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Journal of Finance

1946 - 2015

From American Finance Association
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Volume 57, issue 6, 2002

Effects of Corporate Diversification on Productivity pp. 2379-2403 Downloads
Antoinette Schoar
FX Trading and Exchange Rate Dynamics pp. 2405-2447 Downloads
Martin Evans
Momentum Trading by Institutions pp. 2449-2478 Downloads
S.G. Badrinath and Sunil Wahal
Learning about Internal Capital Markets from Corporate Spin-offs pp. 2479-2506 Downloads
Robert Gertner, Eric Powers and David Scharfstein
When Is Bad News Really Bad News? pp. 2507-2532 Downloads
Jennifer Conrad, Bradford Cornell and Wayne R. Landsman
Does Distance Still Matter? The Information Revolution in Small Business Lending pp. 2533-2570 Downloads
Mitchell Petersen and Raghuram Rajan
Noise Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed-end Funds pp. 2571-2594 Downloads
Gordon Gemmill and Dylan C. Thomas
Long-Run Performance following Private Placements of Equity pp. 2595-2617 Downloads
Michael Hertzel, Michael Lemmon, James S. Linck and Lynn Rees
Managerial Turnover and Leverage under a Takeover Threat pp. 2619-2650 Downloads
Walter Novaes
The Geography of Equity Listing: Why Do Companies List Abroad? pp. 2651-2694 Downloads
Marco Pagano, Ailsa A. Röell and Josef Zechner
Tunneling or Value Added? Evidence from Mergers by Korean Business Groups pp. 2695-2740 Downloads
Kee-Hong Bae, Jun-Koo Kang and Jin-Mo Kim
Disentangling the Incentive and Entrenchment Effects of Large Shareholdings pp. 2741-2771 Downloads
Stijn Claessens, Simeon Djankov, Joseph P. H. Fan and Larry Lang
Internal Capital Markets in Financial Conglomerates: Evidence from Small Bank Responses to Monetary Policy pp. 2773-2805 Downloads
Murillo Campello
Entrepreneurship and Bank Credit Availability pp. 2807-2833 Downloads
Sandra Black and Philip E. Strahan

Volume 57, issue 5, 2002

Takeover Defenses of IPO Firms pp. 1857-1889 Downloads
Laura Casares Field and Jonathan Karpoff
Information Production and Capital Allocation: Decentralized versus Hierarchical Firms pp. 1891-1921 Downloads
Jeremy Stein
Who Blinks in Volatile Markets, Individuals or Institutions? pp. 1923-1949 Downloads
Patrick J. Dennis and Deon Strickland
Global Diversification, Industrial Diversification, and Firm Value pp. 1951-1979 Downloads
David J. Denis, Diane K. Denis and Keven Yost
Survival Bias and the Equity Premium Puzzle pp. 1981-1995 Downloads
Haitao Li and Yuewu Xu
Term Structure of Interest Rates with Regime Shifts pp. 1997-2043 Downloads
Ravi Bansal and Hao Zhou
Valuation of the Debt Tax Shield pp. 2045-2073 Downloads
Deen Kemsley and Doron Nissim
Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion pp. 2075-2112 Downloads
Yacine Ait-Sahalia
Differences of Opinion and the Cross Section of Stock Returns pp. 2113-2141 Downloads
Karl B. Diether, Christopher Malloy and Anna Scherbina
A Test of the Errors-in-Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts' Forecasts pp. 2143-2165 Downloads
John Doukas, Chansog (Francis) Kim and Christos Pantzalis
Corporate Diversification: What Gets Discounted? pp. 2167-2183 Downloads
Sattar A. Mansi and David Reeb
Is Information Risk a Determinant of Asset Returns? pp. 2185-2221 Downloads
David Easley, Soeren Hvidkjaer and Maureen O'Hara
No Contagion, Only Interdependence: Measuring Stock Market Comovements pp. 2223-2261 Downloads
Kristin Forbes and Roberto Rigobon
An Investigation of the Informational Role of Short Interest in the Nasdaq Market pp. 2263-2287 Downloads
Hemang Desai, K. Ramesh, S. Ramu Thiagarajan and Bala V. Balachandran
The Making of a Dealer Market: From Entry to Equilibrium in the Trading of Nasdaq Stocks pp. 2289-2316 Downloads
Katrina Ellis, Roni Michaely and Maureen O'Hara
Book-to-Market Equity, Distress Risk, and Stock Returns pp. 2317-2336 Downloads
John M. Griffin and Michael L. Lemmon
Empirical Evaluation of Asset-Pricing Models: A Comparison of the SDF and Beta Methods pp. 2337-2367 Downloads
Ravi Jagannathan and Zhenyu Wang

