| Journal of Finance 2001 |
| Title | Subject | Authors |
|---|
| Affine term structure models and the forward premium anomaly.(Statistical Data Included) | Business | Backus, David K., Foresi, Silverio, Telmer, Chris I. |
| A first look at the accuracy of the CRSP mutual fund database and a comparison of the CRSP and Morningstar mutual fund databases.(Center for Research in Security Prices Survivor Bias Free U.S. Mutual Fund Database) | Business | Elton, Edwin J., Gruber, Martin J., Blake, Christopher R. |
| An exploration of Neo-Austrian theory applied to financial markets.(Statistical Data Included) | Business | Bossaerts, Peter, Benink, Harald |
| A rose.com by any other name.(effect of corporate name changes on Internet-related stock prices) | Business | Cooper, Michael J,, Dimitrov, Orlin, Rau, P. Raghavendra |
| A theory of the syndicate: form follows function. | Business | Pichler, Pegaret, Wilhelm, William |
| Automated versus floor trading: an analysis of execution costs on the Paris and New York exchanges. | Business | Venkataraman, Kumar |
| Banking market structure, financial dependence and growth: international evidence from industry data.(Statistical Data Included) | Business | Cetorelli, Nicola, Gambera, Michele |
| Bookbuilding and strategic allocation. | Business | Cornelli, Francesca, Goldreich, David |
| Can investors profit from the prophets? Security analyst recommendations and stock returns.(Statistical Data Included) | Business | Trueman, Brett, Barber, Brad, Lehavy, Reuven, McNichols, Maureen |
| Capital gains tax rules, tax-loss trading, and turn-of-the-year returns.(Statistical Data Included) | Business | Poterba, James M., Weisbenner, Scott J. |
| Capital structures in developing countries.(Statistical Data Included) | Business | Booth, Laurence, Aivazian, Varouj, Demirguc-Kunt, Asli, Maksimovic, Vojislav |
| Careers and survival: competition and risk in the hedge fund and CTA industry.(commodity trading advisors)(Statistical Data Included) | Business | Brown, Stephen J., Goetzmann, William N., Park, James |
| Characteristics of risk and return in risk arbitrage. | Business | Mitchell, Mark, Pulvino, Todd |
| Consumption, aggregate wealth, and expected stock returns.(Statistical Data Included) | Business | Lettau, Martin, Ludvigson, Sydney |
| Contagion as a wealth effect. | Business | Kyle, Albert S., Wei Xiong |
| Contagious speculation and a cure for cancer: a nonevent that made stock prices soar.(Statistical Data Included) | Business | Huberman, Gur, Regev, Tomer |
| Corporate bond trading costs: a peek behind the curtain.(Statistical Data Included) | Business | Schultz, Paul |
| Counterparty risk and the pricing of defaultable securities.(Statistical Data Included) | Business | Jarrow, Robert A., Yu, Fran |
| Discussion.(A response to Albert S. Kyle and Wei Xiong's 'Contagion as a wealth effect') | Business | Ross, Stephen A. |
| Discussion.(A response to Geert Bekaert and Robert J. Hordrick's 'Expectations hypotheses tests') | Business | Richardson, Matthew |
| Discussion.(A response to Kumar Venkataraman's 'Automated versus floor trading: an analysis of execution costs on the Paris and New York exchanges')(Statistical Data Included) | Business | Madhavan, Ananth |
| Discussion.(A response to Michael Barberis and Ming Huang's 'Mental accounting, loss aversion, and individual stock returns') | Business | Brennan, M.J. |
| Discussion.(A response to Naveen Khanna and Sheri Tice's 'The bright side of internal capital markets') | Business | Sapienza, Paola |
| Discussion.(a response to Yacine Ait-Sahalia and Michael R. Brandt's 'Variable selection for portfolio choice') | Business | Wachter, Jessica A. |
| Dividend changes and future profitability. | Business | Ziv, Amir, Nissim, Doron |
| Do credit spreads reflect stationary leverage ratios?(Statistical Data Included) | Business | Collin-Dufresne, Pierre, Goldstein, Robert S. |
| Do depositors punish banks for bad behavior? Market discipline, deposit insurance, and banking crises.(Statistical Data Included) | Business | Peria, Maria Soledad Martinez, Schmukler, Sergio L. |
| Do financial institutions matter?(Presidential Address) | Business | Allen, Franklin |
