, Michel A & Ljungqvist, Alexander P
- 459-494 Technological Innovation and Initial Public Offerings
by Maksimovic, Vojislav & Pichler, Pegaret
- 495-527 The Price of a Smile: Hedging and Spanning in Option Markets
by Buraschi, Andrea & Jackwerth, Jens
- 529-554 Financial Constraints and Stock Returns
by Lamont, Owen & Polk, Christopher & Saa-Requejo, Jesus
- 555-576 An Analysis of Default Correlations and Multiple Defaults
by Zhou, Chunsheng
2001, Volume 14, Issue 1
- 1-27 Learning to be Overconfident
by Gervais, Simon & Odean, Terrance
- 29-78 Understanding the Nature of the Risks and the
by Grundy, Bruce D & Martin, J Spencer
- 79-111 Are Insider Trades Informative?
by Lakonishok, Josef & Lee, Inmoo
- 113-147 Valuing American Options by Simulation: A Simple Least-Squares Approach
by Longstaff, Francis A & Schwartz, Eduardo S
- 149-185 The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks
by Santa-Clara, Pedro & Sornette, Didier
- 187-214 Equilibrium Positive Interest Rates: A Unified View
by Jin, Yan & Glasserman, Paul
- 215-241 International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns
by Griffin, John M & Stulz, Rene M
- 243-276 The Use of Foreign Currency Derivatives and Firm Market Value
by Allayannis, George & Weston, James P
- 277-305 Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods
by Dumas, Bernard & Uppal, Raman
2000, Volume 13, Issue 4
- 841-882 Toeholds, Bid Jumps, and Expected Payoffs in Takeovers
by Betton, Sandra & Eckbo, B Espen
- 883-916 Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
by MacKinlay, A Craig & Pastor, Lubos
- 917-957 Regulatory and Legal Pressures and the Costs of Nasdaq Trading
by Schultz, Paul
- 959-984 The Interaction between Product Market and Financing Strategy: The Role of Venture Capital
by Hellmann, Thomas & Puri, Manju
- 985-1015 Strategic Debt Restructuring
by Noe, Thomas H & Wang, Jun
- 1017-1055 The Private Placement of Debt and Outside Equity as an Information Revelation Mechanism
by Habib, Michel A & Johnsen, D Bruce
- 1057-1099 Debt Valuation, Renegotiation, and Optimal Dividend Policy
by Fan, Hua & Sundaresan, Suresh M
- 1101-1127 Client Discretion, Switching Costs, and Financial Innovation
by Bhattacharyya, Sugato & Nanda, Vikram
- 1129-1151 Market Making, Prices, and Quantity Limits
by Dupont, Dominique
2000, Volume 13, Issue 3
- 479-519 Forcing Firms to Talk: Financial Disclosure Regulation and Externalities
by Admati, Anat R & Pfleiderer, Paul
- 521-547 Stock Market Risk and Return: An Equilibrium Approach
by Whitelaw, Robert F
- 549-584 Do Call Prices and the Underlying Stock Always Move in the Same Direction?
by Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu
- 585-625 A Closed-Form GARCH Option Valuation Model
by Heston, Steven L & Nandi, Saikat
- 627-658 Price Discovery in Auction Markets: A Look Inside the Black Box
by Madhavan, Ananth & Panchapagesan, Venkatesh
- 659-696 Prices, Liquidity, and the Information Content of Trades
by Koski, Jennifer Lynch & Michaely, Roni
- 697-714 IPOs and Long-Term Relationships: An Advantage of Book Building
by Sherman, Ann E
- 715-748 Equilibrium Mispricing in a Capital Market with Portfolio Constraints
by Basak, Suleyman & Croitoru, Benjamin
- 749-779 Strategic Responses of Incumbents to New Entry: The Effect of Ownership Structure, Capital Structure, and Focus
by Khanna, Naveen & Tice, Sheri
- 781-812 Bank Reputation, Bank Commitment, and the Effects of Competition in Credit Markets
by Dinc, I Serdar
- 813-840 Bankruptcy Priority for Bank Deposits: A Contract Theoretic Explanation
by Birchler, Urs W
2000, Volume 13, Issue 2
- 257-300 Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
by Lo, Andrew W & Wang, Jiang
- 301-329 The Significance of the Market Portfolio
by Athanasoulis, Stefano G & Shiller, Robert J
- 331-364 The Design of Bank Loan Contracts
by Gorton, Gary & Kahn, James
- 365-384 The Term Structure of Interest Rates as a Random Field
by Goldstein, Robert S
- 385-416 The Opportunity for Conspiracy in Asset Markets Organized with Dealer Intermediaries
by Cason, Timothy N
- 417-431 On the Recoverability of Preferences and Beliefs
by Cuoco, Domenico & Zapatero, Fernando
- 433-451 Recovering Risk Aversion from Option Prices and Realized Returns
by Jackwerth, Jens Carsten
- 453-477 Government Intervention and Adverse Selection Costs in Foreign Exchange Markets
by Naranjo, Andy & Nimalendran, M
