Mingze Gao

Curated Reading List - 2001


Journal of Finance

  1. A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases, 2001, Christopher R. Blake; Edwin J. Elton; Martin J. Gruber
  2. A Rose.com by Any Other Name, 2001, Michael J. Cooper; Orlin Dimitrov; P. Raghavendra Rau
  3. A Theory of the Syndicate: Form Follows Function, 2001, Pegaret Pichler; William Wilhelm
  4. Affine Term Structure Models and the Forward Premium Anomaly, 2001, David K. Backus; Silverio Foresi; Chris I. Telmer
  5. An Exploration of Neo‐Austrian Theory Applied to Financial Markets, 2001, Harald Benink; Peter Bossaerts
  6. Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges, 2001, Kumar Venkataraman
  7. Banking Market Structure, Financial Dependence and Growth: International Evidence from Industry Data, 2001, Nicola Cetorelli; Michele Gambera
  8. Bookbuilding and Strategic Allocation, 2001, Francesca Cornelli; David Goldreich
  9. Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns, 2001, Brad Barber; Reuven Lehavy; Maureen Mcnichols; Brett Trueman
  10. Capital Gains Tax Rules, Tax‐loss Trading, and Turn‐of‐the‐year Returns, 2001, James M. Poterba; Scott J. Weisbenner
  11. Capital Structures in Developing Countries, 2001, Varouj Aivazian; Laurence Booth; Asli Demirguc‐Kunt; Vojislav Maksimovic
  12. Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry, 2001, Stephen J. Brown; William N. Goetzmann; James Park
  13. Characteristics of Risk and Return in Risk Arbitrage, 2001, Mark Mitchell; Todd Pulvino
  14. Consumption, Aggregate Wealth, and Expected Stock Returns, 2001, Martin Lettau; Sydney Ludvigson
  15. Contagion as a Wealth Effect, 2001, Albert S. Kyle; Wei Xiong
  16. Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar, 2001, Gur Huberman; Tomer Regev
  17. Corporate Bond Trading Costs: A Peek Behind the Curtain, 2001, Paul Schultz
  18. Counterparty Risk and the Pricing of Defaultable Securities, 2001, Robert A. Jarrow; Fan Yu
  19. Discussion, 2001, Jessica A. Wachter
  20. Discussion, 2001, Stephen A. Ross
  21. Discussion, 2001, Paola Sapienza
  22. Discussion, 2001, Zhenyu Wang
  23. Discussion, 2001, Matthew Richardson
  24. Discussion, 2001, Ananth Madhavan
  25. Discussion, 2001, M.J. Brennan
  26. Dividend Changes and Future Profitability, 2001, Doron Nissim; Amir Ziv
  27. Do Credit Spreads Reflect Stationary Leverage Ratios?, 2001, Pierre Collin‐Dufresne; Robert S. Goldstein
  28. Do Depositors Punish Banks for Bad Behavior? Market Discipline, Deposit Insurance, and Banking Crises, 2001, Maria Soledad Martinez Peria; Sergio L. Schmukler
  29. Do Financial Institutions Matter?, 2001, Franklin Allen
  30. Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets, 2001, James Claus; Jacob Thomas
  31. Evaluating Mutual Fund Performance, 2001, S. P. Kothari; Jerold B. Warner
  32. Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock, 2001, Shlomo Benartzi
  33. Executive Compensation and Corporate Acquisition Decisions, 2001, Sudip Datta; Mai Iskandar‐Datta; Kartik Raman
  34. Expectations Hypotheses Tests, 2001, Geert Bekaert; Robert J. Hodrick
  35. Expected Option Returns, 2001, Joshua D. Coval; Tyler Shumway
  36. Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics?, 2001, Kent Daniel; Sheridan Titman; K.C. John Wei
  37. Explaining the Rate Spread on Corporate Bonds, 2001, Deepak Agrawal; Edwin J. Elton; Martin J. Gruber; Christopher Mann
  38. Extreme Correlation of International Equity Markets, 2001, François Longin; Bruno Solnik
  39. Feedback from Stock Prices to Cash Flows, 2001, Avanidhar Subrahmanyam; Sheridan Titman
  40. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk, 2001, John Y. Campbell; Martin Lettau; Burton G. Malkiel; Yexiao Xu
  41. How Distance, Language, and Culture Influence Stockholdings and Trades, 2001, Mark Grinblatt; Matti Keloharju
  42. Insider Trading, Investment, and Liquidity: A Welfare Analysis, 2001, Sudipto Bhattacharya; Giovanna Nicodano
