Journal of Finance 2004 |
Title | Subject | Authors |
A catering theory of dividends.(relationship between stock prices and dividend payment) | Business | Baker, Malcolm, Wurgler, Jeffrey |
A multinational perspective on capital structure choice and internal capital markets. | Business | Foley, C. Fritz, Desai, Mithr A., Jr, James R. Hines |
Analyzing the analysts: when do recommendations add value?(stock prices) | Business | Jegadeesh, Narasimhan, Krische, Susan D., Kim, Joonghyuk, Lee, Charles M. C. |
An examination of long-term abnormal stock returns and operating performance following R&D increases.(research and development) | Business | Eberhart, Allan C., Maxwell, William F., Siddique, Akhtar R. |
Are Investors Rational? Choices among Index Funds. | Business | Busse, Jeffrey A., Elton, Edwin J., Gruber, Martin J. |
Are judgment errors reflected in market prices and allocations? Experimental evidence based on the Monty Hall problem.(decision making) | Business | Kluger, Brian D., Wyatt, Steve B. |
Are momentum profits robust to trading costs?(portfolio management) | Business | Korajczyk, Robert A., Sadka, Ronnie |
Bank and nonbank financial intermediation. | Business | Bond, Philip |
Banks versus venture capital: project evaluation, screening, and expropriation. | Business | |
Bids and allocations in European IPO bookbuilding.(initial public offerings) | Business | Jenkinson, Tim, Jones, Howard |
Bondholder Wealth Effects in Mergers and Acquisitions: New Evidence from the 1980s and 1990s. | Business | Billett, Matthew T., Mauer, David C., Tao-Hsien Dolly King |
Bond insurance: what is special about munis?(municipal bonds, tax aspects) | Business | Nanda, Vikram, Singh, Rajdeep |
Cash and corporate control.(takeovers) | Business | Faleye, Olubunmi |
Characteristics, contracts, and actions: evidence from venture capitalist analysis. | Business | Stromberg, Per, Kaplan, Steven N. |
Collars and renegotiation in mergers and acquisitions. | Business | Officer, Michah S. |
Compensation, Incentives, and the Duality of Risk Aversion and Riskiness. | Business | Ross, Stephen A. |
Competition and coalition among underwriters: the decision to join a syndicate. | Business | Song, Wei-Ling |
Convertible Bond Design and Capital Investment: The Role of Call Provisions. | Business | Moore, William T., Korkeamaki, Timo P. |
Corporate investment and asset price dynamics: implications for the cross-section of returns. | Business | Carlson, Murray, Fisher, Adlai, Giammarino, Ron |
Correlated trading and location. | Business | Seasholes, Mark S., Feng, Lei |
Default risk in equity returns.(Merton's option pricing model) | Business | Vassalou, Maria, Xing, Yuhang |
Diversification as a public good: community effects in portfolio choice. | Business | Kaniel, Ron, Kremer, Ilan, Demarzo, Peter M. |
Diversification discount or premium? New evidence from the Business Information Tracking Series. | Business | Villalonga, Belen |
Dividend changes and the persistence of past earnings changes. | Business | Koch, Adam S., Sun, Amy X. |
Does net buying pressure affect the shape of implied volatility functions? | Business | Whaley, Robert E., Bollen, Nicolas P. B. |
Does stock return momentum explain the "smart money" effect? | Business | Sapp, Travis, Tiwari, Ashish |
Do initial public offering firms purchase analyst coverage with underpricing? | Business | Denis, David J., Cliff, Michael T. |
Do stock prices and volatility jump? reconciling evidence from spot and option prices. | Business | Eraker, Bjorn |
Economic news and the impact of trading on bond prices.(securities) | Business | Green, T. Clifton |
Electricity forward prices: a high-frequency empirical analysis. | Business | Wang, Ashley W., Long Staff, Francis A. |
Employee stock options, corporate taxes, and debt policy. | Business | Graham, John R., Shackelford, Douglas A., Lang, Mark H. |
Endogenous Liquidity in Asset Markets. | Business | Eisfeldt, Andrea L. |
Estimation and test of a simple model of intertemporal capital asset pricing. | Business | Xia, Yihong, Brennan, Michael J., Wang, Ashley W. |
Executive option repricing, incentives, and retention. | Business | Chen, Mark A. |
Financial development and intersectoral allocation: a new approach. | Business | Fisman, Raymond, Love, Inessa |
Forecast dispersion and the cross section of expected returns.(financial analyst's earnings prediction) | Business | Johnson, Timothy C. |
Hedge funds and the technology bubble. | Business | Brunnermeier, Markus K., Nagel, Stefan |
How Do Exchanges Select Stocks for Option Listing? | Business | Mayhew, Stewart, Mihov, Vassil |
How to discount cashflows with time-varying expected returns. | Business | Jun Liu, Ang, Andrew |
Idiosyncratic consumption risk and the cross section of asset returns. | Business | Wang, Kevin Q., Jacobs, Kris |
Information and the cost of capital. | Business | O'Hara, Maureen, Easley, David |
Informed trading in stock and option markets. | Business | Gulen, Huseyin, Mayhew, Stewart, Chakravarty, Sugato |
Informed Trading When Information Becomes Stale. | Business | Bernhardt, Dan, Jianjun Miao |
International evidence on institutional trading behavior and price impact. | Business | Chiyachantana, Chiraphol N., Jain, Pankaj K., Jiang, Christine, Wood, Robert A. |
Investment-cash flow sensitivities: constrained versus unconstrained firms. | Business | Moyen, Nathalie |
