Journal of Financial Economics 2004 - Abstracts

Journal of Financial Economics 2004
TitleSubjectAuthors
An econometric model of serial correlation and illiquidity in hedge fund returns.EconomicsLo, Andrew W., Getmansky, Mila, Makarov, Igor
Appearing and disappearing dividends: the link to catering incentives.EconomicsBaker, Malcolm, Wurgler, Jeffrey
Are dividends disappearing? Dividend concentration and the consolidation of earnings.EconomicsDeAngelo, Harry, DeAngelo, Linda, Skinner, Douglas J.
A revealed preference approach to understanding corporate governance problems: evidence from Canada.EconomicsChirinko, Robert S., Schaller, Huntley
Asset prices and real investment.EconomicsKogan, Leonid
A theory of corporate spin-offs.EconomicsChemmanur, Thomas J., An Yan
Bailout and conglomeration.(emerging markets )EconomicsSe-Jik Kim
Banking market structure and financial stability: evidence from the Texas real estate crisis in the 1980s.EconomicsGan, Jie
CEO compensation and incentives: Evidence from M & A bonuses.EconomicsHribar, Paul, Grinstein, Yaniv
Common markets makers and commonality in liquidity.EconomicsCoughenour, Jay F., Saad, Mohsen M.
Conditional estimation of diffusion processes.EconomicsPearson, Neil D., Poteshman, Allen M., Li, Minqiang
Corporate earnings and the equity premium.EconomicsLongstaff, Francis A., Piazzesi, Monika
Corporate governance and firm value: evidence from the Korean financial crisis.EconomicsJae-Seung Baek, Jun-Koo Kang, Park, Kyung Suh
Cross-country determinants of mergers and acquisitions.EconomicsRossi, Stefano, Volpin, Paolo F.
Data-generating process uncertainty: what difference does it make in portfolio decisions?.EconomicsTu, Jun, Zhou, Guofu
Death spiral convertibles.EconomicsVermaelen, Theo, Hillion, Pierre
Determinants of target capital structure: the case of dual debt and equity issues.EconomicsHovakimian, Armen, Tehranian, Hassan, Hovakimian, Gayane
Disentangling diffusion from jumps.(Poisson jump diffusion model)EconomicsAit-Sahalia, Yacine
Does an electronic stock exchange need an upstairs market?EconomicsBessembinder, Hendrik, Venkataramanan, Kumar
Do security analysts exhibit persistent differences in stock picking ability?EconomicsMikhail, Michael B., Walther, Beverly R., Willis, Richard H.
Earnings management and the market performance of acquiring firms.EconomicsLouis, Henock
Earnings management, stock issues, and shareholder lawsuits.EconomicsSefcik, Stephan E., DuCharme, Larry L., Malatesta, Paul H.
Estimating the market risk premium.EconomicsMayfield, Scott E.
Firm size and the gains from acquisitions.EconomicsStulz, Rene M., Moeller, Sara B., Schlingemann, Frederik P.
Gains in bank mergers: evidence from the bond markets.EconomicsUnal, Haluk, Penas, Maria Fabiana
Grandstanding, certification and the underpricing of venture capital backed IPOs.(initial public offerings)EconomicsWahal, Sunil, Lee, Peggy M.
Information and bank credit allocation.EconomicsAriccia, Giovanni Dell', Marquez, Robert
Institutional trading and the turn-of-the-year effect.(stock market phenomenon)EconomicsNg, Lilian, Wang, Qinghai
Internal capital markets and investment policy: evidence from corporate spinoffs.EconomicsDenis, David J., Ahn, Seoungpil
Investibility and return volatility.(stock return )EconomicsKee-Hong Bae, Kalok Chan, Ng, Angela
Is the IPO pricing process efficient?EconomicsLowry, Michelle, Schwert, William G.
Leverage decision and manager compensation with choice of effort and volatility.EconomicsZapatero, Fernando, Cadenillas, Abel, Cvitanic, Jaska
Limited arbitrage and short sales restrictions: evidence from the options markets.EconomicsOfek, Eli, Richardson, Matthew, Whitelaw, Robert F.
Management turnover in subsidiaries of conglomerates versus stand-alone firms.EconomicsMcNeil, Chris, Niehaus, Greg, Powers, Eric
Managerial succession and firm performance.EconomicsHuson, Mark R., Parrino, Robert, Malatesta, Paul H.
Market evidence on the opaqueness of banking firms' assets.EconomicsNimalendran, 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)EconomicsWohl, Avi, Kalay, Avner, Sade, Orly
Modeling the bid/ask spread: measuring the inventory-holding premium.EconomicsBollen, Nicolas P.B., Whaley, Robert E., Smith, Tom
Modeling the term structure of interest rates: a new approach.EconomicsKimmel, Robert L.
