Content
November 2006, Volume 79, Issue 6
- 2761-2788 Endogeneity and Simultaneity in Competitive Pricing and Advertising: A Logit Demand Analysis
by Pradeep K. Chintagunta & Vrinda Kadiyali & Naufel J. Vilcassim - 2789-2810 Variable Pricing in Oligopoly Markets
by Frank Bass - 2811-2834 Who Is Afraid of Reg FD? The Behavior and Performance of Sell-Side Analysts Following the SEC's Fair Disclosure Rules
by Anup Agrawal & Sahiba Chadha & Mark A. Chen - 2835-2868 Asset Prices and Consumption in a Model of Perpetual Youth
by Stefano G. Athanasoulis - 2869-2910 Changes in Institutional Ownership and Stock Returns: Assessment and Methodology
by Richard W. Sias & Laura T. Starks - 2911-2924 Prevention Is Better than Cure: The Role of IPO Syndicates in Precluding Information Acquisition
by Yoram Barzel - 2925-2950 Are Firms Successful at Selective Hedging?
by Gregory W. Brown & Peter R. Crabb & David Haushalter - 2951-2998 Multifactor Efficiency and Bayesian Inference
by K. J. Martijn Cremers - 2999-3028 Corporate Governance and Conditional Skewness in the World's Stock Markets
by Kee-Hong Bae - 3029-3056 Stock Return Cross-Autocorrelations and Market Conditions in Japan
by Allaudeen Hameed & Yuanto Kusnadi - 3057-3082 Monitoring the Monitors: The Corporate Governance in Japanese Banks and Their Real Estate Lending in the 1980s
by I. Serdar Dinç - 3083-3100 Interest Rate Term Structure Modeling Using Free-Knot Splines
by Fernando Fernández-Rodríguez - 3101-3124 The Impact of Capital Structure on Advertising Competition: An Empirical Study
by Gustavo Grullon & George Kanatas - 3125-3152 Idiosyncratic Volatility and Product Market Competition
by José-Miguel Gaspar - 3153-3174 Asymmetric Stationarity in National Stock Market Indices: An MTAR Analysis
by James K. Self - 3175-3208 Corporate Leverage and Product Differentiation Strategy
by Stefan Arping & Gyöngyi Lóránth - 3209-3251 Fifteen Minutes of Fame? The Market Impact of Internet Stock Picks
by Peter Antunovich & Asani Sarkar
September 2006, Volume 79, Issue 5
- 2275-2300 Do New Major League Ballparks Pay for Themselves?
by Marc Poitras - 2301-2336 Information Flow and Liquidity around Anticipated and Unanticipated Dividend Announcements
by John R. Graham & Jennifer L. Koski & Uri Loewenstein - 2337-2360 The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks
by Jun Liu & Francis A. Longstaff & Ravit E. Mandell - 2361-2380 Price versus Quantity Monitoring
by Ramarao Desiraju - 2381-2422 Capital Structure and Interaction among Firms in Output Markets: Theory and Evidence
by Evgeny Lyandres - 2423-2468 Does Stock Return Predictability Imply Improved Asset Allocation and Performance? Evidence from the U.S. Stock Market (1954–2002)
by Puneet Handa - 2469-2502 Capital Structure, Debt Maturity, and Stochastic Interest Rates
by Nengjiu Ju & Hui Ou-Yang - 2503-2538 Post-takeover Restructuring and the Sources of Gains in Foreign Takeovers: Evidence from U.S. Targets
by Jun-Koo Kang & Jin-Mo Kim & Wei-Lin Liu - 2539-2574 Do Investors Integrate Losses and Segregate Gains? Mental Accounting and Investor Trading Decisions
by Sonya Seongyeon Lim - 2575-2594 Bundling, Entry Deterrence, and Specialist Innovators
by Jay Pil Choi & Christodoulos Stefanadis - 2595-2616 The Relationship between the Value Effect and Industry Affiliation
by John C. Banko & C. Mitchell Conover - 2617-2632 Anomalies in Stock Market Pricing: Problems in Return Measurements
by Wentworth Boynton & Henry R. Oppenheimer - 2633-2658 The Macroeconomic News Cycle and Uncertainty Resolution
