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Journal of Finance
1946 - 2013
from American Finance Association EDIRC .
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Volume 56, issue 6 , 2001
The Market for Corporate Assets: Who Engages in Mergers and Asset Sales and Are There Efficiency Gains? pp. 2019-2065 Vojislav Maksimovic The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence pp. 2067-2109 Francis A. Longstaff Dividend Changes and Future Profitability pp. 2111-2133 Doron Nissim Characteristics of Risk and Return in Risk Arbitrage pp. 2135-2175 Mark Mitchell The Determinants of Credit Spread Changes pp. 2177-2207 Pierre Collin-Dufresne On the Perils of Financial Intermediaries Setting Security Prices: The Mutual Fund Wild Card Option pp. 2209-2236 John M. R. Chalmers A Theory of the Syndicate: Form Follows Function pp. 2237-2264 Pegaret Pichler Internal Monitoring Mechanisms and CEO Turnover: A Long-Term Perspective pp. 2265-2297 Mark R. Huson Executive Compensation and Corporate Acquisition Decisions pp. 2299-2336 Sudip Datta Bookbuilding and Strategic Allocation pp. 2337-2369 Francesca Cornelli A Rose.com by Any Other Name pp. 2371-2388 Michael J. Cooper Feedback from Stock Prices to Cash Flows pp. 2389-2413 Avanidhar Subrahmanyam A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases pp. 2415-2430 Edwin J. Elton The Stock Market Valuation of Research and Development Expenditures pp. 2431-2456 Louis K. C. Chan Volume 56, issue 5 , 2001
Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets pp. 1629-1666 James Claus Is It Inefficient Investment that Causes the Diversification Discount? pp. 1667-1691 Toni Whited The Diversification Discount: Cash Flows Versus Returns pp. 1693-1721 Owen A. Lamont Upstairs Market for Principal and Agency Trades: Analysis of Adverse Information and Price Effects pp. 1723-1746 Brian F. Smith Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock pp. 1747-1764 Shlomo Benartzi Counterparty Risk and the Pricing of Defaultable Securities pp. 1765-1799 Robert A Jarrow True Spreads and Equilibrium Prices pp. 1801-1835 Clifford A. Ball LAPM: A Liquidity-Based Asset Pricing Model pp. 1837-1867 Bengt Holmström Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry pp. 1869-1886 Stephen J. Brown Is Sound Just Noise? pp. 1887-1910 Joshua D. Coval Massively Confused Investors Making Conspicuously Ignorant Choices (MCI-MCIC) pp. 1911-1927 Michael Rashes Do Credit Spreads Reflect Stationary Leverage Ratios? pp. 1929-1957 Pierre Collin-Dufresne Location Matters: An Examination of Trading Profits pp. 1959-1983 Harald Hau Evaluating Mutual Fund Performance pp. 1985-2010 S.P. Kothari Volume 56, issue 4 , 2001
Presidential Address: Do Financial Institutions Matter? pp. 1165-1175 Franklin Allen Merton H. Miller (Editor's Note) pp. 1177-1177 George M. Constantinides Merton H. Miller: Memories of a Great Mentor and Leader pp. 1179-1182 Myron S. Scholes Merton H. Miller: His Contribution to Financial Economics pp. 1183-1206 Bruce D. Grundy The Equity Premium and Structural Breaks pp. 1207-1239 Lubos Pastor Discussion pp. 1240-1245 Zhenyu Wang Mental Accounting, Loss Aversion, and Individual Stock Returns pp. 1247-1292 Nicholas Barberis Discussion pp. 1292-1295 M.J. Brennan Variable Selection for Portfolio Choice pp. 1297-1351 Yacine Ait-Sahalia Discussion pp. 1351-1355 Jessica A. Wachter Expectations Hypotheses Tests pp. 1357-1394 Geert Bekaert Discussion pp. 1394-1399 Matthew Richardson Contagion as a Wealth Effect pp. 1401-1440 Albert S. Kyle Discussion pp. 1440-1443 Stephen A. Ross Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges pp. 1445-1485 Kumar Venkataraman Discussion pp. 1485-1488 Ananth Madhavan The Bright Side of Internal Capital Markets pp. 1489-1528 Naveen Khanna Discussion pp. 1528-1531 Paola Sapienza Investor Psychology and Asset Pricing pp. 1533-1597 David Hirshleifer Minutes of the Annual Membership Meeting pp. 1599-1601 David H. Pyle Report of the Executive Secretary and Treasurer pp. 1603-1605 David H. Pyle Report of the Editor of "The Journal of Finance" for the year 2000 pp. 1607-1620 Richard C. Green Report of the Representative to the National Bureal of Economic Research pp. 1621-1622 Robert S. Hamada Volume 56, issue 3 , 2001
