Curated Reading List - 2001
Journal of Finance
- 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
- A Rose.com by Any Other Name, 2001, Michael J. Cooper; Orlin Dimitrov; P. Raghavendra Rau
- A Theory of the Syndicate: Form Follows Function, 2001, Pegaret Pichler; William Wilhelm
- Affine Term Structure Models and the Forward Premium Anomaly, 2001, David K. Backus; Silverio Foresi; Chris I. Telmer
- An Exploration of Neo‐Austrian Theory Applied to Financial Markets, 2001, Harald Benink; Peter Bossaerts
- Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges, 2001, Kumar Venkataraman
- Banking Market Structure, Financial Dependence and Growth: International Evidence from Industry Data, 2001, Nicola Cetorelli; Michele Gambera
- Bookbuilding and Strategic Allocation, 2001, Francesca Cornelli; David Goldreich
- Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns, 2001, Brad Barber; Reuven Lehavy; Maureen Mcnichols; Brett Trueman
- Capital Gains Tax Rules, Tax‐loss Trading, and Turn‐of‐the‐year Returns, 2001, James M. Poterba; Scott J. Weisbenner
- Capital Structures in Developing Countries, 2001, Varouj Aivazian; Laurence Booth; Asli Demirguc‐Kunt; Vojislav Maksimovic
- Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry, 2001, Stephen J. Brown; William N. Goetzmann; James Park
- Characteristics of Risk and Return in Risk Arbitrage, 2001, Mark Mitchell; Todd Pulvino
- Consumption, Aggregate Wealth, and Expected Stock Returns, 2001, Martin Lettau; Sydney Ludvigson
- Contagion as a Wealth Effect, 2001, Albert S. Kyle; Wei Xiong
- Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar, 2001, Gur Huberman; Tomer Regev
- Corporate Bond Trading Costs: A Peek Behind the Curtain, 2001, Paul Schultz
- Counterparty Risk and the Pricing of Defaultable Securities, 2001, Robert A. Jarrow; Fan Yu
- Discussion, 2001, Jessica A. Wachter
- Discussion, 2001, Stephen A. Ross
- Discussion, 2001, Paola Sapienza
- Discussion, 2001, Zhenyu Wang
- Discussion, 2001, Matthew Richardson
- Discussion, 2001, Ananth Madhavan
- Discussion, 2001, M.J. Brennan
- Dividend Changes and Future Profitability, 2001, Doron Nissim; Amir Ziv
- Do Credit Spreads Reflect Stationary Leverage Ratios?, 2001, Pierre Collin‐Dufresne; Robert S. Goldstein
- Do Depositors Punish Banks for Bad Behavior? Market Discipline, Deposit Insurance, and Banking Crises, 2001, Maria Soledad Martinez Peria; Sergio L. Schmukler
- Do Financial Institutions Matter?, 2001, Franklin Allen
- Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets, 2001, James Claus; Jacob Thomas
- Evaluating Mutual Fund Performance, 2001, S. P. Kothari; Jerold B. Warner
- Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock, 2001, Shlomo Benartzi
- Executive Compensation and Corporate Acquisition Decisions, 2001, Sudip Datta; Mai Iskandar‐Datta; Kartik Raman
- Expectations Hypotheses Tests, 2001, Geert Bekaert; Robert J. Hodrick
- Expected Option Returns, 2001, Joshua D. Coval; Tyler Shumway
- Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics?, 2001, Kent Daniel; Sheridan Titman; K.C. John Wei
- Explaining the Rate Spread on Corporate Bonds, 2001, Deepak Agrawal; Edwin J. Elton; Martin J. Gruber; Christopher Mann
- Extreme Correlation of International Equity Markets, 2001, François Longin; Bruno Solnik
- Feedback from Stock Prices to Cash Flows, 2001, Avanidhar Subrahmanyam; Sheridan Titman
- Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk, 2001, John Y. Campbell; Martin Lettau; Burton G. Malkiel; Yexiao Xu
- How Distance, Language, and Culture Influence Stockholdings and Trades, 2001, Mark Grinblatt; Matti Keloharju