by Arjun Chatrath & Rohan Christie-David & William T. Moore - 2659-2696 Exotics and Electrons: Electric Power Crises and Financial Risk Management
by Suman Banerjee - 2697-2740 Daily Return Volatility, Bid-Ask Spreads, and Information Flow: Analyzing the Information Content of Volume
by Jinliang Li & Chunchi Wu - 2741-2759 The "Ostrich Effect" and the Relationship between the Liquidity and the Yields of Financial Assets
by Dan Galai
July 2006, Volume 79, Issue 4
- 1667-1702 Hot Markets, Investor Sentiment, and IPO Pricing
by Alexander Ljungqvist & Vikram Nanda & Rajdeep Singh - 1703-1726 Unusual Option Market Activity and the Terrorist Attacks of September 11, 2001
by Allen M. Poteshman - 1727-1754 Further Evidence on Closed-End Country Fund Prices and International Capital Flows
by George P. Nishiotis - 1755-1782 Gains from Trade under Uncertainty: The Case of Electric Power Markets
by Hendrik Bessembinder & Michael L. Lemmon - 1783-1808 On the Use of Poison Pills and Defensive Payouts by Takeover Targets
by Randall A. Heron & Erik Lie - 1809-1830 Asymmetry, Loss Aversion, and Forecasting
by Shaun A. Bond - 1831-1866 An Experimental Exploration of Self-Fulfilling Banking Panics: Their Occurrence, Persistence, and Prevention
by Philippe Madiès - 1867-1914 So What Orders Do Informed Traders Use?
by Ron Kaniel & Hong Liu - 1915-1954 Stock Market Manipulations
by Rajesh K. Aggarwal & Guojun Wu - 1955-1988 Investigating the Role of Systematic and Firm-Specific Factors in Default Risk: Lessons from Empirically Evaluating Credit Risk Models
by Gurdip Bakshi & Dilip Madan & Frank Xiaoling Zhang - 1989-2018 Governance Structure Changes and Product Market Competition: Evidence from U.S. Electric Utility Deregulation
by Craig G. Rennie - 2019-2044 Pricing and Packaging: The Case of Marijuana
by Kenneth W. Clements - 2045-2066 The Share Price Puzzle
by Edward A. Dyl - 2067-2098 The Nontradability Premium of Derivatives Contracts
by Rafi Eldor & Shmuel Hauser & Michael Kahn & Avraham Kamara - 2099-2126 The Impact of ATM Surcharges on Large versus Small Banks: Is There a Switching Effect?
by Nadia Massoud & Anthony Saunders & Barry Scholnick - 2127-2162 On the Information Uncertainty Risk and the January Effect
by Dongcheol Kim - 2163-2202 Optimal Bank Capital with Costly Recapitalization
by Samu Peura & Jussi Keppo - 2203-2242 How Important Is Intertemporal Risk for Asset Allocation?
by Bruno Gerard & Guojun Wu - 2243-2274 Stock Market Quality in the Presence of a Traded Option
by Cyriel de Jong & Kees G. Koedijk & Charles R. Schnitzlein
May 2006, Volume 79, Issue 3
- 1019-1040 Team Composition
by Antonio S. Mello - 1041-1082 Earnings Quality and Stock Returns
by Konan Chan & Louis K. C. Chan & Narasimhan Jegadeesh & Josef Lakonishok - 1083-1126 The Determinants of Venture Capital Portfolio Size: Empirical Evidence
by Douglas J. Cumming - 1127-1148 Agency and Corporate Investment: The Role of Executive Compensation and Corporate Governance
by Sok-Hyon Kang & Praveen Kumar & Hyunkoo Lee - 1149-1174 God Save the Queen and Her Dividends: Corporate Payouts in the United Kingdom
by Stephen P. Ferris & Nilanjan Sen & Ho Pei Yui - 1175-1192 Price Dispersion in the Grocery Market
by Ying Zhao - 1193-1224 The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates
by Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente - 1225-1262 Understanding the Fine Structure of Electricity Prices
by Hélyette Geman & Andrea Roncoroni - 1263-1292 Is Time-Series-Based Predictability Evident in Real Time?