Volume 57, issue 4, 2002

Rational Asset Prices pp. 1567-1591 Downloads
George Constantinides
How Much Is Investor Autonomy Worth? pp. 1593-1616 Downloads
Shlomo Benartzi and Richard Thaler
Is Disinflation Good for the Stock Market? pp. 1617-1648 Downloads
Peter Henry
Dividends, Share Repurchases, and the Substitution Hypothesis pp. 1649-1684 Downloads
Gustavo Grullon and Roni Michaely
Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility pp. 1685-1730 Downloads
Pierre Collin-Dufresne and Robert S. Goldstein
Explaining the Diversification Discount pp. 1731-1762 Downloads
Jose Campa and Simi Kedia
What Do Returns to Acquiring Firms Tell Us? Evidence from Firms That Make Many Acquisitions pp. 1763-1793 Downloads
Kathleen Fuller, Jeffry Netter and Mike Stegemoller
A Review of IPO Activity, Pricing, and Allocations pp. 1795-1828 Downloads
Jay Ritter and Ivo Welch
Minutes of the Annual Membership Meeting pp. 1829-1830 Downloads
David H. Pyle
Report of the Executive Secretary and Treasurer pp. 1831-1833 Downloads
David H. Pyle
Report of the Editor of "The Journal of Finance" for the Year 2001 pp. 1835-1847 Downloads
Richard Green

Volume 57, issue 3, 2002

Markowitz's "Portfolio Selection": A Fifty-Year Retrospective pp. 1041-1045 Downloads
Mark Rubinstein
Range-Based Estimation of Stochastic Volatility Models pp. 1047-1091 Downloads
Sassan Alizadeh, Michael W. Brandt and Francis Diebold
How Accurate Are Value-at-Risk Models at Commercial Banks? pp. 1093-1111 Downloads
Jeremy Berkowitz and James O'Brien
Learning, Asset-Pricing Tests, and Market Efficiency pp. 1113-1145 Downloads
Jonathan Lewellen and Jay Shanken
Investor Protection and Corporate Valuation pp. 1147-1170 Downloads
Rafael La Porta, Florencio Lopez-de-Silanes, Andrei Shleifer and Robert Vishny
IPO Market Cycles: Bubbles or Sequential Learning? pp. 1171-1200 Downloads
Michelle Lowry and G. Schwert
Dynamic Asset Allocation under Inflation pp. 1201-1238 Downloads
Michael J. Brennan and Yihong Xia
An Empirical Investigation of Continuous-Time Equity Return Models pp. 1239-1284 Downloads
Torben Andersen, Luca Benzoni and Jesper Lund
The Quality of ECN and Nasdaq Market Maker Quotes pp. 1285-1319 Downloads
Roger D. Huang
New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor pp. 1321-1346 Downloads
Leonie Bell and Tim Jenkinson
Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets pp. 1347-1382 Downloads
Hendrik Bessembinder and Michael L. Lemmon
Do Banks Provide Financial Slack? pp. 1383-1419 Downloads
Charles J. Hadlock and Christopher M. James
Institutional Allocation in Initial Public Offerings: Empirical Evidence pp. 1421-1442 Downloads
Reena Aggarwal, Nagpurnanand R. Prabhala and Manju Puri
Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs pp. 1443-1478 Downloads
William Christie, Shane A. Corwin and Jeffrey Harris
Empirical Analysis of the Yield Curve: The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross pp. 1479-1520 Downloads
Christopher G. Lamoureux and H. Douglas Witte
An Analysis of the Determinants and Shareholder Wealth Effects of Mutual Fund Mergers pp. 1521-1551 Downloads
Narayanan Jayaraman, Ajay Khorana and Edward Nelling