- Insider Trading, Investment, and Liquidity: A Welfare Analysis, 2001, Sudipto Bhattacharya; Giovanna Nicodano
- Institutional Trading and Soft Dollars, 2001, Jennifer S. Conrad; Kevin M. Johnson; Sunil Wahal
- Internal Monitoring Mechanisms and CEO Turnover: A Long‐Term Perspective, 2001, Mark R. Huson; Robert Parrino; Laura T. Starks
- Investor Psychology and Asset Pricing, 2001, David Hirshleifer
- Is It Inefficient Investment that Causes the Diversification Discount?, 2001, Toni M. Whited
- Is Sound Just Noise?, 2001, Joshua D. Coval; Tyler Shumway
- LAPM: A Liquidity‐Based Asset Pricing Model, 2001, Bengt Holmström; Jean Tirole
- Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation, 2001, Yihong Xia
- Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong, 2001, Hee‐Joon Ahn; Kee‐Hong Bae; Kalok Chan
- Location Matters: An Examination of Trading Profits, 2001, Harald Hau
- Market Liquidity and Trading Activity, 2001, Tarun Chordia; Richard Roll; Avanidhar Subrahmanyam
- Massively Confused Investors Making Conspicuously Ignorant Choices (MCI–MCIC), 2001, Michael S. Rashes
- Mental Accounting, Loss Aversion, and Individual Stock Returns, 2001, Nicholas Barberis; Ming Huang
- Merton H. Miller, 2001, George M. Constantinides
- Merton H. Miller: His Contribution to Financial Economics, 2001, Bruce D. Grundy
- Merton H. Miller: Memories of a Great Mentor and Leader, 2001, Myron S. Scholes
- Minutes of the Annual Membership Meeting, 2001, David H. Pyle
- 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
- On the Term Structure of Default Premia in the Swap and LIBOR Markets, 2001, Pierre Collin‐Dufresne; Bruno Solnik
- On the Timing Ability of Mutual Fund Managers, 2001, Nicolas P. B. Bollen; Jeffrey A. Busse
- Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income, 2001, Luis M. Viceira
- Overconfidence, Arbitrage, and Equilibrium Asset Pricing, 2001, Kent D. Daniel; David Hirshleifer; Avanidhar Subrahmanyam
- Profitability of Momentum Strategies: An Evaluation of Alternative Explanations, 2001, Narasimhan Jegadeesh; Sheridan Titman
- Rationality and Analysts' Forecast Bias, 2001, Terence Lim
- Report of the Editor of The Journal of Finance for the year 2000, 2001, Richard C. Green
- Report of the Executive Secretary and Treasurer, 2001, David H. Pyle
- Report of the Representative to the National Bureal of Economic Research, 2001, Robert S. Hamada
- Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation, 2001, Klaas P. Baks; Andrew Metrick; Jessica Wachter
- Strategic Trading in a Dynamic Noisy Market, 2001, Dimitri Vayanos
- 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
- The Bright Side of Internal Capital Markets, 2001, Naveen Khanna; Sheri Tice
- The Determinants of Credit Spread Changes, 2001, Pierre Collin-Dufresn; Robert S. Goldstein; J. Spencer Martin
- The Diversification Discount: Cash Flows Versus Returns, 2001, Owen A. Lamont; Christopher Polk
- The Economic Value of Volatility Timing, 2001, Jeff Fleming; Chris Kirby; Barbara Ostdiek
- The Efficient Use of Conditioning Information in Portfolios, 2001, Wayne E. Ferson; Andrew F. Siegel
- The Equity Premium and Structural Breaks, 2001, Ľluboš Pástor; Robert F. Stambaugh
- The Expiration of IPO Share Lockups, 2001, Laura Casares Field; Gordon Hanka
- The High‐Volume Return Premium, 2001, Simon Gervais; Ron Kaniel; Dan H. Mingelgrin
- The Long‐Run Stock Returns Following Bond Ratings Changes, 2001, Ilia D. Dichev; Joseph D. Piotroski
- The Market for Corporate Assets: Who Engages in Mergers and Asset Sales and Are There Efficiency Gains?, 2001, Vojislav Maksimovic; Gordon Phillips
- The Price of Options Illiquidity, 2001, Menachem Brenner; Rafi Eldor; Shmuel Hauser