by Michael Cooper & Huseyin Gulen - 1293-1316 Improving the Design of Treasury Bond Futures Contracts
by Rodolfo Oviedo - 1317-1354 Capital Asset Prices with Heterogeneous Beliefs
by Haim Levy - 1355-1412 Should Banks Be Diversified? Evidence from Individual Bank Loan Portfolios
by Viral V. Acharya & Iftekhar Hasan & Anthony Saunders - 1413-1444 Expropriation vs. Proportional Sharing in Corporate Acquisitions
by Mara Faccio & David Stolin - 1445-1474 Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns
by Liuren Wu - 1475-1502 Selective Hedging, Information Asymmetry, and Futures Prices
by April Knill & Kristina Minnick & Ali Nejadmalayeri - 1503-1534 Do Artists Benefit from Online Music Sharing?
by Ram D. Gopal & G. Lawrence Sanders - 1535-1550 Sources of Time Variation in the Covariance Matrix of Interest Rates
by Christophe Pérignon & Christophe Villa - 1551-1590 Stochastic Volatility, Trading Volume, and the Daily Flow of Information
by Jeff Fleming & Chris Kirby & Barbara Ostdiek - 1591-1636 Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface
by Sílvia Gonçalves & Massimo Guidolin - 1637-1665 Sector Investment Growth Rates and the Cross Section of Equity Returns
by Qing Li & Maria Vassalou & Yuhang Xing
March 2006, Volume 79, Issue 2
- 453-488 The Subjective and Objective Evaluation of Incentive Stock Options
by Jonathan E. Ingersoll, Jr. - 489-526 On the Profitability of Media Mergers
by Esther Gal-Or & Anthony Dukes - 527-566 Predictability in Emerging Sovereign Debt Markets
by Gergana Jostova - 567-592 Nationwide Branching and Its Impact on Market Structure, Quality, and Bank Performance
by Astrid A. Dick - 593-622 The Costs and Benefits of Moral Suasion: Evidence from the Rescue of Long-Term Capital Management
by Craig Furfine - 623-644 Irreversible Investment under Interest Rate Variability: Some Generalizations
by Luis H. R. Alvarez & Erkki Koskela - 645-670 On the Out-of-Sample Predictability of Stock Market Returns
by Hui Guo - 671-692 The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong
by Ólan T. Henry & Michael McKenzie - 693-730 Reputation, Certification, Warranties, and Information as Remedies for Seller-Buyer Information Asymmetries: Lessons from the Online Comic Book Market
by Michaël Dewally & Louis Ederington - 731-770 Temporal Resolution of Uncertainty and Corporate Debt Yields: An Empirical Investigation
by Alexander S. Reisz & Claudia Perlich - 771-798 Hybrid Mutual Funds and Market Timing Performance
by George Comer - 799-820 The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis
by Francis In & Sangbae Kim - 821-850 Promotions in the Internal and External Labor Market: Evidence from Professional Football Coaching Careers
by C. Edward Fee - 851-876 Size, Leverage, Concentration, and R&D Investment in Generating Growth Opportunities
by Yew Kee Ho & Mira Tjahjapranata & Chee Meng Yap - 877-902 On the Patterns and Wealth Effects of Vertical Mergers
by Joseph P. H. Fan & Vidhan K. Goyal - 903-922 Relative Portfolio Performance Evaluation and Incentive Structure
by Yoon K. Choi - 923-940 Asset Pricing When Returns Are Nonnormal: Fama-French Factors versus Higher-Order Systematic Comoments
by Y. Peter Chung & Michael J. Schill - 941-962 A New Variance Bound on the Stochastic Discount Factor
by Raymond Kan & Guofu Zhou - 963-986 Anatomy of a Government Intervention in Index Stocks: Price Pressure or Information Effects?
by Karan Bhanot - 987-1017 Merger Momentum and Investor Sentiment: The Stock Market Reaction to Merger Announcements
by Richard J. Rosen
January 2006, Volume 79, Issue 1
- 1-36 Risk and Valuation under an Intertemporal Capital Asset Pricing Model
by Michael J. Brennan & Yihong Xia - 37-60 On the Debt Capacity of Growth Options
by Michael J. Barclay & Erwan Morellec - 61-74 A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations
by Michael W. Brandt & Francis X. Diebold - 75-114 Unifying Underreaction Anomalies
by Andrew Jackson - 115-136 The Market Pricing of Implicit Options in Merger Collars
by Micah S. Officer - 137-148 Planned Obsolescence and Social Welfare
by Atsuo Utaka - 149-180 Sharpe and Treynor Ratios on Treasury Bonds
by Eugene A. Pilotte & Frederic P. Sterbenz - 181-218 Connected Lending: Thailand before the Financial Crisis
by Chutatong Charumilind & Raja Kali & Yupana Wiwattanakantang - 219-258 Dynamic Relations between International Equity and Currency Markets: The Role of Currency Order Flow
by Bill B. Francis & Iftekhar Hasan & Delroy M. Hunter - 259-292 Why Did Individual Stocks Become More Volatile?
