Journal of Finance 2003 - Abstracts

Journal of Finance 2003
TitleSubjectAuthors
A generalization of the Brennan-Rubenstein approach for the pricing of derivatives.(Michael J. Brennan, Mark Rubenstein)BusinessCamara, Antonio
A Monte Carlo method for optimal portfolios.BusinessGarcia, Rene, Detemple, Jerome B., Rindisbacher, Marcel
Analyzing the analysts: career concerns and biased earnings forecasts.BusinessHong, Harrison, Kubik, Jeffrey D.
An empirical analysis of analysts' target prices: short-term informativeness and long-term dynamics.BusinessBrav, Alon, Lehavy, Reuven
Anticompetitive financial contracting: the design of financial claims.BusinessCestone, Giacinta, White, Lucy
Asset pricing with conditioning information: a new test.BusinessWang, Kevin Q.
Asset trading volume with dynamically complete markets and heterogeneous agents.BusinessJudd, Kenneth L., Schmedders, Karl, Kubler, Felix Kubler
Bookbuilding: how informative is the order book?BusinessCornelli, Francesca, Goldreich, David
Capital gains, dividend yields, and expected inflation.BusinessPilotte, Eugene A.
Capital structure and financial risk: evidence from foreign debt use in East Asia.BusinessAllayannis, George, Brown, Gregory W., Klapper, Leora F.
Clearly irrational financial market behavior: evidence from the early exercise of exchange traded stock options.BusinessPoteshman, Allen M., Serbin, Vitaly
Competition among trading venues: information and trading on electronic communications networks.BusinessHendershott, Terrence, Barclay, Michael J., McCormick, D. Timothy
Convertible securities and venture capital finance.BusinessSchmidt, Klaus M.
Corporate board composition, protocols, and voting behavior: experimental evidence.BusinessNoe, Thomas H., Gillette, Ann B., Rebello, Michael J.
Corporate financing: an artificial agent-based analysis.BusinessWang, Jun, Noe, Thomas H., Rebello, Michael J.
Cross-border listings and price discovery: evidence from U.S.-listed Canadian stocks.BusinessEun, Cheol S., Sabherwal, Sanjiv
Currency orders and exchange rate dynamics: an explanation for the predictive success of technical analysis.BusinessOsler, Carol L.
Delegated portfolio management and rational prolonged mispricing.BusinessGoldman, Eitan, Slezak, Steve L.
Divestitures and divisional investment policies.BusinessShivdasani, Anil, Dittmar, Amy
Dividend taxes and share prices: evidence from real estate investment trusts.(Industry Overview)BusinessMayer, Christopher J., Gentry, William M., Kemsley, Deen
Does shareholder composition matter? Evidence from the market reaction to corporate earnings announcements.BusinessHotchkiss, Edith S., Strickland, Deon
Do price discreteness and transactions costs affect stock returns? Comparing ex-dividend pricing before and after decimalization.BusinessGraham, John R., Michaely, Roni, Roberts, Michael R.
Do spin-offs expropriate wealth from bondholders?BusinessRao, Ramesh P., Maxwell, William F.
Dotcom mania: the rise and fall of internet stock prices.(Industry Overview)BusinessOfek, Eli, Richardson, Matthew
Dynamic asset allocation with event risk.BusinessLiu, Jun, Longstaff, Francis A., Pan, Jun
Empirical tests for stochastic dominance efficiency.BusinessPost, Thierry
Entrenchment and severance pay in optimal governance structures.BusinessAlmazan, Andres, Suarez, Javier
Equilibrium "anomalies".BusinessFerguson, Michael F., Shockley, Richard L.
Equity volatility and corporate bond yields.BusinessCampbell, John Y., Taksler, Glen B.
Evaluation periods and asset prices in a market experiment.BusinessGneezy, Uri, Potters, Jan, Kapteyn, Arie
Evidence of information spillovers in the production of investment banking services.(Industry Overview)BusinessBenveniste, Lawrence M., Ljungqvist, Alexander, Wilhelm, William J., Jr., Yu, Xiaoyun
Excessive dollar debt: financial development and underinsurance.BusinessCaballero, Ricardo J., Krishnamurthy, Arvind
Family firms.BusinessBurkart, Mike, Panunzi, Fausto, Shleifer, Andrei
Financial development, property rights, and growth.BusinessClaessens, Stijn, Laeven, Luc
Financial distress and bank lending relationships.BusinessSaunders, Anthony, Dahiya, Sandeep, Srinivasan, Anand
Financing and advising: optimal financial contracts with venture capitalists.BusinessCasamatta, Catherine
Founding-family ownership and firm performance: evidence from the S&P 500.(Standard and Poor's)BusinessAnderson, Ronald C., Reeb, David M.
Good day sunshine: stock returns and the weather.BusinessHirshleifer, David, Shumway, Tyler
Hedging in the possible presence of unspanned stochastic volatility: evidence from swaption markets.BusinessGupta, Anurag, Ritchken, Peter, Rong Fan
High-water marks and hedge fund management contracts.BusinessRoss, Stephen A., Goetzmann, William N., Ingersoll, Jonathan E., Jr.
How investors interpret past fund returns.BusinessLynch, Anthony W., Musto, David K.
How sensitive is investment to cash flow when financing is frictionless?BusinessAlti, Aydogan
Idiosyncratic risk matters!BusinessSanta-Clara, Pedro, Goyal, Amit
Incentive compensation when executives can hedge the market: evidence of relative performance evaluation in the cross section.BusinessGarvey, Gerald, Milbourn, Todd
Incentive fees and mutual funds.BusinessElton, Edwin J., Gruber, Martin J., Blake, Christopher R.
Institutional investors and executive compensation.BusinessStarks, Laura T., Hartzell, Jay C.