- The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence, 2001, Francis A. Longstaff; Pedro Santa‐Clara; Eduardo S. Schwartz
- The Stock Market Valuation of Research and Development Expenditures, 2001, Louis K. C. Chan; Josef Lakonishok; Theodore Sougiannis
- True Spreads and Equilibrium Prices, 2001, Clifford A. Ball; Tarun Chordia
- Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market, 2001, Allen M. Poteshman
- 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
- Valuation and Control in Venture Finance, 2001, Andrei A. Kirilenko
- Variable Selection for Portfolio Choice, 2001, Yacine Aït‐Sahali; Michael W. Brandt
- Variance‐ratio Statistics and High‐frequency Data: Testing for Changes in Intraday Volatility Patterns, 2001, Torben G. Andersen; Tim Bollerslev; Ashish Das
- What Makes Investors Trade?, 2001, Mark Grinblatt; Matti Keloharju
- Why Do Money Fund Managers Voluntarily Waive Their Fees?, 2001, Susan E. K. Christoffersen
Journal of Financial Economics
- Aggregate price effects of institutional trading: a study of mutual fund flow and market returns, 2001, Roger M. Edelen; Jerold B. Warner
- An equilibrium model of irreversible investment, 2001, Leonid Kogan
- An examination of executive stock option repricing, 2001, Mary Ellen Carter; Luann J. Lynch
- Asset liquidity, capital structure, and secured debt, 2001, Erwan Morellec
- Bankers on boards: *1: monitoring, conflicts of interest, and lender liability, 2001, Randall S. Kroszner; Philip E. Strahan
- 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
- CEO compensation and bank mergers, 2001, Richard T. Bliss; Richard J. Rosen
- Capital budgeting and compensation with asymmetric information and moral hazard, 2001, Antonio E. Bernardo; Hongbin Cai; Jiang Luo
- Cephalon, Inc. Taking risk management theory seriously, 2001, George Chacko; Peter Tufano; Geoffrey Verter
- Common factors in prices, order flows, and liquidity, 2001, Joel Hasbrouck; Duane J. Seppi
- Convergence trading with wealth effects: an amplification mechanism in financial markets, 2001, Wei Xiong
- Corporate payout policy and managerial stock incentives, 2001, George W. Fenn; Nellie Liang
- Credit enhancement through financial engineering: Freeport McMoRan's gold-denominated depositary shares, 2001, N. K. Chidambaran; Chitru S. Fernando; Paul A. Spindt
- Direct foreign ownership, institutional investors, and firm characteristics, 2001, Magnus Dahlquist; Goran Robertsson
- Disappearing dividends: changing firm characteristics or lower propensity to pay?, 2001, Eugene F. Fama; Kenneth R. French
- Discretionary reductions in warrant exercise prices, 2001, John S. Howe; Tie Su
- Do investment banks compete in IPOs?: the advent of the "7% plus contract", 2001, Robert S. Hansen
- Do the individuals closest to internet firms believe they are overvalued, 2001, Paul Schultz; Mir Zaman
- Does Delaware law improve firm value?, 2001, Robert Daines
- 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
- Evaluating the specification errors of asset pricing models, 2001, Robert J. Hodrick; Xiaoyan Zhang
- Exchange rate exposure and competition: evidence from the automotive industry, 2001, Rohan Williamson
- Extracting factors from heteroskedastic asset returns, 2001, Christopher S. Jones
- Factor dependence of Bermudan swaptions: fact or fiction?, 2001, Leif Andersen; Jesper Andreasen
- Firm performance and executive compensation in the savings and loan industry, 2001, Benjamin E. Hermalin; Nancy E. Wallace
- Following the leader: *1: a study of individual analysts' earnings forecasts, 2001, Rick A. Cooper; Theodore E. Day; Craig M. Lewis
- Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices, 2001, Joseph Chen; Harrison Hong; Jeremy C. Stein
- HBS-JFE conference volume: complementary research methods, 2001, Peter Tufano
- Information production, dilution costs, and optimal security design, 2001, Paolo Fulghieri; Dmitry Lukin
- Leverage and internal capital markets: evidence from leveraged recapitalizations, 2001, Urs C. Peyer; Anil Shivdasani
- Linking pay to performance--compensation proposals in the S&P 500, 2001, Angela G. Morgan; Annette B. Poulsen
- Locking out rival bidders: The use of lockup options in corporate mergers, 2001, Timothy R. Burch
- Managerial timing and corporate liquidity: *1: evidence from actual share repurchases, 2001, Paul Brockman; Dennis Y. Chung
- Managing foreign exchange risk with derivatives, 2001, Gregory W. Brown
- Market reaction to public information: The atypical case of the Boston Celtics, 2001, Gregory W. Brown; Jay C. Hartzell
- On the choice and replacement of chief financial officers, 2001, Shehzad Mian
- Pay for performance? Government regulation and the structure of compensation contracts, 2001, Tod Perry; Marc Zenner
- Portfolio choice and equity characteristics: characterizing the hedging demands induced by return predictability, 2001, Anthony W. Lynch
- Predictable changes in yields and forward rates, 2001, David Backus; Silverio Foresi; Abon Mozumdar; Liuren Wu
- Pricing and hedging in incomplete markets, 2001, Peter Carr; Helyette Geman; Dilip B. Madan
- Pricing the strategic value of putable securities in liquidity crises, 2001, Alexander David
- Short-sellers, fundamental analysis, and stock returns, 2001, Patricia M. Dechow; Amy P. Hutton; Lisa Meulbroek; Richard G. Sloan
- Sixteenths: direct evidence on institutional execution costs, 2001, Charles M. Jones; Marc L. Lipson
- Stealth-trading: Which traders' trades move stock prices?, 2001, Sugato Chakravarty
- Stock option plans for non-executive employees, 2001, John E. Core; Wayne R. Guay
- Stockholder gains from focusing versus diversifying bank mergers, 2001, Gayle L. Delong
- The capital gain lock-in effect and long-horizon return reversal, 2001, Peter Klein
- The distribution of realized stock return volatility, 2001, Torben G. Andersen; Tim Bollerslev; Francis X. Diebold; Heiko Ebens
- The duration of bank relationships, 2001, Steven Ongena; David C. Smith
- The market for catastrophe risk: a clinical examination, 2001, Kenneth A. Froot
- The optimal spread and offering price for underwritten securities, 2001, John C. Yeoman
- The option to withdraw IPOs during the premarket: empirical analysis, 2001, Lawrence M. Benveniste; Walid Y. Busaba; Re-Jin Guo
- The performance of professional market timers: daily evidence from executed strategies, 2001, Don M. Chance; Michael L. Hemler
- The portfolio flows of international investors, 2001, Kenneth A. Froot; Paul G. J. O'Connell; Mark S. Seasholes
- The structure of debt and active equity investors: The case of the buyout specialist, 2001, James F. Cotter; Sarah W. Peck
- The theory and practice of corporate finance: evidence from the field, 2001, John R. Graham; Campbell R. Harvey
- 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
- Trading activity and expected stock returns, 2001, V. Ravi Anshuman; Tarun Chordia; Avanidhar Subrahmanyam
- Understanding the determinants of managerial ownership and the link between ownership and performance: comment, 2001, Xianming Zhou
- 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
- Why do firms switch underwriters?, 2001, Laurie Krigman; Wayne H. Shaw; Kent L. Womack
Review of Financial Studies