by Steven X. Wei & Chu Zhang - 293-324 An Exact Bayes Test of Asset Pricing Models with Application to International Markets
by Doron Avramov & John C. Chao - 325-364 Inventory Information
by H. Henry Cao & Martin D. Evans & Richard K. Lyons - 365-392 EMU and European Stock Market Integration
by Gikas A. Hardouvelis & Dimitrios Malliaropulos & Richard Priestley - 393-428 An Empirical Evaluation of Behavioral Models Based on Decompositions of Stock Prices
by Bong-Soo Lee - 429-451 Macromomentum: Returns Predictability in International Equity Indices
by Sanjeev Bhojraj
November 2005, Volume 78, Issue 6
- 2053-2094 Firm Value and Managerial Incentives: A Stochastic Frontier Approach
by Michel A. Habib & Alexander Ljungqvist - 2095-2120 Out of Sight, Out of Mind: The Effects of Expenses on Mutual Fund Flows
by Brad M. Barber & Terrance Odean & Lu Zheng - 2121-2152 An Empirical Examination of the Variance-Gamma Model for Foreign Currency Options
by Elton A. Daal & Dilip B. Madan - 2153-2178 Small Business Loan Turndowns, Personal Wealth, and Discrimination
by Ken Cavalluzzo & John Wolken - 2179-2202 Financial Flexibility, Performance, and the Corporate Payout Choice
by Erik Lie - 2203-2228 The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications
by Edward I. Altman & Brooks Brady & Andrea Resti & Andrea Sironi - 2229-2254 The Impact of Stock-Option Compensation for Outside Directors on Firm Value
by Eliezer M. Fich & Anil Shivdasani - 2255-2288 Green with Envy: Implications for Corporate Investment Distortions
by Anand M. Goel & Anjan V. Thakor - 2289-2316 Determinants of the Introduction of Stock Options by Japanese Firms: Analysis from the Incentive and Selection Perspectives
by Sadao Nagaoka - 2317-2350 Motivating and Compensating Investment Advisors
by Wei-Lin Liu - 2351-2376 Stock Return Predictability and the Dispersion in Earnings Forecasts
by Cheolbeom Park - 2377-2396 Fragmented Duopoly: A Conceptual and Empirical Investigation
by T. Randolph Beard & George S. Ford & R. Carter Hill - 2397-2434 Optimal Financial-Market Integration and Security Design
by Viral V. Acharya & Alberto Bisin - 2435-2464 Where Do Banks Expand Abroad? An Empirical Analysis
by Dario Focarelli & Alberto Franco Pozzolo - 2465-2495 Firm Value and Geographic Competitive Advantage: Evidence from the U.S. Pharmaceutical Industry
by Vigdis Boasson & Alan MacPherson & Hyun-Han Shin
September 2005, Volume 78, Issue 5
- 1625-1658 Price Manipulation in Parallel Markets with Different Transparency
by F. Drudi - 1659-1682 Dividend Changes Do Not Signal Changes in Future Profitability
by Gustavo Grullon & Roni Michaely & Shlomo Benartzi & Richard H. Thaler - 1683-1708 Option Prices Sustained by Risk-Preferences
by Antonio Camara - 1709-1752 CEO Compensation after Deregulation: The Case of Electric Utilities
by Stephen Bryan & Lee-Seok Hwang & Steven Lilien - 1753-1778 Incentive Compensation for Bank Directors: The Impact of Deregulation
by David A. Becher & Terry L. Campbell II & Melissa B. Frye - 1779-1808 The Impact of CEO Turnover on Equity Volatility
by Matthew C. Clayton & Jay C. Hartzell & Joshua Rosenberg - 1809-1836 On Rescissions in Executive Stock Options
by Rangarajan K. Sundaram - 1837-1858 Unit IPOs: What the Warrant Characteristics Reveal about the Issuing Firm
by Jacqueline L. Garner & Beverly B. Marshall - 1859-1890 Executive Compensation Structure and Corporate Equity Financing Decisions
by Sudip Datta & Mai Iskandar-Datta & Kartik Raman - 1891-1916 Digital Contracts and Price Manipulation
by Joel M. Vanden - 1917-1942 Performance Persistence of Pension-Fund Managers
by Ian Tonks - 1943-1972 Are Some Outside Directors Better than Others? Evidence from Director Appointments by Fortune 1000 Firms
by Eliezer M. Fich - 1973-2002 Industrial Groups and Investment Efficiency
by Mark D. Walker - 2003-2036 Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index
by Chris Brooks & Apostolos Katsaris - 2037-2052 A Refinement to Ait-Sahalia's (2002) "Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach"
by Gurdip Bakshi & Nengjiu Ju
July 2005, Volume 78, Issue 4
- 1111-1136 What's in a Name? Hotelling's Valuation Principle and Business School Namings
by Timothy R. Burch & Vikram Nanda - 1137-1172 Price Improvement in Dealership Markets
by Matthew Rhodes-Kropf - 1173-1214 An Equilibrium Analysis of Real Estate Leases
by Steven R. Grenadier - 1215-1266 A Model of Credit Risk, Optimal Policies, and Asset Prices
by Suleyman Basak & Alexander Shapiro - 1267-1306 Who Benefits from an Open Limit-Order Book?
