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Journal of Finance

1946 - 2019

From American Finance Association
Contact information at 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 Downloads
Vojislav Maksimovic and Gordon Phillips
The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence pp. 2067-2109 Downloads
Francis Longstaff, Pedro Santa‐Clara and Eduardo S. Schwartz
Dividend Changes and Future Profitability pp. 2111-2133 Downloads
Doron Nissim and Amir Ziv
Characteristics of Risk and Return in Risk Arbitrage pp. 2135-2175 Downloads
Mark Mitchell and Todd Pulvino
The Determinants of Credit Spread Changes pp. 2177-2207 Downloads
Pierre Collin-Dufresn, Robert S. Goldstein and J. Spencer Martin
On the Perils of Financial Intermediaries Setting Security Prices: The Mutual Fund Wild Card Option pp. 2209-2236 Downloads
John M. R. Chalmers, Roger M. Edelen and Gregory B. Kadlec
A Theory of the Syndicate: Form Follows Function pp. 2237-2264 Downloads
Pegaret Pichler and William Wilhelm
Internal Monitoring Mechanisms and CEO Turnover: A Long‐Term Perspective pp. 2265-2297 Downloads
Mark R. Huson, Robert Parrino and Laura T. Starks
Executive Compensation and Corporate Acquisition Decisions pp. 2299-2336 Downloads
Sudip Datta, Mai Iskandar‐Datta and Kartik Raman
Bookbuilding and Strategic Allocation pp. 2337-2369 Downloads
Francesca Cornelli and David Goldreich
A Rose.com by Any Other Name pp. 2371-2388 Downloads
Michael J. Cooper, Orlin Dimitrov and Raghavendra Rau
Feedback from Stock Prices to Cash Flows pp. 2389-2413 Downloads
Avanidhar Subrahmanyam and Sheridan Titman
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 Downloads
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
The Stock Market Valuation of Research and Development Expenditures pp. 2431-2456 Downloads
Louis K. C. Chan, Josef Lakonishok and Theodore Sougiannis

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 Downloads
James Claus and Jacob Thomas
Is It Inefficient Investment that Causes the Diversification Discount? pp. 1667-1691 Downloads
Toni M. Whited
The Diversification Discount: Cash Flows Versus Returns pp. 1693-1721 Downloads
Owen Lamont and Christopher Polk
Upstairs Market for Principal and Agency Trades: Analysis of Adverse Information and Price Effects pp. 1723-1746 Downloads
Brian F. Smith, D. Alasdair S. Turnbull and Robert W. White
Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock pp. 1747-1764 Downloads
Shlomo Benartzi
Counterparty Risk and the Pricing of Defaultable Securities pp. 1765-1799 Downloads
Robert Jarrow and Fan Yu
True Spreads and Equilibrium Prices pp. 1801-1835 Downloads
Clifford A. Ball and Tarun Chordia
LAPM: A Liquidity‐Based Asset Pricing Model pp. 1837-1867 Downloads
Bengt Holmström and Jean Tirole
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry pp. 1869-1886 Downloads
Stephen J. Brown, William N. Goetzmann and James Park
Is Sound Just Noise? pp. 1887-1910 Downloads
Joshua D. Coval and Tyler Shumway
Massively Confused Investors Making Conspicuously Ignorant Choices (MCI–MCIC) pp. 1911-1927 Downloads
Michael S. Rashes
Do Credit Spreads Reflect Stationary Leverage Ratios? pp. 1929-1957 Downloads
Pierre Collin‐Dufresne and Robert S. Goldstein
Location Matters: An Examination of Trading Profits pp. 1959-1983 Downloads
Harald Hau
Evaluating Mutual Fund Performance pp. 1985-2010 Downloads
S. P. Kothari and Jerold B. Warner

