Journal of Finance 2004 - Abstracts

Journal of Finance 2004
TitleSubjectAuthors
A catering theory of dividends.(relationship between stock prices and dividend payment)BusinessBaker, Malcolm, Wurgler, Jeffrey
A multinational perspective on capital structure choice and internal capital markets.BusinessFoley, C. Fritz, Desai, Mithr A., Jr, James R. Hines
Analyzing the analysts: when do recommendations add value?(stock prices)BusinessJegadeesh, 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)BusinessEberhart, Allan C., Maxwell, William F., Siddique, Akhtar R.
Are Investors Rational? Choices among Index Funds.BusinessBusse, 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)BusinessKluger, Brian D., Wyatt, Steve B.
Are momentum profits robust to trading costs?(portfolio management)BusinessKorajczyk, Robert A., Sadka, Ronnie
Bank and nonbank financial intermediation.BusinessBond, Philip
Banks versus venture capital: project evaluation, screening, and expropriation.Business 
Bids and allocations in European IPO bookbuilding.(initial public offerings)BusinessJenkinson, Tim, Jones, Howard
Bondholder Wealth Effects in Mergers and Acquisitions: New Evidence from the 1980s and 1990s.BusinessBillett, Matthew T., Mauer, David C., Tao-Hsien Dolly King
Bond insurance: what is special about munis?(municipal bonds, tax aspects)BusinessNanda, Vikram, Singh, Rajdeep
Cash and corporate control.(takeovers)BusinessFaleye, Olubunmi
Characteristics, contracts, and actions: evidence from venture capitalist analysis.BusinessStromberg, Per, Kaplan, Steven N.
Collars and renegotiation in mergers and acquisitions.BusinessOfficer, Michah S.
Compensation, Incentives, and the Duality of Risk Aversion and Riskiness.BusinessRoss, Stephen A.
Competition and coalition among underwriters: the decision to join a syndicate.BusinessSong, Wei-Ling
Convertible Bond Design and Capital Investment: The Role of Call Provisions.BusinessMoore, William T., Korkeamaki, Timo P.
Corporate investment and asset price dynamics: implications for the cross-section of returns.BusinessCarlson, Murray, Fisher, Adlai, Giammarino, Ron
Correlated trading and location.BusinessSeasholes, Mark S., Feng, Lei
Default risk in equity returns.(Merton's option pricing model)BusinessVassalou, Maria, Xing, Yuhang
Diversification as a public good: community effects in portfolio choice.BusinessKaniel, Ron, Kremer, Ilan, Demarzo, Peter M.
Diversification discount or premium? New evidence from the Business Information Tracking Series.BusinessVillalonga, Belen
Dividend changes and the persistence of past earnings changes.BusinessKoch, Adam S., Sun, Amy X.
Does net buying pressure affect the shape of implied volatility functions?BusinessWhaley, Robert E., Bollen, Nicolas P. B.
Does stock return momentum explain the "smart money" effect?BusinessSapp, Travis, Tiwari, Ashish
Do initial public offering firms purchase analyst coverage with underpricing?BusinessDenis, David J., Cliff, Michael T.
Do stock prices and volatility jump? reconciling evidence from spot and option prices.BusinessEraker, Bjorn
Economic news and the impact of trading on bond prices.(securities)BusinessGreen, T. Clifton
Electricity forward prices: a high-frequency empirical analysis.BusinessWang, Ashley W., Long Staff, Francis A.
Employee stock options, corporate taxes, and debt policy.BusinessGraham, John R., Shackelford, Douglas A., Lang, Mark H.
Endogenous Liquidity in Asset Markets.BusinessEisfeldt, Andrea L.
Estimation and test of a simple model of intertemporal capital asset pricing.BusinessXia, Yihong, Brennan, Michael J., Wang, Ashley W.
Executive option repricing, incentives, and retention.BusinessChen, Mark A.
Financial development and intersectoral allocation: a new approach.BusinessFisman, Raymond, Love, Inessa
Forecast dispersion and the cross section of expected returns.(financial analyst's earnings prediction)BusinessJohnson, Timothy C.
Hedge funds and the technology bubble.BusinessBrunnermeier, Markus K., Nagel, Stefan
How Do Exchanges Select Stocks for Option Listing?BusinessMayhew, Stewart, Mihov, Vassil
How to discount cashflows with time-varying expected returns.BusinessJun Liu, Ang, Andrew
Idiosyncratic consumption risk and the cross section of asset returns.BusinessWang, Kevin Q., Jacobs, Kris
Information and the cost of capital.BusinessO'Hara, Maureen, Easley, David
Informed trading in stock and option markets.BusinessGulen, Huseyin, Mayhew, Stewart, Chakravarty, Sugato
Informed Trading When Information Becomes Stale.BusinessBernhardt, Dan, Jianjun Miao
International evidence on institutional trading behavior and price impact.BusinessChiyachantana, Chiraphol N., Jain, Pankaj K., Jiang, Christine, Wood, Robert A.
