Journal of Financial Economics 2004 |
Title | Subject | Authors |
An econometric model of serial correlation and illiquidity in hedge fund returns. | Economics | Lo, Andrew W., Getmansky, Mila, Makarov, Igor |
Appearing and disappearing dividends: the link to catering incentives. | Economics | Baker, Malcolm, Wurgler, Jeffrey |
Are dividends disappearing? Dividend concentration and the consolidation of earnings. | Economics | DeAngelo, Harry, DeAngelo, Linda, Skinner, Douglas J. |
A revealed preference approach to understanding corporate governance problems: evidence from Canada. | Economics | Chirinko, Robert S., Schaller, Huntley |
Asset prices and real investment. | Economics | Kogan, Leonid |
A theory of corporate spin-offs. | Economics | Chemmanur, Thomas J., An Yan |
Bailout and conglomeration.(emerging markets ) | Economics | Se-Jik Kim |
Banking market structure and financial stability: evidence from the Texas real estate crisis in the 1980s. | Economics | Gan, Jie |
CEO compensation and incentives: Evidence from M & A bonuses. | Economics | Hribar, Paul, Grinstein, Yaniv |
Common markets makers and commonality in liquidity. | Economics | Coughenour, Jay F., Saad, Mohsen M. |
Conditional estimation of diffusion processes. | Economics | Pearson, Neil D., Poteshman, Allen M., Li, Minqiang |
Corporate earnings and the equity premium. | Economics | Longstaff, Francis A., Piazzesi, Monika |
Corporate governance and firm value: evidence from the Korean financial crisis. | Economics | Jae-Seung Baek, Jun-Koo Kang, Park, Kyung Suh |
Cross-country determinants of mergers and acquisitions. | Economics | Rossi, Stefano, Volpin, Paolo F. |
Data-generating process uncertainty: what difference does it make in portfolio decisions?. | Economics | Tu, Jun, Zhou, Guofu |
Death spiral convertibles. | Economics | Vermaelen, Theo, Hillion, Pierre |
Determinants of target capital structure: the case of dual debt and equity issues. | Economics | Hovakimian, Armen, Tehranian, Hassan, Hovakimian, Gayane |
Disentangling diffusion from jumps.(Poisson jump diffusion model) | Economics | Ait-Sahalia, Yacine |
Does an electronic stock exchange need an upstairs market? | Economics | Bessembinder, Hendrik, Venkataramanan, Kumar |
Do security analysts exhibit persistent differences in stock picking ability? | Economics | Mikhail, Michael B., Walther, Beverly R., Willis, Richard H. |
Earnings management and the market performance of acquiring firms. | Economics | Louis, Henock |
Earnings management, stock issues, and shareholder lawsuits. | Economics | Sefcik, Stephan E., DuCharme, Larry L., Malatesta, Paul H. |
Estimating the market risk premium. | Economics | Mayfield, Scott E. |
Firm size and the gains from acquisitions. | Economics | Stulz, Rene M., Moeller, Sara B., Schlingemann, Frederik P. |
Gains in bank mergers: evidence from the bond markets. | Economics | Unal, Haluk, Penas, Maria Fabiana |
Grandstanding, certification and the underpricing of venture capital backed IPOs.(initial public offerings) | Economics | Wahal, Sunil, Lee, Peggy M. |
Information and bank credit allocation. | Economics | Ariccia, Giovanni Dell', Marquez, Robert |
Institutional trading and the turn-of-the-year effect.(stock market phenomenon) | Economics | Ng, Lilian, Wang, Qinghai |
Internal capital markets and investment policy: evidence from corporate spinoffs. | Economics | Denis, David J., Ahn, Seoungpil |
Investibility and return volatility.(stock return ) | Economics | Kee-Hong Bae, Kalok Chan, Ng, Angela |
Is the IPO pricing process efficient? | Economics | Lowry, Michelle, Schwert, William G. |
Leverage decision and manager compensation with choice of effort and volatility. | Economics | Zapatero, Fernando, Cadenillas, Abel, Cvitanic, Jaska |
Limited arbitrage and short sales restrictions: evidence from the options markets. | Economics | Ofek, Eli, Richardson, Matthew, Whitelaw, Robert F. |
Management turnover in subsidiaries of conglomerates versus stand-alone firms. | Economics | McNeil, Chris, Niehaus, Greg, Powers, Eric |
Managerial succession and firm performance. | Economics | Huson, Mark R., Parrino, Robert, Malatesta, Paul H. |
Market evidence on the opaqueness of banking firms' assets. | Economics | Nimalendran, M., Flannery, Mark J., Kwan, Simon H. |
Measuring stock illiquidity: an investigation of the demand and supply schedules at the TASE.(Tel Aviv Stock Exchange) | Economics | Wohl, Avi, Kalay, Avner, Sade, Orly |
Modeling the bid/ask spread: measuring the inventory-holding premium. | Economics | Bollen, Nicolas P.B., Whaley, Robert E., Smith, Tom |