2000, Volume 13, Issue 1
- 1-42 Asymmetric Volatility and Risk in Equity Markets
by Bekaert, Geert & Wu, Guojun
- 43-74 Valuation of Bankrupt Firms
by Gilson, Stuart C & Hotchkiss, Edith S & Ruback, Richard S
- 75-94 Valuing American Put Options Using Gaussian Quadrature
by Sullivan, Michael A
- 95-125 A Theory of Bank Regulation and Management Compensation
by John, Kose & Saunders, Anthony & Senbet, Lemma W
- 127-153 Hedging and Liquidity
by Mello, Antonio S & Parsons, John E
- 155-189 How Do Firms Choose Their Lenders? An Empirical Investigation
by Cantillo, Miguel & Wright, Julian
- 191-218 Are There Economies of Scale in Underwriting Fees? Evidence of Rising External Financing Costs
by Altinkilic, Oya & Hansen, Robert S
- 219-247 Excess Funds and Agency Problems: An Empirical Study of Incremental Cash Disbursements
by Lie, Erik
1999, Volume 12, Issue 5
- 937-974 On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model
by Chan, Louis K C & Karceski, Jason & Lakonishok, Josef
- 975-1007 Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model
by Veronesi, Pietro
- 1009-1041 Volatility Timing in Mutual Funds: Evidence from Daily Returns
by Busse, Jeffrey A
- 1043-1074 The Determinants of Mutual Fund Starts
by Khorana, Ajay & Servaes, Henri
- 1075-1112 The Specialist's Discretion: Stopped Orders and Price Improvement
by Ready, Mark J
- 1113-1141 A New Estimate of Transaction Costs
by Lesmond, David A & Ogden, Joseph P & Trzcinka, Charles A
- 1143-1163 Changes of Numeraire for Pricing Futures, Forwards, and Options
by Schroder, Mark
- 1165-1202 Adaptive Learning in Financial Markets
by Routledge, Bryan R
- 1203-1218 Stock Returns and Inflation with Supply and Demand Disturbances
by Hess, Patrick J & Lee, Bong-Soo
- 1219-1235 The Second Fundamental Theorem of Asset Pricing: A New Approach
by Battig, Robert J & Jarrow, Robert A
1999, Volume 12, Issue 4
- 653-686 Conflict of Interest and the Credibility of Underwriter Analyst Recommendations
by Michaely, Roni & Womack, Kent L
- 687-720 Modeling Term Structures of Defaultable Bonds
by Duffie, Darrell & Singleton, Kenneth J
- 721-762 A Parametric Nonlinear Model of Term Structure Dynamics
by Ahn, Dong-Hyun & Gao, Bin
- 763-806 Using Proxies for the Short Rate: When Are Three Months Like an Instant?
by Chapman, David A & Long, John B, Jr & Pearson, Neil D
- 807-834 Empty Promises and Arbitrage
by Willard, Gregory A & Dybvig, Philip H
- 835-872 Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach
by Detemple, Jerome & Sundaresan, Suresh
- 873-900 Trade Disclosure Regulations in Markets with Negotiated Trades
by Naik, Narayan Y & Neuberger, Anthony & Viswanathan, S
- 901-935 Filter Rules Based on Price and Volume in Individual Security Overreaction
by Cooper, Michael
1999, Volume 12, Issue 3
- 429-459 Hedging Long-Term Exposures with Multiple Short-Term Futures Contracts
by Neuberger, Anthony
- 461-479 Risk Spillovers and Required Returns in Capital Budgeting
by Bhattacharyya, Sugato & Leach, J Chris
- 481-518 Cheap Talk, Fraud, and Adverse Selection in Financial Markets: Some Experimental Evidence
by Forsythe, Robert & Lundholm, Russell & Rietz, Thomas
- 519-534 The Underreaction Hypothesis and the New Issue Puzzle: Evidence from Japan
by Kang, Jun-Koo & Kim, Yong-Cheol & Stulz, Rene M
- 535-578 The Dynamics of Default and Debt Reorganization
by Mella-Barral, Pierre
- 579-607 Deposits and Relationship Lending
by Berlin, Mitchell & Mester, Loretta J
- 609-630 A Transactions Data Analysis of Nonsynchronous Trading
by Kadlec, Gregory B & Patterson, Douglas M
- 631-642 Time-Varying Risk and Return in the Bond Market: A Test of a New Equilibrium Pricing Model
by Campbell, Cynthia J & Kazemi, Hossein B & Nanisetty, Prasad
1999, Volume 12, Issue 2
- 227-247 The Demand for Stocks: An Analysis of IPO Auctions
by Kandel, Shmuel & Sarig, Oded & Wohl, Avi
- 249-279 A Theory of the Going-Public Decision
by Chemmanur, Thomas J & Fulghieri, Paolo
- 281-309 On the Heterogeneity of Leveraged Going Private Transactions
by Halpern, Paul & Kieschnick, Robert & Rotenberg, Wendy
- 311-345 Causes and Effects of Corporate Refocusing Programs
by Berger, Philip G & Ofek, Eli
- 347-377 Optimal Bankruptcy Laws across Different Economic Systems
by Berkovitch, Elazar & Israel, Ronen
- 379-404 The Dynamics of the Management-Shareholder Conflict
by Fluck, Zsuzsanna
- 405-428 Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?