  43. Institutional Trading and Soft Dollars, 2001, Jennifer S. Conrad; Kevin M. Johnson; Sunil Wahal
  44. Internal Monitoring Mechanisms and CEO Turnover: A Long‐Term Perspective, 2001, Mark R. Huson; Robert Parrino; Laura T. Starks
  45. Investor Psychology and Asset Pricing, 2001, David Hirshleifer
  46. Is It Inefficient Investment that Causes the Diversification Discount?, 2001, Toni M. Whited
  47. Is Sound Just Noise?, 2001, Joshua D. Coval; Tyler Shumway
  48. LAPM: A Liquidity‐Based Asset Pricing Model, 2001, Bengt Holmström; Jean Tirole
  49. Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation, 2001, Yihong Xia
  50. Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong, 2001, Hee‐Joon Ahn; Kee‐Hong Bae; Kalok Chan
  51. Location Matters: An Examination of Trading Profits, 2001, Harald Hau
  52. Market Liquidity and Trading Activity, 2001, Tarun Chordia; Richard Roll; Avanidhar Subrahmanyam
  53. Massively Confused Investors Making Conspicuously Ignorant Choices (MCI–MCIC), 2001, Michael S. Rashes
  54. Mental Accounting, Loss Aversion, and Individual Stock Returns, 2001, Nicholas Barberis; Ming Huang
  55. Merton H. Miller, 2001, George M. Constantinides
  56. Merton H. Miller: His Contribution to Financial Economics, 2001, Bruce D. Grundy
  57. Merton H. Miller: Memories of a Great Mentor and Leader, 2001, Myron S. Scholes
  58. Minutes of the Annual Membership Meeting, 2001, David H. Pyle
  59. On the Perils of Financial Intermediaries Setting Security Prices: The Mutual Fund Wild Card Option, 2001, John M. R. Chalmers; Roger M. Edelen; Gregory B. Kadlec
  60. On the Term Structure of Default Premia in the Swap and LIBOR Markets, 2001, Pierre Collin‐Dufresne; Bruno Solnik
  61. On the Timing Ability of Mutual Fund Managers, 2001, Nicolas P. B. Bollen; Jeffrey A. Busse
  62. Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income, 2001, Luis M. Viceira
  63. Overconfidence, Arbitrage, and Equilibrium Asset Pricing, 2001, Kent D. Daniel; David Hirshleifer; Avanidhar Subrahmanyam
  64. Profitability of Momentum Strategies: An Evaluation of Alternative Explanations, 2001, Narasimhan Jegadeesh; Sheridan Titman
  65. Rationality and Analysts' Forecast Bias, 2001, Terence Lim
  66. Report of the Editor of The Journal of Finance for the year 2000, 2001, Richard C. Green
  67. Report of the Executive Secretary and Treasurer, 2001, David H. Pyle
  68. Report of the Representative to the National Bureal of Economic Research, 2001, Robert S. Hamada
  69. Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation, 2001, Klaas P. Baks; Andrew Metrick; Jessica Wachter
  70. Strategic Trading in a Dynamic Noisy Market, 2001, Dimitri Vayanos
  71. Testing for Mean‐Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets, 2001, Theo E. Nijman; Frans A. De Roon; Bas J. M. Werker
  72. The Bright Side of Internal Capital Markets, 2001, Naveen Khanna; Sheri Tice
  73. The Determinants of Credit Spread Changes, 2001, Pierre Collin-Dufresn; Robert S. Goldstein; J. Spencer Martin
  74. The Diversification Discount: Cash Flows Versus Returns, 2001, Owen A. Lamont; Christopher Polk
  75. The Economic Value of Volatility Timing, 2001, Jeff Fleming; Chris Kirby; Barbara Ostdiek
  76. The Efficient Use of Conditioning Information in Portfolios, 2001, Wayne E. Ferson; Andrew F. Siegel
  77. The Equity Premium and Structural Breaks, 2001, Ľluboš Pástor; Robert F. Stambaugh
  78. The Expiration of IPO Share Lockups, 2001, Laura Casares Field; Gordon Hanka
  79. The High‐Volume Return Premium, 2001, Simon Gervais; Ron Kaniel; Dan H. Mingelgrin
  80. The Long‐Run Stock Returns Following Bond Ratings Changes, 2001, Ilia D. Dichev; Joseph D. Piotroski
  81. The Market for Corporate Assets: Who Engages in Mergers and Asset Sales and Are There Efficiency Gains?, 2001, Vojislav Maksimovic; Gordon Phillips
  82. The Price of Options Illiquidity, 2001, Menachem Brenner; Rafi Eldor; Shmuel Hauser