Volume 56, issue 4, 2001

Do Financial Institutions Matter? pp. 1165-1175 Downloads
Franklin Allen
Merton H. Miller pp. 1177-1177 Downloads
George Constantinides
Merton H. Miller: Memories of a Great Mentor and Leader pp. 1179-1182 Downloads
Myron S. Scholes
Merton H. Miller: His Contribution to Financial Economics pp. 1183-1206 Downloads
Bruce D. Grundy
The Equity Premium and Structural Breaks pp. 1207-1239 Downloads
Lubos Pastor and Robert F. Stambaugh
Discussion pp. 1240-1245 Downloads
Zhenyu Wang
Mental Accounting, Loss Aversion, and Individual Stock Returns pp. 1247-1292 Downloads
Nicholas Barberis and Ming Huang
Discussion pp. 1292-1295 Downloads
M.J. Brennan
Variable Selection for Portfolio Choice pp. 1297-1351 Downloads
Yacine Aït‐sahali and Michael W. Brandt
Discussion pp. 1351-1355 Downloads
Jessica Wachter
Expectations Hypotheses Tests pp. 1357-1394 Downloads
Geert Bekaert and Robert J. Hodrick
Discussion pp. 1394-1399 Downloads
Matthew Richardson
Contagion as a Wealth Effect pp. 1401-1440 Downloads
Albert S. Kyle and Wei Xiong
Discussion pp. 1440-1443 Downloads
Stephen Ross
Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges pp. 1445-1485 Downloads
Kumar Venkataraman
Discussion pp. 1485-1488 Downloads
Ananth Madhavan
The Bright Side of Internal Capital Markets pp. 1489-1528 Downloads
Naveen Khanna and Sheri Tice
Discussion pp. 1528-1531 Downloads
Paola Sapienza
Investor Psychology and Asset Pricing pp. 1533-1597 Downloads
David Hirshleifer
Minutes of the Annual Membership Meeting pp. 1599-1600 Downloads
David H. Pyle
Report of the Executive Secretary and Treasurer pp. 1603-1605 Downloads
David H. Pyle
Report of the Editor of The Journal of Finance for the year 2000 pp. 1607-1620 Downloads
Richard C. Green
Report of the Representative to the National Bureal of Economic Research pp. 1621-1622 Downloads
Robert S. Hamada

Volume 56, issue 3, 2001

Consumption, Aggregate Wealth, and Expected Stock Returns pp. 815-849 Downloads
Martin Lettau and Sydney Ludvigson
Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market pp. 851-876 Downloads
Allen M. Poteshman
The High‐Volume Return Premium pp. 877-919 Downloads
Simon Gervais, Ron Kaniel and Dan H. Mingelgrin
Overconfidence, Arbitrage, and Equilibrium Asset Pricing pp. 921-965 Downloads
Kent D. Daniel, David Hirshleifer and Avanidhar Subrahmanyam
The Efficient Use of Conditioning Information in Portfolios pp. 967-982 Downloads
Wayne E. Ferson and Andrew F. Siegel
Expected Option Returns pp. 983-1009 Downloads
Joshua D. Coval and Tyler Shumway
An Exploration of Neo‐Austrian Theory Applied to Financial Markets pp. 1011-1027 Downloads
Harald Benink and Peter Bossaerts
Do Depositors Punish Banks for Bad Behavior? Market Discipline, Deposit Insurance, and Banking Crises pp. 1029-1051 Downloads
Maria Soledad Martinez Peria and Sergio L. Schmukler
How Distance, Language, and Culture Influence Stockholdings and Trades pp. 1053-1073 Downloads
Mark Grinblatt and Matti Keloharju
On the Timing Ability of Mutual Fund Managers pp. 1075-1094 Downloads
Nicolas P. B. Bollen and Jeffrey A. Busse
On the Term Structure of Default Premia in the Swap and LIBOR Markets pp. 1095-1115 Downloads
Pierre Collin‐Dufresne and Bruno Solnik
Why Do Money Fund Managers Voluntarily Waive Their Fees? pp. 1117-1140 Downloads
Susan Christoffersen
Insider Trading, Investment, and Liquidity: A Welfare Analysis pp. 1141-1156 Downloads
Sudipto Bhattacharya and Giovanna Nicodano