Investment-cash flow sensitivities: constrained versus unconstrained firms.BusinessMoyen, Nathalie
Is all that talk just noise? The information content of Internet stock message boards.(price volatility)BusinessAntweiler, Werner, Frank, Murray Z.
Liquidity externalities and adverse selection: evidence from trading after hours.BusinessHendershott, Terrence, Barclay, Michael J.
Luxury goods and the equity premium.(influence of equity premiums on luxury goods consumption )BusinessAit-Sahalia, Yacine, Parker, Jonathan A., Yogo, Motohiro
Market Imperfections, Investment Flexibility, and Default Spreads.BusinessTitman, Sheridan, Tompaidis, Stathis, Tsyplakov, Sergey
Market states and momentum.(stock returns)BusinessHameed, Allaudeen, Cooper, Michael J., Gutierrez, Roberto C., Jr.
Market valuation and merger waves.(correlation between market valuations and stock merger )BusinessRhodes-Kropf, Matthew, Viswanthan, S.
Monitoring as a motivation for IPO underpricing.(initial public offerings)BusinessCook, Douglas O., Kieschnick, Robert
Moral hazard and opimal subsidiary structure for financial institutions.BusinessKahn, Chrales, Winton, Andrew
Near-sighted justice.(bankruptcy laws and justice)BusinessNosal, Ed, Bernhardt, Dan
Optimal asset location and allocation with taxable and tax-deferred investing.(portfolio management)BusinessSpatt, Chester S., Zhang, Harold H., Dammon, Robert M.
Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets.BusinessHong Liu
Optimal diversification: reconciling theory and evidence.(firm diversification and performance; shareholder value maximization)BusinessGomes, Joao, Livdan, Dmitry
Option-Implied Risk Aversion Estimates.BusinessPanigirtzoglou, Nikolaos, Bliss, Robert R.
Option pricing on stocks in mergers and acquisitions.BusinessSubramanian, Ajay
Predictable investment horizons and wealth transfers among mutual fund shareholders.BusinessJohnson, Woodrow T.
Presidential address, committing to commit: short-term debt when enforcement is costly.BusinessDiamond, Douglas W.
Price discovery in the U.S. treasury market: the impact of orderflow and liquidity on the yield curve.BusinessBrand, Michael W., Kavajecz, Kenneth A.
Price Pressure around Mergers.BusinessMitchell, Mark, Stafford, Erik, Pulvino, Todd
Private benefits of control: an international comparison.BusinessZingales, Luigi, Dyck, Alexander
Remuneration, retention, and reputation incentives for outside directors.(Fortune 500 business enterprises)BusinessYermack, David
Risk-neutral parameter shifts and derivatives pricing in discrete time.BusinessSchroder, Mark
Risks for the long run: a potential resolution of asset pricing puzzles.BusinessYaron, Amir, Bansal, Ravi
Risk sharing and asset prices: evidence from a natural experiment.(stock price volatility)BusinessHenry, Peter Blair, Chari, Anusha
Short-selling prior to earnings announcements.BusinessFerri, Michael G., Christophe, Stephen E., Angel, James J.
Social Interaction and Stock-Market Participation.BusinessHong, Harrison, Stein, Jeremy C., Kubik, Jeffrey D.
Systemic risk and international portfolio choice.(jumps in equity returns)BusinessUppal, Raman, Das, Sanjiv Ranjan
The 52-week high and momentum investing.BusinessGeorge, Thomas J., Hwang, Chuan-Yang
The cash flow sensitivity of cash.BusinessWeisbach, Michael S., Campello, Murillo, Almeida, Heitor
The choice of private versus public capital markets: evidence from privatizations.BusinessPoulsen, 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.)BusinessCorwin, Shane A., Lipson, Marc L., Harris, Jeffrey H.
The effect of banking relationships on the firm's IPO underpricing.(initial public offering )BusinessSchenone, Carola
The foundations of freezeout laws in takeovers.BusinessSundaram, Rangarajan K., Amihud, Yakov, Kahan, Marcel
The information content of share repurchase programs.(payout theories; operating performance)BusinessMichaely, Roni, Grullon, Gustavo
The nature of discipline by corporate takeovers.BusinessKini, 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)BusinessChen, Honghui, Singal, Vijay, Noronha, Gregory
The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models.BusinessJohannes, Michael
The timing of option repricing.BusinessSubramaniam, Chandra, Callaghan, Sandra Renfro, Saly, Jane P.
Tobin's Q, debt overhang, and investment.BusinessHennessy, Christopher A.
Toward a national market system for U.S. exchangeulisted equity options.BusinessJennings, Robert, Battalio, Robert, Hatch, Brian
Trading activity and price volatility in the municipal bond market.BusinessDowning, Chris, Zhang, Frank
Value-Enhancing Capital Budgeting and Firm-specific Stock Return Variation.BusinessMorck, Randall, Yeung, Bernard, Durnev, Art
What do entrepreneurs pay for venture capital affiliation?BusinessHsu, David H.
Why do firms use incentives that have no incentive effects?BusinessOyer, Paul
Why do firms use incentives that have no incentive effects?BusinessOyer, Paul
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