Mingze Gao

Curated Reading List - 2006

Journal of Finance

  1. A Consumption‐Based Explanation of Expected Stock Returns, 2006, Motohiro Yogo
  2. A Nonlinear Factor Analysis of S&P 500 Index Option Returns, 2006, Christopher S. Jones
  3. A Theory of Pyramidal Ownership and Family Business Groups, 2006, Heitor V. Almeida; Daniel Wolfenzon
  4. Analyst Coverage and Financing Decisions, 2006, Xin Chang; Sudipto Dasgupta; Gilles Hilary
  5. Analysts' Selective Coverage and Subsequent Performance of Newly Public Firms, 2006, Somnath Das; Re‐Jin Guo; Huai Zhang
  6. Are Busy Boards Effective Monitors?, 2006, Eliezer M. Fich; Anil Shivdasani
  7. Are IPO Allocations for Sale? Evidence from Mutual Funds, 2006, Jonathan Reuter
  8. Asset Float and Speculative Bubbles, 2006, Harrison Hong; José Scheinkman; Wei Xiong
  9. Asset Pricing Implications of Nonconvex Adjustment Costs and Irreversibility of Investment, 2006, Ilan Cooper
  10. Automation versus Intermediation: Evidence from Treasuries Going Off the Run, 2006, Michael J. Barclay; Terrence Hendershott; Kenneth Kotz
  11. Bank Mergers and Crime: The Real and Social Effects of Credit Market Competition, 2006, Mark J. Garmaise; Tobias J. Moskowitz
  12. Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market, 2006, Evan Gatev; Philip E. Strahan
  13. Bayesian Alphas and Mutual Fund Persistence, 2006, Jeffrey A. Busse; Paul J. Irvine
  14. Business Groups and Tunneling: Evidence from Private Securities Offerings by Korean Chaebols, 2006, Jae‐Seung Baek; Jun‐Koo Kang; Inmoo Lee
  15. CEO Turnover after Acquisitions: Are Bad Bidders Fired?, 2006, Kenneth M. Lehn; Mengxin Zhao
  16. CEOs' Outside Employment Opportunities and the Lack of Relative Performance Evaluation in Compensation Contracts, 2006, Shivaram Rajgopal; Terry Shevlin; Valentina Zamora
  17. Can Managers Successfully Time the Maturity Structure of Their Debt Issues?, 2006, Alexander W. Butler; Gustavo Grullon; James P. Weston
  18. Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis, 2006, Robert Kosowski; Allan Timmermann; Russ Wermers; Hal White
  19. Capital Gains Tax Overhang and Price Pressure, 2006, Li Jin
  20. Competing for Securities Underwriting Mandates: Banking Relationships and Analyst Recommendations, 2006, Alexander Ljungqvist; Felicia Marston; William J. Wilhelm
  21. Corporate Equity Ownership and the Governance of Product Market Relationships, 2006, C. Edward Fee; Charles J. Hadlock; Shawn Thomas
  22. Corporate Financial Policy and the Value of Cash, 2006, Michael Faulkender; Rong Wang
  23. Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance, 2006, Murray Carlson; Adlai Fisher; Ron Giammarino
  24. Credit Ratings and Capital Structure, 2006, Darren J. Kisgen
  25. Derivative Pricing 60 Years before Black–Scholes: Evidence from the Johannesburg Stock Exchange, 2006, Steve Juh; Lyndon Moore
  26. Distance Constraints: The Limits of Foreign Lending in Poor Economies, 2006, Atif Mian
  27. Do Banks Affect the Level and Composition of Industrial Volatility?, 2006, Borja Larrain
  28. Do Dividend Clienteles Exist? Evidence on Dividend Preferences of Retail Investors, 2006, John R. Graham; Alok Kumar
  29. Do the Fama–French Factors Proxy for Innovations in Predictive Variables?, 2006, Ralitsa Petkova
  30. Does Corporate Headquarters Location Matter for Stock Returns?, 2006, Christo Pirinsky; Qinghai Wang
