Journal of Financial Economics 2001 - Abstracts

Journal of Financial Economics 2001
TitleSubjectAuthors
Aggregate price effects of institutional trading: a study of mutual fund flow and market returns.EconomicsEdelen, Roger M., Warner, Jerold B.
An equilibrium model of irreversible investment.EconomicsKogan, Leonid
An examination of executive stock option repricing.(Statistical Data Included)EconomicsCarter, Mary Elln, Lynch, Luann J.
Asset liquidity, capital structure, and secured debt.(Statistical Data Included)EconomicsMorellec, Erwan
Bankers on boards: monitoring, conflicts of interest, and lender liability.(Statistical Data Included)EconomicsKroszner, Randall S., Strahan, Philip E.
Bond calls, credible commitment, and equity dilution: a theoretical and clinical analysis of simultaneous tender and call (STAC) offers.(game theory analyzed)EconomicsDihillon, Upinder S., Noe, Thomas H., Ramirez, Gabriel G.
Capital budgeting and compensation with asymmetric information and moral hazard.EconomicsCai, Hongbin, Bernardo, Antonio E., Luo, Jiang
CEO compensation and bank mergers.(Statistical Data Included)EconomicsBliss, Richard T., Rosen, Richard J.
Cephalon, Inc. Taking risk management theory seriously.(motivations for buying call options on its own stock)(Statistical Data Included)EconomicsChacko, George, Tufano, Peter, Verter, Geoffrey
Common factors in prices, order flows, and liquidity.EconomicsHasbrouck, Joel, Seppi, Duane
Convergence trading with wealth effects: an amplification mechanism in financial markets.(Statistical Data Included)EconomicsXiong, Wei
Corporate payout policy and managerial stock incentives.EconomicsFenn, George W., Liang, Nellie
Credit enhancement through financial engineering: Freeport McMoRan's gold-denominated depositary shares.(bundled hedging)EconomicsChidambaran, N. K., Fernando, Chitru S., Spindt, Paul A.
Direct foreign ownership, institutional investors, and firm characteristics.EconomicsDahlquist, magnus, Robertsson, Goran
Disappearing dividends: changing firm characteristics or lower propensity to pay?EconomicsFama, Eugene F., French, Kenneth R.
Discretionary reductions in warrant exercise prices.(Statistical Data Included)EconomicsHowe, John S., Su, Tie
Does Delaware law improve firm value?(Statistical Data Included)EconomicsDaines, Robert
Do investment banks compete in initial public offerings?: the advent of the "7% plus contract".EconomicsHansen, Robert
Do the individuals closest to internet firms believe they are overvalued?EconomicsSchultz, Paul, Zaman, Mir
Evaluating the specification errors of asset pricing models.(Statistical Data Included)EconomicsHodrick, Robert J., Zhang, Xiaoyan
Exchange rate exposure and competition: evidence from the automotive industry.EconomicsWilliamson, Rohan
Extracting factors from heteroskedastic asset returns.(Statistical Data Included)EconomicsJones, Christopher S.
Factor dependence of Bermudan swaptions: fact or fiction?(research information)Economics 
Factor dependence of Bermudan swaptions: fact or fiction?(Statistical Data Included)EconomicsAndersen, Leif, Andreasen, Jesper
Firm performance and executive compensation in the savings and loan industry.(Statistical Data Included)EconomicsHermalin, Benjamin E., Wallace, Nancy E.
Following the leader: a study of individual analysts' earnings forecasts.(securities analysts)(Statistical Data Included)EconomicsCooper, Rick A., Day, Theodore E., Lewis, Craig M.
Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices.(Statistical Data Included)EconomicsHong, Harrison, Stein, Jeremy C., Chen, Joseph
HBS-JFE conference volume: complementary research methods.(Harvard Business School-Journal of Financial Economics conference)(Brief Article)Economicstufano, Peter
Information production, dilution costs, and optimal security design.(Statistical Data Included)EconomicsFulghieri, Paolo, Lukin, Dmitry
Leverage and internal capital markets: evidence from leveraged recapitalizations.EconomicsShivdasani, Anil, Peyer, Urs
Linking pay to performance - compensation proposal in the S&P 500.(Standard and Poor's 500)(Statistical Data Included)EconomicsMorgan, Angela G., Poulsen, Annette B.
Locking out rival bidders: the use of lockup options in corporate mergers.EconomicsBurch, Timothy R.