Modeling the term structure of interest rates: a new approach. | Economics | Kimmel, Robert L. |
New lists: fundamentals and survival rates. | Economics | Fama, Eugene F., French, Kenneth R. |
On the relationship between the conditional mean and volatility of stock returns: a latent VAR approach. | Economics | Brandt, Michael W., Kang, Qiang |
Order imbalance and individual stock returns: theory and evidence. | Economics | Chordia, Tarun, Subrahmanyam, Avanidhar |
Order preferencing and market quality on NASDAQ before and after decimalization. | Economics | Chung, Kee H., McCormick, D. Timothy, Chuwonganant, Chairat |
Performance fee contract change and mutual fund risk. | Economics | Starks, Laura, Golec, Joseph |
Portfolio choice and health status.(household portfolio) | Economics | Wu, Stephen, Rosen, Harvey S. |
Predicting returns with financial ratios. | Economics | Lewellen, Jonathan |
Predicting stock price movements from past returns: the role of consistency and tax-loss selling. | Economics | Grinblatt, Mark, Moskowitz, Tobias J. |
Selling company shares to reluctant employees: France telecom's experience. | Economics | Tufano, Peter, Degeorge, Francois, Jenter, Dirk, Moel, Alberto |
Smart investments by smart money: evidence from seasoned equity offerings. | Economics | Gibson, Scott, Safieddine, Assem, Sonti, Ramana |
Sources of gains in horizontal mergers: evidence from customer, supplier, and rival firms. | Economics | Fee, C. Edward, Thomas, Shawn |
Style effects in the cross-section of stock returns.(investing methods) | Economics | Teo, Melvyn, Woo, Sung-Jun |
Tax-loss trading and wash sales. | Economics | Grinblatt, Mark, Keloharju, Matti |
Testing market efficiency using statistical arbitrage with applications to momentum and value strategies. | Economics | Jarrow, Robert, Hogan, Steve, Teo, Melvyn, Warachka, Mitch |
The basis risk of catastrophic-loss index securities. | Economics | Cummins, J. David, Phillips, Richard D., Lalonde, David |
The choice of equity-selling mechanisms. | Economics | YiLin Wu |
The costs of shared ownership: evidence from international joint ventures. | Economics | Desai, Mihir A., Foley, C. Fritz, Hines, James R. |
The effect of capital market characteristics on the value of start-up firms. | Economics | Muller, Holger M., Inderst, Roman |
The effect of capital structure when expected agency costs are extreme. | Economics | Harvey, Campbell R., Lins, Karl V., Roper, Andrew H. |
The effects of government ownership on bank lending. | Economics | Sapienza, Paola |
The illiquidity puzzle: theory and evidence from private equity. | Economics | Lerner, Josh, Schoar, Antoinette |
The illusory nature of momentum profits. | Economics | Zhou, Chunsheng, Lesmond, David A., Schill, Michael J. |
The impact of illegal insider trading in dealer and specialist markets: evidence from a natural experiment. | Economics | Fishe, Raymond P. H., Robe, Michel A. |
The impact of stock market information production on internal resource allocation. | Economics | Goldman, Eitan |
The importance of the loss function in option valuation. | Economics | Christoffersen, Peter, Jacobs, Kris |
The role of syndicate structure in bank underwriting. | Economics | Narayanan, Rajesh P., Rangan, Kasturi P., Rangan, Nanda K. |
The timing and terms of mergers motivated by economies of scale. | Economics | Lambrecht, Bart M. |
The timing and value of forecast and recommendation revisions. | Economics | Ivkovic, Zoran, Jagadeesh, Narasimhan |
The value of dividend imputation tax credits in Australia. | Economics | Cannavan, Damien, Finn, Frank, Gray, tephen |
The value of tax shields is NOT equal to the present value of tax shields. | Economics | Fernandez, Pablo |
Tick size, NYSE rule 118, and ex-dividend day stock price behavior.(New York Stock Exchange) | Economics | Ma, Tongshu, Jakob, Keith |
Time-changed levy processes and option pricing. | Economics | Carr, Peter, Wu, Liuren |
U.S. cross-listings and the private benefits of control: evidence from dual-class firms. | Economics | Doidge, Craig |
Who is in whose pocket? Director compensation, board independence, and barriers to effective monitoring. | Economics | Jr., Harley E. Ryan, III, Roy A. Wiggins |
Why are foreign firms listed in the U.S. worth more?. | Economics | Stulz, Rene M., Karolyi, G. Andrew, Doidge, Craig |
Why constrain your mutual fund manager? | Economics | Chapman, David A., Brown, Keith C., Almazan, Andres, Carlson, Murray |
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