The Journal of Business

1928 - 2006

From University of Chicago Press
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2005, volume 78, articles 6

Firm Value and Managerial Incentives: A Stochastic Frontier Approach pp. 2053-2094

Michel A. Habib and Alexander Ljungqvist

Out of Sight, Out of Mind: The Effects of Expenses on Mutual Fund Flows pp. 2095-2120

Brad Barber, Terrance Odean and Lu Zheng

An Empirical Examination of the Variance-Gamma Model for Foreign Currency Options pp. 2121-2152

Elton A. Daal and Dilip B. Madan

Small Business Loan Turndowns, Personal Wealth, and Discrimination pp. 2153-2178

Ken Cavalluzzo and John Wolken

Financial Flexibility, Performance, and the Corporate Payout Choice pp. 2179-2202

Erik Lie

The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications pp. 2203-2228

Edward Altman, Brooks Brady, Andrea Resti and Andrea Sironi

The Impact of Stock-Option Compensation for Outside Directors on Firm Value pp. 2229-2254

Eliezer M. Fich and Anil Shivdasani

Green with Envy: Implications for Corporate Investment Distortions pp. 2255-2288

Anand Goel and Anjan Thakor

Determinants of the Introduction of Stock Options by Japanese Firms: Analysis from the Incentive and Selection Perspectives pp. 2289-2316

Sadao Nagaoka

Motivating and Compensating Investment Advisors pp. 2317-2350

Wei-Lin Liu

Stock Return Predictability and the Dispersion in Earnings Forecasts pp. 2351-2376

Cheolbeom Park

Fragmented Duopoly: A Conceptual and Empirical Investigation pp. 2377-2396

Thomas Beard, George Ford and Carter Hill

Optimal Financial-Market Integration and Security Design pp. 2397-2434

Viral Acharya and Alberto Bisin

Where Do Banks Expand Abroad? An Empirical Analysis pp. 2435-2464

Dario Focarelli and Alberto Pozzolo

Firm Value and Geographic Competitive Advantage: Evidence from the U.S. Pharmaceutical Industry pp. 2465-2495

Vigdis Boasson, Alan MacPherson and Hyun-Han Shin

2005, volume 78, articles 5

Price Manipulation in Parallel Markets with Different Transparency pp. 1625-1658

F. Drudi

Dividend Changes Do Not Signal Changes in Future Profitability pp. 1659-1682

Gustavo Grullon, Roni Michaely, Shlomo Benartzi and Richard Thaler

Option Prices Sustained by Risk-Preferences pp. 1683-1708

Antonio Camara

CEO Compensation after Deregulation: The Case of Electric Utilities pp. 1709-1752

Stephen Bryan, Lee-Seok Hwang and Steven Lilien

Incentive Compensation for Bank Directors: The Impact of Deregulation pp. 1753-1778

David Becher, Terry L. Campbell and Melissa B. Frye

The Impact of CEO Turnover on Equity Volatility pp. 1779-1808

Matthew C. Clayton, Jay C. Hartzell and Joshua Rosenberg

On Rescissions in Executive Stock Options pp. 1809-1836

Rangarajan K. Sundaram

Unit IPOs: What the Warrant Characteristics Reveal about the Issuing Firm pp. 1837-1858

Jacqueline L. Garner and Beverly B. Marshall

Executive Compensation Structure and Corporate Equity Financing Decisions pp. 1859-1890

Sudip Datta, Mai Iskandar-Datta and Kartik Raman

Digital Contracts and Price Manipulation pp. 1891-1916

Joel M. Vanden

Performance Persistence of Pension-Fund Managers pp. 1917-1942

Ian Tonks

Are Some Outside Directors Better than Others? Evidence from Director Appointments by Fortune 1000 Firms pp. 1943-1972

Eliezer M. Fich

Industrial Groups and Investment Efficiency pp. 1973-2002

Mark D. Walker

Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index pp. 2003-2036

Chris Brooks and Apostolos Katsaris

A Refinement to Ait-Sahalia's (2002) "Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach" pp. 2037-2052

Gurdip Bakshi and Nengjiu Ju

2005, volume 78, articles 4

What's in a Name? Hotelling's Valuation Principle and Business School Namings pp. 1111-1136

Timothy R. Burch and Vikram Nanda

Price Improvement in Dealership Markets pp. 1137-1172

Matthew Rhodes-Kropf

An Equilibrium Analysis of Real Estate Leases pp. 1173-1214

Steven R. Grenadier

A Model of Credit Risk, Optimal Policies, and Asset Prices pp. 1215-1266

Suleyman Basak and Alexander Shapiro

Who Benefits from an Open Limit-Order Book? pp. 1267-1306

Shmuel Baruch

The Information Content of Short Interest: A Natural Experiment pp. 1307-1336

Tom Arnold, Alexander Butler, Timothy Falcon Crack and Yan Zhang

The Turn of the Year in Money Markets: Tests of the Risk-Shifting Window Dressing and Preferred Habitat Hypotheses pp. 1337-1364

Mark D. Griffiths and Drew B. Winters

Exit Decisions in the U.S. Mutual Fund Industry pp. 1365-1402

Xinge Zhao

Do Boards Affect Performance? Evidence from Corporate Restructuring pp. 1403-1432

Tod Perry and Anil Shivdasani

Biotech-Pharmaceutical Alliances as a Signal of Asset and Firm Quality pp. 1433-1464