Managerial timing and corporate liquidity: evidence from actual share repurchases.(Statistical Data Included)EconomicsBrockman, Paul, Chung, Dennis Y.
Managing foreign exchange risk with derivatives.(motivations on company's hedging)(Statistical Data Included)EconomicsBrown, Gregory W.
Market reaction to public information: The atypical case of the Boston Celtics.(Boston Celtics L.P.)(Statistical Data Included)EconomicsBrown, Gregory W., Hartzell, Jay C.
On the choice and replacement of chief financial officers.EconomicsMian, Shehzad
Pay for performance? Government regulation and the strucure of compensation conracts.(Statistical Data Included)EconomicsPerry, Tod, Zenner, Marc
Portfolio choice and dquity characteristics: characterizing the hedging demands induced by return predictability.(Statistical Data Included)EconomicsLynch, Anthony W.
Portfolio choice and equity characterisitcs: characterizing the hedging demands induced by return predictability.(research information)Economics 
Predictable changes in yields and forward rates.(financial forecasting)EconomicsForesi, Silverio, Backus, david, Mozumdar, Abon, Liuren, Wu
Pricing and hedging in incomplete markets.EconomicsGeman, Helyette, Carr, Peter, Madan, Dilip B.
Pricing and hedging in incomplete markets.(research information)Economics 
Pricing the strategic value of putable securities in liquidity crises.(being larger than their intrinsic value)(Statistical Data Included)EconomicsDavid, Alexander
Short-sellers, fundamental analysis, and stock returns.EconomicsDechow, Patricia M., Hutton, Any P., Meulbroek, Lisa, Sloan, Richard G.
Sixteenths: direct evidence on institutional execution costs.EconomicsLipson, Marc L., Jones, Charles M.
Stealth-trading: Which traders' trades move stock prices?(Statistical Data Included)EconomicsChakravarty, Sugato
Stockholder gains from focusing versus diversifying bank mergers.EconomicsDeLong, Gayle L.
Stock option plans for non-executive employees.EconomicsCore, John E., Guay, Wayne R.
The capital gain lock-in effect and long-horizon return reversal.(Statistical Data Included)EconomicsKein, Peter
The distribution of realized stock return volatility.(Statistical Data Included)EconomicsBollerslev, Tim, Andersen, Torben G., Diebold, Francis X., Evens, Heiko
The duration of bank relationships.(between banks and corporations)(Statistical Data Included)EconomicsOngena, Steven, Smith, David C.
The information content of litigation participation securities: the case of CalFed Bancorp.(creation of value in targeted stocks)(Statistical Data Included)EconomicsEsty, Benjamin C.
The market for catastrophe risk: a clinical examination.(eight theoretical explanations why catastrophe insurance is not first choice)(Statistical Data Included)EconomicsFroot, Kenneth A.
The optimal spread and offering price for underwritten securities.EconomicsYeoman, John C.
The optimal spread and offering price for underwritten securities.(research information)Economics 
The option to withdraw IPOs during the premarket: empirical analysis.(initial public offerings)EconomicsBusaba, Walid Y., Benveniste, Lawrence M., Re-Jin Guo
The performance of professional market timers: daily evidence from executed strategies.(Statistical Data Included)EconomicsChance, Don M., Hemler, Michael L.
The portfolio flows of international investors.EconomicsFroot, Kenneth A., O'Connell, Paul G.J., Seasholes, Mark S.
The structure of debt and active equity investors: The case of the buyout specialist.(in leveraged buyouts)(Statistical Data Included)EconomicsCotter, James F., Peck, Sarah W.
The theory and practice of corporate finance: evidence from the field.(Statistical Data Included)EconomicsGraham, John R., Harvey, Campbell R.
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market.EconomicsLongstaff, Francis A., Schwartz, Eduardo S., Santa-Clara, Pedro
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market.(research information)Economics 
Trading activity and expected stock returns.(trading activity-related variables)(Statistical Data Included)EconomicsChordia, Tarun, Subrahmanyam, Avanidhar, Anshuman, V. Ravi
Understanding the deteminants of managerial ownership and the link between ownership and performance: comment.EconomicsZhou, Xianming
Where do merger gains come from? Bank mergers from the perspective of insiders and outsiders.(Statistical Data Included)EconomicsHouston, Joel F., James, Christopher M., Ryngaert, Michael D.
Why do firms switch underwriters.(underwriters' reputation and other coverages)(Statistical Data Included)EconomicsShaw, Wayne H., Krigman, Laurie, Womack, Kent L.
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