New lists: fundamentals and survival rates.EconomicsFama, Eugene F., French, Kenneth R.
On the relationship between the conditional mean and volatility of stock returns: a latent VAR approach.EconomicsBrandt, Michael W., Kang, Qiang
Order imbalance and individual stock returns: theory and evidence.EconomicsChordia, Tarun, Subrahmanyam, Avanidhar
Order preferencing and market quality on NASDAQ before and after decimalization.EconomicsChung, Kee H., McCormick, D. Timothy, Chuwonganant, Chairat
Performance fee contract change and mutual fund risk.EconomicsStarks, Laura, Golec, Joseph
Portfolio choice and health status.(household portfolio)EconomicsWu, Stephen, Rosen, Harvey S.
Predicting returns with financial ratios.EconomicsLewellen, Jonathan
Predicting stock price movements from past returns: the role of consistency and tax-loss selling.EconomicsGrinblatt, Mark, Moskowitz, Tobias J.
Selling company shares to reluctant employees: France telecom's experience.EconomicsTufano, Peter, Degeorge, Francois, Jenter, Dirk, Moel, Alberto
Smart investments by smart money: evidence from seasoned equity offerings.EconomicsGibson, Scott, Safieddine, Assem, Sonti, Ramana
Sources of gains in horizontal mergers: evidence from customer, supplier, and rival firms.EconomicsFee, C. Edward, Thomas, Shawn
Style effects in the cross-section of stock returns.(investing methods)EconomicsTeo, Melvyn, Woo, Sung-Jun
Tax-loss trading and wash sales.EconomicsGrinblatt, Mark, Keloharju, Matti
Testing market efficiency using statistical arbitrage with applications to momentum and value strategies.EconomicsJarrow, Robert, Hogan, Steve, Teo, Melvyn, Warachka, Mitch
The basis risk of catastrophic-loss index securities.EconomicsCummins, J. David, Phillips, Richard D., Lalonde, David
The choice of equity-selling mechanisms.EconomicsYiLin Wu
The costs of shared ownership: evidence from international joint ventures.EconomicsDesai, Mihir A., Foley, C. Fritz, Hines, James R.
The effect of capital market characteristics on the value of start-up firms.EconomicsMuller, Holger M., Inderst, Roman
The effect of capital structure when expected agency costs are extreme.EconomicsHarvey, Campbell R., Lins, Karl V., Roper, Andrew H.
The effects of government ownership on bank lending.EconomicsSapienza, Paola
The illiquidity puzzle: theory and evidence from private equity.EconomicsLerner, Josh, Schoar, Antoinette
The illusory nature of momentum profits.EconomicsZhou, Chunsheng, Lesmond, David A., Schill, Michael J.
The impact of illegal insider trading in dealer and specialist markets: evidence from a natural experiment.EconomicsFishe, Raymond P. H., Robe, Michel A.
The impact of stock market information production on internal resource allocation.EconomicsGoldman, Eitan
The importance of the loss function in option valuation.EconomicsChristoffersen, Peter, Jacobs, Kris
The role of syndicate structure in bank underwriting.EconomicsNarayanan, Rajesh P., Rangan, Kasturi P., Rangan, Nanda K.
The timing and terms of mergers motivated by economies of scale.EconomicsLambrecht, Bart M.
The timing and value of forecast and recommendation revisions.EconomicsIvkovic, Zoran, Jagadeesh, Narasimhan
The value of dividend imputation tax credits in Australia.EconomicsCannavan, Damien, Finn, Frank, Gray, tephen
The value of tax shields is NOT equal to the present value of tax shields.EconomicsFernandez, Pablo
Tick size, NYSE rule 118, and ex-dividend day stock price behavior.(New York Stock Exchange)EconomicsMa, Tongshu, Jakob, Keith
Time-changed levy processes and option pricing.EconomicsCarr, Peter, Wu, Liuren
U.S. cross-listings and the private benefits of control: evidence from dual-class firms.EconomicsDoidge, Craig
Who is in whose pocket? Director compensation, board independence, and barriers to effective monitoring.EconomicsJr., Harley E. Ryan, III, Roy A. Wiggins
Why are foreign firms listed in the U.S. worth more?.EconomicsStulz, Rene M., Karolyi, G. Andrew, Doidge, Craig
Why constrain your mutual fund manager?EconomicsChapman, David A., Brown, Keith C., Almazan, Andres, Carlson, Murray
This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.