  83. The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence, 2001, Francis A. Longstaff; Pedro Santa‐Clara; Eduardo S. Schwartz
  84. The Stock Market Valuation of Research and Development Expenditures, 2001, Louis K. C. Chan; Josef Lakonishok; Theodore Sougiannis
  85. True Spreads and Equilibrium Prices, 2001, Clifford A. Ball; Tarun Chordia
  86. Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market, 2001, Allen M. Poteshman
  87. Upstairs Market for Principal and Agency Trades: Analysis of Adverse Information and Price Effects, 2001, Brian F. Smith; D. Alasdair S. Turnbull; Robert W. White
  88. Valuation and Control in Venture Finance, 2001, Andrei A. Kirilenko
  89. Variable Selection for Portfolio Choice, 2001, Yacine Aït‐Sahali; Michael W. Brandt
  90. Variance‐ratio Statistics and High‐frequency Data: Testing for Changes in Intraday Volatility Patterns, 2001, Torben G. Andersen; Tim Bollerslev; Ashish Das
  91. What Makes Investors Trade?, 2001, Mark Grinblatt; Matti Keloharju
  92. Why Do Money Fund Managers Voluntarily Waive Their Fees?, 2001, Susan E. K. Christoffersen

Journal of Financial Economics

  1. Aggregate price effects of institutional trading: a study of mutual fund flow and market returns, 2001, Roger M. Edelen; Jerold B. Warner
  2. An equilibrium model of irreversible investment, 2001, Leonid Kogan
  3. An examination of executive stock option repricing, 2001, Mary Ellen Carter; Luann J. Lynch
  4. Asset liquidity, capital structure, and secured debt, 2001, Erwan Morellec
  5. Bankers on boards: *1: monitoring, conflicts of interest, and lender liability, 2001, Randall S. Kroszner; Philip E. Strahan
  6. Bond calls, credible commitment, and equity dilution: a theoretical and clinical analysis of simultaneous tender and call (STAC) offers, 2001, Upinder S. Dhillon; Thomas H. Noe; Gabriel G. Ramirez
  7. CEO compensation and bank mergers, 2001, Richard T. Bliss; Richard J. Rosen
  8. Capital budgeting and compensation with asymmetric information and moral hazard, 2001, Antonio E. Bernardo; Hongbin Cai; Jiang Luo
  9. Cephalon, Inc. Taking risk management theory seriously, 2001, George Chacko; Peter Tufano; Geoffrey Verter
  10. Common factors in prices, order flows, and liquidity, 2001, Joel Hasbrouck; Duane J. Seppi
  11. Convergence trading with wealth effects: an amplification mechanism in financial markets, 2001, Wei Xiong
  12. Corporate payout policy and managerial stock incentives, 2001, George W. Fenn; Nellie Liang
  13. Credit enhancement through financial engineering: Freeport McMoRan's gold-denominated depositary shares, 2001, N. K. Chidambaran; Chitru S. Fernando; Paul A. Spindt
  14. Direct foreign ownership, institutional investors, and firm characteristics, 2001, Magnus Dahlquist; Goran Robertsson
  15. Disappearing dividends: changing firm characteristics or lower propensity to pay?, 2001, Eugene F. Fama; Kenneth R. French
  16. Discretionary reductions in warrant exercise prices, 2001, John S. Howe; Tie Su
  17. Do investment banks compete in IPOs?: the advent of the "7% plus contract", 2001, Robert S. Hansen
  18. Do the individuals closest to internet firms believe they are overvalued, 2001, Paul Schultz; Mir Zaman
  19. Does Delaware law improve firm value?, 2001, Robert Daines
  20. Erratum to:'The option to withdraw IPOs during the premarket: empirical analysis' : [Journal of Financial Economics 60 (2001) 73-102], 2001, Lawrence M. Benveniste; Walid Y. Busaba; Re-Jin Guo
  21. Evaluating the specification errors of asset pricing models, 2001, Robert J. Hodrick; Xiaoyan Zhang
  22. Exchange rate exposure and competition: evidence from the automotive industry, 2001, Rohan Williamson
  23. Extracting factors from heteroskedastic asset returns, 2001, Christopher S. Jones
  24. Factor dependence of Bermudan swaptions: fact or fiction?, 2001, Leif Andersen; Jesper Andreasen
  25. Firm performance and executive compensation in the savings and loan industry, 2001, Benjamin E. Hermalin; Nancy E. Wallace