| Equity premia as low as three percent? Evidence from analysts' earnings forecasts for domestic and international stocks.(Statistical Data Included) | Business | Thomas, Jacob, Claus, James |
| Evaluating mutual fund performance.(Statistical Data Included) | Business | Kothari, S.P., Warner, Jerold B. |
| Excessive extrapolation and the allocation of 401(k) accounts to company stock.(Statistical Data Included) | Business | Benartzi, Shlomo |
| Executive compensation and corporate acquistion. | Business | Datta, Sudip, Iskandar-Datta, Mai, Raman, Kartik |
| Expectations hypotheses tests. | Business | Bekaert, Geert, Hodrick, Robert J. |
| Expected option returns.(Statistical Data Included) | Business | Coval, Joshua D., Shumway, Tyler |
| Explaining the cross-section of stock returns in Japan: factors or characteristics?(Statistical Data Included) | Business | Titman, Sheridan, Daniel, Kent, Wei, K. C. John |
| Explaining the rate spread on corporate bonds.(Statistical Data Included) | Business | Elton, Edwin J., Gruber, Martin J., Agrawal, Deepak, Mann, Christopher |
| Extreme correlation of international equity markets.(Statistical Data Included) | Business | Longin, Francois, Solnik, Bruno |
| Feedback from stock prices to cash flow. | Business | Subrahmanyam, Avanidhar, Titman, Sheridan |
| Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk.(Statistical Data Included) | Business | Campbell, John Y., Lettau, Martin, Malkiel, Burton G., Xu, Yexiao |
| How distance, language, and culture influence stockholdings and trades.(Statistical Data Included) | Business | Grinblatt, Mark, Keloharju, Matti |
| Insider trading, investment, and liquidity: a welfare analysis.(Statistical Data Included) | Business | Bhattacharya, Sudipto, Nicodano, Giovanna |
| Institutional trading and soft dollars.(Statistical Data Included) | Business | Conrad, Jennifer S., Johnson, Kevin S., Wahal, Sunil |
| Internal monitoring mechanisms and CEO turnover: a long-term perspective. | Business | Starks, Laura T., Huson, Mark R., Parrino, Robert |
| Investor psychology and asset pricing. | Business | Hirshleifer, David |
| Is it inefficient investment that causes the diversification discount?(Statistical Data Included) | Business | Whited, Toni M. |
| Is sound just noise?(Statistical Data Included) | Business | Shumway, Tyler, Corval, Joshua D. |
| LAPM: a liquidity-based asset pricing model.(Statistical Data Included) | Business | Tirole, Jean, Holmstrom, Bengt |
| Learning about predictability: the effects of parameter uncertainty on dynamic asset allocation.(Statistical Data Included) | Business | Xia, Yihong |
| Limit orders, depth, and volatility: evidence from the stock exchange of Hong Kong.(Statistical Data Included) | Business | Chan, Kalok, Ahn, Hee-Joon, Bae, Kee-Hong |
| Location matters: an examination of trading profits.(Statistical Data Included) | Business | Hau, Harald |
| Market liquidity and trading activity.(Statistical Data Included) | Business | Chordia, Tarun, Roll, Richard, Subrahmanyam, Avanidhar |
| Massively confused investors making conspicuously ignorant choices (MCI-MCIC).(comovement of stocks with similar ticker symbols)(Statistical Data Included) | Business | Rashes, Michael S. |
| Mental accounting, loss aversion, and individual stock returns. | Business | Barberis, Nicholas, Huang, Ming |
| Merton H. Miller: his contribution to financial economics.(Obituary) | Business | Grundy, Bruce D. |
| Merton H. Miller: memories of a great mentor and leader.(Obituary) | Business | Scholes, Myron S. |
| Minutes of the annual membership meeting.(American Finance Association) | Business | |
| On the perils of financial intermedaries setting security prices: the mutual fund wild card option. | Business | Edelen, Roger M., Chalmers, John M.R., Kadlec, Gregory B. |
| On the term structure of default premia in the swap and LIBOR markets.(Statistical Data Included) | Business | Solnik, Bruno, Collin-Dufresne, Pierre |
| On the timing ability of mutual fund managers.(Statistical Data Included) | Business | Bollen, Nicolas P.B., Busse, Jeffrey A. |
| Optimal portfolio choice for long-horizon investors with nontradable labor income.(Statistical Data Included) | Business | Viceira, Luis M. |
