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Journal of Finance

1946 - 2016

From American Finance Association
Contact information at EDIRC.

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Volume 58, issue 6, 2003

The Dynamics of Institutional and Individual Trading pp. 2285-2320 Downloads
John M. Griffin, Jeffrey Harris and Selim Topaloglu
Equity Volatility and Corporate Bond Yields pp. 2321-2350 Downloads
John Campbell and Glen B. Taksler
Institutional Investors and Executive Compensation pp. 2351-2374 Downloads
Jay C. Hartzell and Laura T. Starks
Intraday Price Formation in U.S. Equity Index Markets pp. 2375-2400 Downloads
Joel Hasbrouck
Financial Development, Property Rights, and Growth pp. 2401-2436 Downloads
Stijn Claessens and Luc Laeven
The Behavior of Bid-Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999 pp. 2437-2464 Downloads
Patrick De Fontnouvelle, Raymond P. H. Fishe and Jeffrey Harris
Model Misspecification and Underdiversification pp. 2465-2486 Downloads
Raman Uppal and Tan Wang
Regulation Fair Disclosure and Earnings Information: Market, Analyst, and Corporate Responses pp. 2487-2514 Downloads
Warren Bailey, Haitao Li, Connie X. Mao and Rui Zhong
Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole pp. 2515-2547 Downloads
John M. Griffin, Xiuqing Ji and J. Spencer Martin
Equilibrium "Anomalies" pp. 2549-2580 Downloads
Michael F. Ferguson and Richard L. Shockley
What Type of Process Underlies Options? A Simple Robust Test pp. 2581-2610 Downloads
Peter Carr and Liuren Wu
Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex-Dividend Pricing before and after Decimalization pp. 2611-2636 Downloads
John R. Graham, Roni Michaely and Michael Roberts
Competition among Trading Venues: Information and Trading on Electronic Communications Networks pp. 2637-2666 Downloads
Michael J. Barclay, Terrence Hendershott and D. Timothy McCormick
Capital Structure and Financial Risk: Evidence from Foreign Debt Use in East Asia pp. 2667-2710 Downloads
George Allayannis, Gregory W. Brown and Leora Klapper
Divestitures and Divisional Investment Policies pp. 2711-2744 Downloads
Amy Dittmar and Anil Shivdasani
Is the International Convergence of Capital Adequacy Regulation Desirable? pp. 2745-2782 Downloads
Viral Acharya
Shareholder Taxes in Acquisition Premiums: The Effect of Capital Gains Taxation pp. 2783-2801 Downloads
Benjamin C. Ayers, Craig E. Lefanowicz and John R. Robinson

Volume 58, issue 5, 2003

Stock Valuation and Learning about Profitability pp. 1749-1790 Downloads
Lubos Pastor and Veronesi Pietro
Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis pp. 1791-1820 Downloads
Carol Osler
S&P 500 Index Additions and Earnings Expectations pp. 1821-1840 Downloads
Diane K. Denis, John J. McConnell, Alexei Ovtchinnikov and Yun Yu
The Presidential Puzzle: Political Cycles and the Stock Market pp. 1841-1872 Downloads
Pedro Santa-Clara and Rossen Valkanov
Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets pp. 1873-1904 Downloads
Narayan Y. Naik and Pradeep K. Yadav
Empirical Tests for Stochastic Dominance Efficiency pp. 1905-1932 Downloads
Thierry Post
An Empirical Analysis of Analysts' Target Prices: Short-term Informativeness and Long-term Dynamics pp. 1933-1968 Downloads
Alon Brav and Reuven Lehavy
Value versus Glamour pp. 1969-1996 Downloads
Jennifer Conrad, Michael Cooper and Gautam Kaul
Corporate Board Composition, Protocols, and Voting Behavior: Experimental Evidence pp. 1997-2032 Downloads
Ann B. Gillette, Thomas Noe and Michael J. Rebello
How Investors Interpret Past Fund Returns pp. 2033-2058 Downloads
Anthony W. Lynch and David K. Musto
Financing and Advising: Optimal Financial Contracts with Venture Capitalists pp. 2059-2086 Downloads
Catherine Casamatta
Do Spin-offs Expropriate Wealth from Bondholders? pp. 2087-2108 Downloads
William F. Maxwell and Ramesh Rao
Anticompetitive Financial Contracting: The Design of Financial Claims pp. 2109-2142 Downloads
Giacinta Cestone and Lucy White
Investment, Uncertainty, and Liquidity pp. 2143-2166 Downloads
Glenn Boyle and Graeme Guthrie
Family Firms pp. 2167-2202 Downloads
Mike Burkart, Fausto Panunzi and Andrei Shleifer
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents pp. 2203-2218 Downloads
Kenneth Judd, Felix Kubler and Karl Schmedders
Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets pp. 2219-2248 Downloads
Rong Fan, Anurag Gupta and Peter Ritchken
The Determinants of Underpricing for Seasoned Equity Offers pp. 2249-2279 Downloads
Shane A. Corwin