Volume 56, issue 2, 2001

Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income pp. 433-470 Downloads
Luis Viceira
The Expiration of IPO Share Lockups pp. 471-500 Downloads
Laura Casares Field and Gordon Hanka
Market Liquidity and Trading Activity pp. 501-530 Downloads
Tarun Chordia, Richard Roll and Avanidhar Subrahmanyam
Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns pp. 531-563 Downloads
Brad Barber, Reuven Lehavy, Maureen McNichols and Brett Trueman
Valuation and Control in Venture Finance pp. 565-587 Downloads
Andrei A. Kirilenko
What Makes Investors Trade? pp. 589-616 Downloads
Mark Grinblatt and Matti Keloharju
Banking Market Structure, Financial Dependence and Growth: International Evidence from Industry Data pp. 617-648 Downloads
Nicola Cetorelli and Michele Gambera
Extreme Correlation of International Equity Markets pp. 649-676 Downloads
François Longin and Bruno Solnik
Corporate Bond Trading Costs: A Peek Behind the Curtain pp. 677-698 Downloads
Paul Schultz
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations pp. 699-720 Downloads
Narasimhan Jegadeesh and Sheridan Titman
Testing for Mean‐Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets pp. 721-742 Downloads
Frans A. De Roon, Theo E. Nijman and Bas J. M. Werker
Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics? pp. 743-766 Downloads
Kent Daniel, Sheridan Titman and K.C. John Wei
Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong pp. 767-788 Downloads
Hee‐Joon Ahn, Kee‐Hong Bae and Kalok Chan
The Price of Options Illiquidity pp. 789-805 Downloads
Menachem Brenner, Rafi Eldor and Shmuel Hauser

Volume 56, issue 1, 2001

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk pp. 1-43 Downloads
John Y. Campbell, Martin Lettau, Burton G. Malkiel and Yexiao Xu
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation pp. 45-85 Downloads
Klaas P. Baks, Andrew Metrick and Jessica Wachter
Capital Structures in Developing Countries pp. 87-130 Downloads
Laurence Booth, Varouj Aivazian, Asli Demirguc‐Kunt and Vojislav Maksimovic
Strategic Trading in a Dynamic Noisy Market pp. 131-171 Downloads
Dimitri Vayanos
The Long‐Run Stock Returns Following Bond Ratings Changes pp. 173-203 Downloads
Ilia D. Dichev and Joseph D. Piotroski
Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation pp. 205-246 Downloads
Yihong Xia
Explaining the Rate Spread on Corporate Bonds pp. 247-277 Downloads
Edwin J. Elton, Martin J. Gruber, Deepak Agrawal and Christopher Mann
Affine Term Structure Models and the Forward Premium Anomaly pp. 279-304 Downloads
David K. Backus, Silverio Foresi and Chris I. Telmer
Variance‐ratio Statistics and High‐frequency Data: Testing for Changes in Intraday Volatility Patterns pp. 305-327 Downloads
Torben Andersen, Tim Bollerslev and Ashish Das
The Economic Value of Volatility Timing pp. 329-352 Downloads
Jeff Fleming, Chris Kirby and Barbara Ostdiek
Capital Gains Tax Rules, Tax‐loss Trading, and Turn‐of‐the‐year Returns pp. 353-368 Downloads
James M. Poterba and Scott J. Weisbenner
Rationality and Analysts' Forecast Bias pp. 369-385 Downloads
Terence Lim
Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar pp. 387-396 Downloads
Gur Huberman and Tomer Regev
Institutional Trading and Soft Dollars pp. 397-416 Downloads
Jennifer S. Conrad, Kevin M. Johnson and Sunil Wahal
Page updated 2019-12-15