| Overconfidence, arbitrage, and equilibrium asset pricing. | Business | Subrahmanyam, Avanidhar, Daniel, Kent D., Hirshleifer, David |
| Profitability of momentum strategies: an evaluation of alternative explanations.(Statistical Data Included) | Business | Titman, Sheridan, Jegadeesh, Narasimhan |
| Rationality and analysts' forecast bias. | Business | |
| Report of the editor of 'The Journal of Finance' for the year 2000.(American Finance Association)(Statistical Data Included) | Business | |
| Report of the executive secretary and treasurer (for the ending September 30, 2000).(American Finance Association)(Statistical Data Included) | Business | |
| Report of the representative to the National Bureau of Economic Research.(American Finance Association) | Business | Hamada, Robert S. |
| Should investors avoid all actively managed mutual funds? A study in Bayesian performance evaluation.(Statistical Data Included) | Business | Baks, Klaas P., Metrick, Andrew, Watcher, Jessica |
| Strategic trading in a dynamic noisy market.(Statistical Data Included) | Business | Vayanos, Dimitri |
| Testing for mean-variance spanning with short sales constraints and transaction costs: the case of emerging markets.(Statistical Data Included) | Business | Nijman, Theo E., De Roon, Frans A., Werker, Bas J. M. |
| The bright side of internal capital markets. | Business | Khanna, Naveen, Tice, Sherri |
| The determinants of credit spread changes. | Business | Collin-Dufresne, Pierre, Goldstein, Robert S., Martin, J. Spencer |
| The diversification discount: cash flow versus returns.(Statistical Data Included) | Business | Lamont, Owen A., Polk, Christopher |
| The economic value of volatility timing.(Statistical Data Included) | Business | Fleming, Jeff, Kirby, Chris, Ostdiek, Barbara |
| The efficient use of conditioning information in portfolios.(Statistical Data Included) | Business | Ferson, Wayne E., Siegel, Andrew F. |
| The equity premium of structural breaks. | Business | Pastor, Lubos, Stambaugh, Robert F. |
| The expiration of IPO share lockups.(initial public offerings)(Statistical Data Included) | Business | Casares, Laura Field, Hanka, Gordon |
| The high-volume return premium.(Statistical Data Included) | Business | Gervais, Simon, Kaniel, Ron, Mingelgrin, Dan H. |
| The long-run stock returns following bond ratings changes.(Statistical Data Included) | Business | Piotroski, Joseph D., Dichev, Ilia D. |
| The market for corporate assets: who engages in mergers and asset sales and are there efficiency gains? | Business | Maksimovic, Vojislav, Phillips, Gordon |
| The price of options illiquidity.(Statistical Data Included) | Business | Brenner, Menachem, Eldor, Rafi, Hauser, Shmuel |
| The relative valuation of caps and swaptions: theory and empirical evidence. | Business | Longstaff, Francis A., Schwartz, Eduardo S., Santa-Clara, Pedro |
| The stock market valuation of research and develpoment expenditures. | Business | Lakonishok, Josef, Chan, Louis K.C., Sougiannis, Theodore |
| True spreads and equilbrium prices.(Statistical Data Included) | Business | Chordia, Tarun, Ball, Clifford |
| Underreaction, overreaction, and increasing misreaction to information in the options market.(Statistical Data Included) | Business | Poteeshman, Allen M. |
| Upstairs market for principal and agency trades: analysis of adverse information and price effects.(Statistical Data Included) | Business | Smith, Brian F., Turnbull, Alasdair S., White, Robert W. |
| Valuation and control in venture finance. | Business | Kirilenko, Andrei A. |
| Variable selection for portfolio choice. | Business | Ait-Sahalia, Yacine, Brandt, Michael W. |
| Variance-ratio statistics and high-frequency data: testing for changes in intraday volatility patterns.(Statistical Data Included) | Business | Bollerslev, Tim, Andersen, Torben G., Das, Ashish |
| What makes investors trade?(Statistical Data Included) | Business | Grinblatt, Mark, Keloharju, Matti |
| Why do money fund managers voluntarily waive their fees?(Statistical Data Included) | Business | Christoffersen, Susan E.K. |
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