Volume 57, issue 2, 2002

Limited Arbitrage in Equity Markets pp. 551-584 Downloads
Mark Mitchell, Todd Pulvino and Erik Stafford
Rational Momentum Effects pp. 585-608 Downloads
Timothy C. Johnson
Managerial Opportunism? Evidence from Directors' and Officers' Insurance Purchases pp. 609-636 Downloads
John M. R. Chalmers, Larry Y. Dann and Jarrad Harford
The Equity Premium pp. 637-659 Downloads
Eugene Fama and Kenneth French
Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds pp. 661-693 Downloads
Mark Carhart, Ron Kaniel, David K. Musto and Adam Reed
Does Corporate Diversification Destroy Value? pp. 695-720 Downloads
John R. Graham, Michael L. Lemmon and Jack G. Wolf
Do Conglomerate Firms Allocate Resources Inefficiently Across Industries? Theory and Evidence pp. 721-767 Downloads
Vojislav Maksimovic and Gordon Phillips
A Rational Expectations Model of Financial Contagion pp. 769-799 Downloads
Laura E. Kodres and Matthew Pritsker
The Volatility and Price Sensitivities of Managerial Stock Option Portfolios and Corporate Hedging pp. 801-813 Downloads
John D. Knopf, Jouahn Nam and John Thornton
Do Firms Hedge in Response to Tax Incentives? pp. 815-839 Downloads
John R. Graham and Daniel A. Rogers
Liquidity Provision and the Organizational Form of NYSE Specialist Firms pp. 841-869 Downloads
Jay F. Coughenour and Daniel N. Deli
The Long-run Performance Following Dividend Initiations and Resumptions: Underreaction or Product of Chance? pp. 871-900 Downloads
Rodney D. Boehme and Sorin M. Sorescu
Where Does "State Street" Lead? A First Look at Finance Patents, 1971 to 2000 pp. 901-930 Downloads
Josh Lerner
Competition, Market Structure, and Bid-Ask Spreads in Stock Option Markets pp. 931-958 Downloads
Stewart Mayhew
Risk Aversion, Transparency, and Market Performance pp. 959-984 Downloads
Maria-Angeles de Frutos and Carolina Manzano
Momentum, Business Cycle, and Time-varying Expected Returns pp. 985-1019 Downloads
Tarun Chordia and Lakshmanan Shivakumar
Joint Editorial pp. 1031-1032 Downloads
Richard Green, Maureen O'Hara and G. Schwert

Volume 57, issue 1, 2002

Market Timing and Capital Structure pp. 1-32 Downloads
Malcolm Baker and Jeffrey Wurgler
Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit-Taking pp. 33-73 Downloads
Anil Kashyap, Raghuram Rajan and Jeremy C. Stein
The World Price of Insider Trading pp. 75-108 Downloads
Utpal Bhattacharya and Hazem Daouk
Mutual Fund Advisory Contracts: An Empirical Investigation pp. 109-133 Downloads
Daniel N. Deli
Economic Distress, Financial Distress, and Dynamic Liquidation pp. 135-168 Downloads
Matthias Kahl
Venture Capital and the Professionalization of Start-Up Firms: Empirical Evidence pp. 169-197 Downloads
Thomas Hellmann and Manju Puri
Pass-through and Exposure pp. 199-231 Downloads
Gordon Bodnar, Bernard Dumas and Richard C. Marston
What Drives Firm-Level Stock Returns? pp. 233-264 Downloads
Tuomo Vuolteenaho
Government Ownership of Banks pp. 265-301 Downloads
Rafael La Porta, Florencio Lopez-de-Silanes and Andrei Shleifer
Portfolio Choice in the Presence of Personal Illiquid Projects pp. 303-328 Downloads
Miquel Faig and Pauline Shum
The Effects of Banking Mergers on Loan Contracts pp. 329-367 Downloads
Paola Sapienza
Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns pp. 369-403 Downloads
Robert Dittmar
Term Premia and Interest Rate Forecasts in Affine Models pp. 405-443 Downloads
Greg Duffee
Ex Ante Costs of Violating Absolute Priority in Bankruptcy pp. 445-460 Downloads
Lucian Bebchuk
The Cadbury Committee, Corporate Performance, and Top Management Turnover pp. 461-483 Downloads
Jay Dahya, John J. McConnell and Nickolaos G. Travlos
Research Dissemination and Impact: Evidence from Web Site Downloads pp. 485-499 Downloads
Lee Pinkowitz
Bank Performance around the Introduction of a Section 20 Subsidiary pp. 501-521 Downloads
Marcia Millon Cornett, Evren Ors and Hassan Tehranian
Continuous Trading or Call Auctions: Revealed Preferences of Investors at the Tel Aviv Stock Exchange pp. 523-542 Downloads
Avner Kalay, Li Wei and Avi Wohl
Page updated 2016-06-27