by Shmuel Baruch - 1307-1336 The Information Content of Short Interest: A Natural Experiment
by Tom Arnold & Alexander W. Butler & Timothy Falcon Crack & Yan Zhang - 1337-1364 The Turn of the Year in Money Markets: Tests of the Risk-Shifting Window Dressing and Preferred Habitat Hypotheses
by Mark D. Griffiths & Drew B. Winters - 1365-1402 Exit Decisions in the U.S. Mutual Fund Industry
by Xinge Zhao - 1403-1432 Do Boards Affect Performance? Evidence from Corporate Restructuring
by Tod Perry & Anil Shivdasani - 1433-1464 Biotech-Pharmaceutical Alliances as a Signal of Asset and Firm Quality
by Sean Nicholson - 1465-1504 An Empirical Test of the Accounting-Based Residual Income Model and the Traditional Dividend Discount Model
by Xiaoquan Jiang & Bon-Soo Lee - 1505-1522 Optimal Cross Holding with Externalities and Strategic Interactions
by Matthew J. Clayton & Bjorn N. Jorgensen - 1523-1554 A Real Options Approach to Bankruptcy Costs: Evidence from Failed Commercial Banks During the 1990s
by Joseph R. Mason - 1555-1592 Large Bank Efficiency in Europe and the United States: Are There Economic Motivations for Geographic Expansion in Financial Services?
by Jaap W. B. Bos & James W. Kolari - 1593-1624 Out-of-Court Restructurings and the Resolution of Financial Distress: Section 3(a)(9) Compared to Investment-Bank-Managed Exchange Offers
by Robert M. Mooradian & Harley E. Ryan, Jr.
May 2005, Volume 78, Issue 3
- 737-786 Repeated Dilution of Diffusely Held Debt
by Ulrich Hege & Pierre Mella-Barral - 787-816 The Interaction of Capital Structure and Ownership Structure
by Jan Mahrt-Smith - 817-840 Organizational Form, Information Collection, and the Value of the Firm
by Eitan Goldman - 841-870 Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions
by Kabir K. Dutta & David F. Babbel - 871-892 Rational Asset Pricing Implications from Realistic Trading Frictions
by Jean-Pierre Zigrand - 893-948 The Performance of Internet-Based Business Models: Evidence from the Banking Industry
by Robert DeYoung - 949-968 Conditional Market Comovements, Welfare, and Contagions: The Role of Time-Varying Risk Aversion
by Timothy K. Chue - 969-996 The Wealth Effect of New Product Introductions on Industry Rivals
by Sheng-Syan Chen & Kim Wai Ho & Kueh Hwa Ik - 997-1022 Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default
by Ganlin Chang - 1023-1048 External Habit and the Cyclicality of Expected Stock Returns
by Thomas D. Tallarini, Jr. & Harold H. Zhang - 1049-1072 The Strategic Deployment of Quality-Improving Innovations
by Luis Almeida Costa & Ingemar Dierickx - 1073-1109 Informational Content of Option Volume Prior to Takeovers
by Charles Cao & Zhiwu Chen & John M. Griffin
March 2005, Volume 78, Issue 2
- 405-440 Investor Sentiment and Asset Valuation
by Gregory W. Brown & Michael T. Cliff - 441-468 Ordered Mean Difference Benchmarking, Utility Generators, and Capital Market Equilibrium
by Roger J. Bowden - 469-500 On the Predictability of Stock Returns in Real Time
by Michael Cooper & Roberto C. Gutierrez, Jr. & Bill Marcum - 501-528 Sunflower Management and Capital Budgeting
by Arnoud W. A. Boot & Todd T. Milbourn & Anjan V. Thakor - 529-556 The Formation of Mutual Insurers in Markets with Adverse Selection
by James A. Ligon & Paul D. Thistle - 557-576 Managing Relational Bond: An Integrative Approach