  31. Does Investor Misvaluation Drive the Takeover Market?, 2006, Ming Dong; David Hirshleifer; Scott Richardson; Siew Hong Teoh
  32. Does Weak Governance Cause Weak Stock Returns? An Examination of Firm Operating Performance and Investors' Expectations, 2006, John E. Core; Wayne R. Guay; Tjomme O. Rusticus
  33. Does a Parent–Subsidiary Structure Enhance Financing Flexibility?, 2006, Anand M. Vijh
  34. Does the Contribution of Corporate Cash Holdings and Dividends to Firm Value Depend on Governance? A Cross‐country Analysis, 2006, Lee Pinkowitz; René Stulz; Rohan Williamson
  35. Dynamic Portfolio Selection by Augmenting the Asset Space, 2006, Michael W. Brandt; Pedro Santa‐Clara
  36. Empirical Evidence on Capital Investment, Growth Options, and Security Returns, 2006, Christopher W. Anderson; Luis Garcia‐Feijóo
  37. Estimating the Gains from Trade in Limit‐Order Markets, 2006, Burton Hollifield; Robert A. Miller; Patrik Sandås; Joshua Slive
  38. Executive Stock Options: Early Exercise Provisions and Risk‐taking Incentives, 2006, Neil Brisley
  39. Favoritism in Mutual Fund Families? Evidence on Strategic Cross‐Fund Subsidization, 2006, José‐Miguel Gaspar; Massimo Massa; Pedro Matos
  40. Finance as a Barrier to Entry: Bank Competition and Industry Structure in Local U.S. Markets, 2006, Nicola Cetorelli; Philip E. Strahan
  41. Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers, 2006, Yanbo Jin; Philippe Jorion
  42. Household Finance, 2006, John Y. Campbell
  43. How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices, 2006, Brian H. Boyer; Tomomi Kumagai; Kathy Yuan
  44. How Persistent Is the Impact of Market Timing on Capital Structure?, 2006, Aydoğan Alti
  45. Industry Concentration and Average Stock Returns, 2006, Kewei Hou; David T. Robinson
  46. Information Control, Career Concerns, and Corporate Governance, 2006, Fenghua Song; Anjan V. Thakor
  47. Information Uncertainty and Stock Returns, 2006, X. Frank Zhang
  48. Information, Trading, and Volatility: Evidence from Weather‐Sensitive Markets, 2006, Jeff Fleming; Chris Kirby; Barbara Ostdiek
  49. Informed Lending and Security Design, 2006, Roman Inderst; Holger M. Mueller
  50. Initial Public Offerings: An Analysis of Theory and Practice, 2006, James C. Brau; Stanley E. Fawcett
  51. Insider Trading, News Releases, and Ownership Concentration, 2006, Jana P. Fidrmuc; Marc Goergen; Luc Renneboog
  52. Investment and Financing Constraints: Evidence from the Funding of Corporate Pension Plans, 2006, Joshua D. Rauh
  53. Investor Sentiment and Pre‐IPO Markets, 2006, Francesca Cornelli; David Goldreich; Alexander Ljungqvist
  54. Investor Sentiment and the Cross‐Section of Stock Returns, 2006, Malcolm Baker; Jeffrey Wurgler
  55. Investor Tax Heterogeneity and Ex‐Dividend Day Trading Volume, 2006, Dan Dhaliwal; Oliver Zhen Li
  56. Lending Booms and Lending Standards, 2006, Giovanni Dell'Ariccia; Robert Marquez
  57. Liquidity and Autocorrelations in Individual Stock Returns, 2006, Doron Avramov; Tarun Chordia; Amit Goyal
  58. Liquidity and Credit Risk, 2006, Jan Ericsson; Olivier Renault
  59. Market Reactions to Tangible and Intangible Information, 2006, Kent Daniel; Sheridan Titman
  60. Market Valuation of Tax‐Timing Options: Evidence from Capital Gains Distributions, 2006, J. B. Chay; Dosoung Choi; Jeffrey Pontiff