by Bossaerts, Peter & Hillion, Pierre
1999, Volume 12, Issue 1
- 5-35 Market Transparency: Who Wins and Who Loses?
by Bloomfield, Robert & O'Hara, Maureen
- 37-59 Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets
by Flood, Mark D, et al
- 61-93 FX Spreads and Dealer Competition across the 24-Hour Trading Day
by Huang, Roger D & Masulis, Ronald W
- 95-129 Information Revelation through Option Exercise
by Grenadier, Steven R
- 131-163 The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibrium
by Cao, H Henry
- 165-195 Portfolio Turnpikes
by Dybvig, Philip H & Rogers, L C G & Back, Kerry
- 197-226 Estimating the Price of Default Risk
by Duffee, Gregory R
1998, Volume 11, Issue 4
- 679-704 Takeover Bidding with Toeholds: The Case of the Owner's Curse
by Singh, Rajdeep
- 705-737 Pricing Strategy and Financial Policy
by Dasgupta, Sudipto & Titman, Sheridan
- 739-755 Arbitrage, Hedging, and Financial Innovation
by Dow, James
- 757-787 Competitive Entry and Endogenous Risk in the Foreign Exchange Market
by Hau, Harald
- 789-816 Price Dynamics in Limit Order Markets
by Parlour, Christine A
- 817-844 Modeling Asymmetric Comovements of Asset Returns
by Kroner, Kenneth F & Ng, Victor K
- 845-870 Payment System Settlement and Bank Incentives
by Kahn, Charles M & Roberds, William
- v:11:y:1998:i:4:p:i Errata: Risk Aversion, Liquidity, and Endogenous Short Horizons
by Holden, Craig W & Subrahmanyam, Avanidhar
1998, Volume 11, Issue 3
- 449-487 Nonparametric Density Estimation and Tests of Continuous Time Interest Rate Models
by Pritsker, Matt
- 489-519 An Anatomy of Trading Strategies
by Conrad, Jennifer & Kaul, Gautam
- 521-557 Participation Costs, Trend Chasing, and Volatility of Stock Prices
by Orosel, Gerhard O
- 559-596 Optimal Contracting with Moral Hazard and Cascading
by Khanna, Naveen
- 597-626 Randomization and the American Put
by Carr, Peter
- 627-646 Pricing an American Option by Approximating Its Early Exercise Boundary as a Multipiece Exponential Function
by Ju, Nengjiu
- 647-674 Market Efficiency and Natural Selection in a Commodity Futures Market
by Luo, Guo Ying
1998, Volume 11, Issue 2
1998, Volume 11, Issue 1
- 1-58 Transaction Costs and Asset Prices: A Dynamic Equilibrium Model
by Vayanos, Dimitri
- 59-79 Optimal Replication of Contingent Claims under Portfolio Constraints
by Broadie, Mark & Cvitanic, Jaksa & Soner, H Mete
- 81-109 Market Making with Discrete Prices
by Anshuman, V Ravi & Kalay, Avner
- 111-142 Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance
by Christopherson, Jon A & Ferson, Wayne E & Glassman, Debra A
- 143-162 Measurement Effects and the Variance of Returns after Stock Splits and Stock Dividends
by Koski, Jennifer Lynch
- 163-187 Monitoring, Liquidation, and Security Design
by Repullo, Rafael & Suarez, Javier
- 189-232 Equilibrium Dominance in Experimental Financial Markets
by Cadsby, Charles Bram & Frank, Murray & Maksimovic, Vojislav
1997, Volume 10, Issue 4
- 903-937 Trade Credit and Credit Rationing
by Biais, Bruno & Gollier, Christian
- 939-967 Boom and Bust Patterns in the Adoption of Financial Innovations
by Persons, John C & Warther, Vincent A
- 969-993 Do Competing Specialists and Preferencing Dealers Affect Market Quality?
