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