  61. Model Uncertainty and Option Markets with Heterogeneous Beliefs, 2006, Andrea Buraschi; Alexei Jiltsov
  62. Offering versus Choice in 401(k) Plans: Equity Exposure and Number of Funds, 2006, Gur Huberman; Wei Jiang
  63. Optimal Security Design and Dynamic Capital Structure in a Continuous‐Time Agency Model, 2006, Peter M. Demarzo; Yuliy Sannikov
  64. Options and the Bubble, 2006, Robert Battalio; Paul Schultz
  65. Pension Plan Funding and Stock Market Efficiency, 2006, Francesco Franzoni; José M. Marín
  66. Political Connections and Corporate Bailouts, 2006, Mara Faccio; Ronald W. Masulis; John J. Mcconnell
  67. Predicting Returns with Managerial Decision Variables: Is There a Small‐Sample Bias?, 2006, Malcolm Baker; Ryan Taliaferro; Jeffrey Wurgler
  68. Report of the Editor of The Journal of Finance for the Year 2005, 2006, Robert F. Stambaugh
  69. Retail Investor Sentiment and Return Comovements, 2006, Alok Kumar; Charles M.C. Lee
  70. Risk, Reputation, and IPO Price Support, 2006, Katharina Lewellen
  71. Secondary Trading Costs in the Municipal Bond Market, 2006, Lawrence E. Harris; Michael S. Piwowar
  72. Tax‐Loss Selling and the January Effect: Evidence from Municipal Bond Closed‐End Funds, 2006, Laura T. Starks; Li Yong; Lu Zheng
  73. The Costs of Bankruptcy: Chapter 7 Liquidation versus Chapter 11 Reorganization, 2006, Arturo Bris; Ivo Welch; Ning Zhu
  74. The Cross‐Section of Volatility and Expected Returns, 2006, Andrew Ang; Robert J. Hodrick; Yuhang Xing; Xiaoyan Zhang
  75. The Disposition Effect and Underreaction to News, 2006, Andrea Frazzini
  76. The Effect of Short Selling on Bubbles and Crashes in Experimental Spot Asset Markets, 2006, Ernan Haruvy; Charles N. Noussair
  77. The Entrepreneur's Choice between Private and Public Ownership, 2006, Arnoud W. A. Boot; Radhakrishnan Gopalan; Anjan V. Thakor
  78. The Evolution of Security Designs, 2006, Thomas H. Noe; Michael J. Rebello; Jun Wang
  79. The Limits of Investor Behavior, 2006, Mark Loewenstein; Gregory A. Willard
  80. The Price Impact and Survival of Irrational Traders, 2006, Leonid Kogan; Stephen A. Ross; Jiang Wang; Mark M. Westerfield
  81. The Value Premium and the CAPM, 2006, Eugene F. Fama; Kenneth R. French
  82. Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model, 2006, Andrew W. Lo; Jiang Wang
  83. Uncovering the Risk–Return Relation in the Stock Market, 2006, Hui Guo; Robert F. Whitelaw
  84. Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives, 2006, Haitao Li; Feng Zhao
  85. Wealth and Executive Compensation, 2006, Bo Becker
  86. What Works in Securities Laws?, 2006, Florencio Lopez‐De‐Silanes; Rafael La Porta; Andrei Shleifer
  87. When Financial Institutions Are Large Shareholders: The Role of Macro Corporate Governance Environments, 2006, Donghui Li; Fariborz Moshirian; Peter Kien Pham; Jason Zein
  88. Which Investors Fear Expropriation? Evidence from Investors' Portfolio Choices, 2006, Mariassunta Giannetti; Andrei Simonov

Journal of Financial Economics

  1. A consumption-based model of the term structure of interest rates, 2006, Jessica A. Wachter
  2. A general approach to integrated risk management with skewed, fat-tailed risks, 2006, Joshua V. Rosenberg; Til Schuermann
  3. A liquidity-augmented capital asset pricing model, 2006, Weimin Liu
  4. A theory of socialistic internal capital markets, 2006, Antonio E. Bernardo; Jiang Luo; James J.D. Wang