- Adverse Selection and Competitive Market Making: Empirical Evidence from a Limit Order Market., 2001, Sandas, Patrik
- An Analysis of Default Correlations and Multiple Defaults., 2001, Zhou, Chunsheng
- An Examination of Changes in Specialists' Posted Price Schedules., 2001, Kavajecz, Kenneth A; Odders-White, Elizabeth R
- Are Insider Trades Informative?, 2001, Lee, Inmoo; Lakonishok, Josef
- Assessing Asset Pricing Anomalies., 2001, Brennan, Michael J; Xia, Yihong
- Bank Power and Cash Holdings: Evidence from Japan., 2001, Pinkowitz, Lee; Williamson, Rohan
- Cross-Border Investing with Tax Arbitrage: The Case of German Dividend Tax Credits., 2001, Mcdonald, Robert L
- Disentangling the Dividend Information in Splits: A Decomposition Using Conditional Event-Study Methods., 2001, Prabhala, Nagpurnanand R; Nayak, Subhankar
- Efficient Trading Strategies in the Presence of Market Frictions., 2001, Jouini, Elyes; Kallal, Hedi
- Equilibrium Positive Interest Rates: A Unified View., 2001, Glasserman, Paul; Jin, Yan
- Expected Returns and Habit Persistence., 2001, Li, Yuming
- Exposure and Markups., 2001, Allayannis, George; Ihrig, Jane
- Familiarity Breeds Investment., 2001, Huberman, Gur
- Financial Constraints and Stock Returns., 2001, Polk, Christopher; Saa-Requejo, Jesus; Lamont, Owen
- Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods., 2001, Dumas, Bernard; Uppal, Raman
- How Does the Spirit of Capitalism Affect Stock Market Prices?, 2001, Smith, William T
- Information Flow and Pricing Errors: A Unified Approach to Estimation and Testing., 2001, Hwang, Chuan-Yang; George, Thomas J
- International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns., 2001, Griffin, John M; Stulz, Rene M
- Learning to be Overconfident., 2001, Gervais, Simon; Odean, Terrance
- Optimal Consumption and Investment with Capital Gains Taxes., 2001, Zhang, Harold H; Dammon, Robert M; Spatt, Chester S
- Optimal Portfolio Choice and the Valuation of Illiquid Securities., 2001, Longstaff, Francis A
- Ownership and Control of German Corporations., 2001, Mayer, Colin; Franks, Julian
- Price Impact Asymmetry of Block Trades: An Institutional Trading Explanation., 2001, Saar, Gideon
- Quantitative Asset Pricing Implications of Endogenous Solvency Constraints., 2001, Alvarez, Fernando; Jermann, Urban J
- Rational Beliefs and Security Design., 2001, Garmaise, Mark
- Technological Innovation and Initial Public Offerings., 2001, Pichler, Pegaret; Maksimovic, Vojislav
- The Determinants of Asymmetric Volatility., 2001, Wu, Guojun
- The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks., 2001, Sornette, Didier; Santa-Clara, Pedro
- The Endogeneity of Managerial Compensation in Firm Valuation: A Solution., 2001, Palia, Darius
- The Impact of Debt Financing on Entry and Exit in a Duopoly., 2001, Lambrecht, Bart M
- The Many Faces of Information Disclosure., 2001, Boot, Arnoud W A; Thakor, Anjan V
- The Price of a Smile: Hedging and Spanning in Option Markets., 2001, Buraschi, Andrea; Jackwerth, Jens
- The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers., 2001, Hsieh, David A; Fung, William
- The Use of Foreign Currency Derivatives and Firm Market Value., 2001, Allayannis, George; Weston, James P
- Underpricing and Entrepreneurial Wealth Losses in IPOs: Theory and Evidence., 2001, Habib, Michel A; Ljungqvist, Alexander P
- Understanding the Nature of the Risks and the, 2001, Grundy, Bruce D; Martin, J Spencer
- Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices., 2001, Shapiro, Alexander; Basak, Suleyman
- Valuing American Options by Simulation: A Simple Least-Squares Approach., 2001, Longstaff, Francis A; Schwartz, Eduardo S