Integration of lending and underwriting: implications of scope economies.BusinessKanatas, George, Qi, Jianping
Internal versus external financing: an optimal contracting approach.BusinessMuller, Holger M., Inderst, Roman
Intraday price formation in U.S. equity index markets.BusinessHasbrouck, Joel
Investment, uncertainty, and liquidity.BusinessBoyle, Glenn W., Guthrie, Graeme A.
Investor protection and firm liquidity.BusinessBrockman, Paul, Chung, Dennis Y.
IPO pricing in the dot-com bubble.(initial public offering)(Industry Overview)BusinessLjungqvist, Alexander, Wilhelm, William J., Jr.
Is the international convergence of capital adequacy regulation desirable?BusinessAcharya, Viral V.
Long-run performance after stock splits: 1927 to 1996.BusinessRozeff, Michael S., Byun, Jinho
Managerial incentives and internal capital markets.Businessde Motta, Adolfo
Market maker quotation behavior and pretrade transparency.BusinessWhitcomb, David K., Simann, Yusif, Weaver, Daniel G.
Modeling sovereign yield spreads: a case study of Russian debt.BusinessSingleton, Kenneth J., Duffie, Darrell, Pedersen, Lasse Heje
Model misspecification and underdiversification.BusinessUppal, Raman, Tan Wang
Momentum and reversals in equity-index returns during periods of abnormal turnover and return dispersion.BusinessConnolly, Robert, Stivers, Chris
Momentum investing and business cycle risk: evidence from pole to pole.BusinessMartin, J. Spencer, Griffin, John M., Xiuqing Ji
New evidence on the market for directors: board membership and Pennsylvania Senate Bill 1310.BusinessColes, Jeffrey L., Hoi, Chun-Keung
Ownership structure, corporate governance, and firm value: evidence from the East Asian financial crisis.BusinessLins, Karl V., Lemmon, Michael L.
Performance incentives within firms: the effect of managerial responsibility.BusinessAggarwal, Rajesh K., Samwick, Andrew A.
Presidential address: liquidity and price discovery.BusinessO'Hara, Maureen
Pseudo market timing and the long-run underperformance of IPOs.(initial public offerings)BusinessSchultz, Paul
Regulation Fair Disclosure and earnings information: market, analyst, and corporate responses.BusinessBailey, Warren, Haitao Li, Mao, Connie X., Rui Zhong
Risk management with derivatives by dealers and market quality in government bond markets.BusinessYadav, Pradeep K., Naik, Narayan Y.
Risk reduction in large portfolios: why imposing the wrong constraints helps.BusinessJagannathan, Ravi, Ma, Tongshu
Role of speculative short sales in price formation: the case of the weekend effect.BusinessChen, Honghui, Singal, Vijay
Rumors.(private stock information diffusion)BusinessBommel, Jos van
Shareholder taxes in acquisition premiums: the effect of capital gains taxation.BusinessRobinson, John R., Ayers, Benjamin C., Lefanowicz, Craig E.
S&P 500 Index additions and earnings expectations.BusinessMcConnell, John J., Denis, Diane K., Ovtchinnikov, Alexei V., Yun Yu
Spurious regressions in financial economics?BusinessFerson, Wayne E., Sarkissian, Sergei, Simin, Timothy T.
Stock valuation and learning about profitability.BusinessVeronesi, Pietro, Pastor, Lubos
Tax-induced trading of equity securities: evidence from the ADR market.(American Depositary Receipts)BusinessBarry, Christopher B., Callaghan, Sandra Renfro
The behavior of bid-ask spreads and volume in options markets during the competition for listings in 1999.(United States)BusinessHarris, Jeffrey H., Fontnouvelle, Patrick de, Fishe2, Raymond P. H.
The determinants of underpricing for seasoned equity offers.BusinessCorwin, Shane A.
The dynamics of institutional and individual trading.BusinessGriffin, John M., Harris, Jeffrey H., Topaloglu, Selim
The finite moment log stable process and option pricing.BusinessCarr, Peter, Wu, Liuren
The impact of jumps in volatility and returns.BusinessEraker, Bjorn, Johannes, Michael, Polson, Nicholas
The level and persistence of growth rates.BusinessLakonishok, Josef, Chan, Louis K.C., Karceski, Jason
The presidential puzzle: political cycles and the stock market.BusinessSanta-Clara, Pedro, Valkanov, Rossen
The quiet period goes out with a bang.(initial public offerings)BusinessRitter, Jay R., Jordan, Bradford D., Bradley, Daniel J.
The really long-run performance of initial public offerings: the pre-Nasdaq evidence.BusinessGompers, Paul A., Lerner, Josh
The term structure with semi-credible targeting.BusinessBass, Richard, Farnsworth, Heber
The value spread.(book to market ratios)BusinessPolk, Christopher, Cohen, Randolph B., Vuolteenaho, Tuomo
The wealth effects of repurchases on bondholders.BusinessMaxwell, William F., Stephens, Clifford P.
Too busy to mind the business? Monitoring by directors with multiple board appointments.BusinessFerris, Stephen P., Jagannathan, Murali, Pritchard, A.C.
Trade credit, financial intermediary development, and industry growth.BusinessFisman, Raymond, Love, Inessa
Value versus glamour.BusinessConrad, Jennifer, Kaul, Gautam, Cooper, Michael
What if trading location is different from business location? Evidence from the Jardine Group.BusinessChan, Kalok, Lau, Sie Ting, Hameed, Allaudeen
What type of process underlies options? A simple robust test.BusinessCarr, Peter, Liuren Wu
Why do managers diversify their firms? Agency reconsidered.BusinessAggarwal, Rajesh K., Samwick, Andrew A.
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