  26. Following the leader: *1: a study of individual analysts' earnings forecasts, 2001, Rick A. Cooper; Theodore E. Day; Craig M. Lewis
  27. Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices, 2001, Joseph Chen; Harrison Hong; Jeremy C. Stein
  28. HBS-JFE conference volume: complementary research methods, 2001, Peter Tufano
  29. Information production, dilution costs, and optimal security design, 2001, Paolo Fulghieri; Dmitry Lukin
  30. Leverage and internal capital markets: evidence from leveraged recapitalizations, 2001, Urs C. Peyer; Anil Shivdasani
  31. Linking pay to performance--compensation proposals in the S&P 500, 2001, Angela G. Morgan; Annette B. Poulsen
  32. Locking out rival bidders: The use of lockup options in corporate mergers, 2001, Timothy R. Burch
  33. Managerial timing and corporate liquidity: *1: evidence from actual share repurchases, 2001, Paul Brockman; Dennis Y. Chung
  34. Managing foreign exchange risk with derivatives, 2001, Gregory W. Brown
  35. Market reaction to public information: The atypical case of the Boston Celtics, 2001, Gregory W. Brown; Jay C. Hartzell
  36. On the choice and replacement of chief financial officers, 2001, Shehzad Mian
  37. Pay for performance? Government regulation and the structure of compensation contracts, 2001, Tod Perry; Marc Zenner
  38. Portfolio choice and equity characteristics: characterizing the hedging demands induced by return predictability, 2001, Anthony W. Lynch
  39. Predictable changes in yields and forward rates, 2001, David Backus; Silverio Foresi; Abon Mozumdar; Liuren Wu
  40. Pricing and hedging in incomplete markets, 2001, Peter Carr; Helyette Geman; Dilip B. Madan
  41. Pricing the strategic value of putable securities in liquidity crises, 2001, Alexander David
  42. Short-sellers, fundamental analysis, and stock returns, 2001, Patricia M. Dechow; Amy P. Hutton; Lisa Meulbroek; Richard G. Sloan
  43. Sixteenths: direct evidence on institutional execution costs, 2001, Charles M. Jones; Marc L. Lipson
  44. Stealth-trading: Which traders' trades move stock prices?, 2001, Sugato Chakravarty
  45. Stock option plans for non-executive employees, 2001, John E. Core; Wayne R. Guay
  46. Stockholder gains from focusing versus diversifying bank mergers, 2001, Gayle L. Delong
  47. The capital gain lock-in effect and long-horizon return reversal, 2001, Peter Klein
  48. The distribution of realized stock return volatility, 2001, Torben G. Andersen; Tim Bollerslev; Francis X. Diebold; Heiko Ebens
  49. The duration of bank relationships, 2001, Steven Ongena; David C. Smith
  50. The market for catastrophe risk: a clinical examination, 2001, Kenneth A. Froot
  51. The optimal spread and offering price for underwritten securities, 2001, John C. Yeoman
  52. The option to withdraw IPOs during the premarket: empirical analysis, 2001, Lawrence M. Benveniste; Walid Y. Busaba; Re-Jin Guo
  53. The performance of professional market timers: daily evidence from executed strategies, 2001, Don M. Chance; Michael L. Hemler
  54. The portfolio flows of international investors, 2001, Kenneth A. Froot; Paul G. J. O'Connell; Mark S. Seasholes
  55. The structure of debt and active equity investors: The case of the buyout specialist, 2001, James F. Cotter; Sarah W. Peck
  56. The theory and practice of corporate finance: evidence from the field, 2001, John R. Graham; Campbell R. Harvey
  57. Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market, 2001, Francis A. Longstaff; Pedro Santa-Clara; Eduardo S. Schwartz
  58. Trading activity and expected stock returns, 2001, V. Ravi Anshuman; Tarun Chordia; Avanidhar Subrahmanyam
  59. Understanding the determinants of managerial ownership and the link between ownership and performance: comment, 2001, Xianming Zhou
  60. Where do merger gains come from? Bank mergers from the perspective of insiders and outsiders, 2001, Joel F. Houston; Christopher M. James; Michael D. Ryngaert