Is all that talk just noise? The information content of Internet stock message boards.(price volatility) | Business | Antweiler, Werner, Frank, Murray Z. |
Liquidity externalities and adverse selection: evidence from trading after hours. | Business | Hendershott, Terrence, Barclay, Michael J. |
Luxury goods and the equity premium.(influence of equity premiums on luxury goods consumption ) | Business | Ait-Sahalia, Yacine, Parker, Jonathan A., Yogo, Motohiro |
Market Imperfections, Investment Flexibility, and Default Spreads. | Business | Titman, Sheridan, Tompaidis, Stathis, Tsyplakov, Sergey |
Market states and momentum.(stock returns) | Business | Hameed, Allaudeen, Cooper, Michael J., Gutierrez, Roberto C., Jr. |
Market valuation and merger waves.(correlation between market valuations and stock merger ) | Business | Rhodes-Kropf, Matthew, Viswanthan, S. |
Monitoring as a motivation for IPO underpricing.(initial public offerings) | Business | Cook, Douglas O., Kieschnick, Robert |
Moral hazard and opimal subsidiary structure for financial institutions. | Business | Kahn, Chrales, Winton, Andrew |
Near-sighted justice.(bankruptcy laws and justice) | Business | Nosal, Ed, Bernhardt, Dan |
Optimal asset location and allocation with taxable and tax-deferred investing.(portfolio management) | Business | Spatt, Chester S., Zhang, Harold H., Dammon, Robert M. |
Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets. | Business | Hong Liu |
Optimal diversification: reconciling theory and evidence.(firm diversification and performance; shareholder value maximization) | Business | Gomes, Joao, Livdan, Dmitry |
Option-Implied Risk Aversion Estimates. | Business | Panigirtzoglou, Nikolaos, Bliss, Robert R. |
Option pricing on stocks in mergers and acquisitions. | Business | Subramanian, Ajay |
Predictable investment horizons and wealth transfers among mutual fund shareholders. | Business | Johnson, Woodrow T. |
Presidential address, committing to commit: short-term debt when enforcement is costly. | Business | Diamond, Douglas W. |
Price discovery in the U.S. treasury market: the impact of orderflow and liquidity on the yield curve. | Business | Brand, Michael W., Kavajecz, Kenneth A. |
Price Pressure around Mergers. | Business | Mitchell, Mark, Stafford, Erik, Pulvino, Todd |
Private benefits of control: an international comparison. | Business | Zingales, Luigi, Dyck, Alexander |
Remuneration, retention, and reputation incentives for outside directors.(Fortune 500 business enterprises) | Business | Yermack, David |
Risk-neutral parameter shifts and derivatives pricing in discrete time. | Business | Schroder, Mark |
Risks for the long run: a potential resolution of asset pricing puzzles. | Business | Yaron, Amir, Bansal, Ravi |
Risk sharing and asset prices: evidence from a natural experiment.(stock price volatility) | Business | Henry, Peter Blair, Chari, Anusha |
Short-selling prior to earnings announcements. | Business | Ferri, Michael G., Christophe, Stephen E., Angel, James J. |
Social Interaction and Stock-Market Participation. | Business | Hong, Harrison, Stein, Jeremy C., Kubik, Jeffrey D. |
Systemic risk and international portfolio choice.(jumps in equity returns) | Business | Uppal, Raman, Das, Sanjiv Ranjan |
The 52-week high and momentum investing. | Business | George, Thomas J., Hwang, Chuan-Yang |
The cash flow sensitivity of cash. | Business | Weisbach, Michael S., Campello, Murillo, Almeida, Heitor |
The choice of private versus public capital markets: evidence from privatizations. | Business | Poulsen, Annette B., Meggison, William L., Nash, Robert C., Netter, Jeffry M. |
The development of secondary market liquidity for NYSE-listed IPOs.(initial public offerings, New York Stock Exchange Inc.) | Business | Corwin, Shane A., Lipson, Marc L., Harris, Jeffrey H. |
The effect of banking relationships on the firm's IPO underpricing.(initial public offering ) | Business | Schenone, Carola |
The foundations of freezeout laws in takeovers. | Business | Sundaram, Rangarajan K., Amihud, Yakov, Kahan, Marcel |
The information content of share repurchase programs.(payout theories; operating performance) | Business | Michaely, Roni, Grullon, Gustavo |
The nature of discipline by corporate takeovers. | Business | Kini, Omesh, Mian, Shehzad, Kracaw, William |
The price response to S&P 500 index additions and deletions: evidence of asymmetry and a new explanation.(Standard and Poor 500 index) | Business | Chen, Honghui, Singal, Vijay, Noronha, Gregory |
The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models. | Business | Johannes, Michael |
The timing of option repricing. | Business | Subramaniam, Chandra, Callaghan, Sandra Renfro, Saly, Jane P. |
Tobin's Q, debt overhang, and investment. | Business | Hennessy, Christopher A. |
Toward a national market system for U.S. exchangeulisted equity options. | Business | Jennings, Robert, Battalio, Robert, Hatch, Brian |
Trading activity and price volatility in the municipal bond market. | Business | Downing, Chris, Zhang, Frank |
Value-Enhancing Capital Budgeting and Firm-specific Stock Return Variation. | Business | Morck, Randall, Yeung, Bernard, Durnev, Art |
What do entrepreneurs pay for venture capital affiliation? | Business | Hsu, David H. |
Why do firms use incentives that have no incentive effects? | Business | Oyer, Paul |
Why do firms use incentives that have no incentive effects? | Business | Oyer, Paul |
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