  5. An equilibrium model of incentive contracts in the presence of information manipulation, 2006, Eitan Goldman; Steve L. Slezak
  6. Are perks purely managerial excess?, 2006, Raghuram G. Rajan; Julie Wulf
  7. Asset pricing with unforeseen contingencies, 2006, Alan Kraus; Jacob S. Sagi
  8. Asymmetric benchmarking in compensation: Executives are rewarded for good luck but not penalized for bad, 2006, Gerald T. Garvey; Todd T. Milbourn
  9. CEO incentives and earnings management, 2006, Daniel Bergstresser; Thomas Philippon
  10. Capital structure, credit risk, and macroeconomic conditions, 2006, Dirk Hackbarth; Jianjun Miao; Erwan Morellec
  11. Competition among regulators and credit market integration, 2006, Giovanni Dell'Ariccia; Robert Marquez
  12. Competition and cooperation among exchanges: A theory of cross-listing and endogenous listing standards, 2006, Thomas J. Chemmanur; Paolo Fulghieri
  13. Corporate tax avoidance and high-powered incentives, 2006, Mihir A. Desai; Dhammika Dharmapala
  14. Cross-sectional forecasts of the equity premium, 2006, Christopher Polk; Samuel Thompson; Tuomo Vuolteenaho
  15. Crushed by a rational stampede: Strategic share dumping and shareholder insurrections, 2006, Mukarram Attari; Suman Banerjee; Thomas H. Noe
  16. Debt financing: Does it boost or hurt firm performance in product markets?, 2006, Murillo Campello
  17. Determinants of collateral, 2006, Gabriel Jimenez; Vicente Salas; Jesus Saurina
  18. Dividend changes and catering incentives, 2006, Wei Li; Erik Lie
  19. Dividend policy and the earned/contributed capital mix: a test of the life-cycle theory, 2006, Harry Deangelo; Linda Deangelo; Rene M. Stulz
  20. Dividend policy, signaling, and discounts on closed-end funds, 2006, Shane A. Johnson; Ji-Chai Lin; Kyojik Roy Song
  21. Do a firm's equity returns reflect the risk of its pension plan?, 2006, Zvi Bodie; Li Jin; Robert C. Merton
  22. Do accurate earnings forecasts facilitate superior investment recommendations?, 2006, Roger K. Loh; G. Mujtaba Mian
  23. Do alliances promote knowledge flows?, 2006, Benjamin Gomes-Casseres; John Hagedoorn; Adam B. Jaffe
  24. Does good corporate governance include employee representation? Evidence from German corporate boards, 2006, Larry Fauver; Michael E. Fuerst
  25. Dynamic forecasting behavior by analysts: Theory and evidence, 2006, Jonathan Clarke; Ajay Subramanian
  26. Dynamic liquidity in endowment economies, 2006, Timothy C. Johnson
  27. Earnings and price momentum, 2006, Tarun Chordia; Lakshmanan Shivakumar
  28. Efficient tests of stock return predictability, 2006, John Y. Campbell; Motohiro Yogo
  29. Entry regulation as a barrier to entrepreneurship, 2006, Leora Klapper; Luc Laeven; Raghuram Rajan
  30. Estimation of continuous-time models with an application to equity volatility dynamics, 2006, Gurdip Bakshi; Nengjiu Ju; Hui Ou-Yang
  31. Evidence on the effects of bank competition on firm borrowing and investment, 2006, Rebecca Zarutskie
  32. External finance constraints and the intertemporal pattern of intermittent investment, 2006, Toni M. Whited
  33. Feedback and the success of irrational investors, 2006, David Hirshleifer; Avanidhar Subrahmanyam; Sheridan Titman
  34. Financing decisions when managers are risk averse, 2006, Katharina Lewellen