Volume 58, issue 4, 2003

Presidential Address: Liquidity and Price Discovery pp. 1335-1354 Downloads
Maureen O'Hara
The Really Long-Run Performance of Initial Public Offerings: The Pre-Nasdaq Evidence pp. 1355-1392 Downloads
Paul Gompers and Josh Lerner
Spurious Regressions in Financial Economics? pp. 1393-1414 Downloads
Wayne E. Ferson, Sergei Sarkissian and Timothy Simin
Bookbuilding: How Informative Is the Order Book? pp. 1415-1443 Downloads
Francesca Cornelli and David Goldreich
Ownership Structure, Corporate Governance, and Firm Value: Evidence from the East Asian Financial Crisis pp. 1445-1468 Downloads
Michael L. Lemmon and Karl V. Lins
Does Shareholder Composition Matter? Evidence from the Market Reaction to Corporate Earnings Announcements pp. 1469-1498 Downloads
Edith S. Hotchkiss and Deon Strickland
Rumors pp. 1499-1520 Downloads
Jos van Bommel
Momentum and Reversals in Equity-Index Returns During Periods of Abnormal Turnover and Return Dispersion pp. 1521-1556 Downloads
Robert Connolly and Chris Stivers
Incentive Compensation When Executives Can Hedge the Market: Evidence of Relative Performance Evaluation in the Cross Section pp. 1557-1582 Downloads
Gerald Garvey and Todd Milbourn
Tax-Induced Trading of Equity Securities: Evidence from the ADR Market pp. 1583-1612 Downloads
Sandra Renfro Callaghan and Christopher B. Barry
Performance Incentives within Firms: The Effect of Managerial Responsibility pp. 1613-1650 Downloads
Rajesh Aggarwal and Andrew Samwick
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps pp. 1651-1684 Downloads
Ravi Jagannathan and Tongshu Ma
High-Water Marks and Hedge Fund Management Contracts pp. 1685-1718 Downloads
William Goetzmann, Jonathan E. Ingersoll and Stephen A. Ross
Book Review pp. 1719-1722 Downloads
Moshe A. Milevsky
Report of the Editor of "The Journal of Finance" for the Year 2002 pp. 1729-1742 Downloads
Richard Green

Volume 58, issue 3, 2003

Corporate Financing: An Artificial Agent-based Analysis pp. 943-973 Downloads
Thomas Noe, Michael J. Rebello and Jun Wang
Idiosyncratic Risk Matters! pp. 975-1008 Downloads
Amit Goyal and Pedro Santa-Clara
Good Day Sunshine: Stock Returns and the Weather pp. 1009-1032 Downloads
David Hirshleifer and Tyler Shumway
Internal versus External Financing: An Optimal Contracting Approach pp. 1033-1062 Downloads
Roman Inderst and Holger M. Müller
Long-run Performance after Stock Splits: 1927 to 1996 pp. 1063-1086 Downloads
Jinho Byun and Michael S. Rozeff
Too Busy to Mind the Business? Monitoring by Directors with Multiple Board Appointments pp. 1087-1112 Downloads
Stephen P. Ferris, Murali Jagannathan and A. C. Pritchard
DotCom Mania: The Rise and Fall of Internet Stock Prices pp. 1113-1138 Downloads
Eli Ofek and Matthew Richardson
Convertible Securities and Venture Capital Finance pp. 1139-1166 Downloads
Klaus Schmidt
Integration of Lending and Underwriting: Implications of Scope Economies pp. 1167-1191 Downloads
George Kanatas and Jianping Qi
Managerial Incentives and Internal Capital Markets pp. 1193-1220 Downloads
Adolfo de Motta
What if Trading Location Is Different from Business Location? Evidence from the Jardine Group pp. 1221-1246 Downloads
Kalok Chan, Allaudeen Hameed and Sie Ting Lau
Market Maker Quotation Behavior and Pretrade Transparency pp. 1247-1268 Downloads
Yusif Simaan, Daniel G. Weaver and David K. Whitcomb
The Impact of Jumps in Volatility and Returns pp. 1269-1300 Downloads
Bjørn Eraker, Michael Johannes and Nicholas Polson
Founding-Family Ownership and Firm Performance: Evidence from the S&P 500 pp. 1301-1327 Downloads
Ronald C. Anderson and David Reeb