Sean Nicholson

An Empirical Test of the Accounting-Based Residual Income Model and the Traditional Dividend Discount Model pp. 1465-1504

Xiaoquan Jiang and Bon-Soo Lee

Optimal Cross Holding with Externalities and Strategic Interactions pp. 1505-1522

Matthew J. Clayton and Bjørn Jørgensen

A Real Options Approach to Bankruptcy Costs: Evidence from Failed Commercial Banks During the 1990s pp. 1523-1554

Joseph R. Mason

Large Bank Efficiency in Europe and the United States: Are There Economic Motivations for Geographic Expansion in Financial Services? pp. 1555-1592

J. Bos and James W. Kolari

Out-of-Court Restructurings and the Resolution of Financial Distress: Section 3(a)(9) Compared to Investment-Bank-Managed Exchange Offers pp. 1593-1624

Robert M. Mooradian and Harley E. Ryan, Jr.

2005, volume 78, articles 3

Repeated Dilution of Diffusely Held Debt pp. 737-786

Ulrich Hege and Pierre Mella-Barral

The Interaction of Capital Structure and Ownership Structure pp. 787-816

Jan Mahrt-Smith

Organizational Form, Information Collection, and the Value of the Firm pp. 817-840

Eitan Goldman

Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions pp. 841-870

Kabir K. Dutta and David Babbel

Rational Asset Pricing Implications from Realistic Trading Frictions pp. 871-892

Jean-Pierre Zigrand

The Performance of Internet-Based Business Models: Evidence from the Banking Industry pp. 893-948

Robert DeYoung

Conditional Market Comovements, Welfare, and Contagions: The Role of Time-Varying Risk Aversion pp. 949-968

Timothy K. Chue

The Wealth Effect of New Product Introductions on Industry Rivals pp. 969-996

Sheng-Syan Chen, Kim Wai Ho and Kueh Hwa Ik

Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default pp. 997-1022

Ganlin Chang

External Habit and the Cyclicality of Expected Stock Returns pp. 1023-1048

Thomas Tallarini and Harold Zhang

The Strategic Deployment of Quality-Improving Innovations pp. 1049-1072

Luis Almeida Costa and Ingemar Dierickx

Informational Content of Option Volume Prior to Takeovers pp. 1073-1109

Charles Cao, Zhiwu Chen and John M. Griffin

2005, volume 78, articles 2

Investor Sentiment and Asset Valuation pp. 405-440

Gregory W. Brown and Michael T. Cliff

Ordered Mean Difference Benchmarking, Utility Generators, and Capital Market Equilibrium pp. 441-468

Roger J. Bowden

On the Predictability of Stock Returns in Real Time pp. 469-500

Michael Cooper, Roberto C. Gutierrez, Jr. and Bill Marcum

Sunflower Management and Capital Budgeting pp. 501-528

Arnoud Boot, Todd T. Milbourn and Anjan Thakor

The Formation of Mutual Insurers in Markets with Adverse Selection pp. 529-556

James A. Ligon and Paul D. Thistle

Managing Relational Bond: An Integrative Approach pp. 557-576

Peter Hwang

The Diffusion of Financial Innovations: An Examination of the Adoption of Small Business Credit Scoring by Large Banking Organizations pp. 577-596

Jalal Akhavein, W Frame and Lawrence White

Optimal Limit Order Choice pp. 597-620

John K. Wald and H. T. Horrigan

Credit Derivatives, Disintermediation, and Investment Decisions pp. 621-648

Alan D. Morrison

Nonparametric Estimation of the Effects of Advertising: The Case of Lydia Pinkham pp. 649-674

Petr Mariel

Portfolio Choice and Trading Volume with Loss-Averse Investors pp. 675-706

Francisco J. Gomes

Estimating Structural Bond Pricing Models pp. 707-735

Jan Ericsson and Joel Reneby

2005, volume 78, articles 1

Long-Term Global Market Correlations pp. 1-38

William Goetzmann, Lingfeng Li and K. Rouwenhorst

Market Integration and Contagion pp. 39-70

Geert Bekaert, Campbell Harvey and Angela Ng

International Asset Allocation with Time-Varying Investment Opportunities pp. 71-98

Allan Timmermann and David Blake

Bank Consolidation and the Dynamics of Consumer Loan Interest Rates pp. 99-134

Charles Kahn and Ben Sopranzetti

Stock Market Liberalization and Emerging Market Country Fund Premiums pp. 135-168

Dilip K. Patro

An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets pp. 169-212

Jarl G. Kallberg and Paolo Pasquariello

Institutional Herding, Business Groups, and Economic Regimes: Evidence from Japan pp. 213-242

Kenneth Kim and John R. Nofsinger

The Value Information of Financing Decisions and Corporate Governance during and after the Japanese Deregulation pp. 243-280

Xueping Wu and Lily Li Xu

Exchange Rate Exposure and Foreign Market Competition: Evidence from Japanese Firms pp. 281-300

Robert Dekle

Business Groups and Risk Sharing around the World pp. 301-340

Tarun Khanna and Yishay Yafeh

Do Demographic Changes Affect Risk Premiums? Evidence from International Data pp. 341-380

Andrew Ang and Angela Maddaloni

Fund Manager Herding: A Test of the Accuracy of Empirical Results Using U.K. Data pp. 381-403

Sam Wylie