by Battalio, Robert & Greene, Jason & Jennings, Robert
- 995-1034 The Components of the Bid-Ask Spread: A General Approach
by Huang, Roger D & Stoll, Hans R
- 1035-1064 Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks
by Madhavan, Ananth & Richardson, Matthew & Roomans, Mark
- 1065-1097 Communication Costs, Information Acquisition, and Voting Decisions in Proxy Contests
by Bhattacharya, Utpal
- 1099-1131 Banking Scope and Financial Innovation
by Boot, Arnoud W A & Thakor, Anjan V
- 1133-1174 Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints
by Detemple, Jerome & Murthy, Shashidhar
- 1175-1202 Bank Underwriting of Debt Securities: Modern Evidence
by Gande, Amar, et al
- 1203-1236 Why Is Bank Debt Senior? A Theory of Asymmetry and Claim Priority Based on Influence Costs
by Welch, Ivo
1997, Volume 10, Issue 3
- 525-577 Short-Term Interest Rates as Subordinated Diffusions
by Conley, Timothy G, et al
- 579-630 Measuring the Predictable Variation in Stock and Bond Returns
by Kirby, Chris
- 631-660 Valuation, Optimal Asset Allocation and Retirement Incentives of Pension Plans
by Sundaresan, Suresh & Zapatero, Fernando
- 661-691 Trade Credit: Theories and Evidence
by Petersen, Mitchell A & Rajan, Raghuram G
- 693-733 Financial System Architecture
by Boot, Arnoud W A & Thakor, Anjan V
- 735-766 Unconditional and Conditional Takeover Offers: Experimental Evidence
by Kale, Jayant R & Noe, Thomas H
- 767-803 Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions
by Kovenock, Dan & Phillips, Gordon M
- 805-835 One Day in the Life of a Very Common Stock
by Easley, David & Kiefer, Nicholas M & O'Hara, Maureen
- 837-869 The Threshold Effect in Expected Volatility: A Model Based on Asymmetric Information
by Longin, Francois M
- 871-901 Entry, Exit, Market Makers, and the Bid-Ask Spread
by Wahal, Sunil
1997, Volume 10, Issue 2
- 237-273 The Performance of Japanese Mutual Funds
by Cai, Jun & Chan, K C & Yamada, Takeshi
- 275-302 Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds
by Fung, William & Hsieh, David A
- 303-332 Initial Margin Policy and Stochastic Volatility in the Crude Oil Futures Market
by Day, Theodore E & Lewis, Craig M
- 333-367 Inferring Future Volatility from the Information in Implied Volatility in Eurodollar Options: A New Approach
by Amin, Kaushik I & Ng, Victor K
- 369-403 An Exploration of the Forward Premium Puzzle in Currency Markets
by Bansal, Ravi
- 405-446 Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach
by Boudoukh, Jacob, et al
- 447-480 The Valuation of Nonsystematic Risks and the Pricing of Swedish Lottery Bonds
by Green, Richard C & Rydqvist, Kristian
- 481-523 A Markov Model for the Term Structure of Credit Risk Spreads
by Jarrow, Robert A & Lando, David & Turnbull, Stuart M
1997, Volume 10, Issue 1
- 1-38 Conditional Methods in Event Studies and an Equilibrium Justification for Standard Event-Study Procedures
by Prabhala, N R
- 39-67 Debt in Industry Equilibrium
by Fries, Steven & Miller, Marcus & Perraudin, William
- 69-101 Splitting Orders
by Bernhardt, Dan & Hughson, Eric
- 103-150 Liquidity Provision with Limit Orders and a Strategic Specialist
by Seppi, Duane J
- 151-174 Recovery of Preferences from Observed Wealth in a Single Realization
by Dybvig, Philip H & Rogers, L C G
- 175-203 In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets
by Madhavan, Ananth & Cheng, Minder
- 205-236 Endogenous Communication among Lenders and Entrepreneurial Incentives
by Padilla, A Jorge & Pagano, Marco
1996, Volume 9, Issue 4
- 1033-1059 Temporary Components of Stock Returns: What Do the Data Tell Us?