Consumption, Aggregate Wealth, and Expected Stock Returns pp. 815-849 Martin Lettau Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market pp. 851-876 Allen M. Poteshman The High-Volume Return Premium pp. 877-919 Simon Gervais Overconfidence, Arbitrage, and Equilibrium Asset Pricing pp. 921-965 Kent D. Daniel The Efficient Use of Conditioning Information in Portfolios pp. 967-982 Wayne E. Ferson Expected Option Returns pp. 983-1009 Joshua D. Coval An Exploration of Neo-Austrian Theory Applied to Financial Markets pp. 1011-1027 Harald Benink Do Depositors Punish Banks for Bad Behavior? Market Discipline, Deposit Insurance, and Banking Crises pp. 1029-1051 Maria Soledad Martinez Peria How Distance, Language, and Culture Influence Stockholdings and Trades pp. 1053-1073 Mark Grinblatt On the Timing Ability of Mutual Fund Managers pp. 1075-1094 Nicolas P. B. Bollen On the Term Structure of Default Premia in the Swap and LIBOR Markets pp. 1095-1115 Pierre Collin-Dufresne Why Do Money Fund Managers Voluntarily Waive Their Fees? pp. 1117-1140 Susan K Christoffersen Insider Trading, Investment, and Liquidity: A Welfare Analysis pp. 1141-1156 Sudipto Bhattacharya Volume 56, issue 2 , 2001
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income pp. 433-470 Luis M. Viceira The Expiration of IPO Share Lockups pp. 471-500 Laura Casares Field Market Liquidity and Trading Activity pp. 501-530 Tarun Chordia Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns pp. 531-563 Brad Barber Valuation and Control in Venture Finance pp. 565-587 Andrei A. Kirilenko What Makes Investors Trade? pp. 589-616 Mark Grinblatt Banking Market Structure, Financial Dependence and Growth: International Evidence from Industry Data pp. 617-648 Nicola Cetorelli Extreme Correlation of International Equity Markets pp. 649-676 François Longin Corporate Bond Trading Costs: A Peek Behind the Curtain pp. 677-698 Paul Schultz Profitability of Momentum Strategies: An Evaluation of Alternative Explanations pp. 699-720 Narasimhan Jegadeesh Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets pp. 721-742 Frans A. de Roon Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? pp. 743-766 Kent Daniel Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong pp. 767-788 Hee-Joon Ahn The Price of Options Illiquidity pp. 789-805 Menachem Brenner Volume 56, issue 1 , 2001
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk pp. 1-43 John Y. Campbell Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation pp. 45-85 Klaas P. Baks Capital Structures in Developing Countries pp. 87-130 Laurence Booth Strategic Trading in a Dynamic Noisy Market pp. 131-171 Dimitri Vayanos The Long-Run Stock Returns Following Bond Ratings Changes pp. 173-203 Ilia D. Dichev Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation pp. 205-246 Yihong Xia Explaining the Rate Spread on Corporate Bonds pp. 247-277 Edwin J. Elton Affine Term Structure Models and the Forward Premium Anomaly pp. 279-304 David Backus Variance-ratio Statistics and High-frequency Data: Testing for Changes in Intraday Volatility Patterns pp. 305-327 Torben G. Andersen The Economic Value of Volatility Timing pp. 329-352 Jeff Fleming Capital Gains Tax Rules, Tax-loss Trading, and Turn-of-the-year Returns pp. 353-368 James Poterba Rationality and Analysts' Forecast Bias pp. 369-385 Terence Lim Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar pp. 387-396 Gur Huberman Institutional Trading and Soft Dollars pp. 397-416 Jennifer S. Conrad
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