by Peter Hwang - 577-596 The Diffusion of Financial Innovations: An Examination of the Adoption of Small Business Credit Scoring by Large Banking Organizations
by Jalal Akhavein & W. Scott Frame & Lawrence J. White - 597-620 Optimal Limit Order Choice
by John K. Wald & H. T. Horrigan - 621-648 Credit Derivatives, Disintermediation, and Investment Decisions
by Alan D. Morrison - 649-674 Nonparametric Estimation of the Effects of Advertising: The Case of Lydia Pinkham
by Petr Mariel - 675-706 Portfolio Choice and Trading Volume with Loss-Averse Investors
by Francisco J. Gomes - 707-735 Estimating Structural Bond Pricing Models
by Jan Ericsson & Joel Reneby
January 2005, Volume 78, Issue 1
- 1-38 Long-Term Global Market Correlations
by William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst - 39-70 Market Integration and Contagion
by Geert Bekaert & Campbell R. Harvey & Angela Ng - 71-98 International Asset Allocation with Time-Varying Investment Opportunities
by Allan Timmermann & David Blake - 99-134 Bank Consolidation and the Dynamics of Consumer Loan Interest Rates
by Charles Kahn & Ben Sopranzetti - 135-168 Stock Market Liberalization and Emerging Market Country Fund Premiums
by Dilip K. Patro - 169-212 An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets
by Jarl G. Kallberg & Paolo Pasquariello - 213-242 Institutional Herding, Business Groups, and Economic Regimes: Evidence from Japan
by Kenneth A. Kim & John R. Nofsinger - 243-280 The Value Information of Financing Decisions and Corporate Governance during and after the Japanese Deregulation
by Xueping Wu & Lily Li Xu - 281-300 Exchange Rate Exposure and Foreign Market Competition: Evidence from Japanese Firms
by Robert Dekle - 301-340 Business Groups and Risk Sharing around the World
by Tarun Khanna & Yishay Yafeh - 341-380 Do Demographic Changes Affect Risk Premiums? Evidence from International Data
by Andrew Ang & Angela Maddaloni - 381-403 Fund Manager Herding: A Test of the Accuracy of Empirical Results Using U.K. Data
by Sam Wylie
October 2004, Volume 77, Issue 4
- 639-674 Evaluating the Profitability of Product Bundling in the Context of Negotiations
by Esther Gal-Or - 675-696 Slotting Allowances as Real Options: An Alternative Explanation
by Timothy J. Richards - 697-724 Channel Contract Behavior: The Role of Risk Attitudes, Risk Perceptions, And Channel Members' Market Structures
by Joost M. E. Pennings & Brian Wansink - 725-748 What Happens When Information Leaves a Market? Evidence from Postbankruptcy Consumers
by David K. Musto - 749-796 Corporate Financial Policies and Performance around Currency Crises
by Arturo Bris & Yrjö Koskinen & Vicente Pons - 797-834 The Dynamics of Market Entry: The Effects of Mergers and Acquisitions on Entry in the Banking Industry
by Allen N. Berger & Seth D. Bonime & Lawrence G. Goldberg & Lawrence J. White - 835-874 Index Option Prices and Stock Market Momentum
by Kaushik Amin & Joshua D. Coval & H. Nejat Seyhun - 875-894 Arbitrage Risk and Post-Earnings-Announcement Drift
by Richard R. Mendenhall - 895-908 Is Liquidity Self-Fulfilling?
by James Dow - 909-936 Stock Prices and Fundamentals: A Macroeconomic Perspective
by Michael T. Kiley - 937-966 On Predicting Stock Returns with Nearly Integrated Explanatory Variables
by Walter Torous & Rossen Valkanov & Shu Yan