  35. Flights of fancy: Corporate jets, CEO perquisites, and inferior shareholder returns, 2006, David Yermack
  36. Hedging, speculation, and shareholder value, 2006, Tim R. Adam; Chitru S. Fernando
  37. How do family ownership, control and management affect firm value?, 2006, Raphael Amit; Belen Villalonga
  38. IPOs, acquisitions, and the use of convertible securities in venture capital, 2006, Thomas Hellmann
  39. Investing in mutual funds when returns are predictable, 2006, Doron Avramov; Russ Wermers
  40. Investor attention, overconfidence and category learning, 2006, Lin Peng; Wei Xiong
  41. Leverage and investment in diversified firms, 2006, Seoungpil Ahn; David J. Denis; Diane K. Denis
  42. Liquidity needs and vulnerability to financial underdevelopment, 2006, Claudio Raddatz
  43. Managerial incentives and risk-taking, 2006, Jeffrey L. Coles; Naveen D. Daniel; Lalitha Naveen
  44. Market transparency, liquidity externalities, and institutional trading costs in corporate bonds, 2006, Hendrik Bessembinder; William Maxwell; Kumar Venkataraman
  45. Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk, 2006, Ronnie Sadka
  46. NBER Conference on corporate alliances, 2006, Josh Lerner; Raghuram Rajan
  47. On the marketing of IPOs, 2006, Douglas O. Cook; Robert Kieschnick; Robert A. Van Ness
  48. On the role of arbitrageurs in rational markets, 2006, Suleyman Basak; Benjamin Croitoru
  49. Output and expected returns, 2006, Jesper Rangvid
  50. Own company stock in defined contribution pension plans: A takeover defense?, 2006, Joshua D. Rauh
  51. Partial adjustment toward target capital structures, 2006, Mark J. Flannery; Kasturi P. Rangan
  52. Political relationships, global financing, and corporate transparency: Evidence from Indonesia, 2006, Christian Leuz; Felix Oberholzer-Gee
  53. Predicting stock returns, 2006, Doron Avramov; Tarun Chordia
  54. Profitability, investment and average returns, 2006, Eugene F. Fama; Kenneth R. French
  55. R2 around the world: New theory and new tests, 2006, Li Jin; Stewart C. Myers
  56. Ripples through markets: Inter-market impacts generated by large trades, 2006, Andrew Ellul
  57. Separating microstructure noise from volatility, 2006, Federico M. Bandi; Jeffrey R. Russell
  58. Shareholder wealth effects and bid negotiation in freeze-out deals: Are minority shareholders left out in the cold?, 2006, Thomas W. Bates; Michael L. Lemmon; James S. Linck
  59. Should business groups be dismantled? The equilibrium costs of efficient internal capital markets, 2006, Heitor Almeida; Daniel Wolfenzon
  60. Should corporate debt include a rating trigger?, 2006, Karan Bhanot; Antonio S. Mello
  61. Stock market liberalization and operating performance at the firm level, 2006, Todd Mitton
  62. Stock price reaction to public and private information, 2006, Clara Vega
  63. Stock price synchronicity and analyst coverage in emerging markets, 2006, Kalok Chan; Allaudeen Hameed
  64. Stock returns, aggregate earnings surprises, and behavioral finance, 2006, S.P. Kothari; Jonathan Lewellen; Jerold B. Warner
  65. Strategic alliances, equity stakes, and entry deterrence, 2006, Richmond D. Mathews
  66. Strength of analyst coverage following IPOs, 2006, Christopher James; Jason Karceski
  67. Tax management strategies with multiple risky assets, 2006, Michael F. Gallmeyer; Ron Kaniel; Stathis Tompaidis
  68. Tax shelters and corporate debt policy, 2006, John R. Graham; Alan L. Tucker