Volume 58, issue 2, 2003

Fischer Black Prize for 2003 pp. v-vii Downloads
Raghuram Rajan
Pseudo Market Timing and the Long-Run Underperformance of IPOs pp. 483-518 Downloads
Paul Schultz
Entrenchment and Severance Pay in Optimal Governance Structures pp. 519-548 Downloads
Andres Almazan and Javier Suarez
Cross-Border Listings and Price Discovery: Evidence from U.S.-Listed Canadian Stocks pp. 549-576 Downloads
Cheol S. Eun and Sanjiv Sabherwal
Evidence of Information Spillovers in the Production of Investment Banking Services pp. 577-608 Downloads
Lawrence M. Benveniste, Alexander Ljungqvist, William J. Wilhelm and Xiaoyun Yu
The Value Spread pp. 609-642 Downloads
Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho
The Level and Persistence of Growth Rates pp. 643-684 Downloads
Louis K. C. Chan, Jason Karceski and Josef Lakonishok
Role of Speculative Short Sales in Price Formation: The Case of the Weekend Effect pp. 685-706 Downloads
Honghui Chen and Vijay Singal
How Sensitive Is Investment to Cash Flow When Financing Is Frictionless? pp. 707-722 Downloads
Aydogan Alti
IPO Pricing in the Dot-com Bubble pp. 723-752 Downloads
Alexander Ljungqvist and William J. Wilhelm
The Finite Moment Log Stable Process and Option Pricing pp. 753-778 Downloads
Peter Carr and Liuren Wu
Incentive Fees and Mutual Funds pp. 779-804 Downloads
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
A Generalization of the Brennan-Rubinstein Approach for the Pricing of Derivatives pp. 805-820 Downloads
António Câmara
Evaluation Periods and Asset Prices in a Market Experiment pp. 821-838 Downloads
Uri Gneezy, Arie Kapteyn and Jan Potters
The Term Structure with Semi-credible Targeting pp. 839-866 Downloads
Heber Farnsworth and Richard Bass
Excessive Dollar Debt: Financial Development and Underinsurance pp. 867-894 Downloads
Ricardo Caballero and Arvind Krishnamurthy
The Wealth Effects of Repurchases on Bondholders pp. 895-920 Downloads
William F. Maxwell and Clifford P. Stephens
Investor Protection and Firm Liquidity pp. 921-938 Downloads
Paul Brockman and Dennis Y. Chung

Volume 58, issue 1, 2003

The Quiet Period Goes out with a Bang pp. 1-36 Downloads
Daniel J. Bradley, Bradford Jordan and Jay Ritter
Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options pp. 37-70 Downloads
Allen M. Poteshman and Vitaly Serbin
Why Do Managers Diversify Their Firms? Agency Reconsidered pp. 71-118 Downloads
Rajesh Aggarwal and Andrew Samwick
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt pp. 119-159 Downloads
Darrell Duffie, Lasse Pedersen and Kenneth J. Singleton
Asset Pricing with Conditioning Information: A New Test pp. 161-196 Downloads
Kevin Q. Wang
New Evidence on the Market for Directors: Board Membership and Pennsylvania Senate Bill 1310 pp. 197-230 Downloads
Jeffrey Coles and Chun-Keung Hoi
Dynamic Asset Allocation with Event Risk pp. 231-259 Downloads
Jun Liu, Francis Longstaff and Jun Pan
Dividend Taxes and Share Prices: Evidence from Real Estate Investment Trusts pp. 261-282 Downloads
William M. Getry, Deen Kemsley and Christopher Mayer
Delegated Portfolio Management and Rational Prolonged Mispricing pp. 283-311 Downloads
Eitan Goldman and Steve L. Slezak
Analyzing the Analysts: Career Concerns and Biased Earnings Forecasts pp. 313-351 Downloads
Harrison Hong and Jeffrey D. Kubik
Trade Credit, Financial Intermediary Development, and Industry Growth pp. 353-374 Downloads
Raymond Fisman and Inessa Love
Financial Distress and Bank Lending Relationships pp. 375-399 Downloads
Sandeep Dahiya, Anthony Saunders and Anand Srinivasan
A Monte Carlo Method for Optimal Portfolios pp. 401-446 Downloads
Jérôme B. Detemple, René Garcia and Marcel Rindisbacher
Capital Gains, Dividend Yields, and Expected Inflation pp. 447-466 Downloads
Eugene A. Pilotte
Page updated 2016-09-24