by Lamoureux, Christopher G & Zhou, Guofu
- 1061-1095 Does the Japanese Governance System Enhance Shareholder Wealth? Evidence from the Stock-Price Effects of Top Management Turnover
by Kang, Jun-Koo & Shivdasani, Anil
- 1097-1120 Survivorship Bias and Mutual Fund Performance
by Elton, Edwin J & Gruber, Martin J & Blake, Christopher R
- 1121-1163 Estimating the Profits from Trading Strategies
by Knez, Peter J & Ready, Mark J
- 1165-1210 Control Rights, Debt Structure, and the Loss of Private Benefits: The Case of the U.K. Insolvency Code
by Franks, Julian R & Nyborg, Kjell G
- 1211-1250 American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods
by Broadie, Mark & Detemple, Jerome
- 1251-1269 Testing for Deliberate Underpricing in the IPO Premarket: A Stochastic Frontier Approach
by Hunt-McCool, Janet & Koh, Samuel C & Francis, Bill B
1996, Volume 9, Issue 3
- 723-756 Heterogeneous Beliefs and the Effect of Replicatable Options on Asset Prices
by Kraus, Alan & Smith, Maxwell
- 757-785 Collusion in Uniform-Price Auctions: Experimental Evidence and Implications for Treasury Auctions
by Goswami, Gautam & Noe, Thomas H & Rebello, Michael J
- 787-815 The Role of Investment Banks in Acquisitions
by Servaes, Henri & Zenner, Marc
- 817-844 Mortgage Valuation under Optimal Prepayment
by LeRoy, Stephen F
- 845-887 Time-Varying Expected Small Firm Returns and Closed-End Fund Discounts
by Swaminathan, Bhaskaran
- 889-919 Bank Equity Stakes in Borrowing Firms and Financial Distress
by Berlin, Mitchell & John, Kose & Saunders, Anthony
- 921-952 The Optimal Trading and Pricing of Securities with Asymmetric Capital Gains Taxes and Transaction Costs
by Dammon, Robert M & Spatt, Chester S
- 953-975 Life in the Pits: Competitive Market Making and Inventory Control
by Manaster, Steven & Mann, Steven C
- 977-1002 Large Option Trades, Market Makers, and Limit Orders
by Berkman, Henk
- 1003-1032 Dynamic Banking: A Reconsideration
by Bhattacharya, Sudipto & Padilla, A Jorge
1996, Volume 9, Issue 2
- 333-383 A New Dividend Forecasting Procedure That Rejects Bubbles in Asset Prices: The Case of 1929's Stock Crash
by Donaldson, R Glen & Kamstra, Mark
- 385-426 Testing Continuous-Time Models of the Spot Interest Rate
by Ait-Sahalia, Yacine
- 427-470 The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective
by Bekaert, Geert
- 471-509 Trading Volume with Private Valuation: Evidence from the Ex-dividend Day
by Michaely, Roni & Vila, Jean-Luc
- 511-555 Portfolio Performance Measurement: Theory and Applications
by Chen, Zhiwu & Knez, Peter J
- 557-587 Measuring the Pricing Error of the Arbitrage Pricing Theory
by Geweke, John & Zhou, Guofu
- 589-618 Time-Series Implications of Aggregate Dividend Behavior
by Lee, Bong-Soo
- 619-664 U.K. and U.S. Trading of British Cross-Listed Stocks: An Intraday Analysis of Market Integration
by Werner, Ingrid M & Kleidon, Allan W
- 665-690 The Strategic Timing of Corporate Disclosures
by Gennotte, Gerard & Trueman, Brett
- 691-722 Risk Aversion, Liquidity, and Endogenous Short Horizons
by Holden, Craig W & Subrahmanyam, Avanidhar
1996, Volume 9, Issue 1
- 1-36 The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects
by Keim, Donald B & Madhaven, Ananth
- 37-68 Design and Valuation of Debt Contracts
by Anderson, Ronald W & Sundaresan, Suresh
- 69-107 Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options
by Bates, David S
- 109-139 How Different Is Japanese Corporate Finance? An Investigation of the Information Content of New Security Issues
by Kang, Jun-Koo & Stulz, Rene M
- 141-161 Dynamic Nonmyopic Portfolio Behavior
by Kim, Tong Suk & Omberg, Edward
- 163-208 Information, Trade, and Derivative Securities
by Brennan, Michael J & Cao, H Henry
- 209-240 The Design of Internal Control and Capital Structure
by Berkovitch, Elazar & Israel, Ronen
- 241-275 Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economies
by Bakshi, Gurdip S & Chen, Zhiwu
- 277-300 Pricing and Hedging American Options: A Recursive Integration Method
by Huang, Jing-zhi & Subrahmanyam, Marti G & Yu, G George
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