  69. Term structure estimation without using latent factors, 2006, Gregory R. Duffee
  70. The American keiretsu and universal banks: Investing, voting and sitting on nonfinancials' corporate boards, 2006, Adrienne S. Rumble; Joao A.C. Santos
  71. The conditional CAPM does not explain asset-pricing anomalies, 2006, Jonathan Lewellen; Stefan Nagel
  72. The economic consequences of increased disclosure: Evidence from international cross-listings, 2006, Warren Bailey; G. Andrew Karolyi; Carolina Salva
  73. The impact of performance-based compensation on misreporting, 2006, Natasha Burns; Simi Kedia
  74. The impact of regulation on market risk, 2006, Paul A. Grout; Anna Zalewska
  75. The irrelevance of the MM dividend irrelevance theorem, 2006, Harry Deangelo; Linda Deangelo
  76. The new new financial thing: The origins of financial innovations, 2006, Josh Lerner
  77. The other January effect, 2006, Michael J. Cooper; John J. Mcconnell; Alexei V. Ovtchinnikov
  78. The outsourcing of R&D through acquisitions in the pharmaceutical industry, 2006, Matthew J. Higgins; Daniel Rodriguez
  79. The strategy of professional forecasting, 2006, Marco Ottaviani; Peter Norman Sorensen
  80. The value of tax shields IS equal to the present value of tax shields, 2006, Ian A. Cooper; Kjell G. Nyborg
  81. Trades outside the quotes: Reporting delay, trading option, or trade size?, 2006, Christoph Schenzler; Hans R. Stoll
  82. Tunneling, propping, and expropriation: evidence from connected party transactions in Hong Kong, 2006, Yan-Leung Cheung; P. Raghavendra Rau; Aris Stouraitis
  83. Volatility in an era of reduced uncertainty: Lessons from Pax Britannica, 2006, William Jr. Brown; Richard C.K. Burdekin; Marc D. Weidenmier
  84. Was there a Nasdaq bubble in the late 1990s?, 2006, Lubos Pastor; Pietro Veronesi
  85. Who herds?, 2006, Dan Bernhardt; Murillo Campello; Edward Kutsoati
  86. Who trades IPOs? A close look at the first days of trading, 2006, Katrina Ellis
  87. Why are European IPOs so rarely priced outside the indicative price range?, 2006, Tim Jenkinson; Alan D. Morrison; William Jr. Wilhelm
  88. World markets for raising new capital, 2006, Brian J. Henderson; Narasimhan Jegadeesh; Michael S. Weisbach

Review of Financial Studies

  1. A Note from the Editor, 2006, Maureen O'Hara
  2. A Trade-Based Analysis of Momentum, 2006, Soeren Hvidkjaer
  3. Analysts' Weighting of Private and Public Information, 2006, Qi Chen; Wei Jiang
  4. Asset Allocation with a High Dimensional Latent Factor Stochastic Volatility Model, 2006, Yufeng Han
  5. Asset Pricing Implications of Firms' Financing Constraints, 2006, João F. Gomes; Amir Yaron; Lu Zhang
  6. Asset Pricing Models and Financial Market Anomalies, 2006, Doron Avramov; Tarun Chordia
  7. Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation, 2006, Yongmiao Hong; Jun Tu; Guofu Zhou
  8. Beauty Contests and Iterated Expectations in Asset Markets, 2006, Franklin Allen; Stephen Morris; Hyun Song Shin
  9. Capital Controls, Liberalizations, and Foreign Direct Investment, 2006, Mihir A. Desai; C. Fritz Foley; James R. Hines
  10. Capital Structure, Compensation and Incentives, 2006, Alan V. S. Douglas
  11. Competition and Cooperation in Divisible Good Auctions: An Experimental Examination, 2006, Orly Sade; Charles Schnitzlein; Jaime F. Zender