  61. Why do firms switch underwriters?, 2001, Laurie Krigman; Wayne H. Shaw; Kent L. Womack

Review of Financial Studies

  1. Adverse Selection and Competitive Market Making: Empirical Evidence from a Limit Order Market., 2001, Sandas, Patrik
  2. An Analysis of Default Correlations and Multiple Defaults., 2001, Zhou, Chunsheng
  3. An Examination of Changes in Specialists' Posted Price Schedules., 2001, Kavajecz, Kenneth A; Odders-White, Elizabeth R
  4. Are Insider Trades Informative?, 2001, Lee, Inmoo; Lakonishok, Josef
  5. Assessing Asset Pricing Anomalies., 2001, Brennan, Michael J; Xia, Yihong
  6. Bank Power and Cash Holdings: Evidence from Japan., 2001, Pinkowitz, Lee; Williamson, Rohan
  7. Cross-Border Investing with Tax Arbitrage: The Case of German Dividend Tax Credits., 2001, Mcdonald, Robert L
  8. Disentangling the Dividend Information in Splits: A Decomposition Using Conditional Event-Study Methods., 2001, Prabhala, Nagpurnanand R; Nayak, Subhankar
  9. Efficient Trading Strategies in the Presence of Market Frictions., 2001, Jouini, Elyes; Kallal, Hedi
  10. Equilibrium Positive Interest Rates: A Unified View., 2001, Glasserman, Paul; Jin, Yan
  11. Expected Returns and Habit Persistence., 2001, Li, Yuming
  12. Exposure and Markups., 2001, Allayannis, George; Ihrig, Jane
  13. Familiarity Breeds Investment., 2001, Huberman, Gur
  14. Financial Constraints and Stock Returns., 2001, Polk, Christopher; Saa-Requejo, Jesus; Lamont, Owen
  15. Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods., 2001, Dumas, Bernard; Uppal, Raman
  16. How Does the Spirit of Capitalism Affect Stock Market Prices?, 2001, Smith, William T
  17. Information Flow and Pricing Errors: A Unified Approach to Estimation and Testing., 2001, Hwang, Chuan-Yang; George, Thomas J
  18. International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns., 2001, Griffin, John M; Stulz, Rene M
  19. Learning to be Overconfident., 2001, Gervais, Simon; Odean, Terrance
  20. Optimal Consumption and Investment with Capital Gains Taxes., 2001, Zhang, Harold H; Dammon, Robert M; Spatt, Chester S
  21. Optimal Portfolio Choice and the Valuation of Illiquid Securities., 2001, Longstaff, Francis A
  22. Ownership and Control of German Corporations., 2001, Mayer, Colin; Franks, Julian
  23. Price Impact Asymmetry of Block Trades: An Institutional Trading Explanation., 2001, Saar, Gideon
  24. Quantitative Asset Pricing Implications of Endogenous Solvency Constraints., 2001, Alvarez, Fernando; Jermann, Urban J
  25. Rational Beliefs and Security Design., 2001, Garmaise, Mark
  26. Technological Innovation and Initial Public Offerings., 2001, Pichler, Pegaret; Maksimovic, Vojislav
  27. The Determinants of Asymmetric Volatility., 2001, Wu, Guojun
  28. The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks., 2001, Sornette, Didier; Santa-Clara, Pedro
  29. The Endogeneity of Managerial Compensation in Firm Valuation: A Solution., 2001, Palia, Darius
  30. The Impact of Debt Financing on Entry and Exit in a Duopoly., 2001, Lambrecht, Bart M
  31. The Many Faces of Information Disclosure., 2001, Boot, Arnoud W A; Thakor, Anjan V
  32. The Price of a Smile: Hedging and Spanning in Option Markets., 2001, Buraschi, Andrea; Jackwerth, Jens
  33. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers., 2001, Hsieh, David A; Fung, William
  34. The Use of Foreign Currency Derivatives and Firm Market Value., 2001, Allayannis, George; Weston, James P
  35. Underpricing and Entrepreneurial Wealth Losses in IPOs: Theory and Evidence., 2001, Habib, Michel A; Ljungqvist, Alexander P
  36. Understanding the Nature of the Risks and the, 2001, Grundy, Bruce D; Martin, J Spencer
  37. Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices., 2001, Shapiro, Alexander; Basak, Suleyman
  38. Valuing American Options by Simulation: A Simple Least-Squares Approach., 2001, Longstaff, Francis A; Schwartz, Eduardo S