  12. Competition and Strategic Information Acquisition in Credit Markets, 2006, Robert Hauswald; Robert Marquez
  13. Consumer Confidence and Asset Prices: Some Empirical Evidence, 2006, Michael Lemmon; Evgenia Portniaguina
  14. Corporate Diversification and Credit Constraints: Real Effects across the Business Cycle, 2006, Valentin Dimitrov; Sheri Tice
  15. Corporate Finance and the Monetary Transmission Mechanism, 2006, Patrick Bolton; Xavier Freixas
  16. Credit Ratings and Stock Liquidity, 2006, Elizabeth R. Odders-White; Mark J. Ready
  17. Credit Ratings as Coordination Mechanisms, 2006, Arnoud W. A. Boot; Todd T. Milbourn; Anjolein Schmeits
  18. Does the Source of Capital Affect Capital Structure?, 2006, Michael Faulkender; Mitchell A. Petersen
  19. Downside Risk, 2006, Andrew Ang; Joseph Chen; Yuhang Xing
  20. Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts' Recommendations, 2006, Jakša Cvitanić; Ali Lazrak; Lionel Martellini; Fernando Zapatero
  21. Evaluating Government Bond Fund Performance with Stochastic Discount Factors, 2006, Wayne Ferson; Tyler R. Henry; Darren J. Kisgen
  22. Exchange Rates, Equity Prices, and Capital Flows, 2006, Harald Hau; Hélène Rey
  23. Explaining Returns with Cash-Flow Proxies, 2006, Peter Hecht; Tuomo Vuolteenaho
  24. Financial Constraints Risk, 2006, Toni M. Whited; Guojun Wu
  25. Financing a Portfolio of Projects, 2006, Roman Inderst; Holger M. Mueller; Felix Münnich
  26. Hedging, Familiarity and Portfolio Choice, 2006, Massimo Massa; Andrei Simonov
  27. IPO Underpricing and After-Market Liquidity, 2006, Andrew Ellul; Marco Pagano
  28. If at First You Don't Succeed: The Effect of the Option to Resolicit on Corporate Takeovers, 2006, Ann B. Gillette; Thomas H. Noe
  29. Innovation, Differentiation, and the Choice of an Underwriter: Evidence from Equity-Linked Securities, 2006, Enrique Schroth
  30. International Capital Markets and Foreign Exchange Risk, 2006, Michael J. Brennan; Yihong Xia
  31. Investor Overconfidence and Trading Volume, 2006, Meir Statman; Steven Thorley; Keith Vorkink
  32. Labor Income and Predictable Stock Returns, 2006, Tano Santos; Pietro Veronesi
  33. Loan Sales and the Cost of Corporate Borrowing, 2006, A. Burak Güner
  34. Maximum Likelihood Estimation of Latent Affine Processes, 2006, David S. Bates
  35. Note from the Editor, 2006, Matthew Spiegel
  36. Option Coskewness and Capital Asset Pricing, 2006, Joel M. Vanden
  37. Pairs Trading: Performance of a Relative-Value Arbitrage Rule, 2006, Evan Gatev; William N. Goetzmann; K. Geert Rouwenhorst
  38. Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence, 2006, R. Jarrow; P. Protter; M. Warachka; U. Çetin
  39. Takeover Contests with Asymmetric Bidders, 2006, Paul Povel; Rajdeep Singh
  40. The Behavior of Interest Rates, 2006, Eugene F. Fama
  41. The Impact of Legal and Political Institutions on Equity Trading Costs: A Cross-Country Analysis, 2006, Venkat R. Eleswarapu; Kumar Venkataraman
  42. The Impact of Trades on Daily Volatility, 2006, Doron Avramov; Tarun Chordia; Amit Goyal
  43. The Information in Option Volume for Future Stock Prices, 2006, Jun Pan; Allen M. Poteshman
  44. Theory and Evidence on the Resolution of Financial Distress, 2006, David T. Brown; Brian A. Ciochetti; Timothy J. Riddiough
  45. Transmission of Information across International Equity Markets, 2006, Jon Wongswan