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2002

Journal of Finance¶

  1. A Rational Expectations Model of Financial Contagion, 2002, Laura E. Kodres; Matthew Pritsker
  2. A Review of IPO Activity, Pricing, and Allocations, 2002, Jay R. Ritter; Ivo Welch
  3. A Test of the Errors‐in‐Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts' Forecasts, 2002, John A. Doukas; Chansog (Francis) Kim; Christos Pantzalis
  4. An Analysis of the Determinants and Shareholder Wealth Effects of Mutual Fund Mergers, 2002, Narayanan Jayaraman; Ajay Khorana; Edward Nelling
  5. An Empirical Investigation of Continuous‐Time Equity Return Models, 2002, Torben G. Andersen; Luca Benzoni; Jesper Lund
  6. An Investigation of the Informational Role of Short Interest in the Nasdaq Market, 2002, Bala V. Balachandran; Hemang Desai; K. Ramesh; S. Ramu Thiagarajan
  7. Bank Performance around the Introduction of a Section 20 Subsidiary, 2002, Marcia Millon Cornett; Evren Ors; Hassan Tehranian
  8. Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking, 2002, Anil K. Kashyap; Raghuram Rajan; Jeremy C. Stein
  9. Book‐to‐Market Equity, Distress Risk, and Stock Returns, 2002, John M. Griffin; Michael L. Lemmon
  10. Competition, Market Structure, and Bid‐Ask Spreads in Stock Option Markets, 2002, Stewart Mayhew
  11. Continuous Trading or Call Auctions: Revealed Preferences of Investors at the Tel Aviv Stock Exchange, 2002, Avner Kalay; Li Wei; Avi Wohl
  12. Corporate Diversification: What Gets Discounted?, 2002, Sattar A. Mansi; David M. Reeb
  13. Differences of Opinion and the Cross Section of Stock Returns, 2002, Karl B. Diether; Christopher J. Malloy; Anna Scherbina
  14. Disentangling the Incentive and Entrenchment Effects of Large Shareholdings, 2002, Stijn Claessens; Simeon Djankov; Joseph P. H. Fan; Larry H. P. Lang
  15. Dividends, Share Repurchases, and the Substitution Hypothesis, 2002, Gustavo Grullon; Roni Michaely
  16. Do Banks Provide Financial Slack?, 2002, Charles J. Hadlock; Christopher M. James
  17. Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility, 2002, Pierre Collin‐Dufresne; Robert S. Goldstein
  18. Do Conglomerate Firms Allocate Resources Inefficiently Across Industries? Theory and Evidence, 2002, Vojislav Maksimovic; Gordon Phillips
  19. Do Firms Hedge in Response to Tax Incentives?, 2002, John R. Graham; Daniel A. Rogers
  20. Does Corporate Diversification Destroy Value?, 2002, John R. Graham; Michael L. Lemmon; Jack G. Wolf
  21. Does Distance Still Matter? The Information Revolution in Small Business Lending, 2002, Mitchell A. Petersen; Raghuram G. Rajan
  22. Dynamic Asset Allocation under Inflation, 2002, Michael J. Brennan; Yihong Xia
  23. Economic Distress, Financial Distress, and Dynamic Liquidation, 2002, Matthias Kahl
  24. Effects of Corporate Diversification on Productivity, 2002, Antoinette Schoar
  25. Empirical Analysis of the Yield Curve: The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross, 2002, Christopher G. Lamoureux; H. Douglas Witte
  26. Empirical Evaluation of Asset‐Pricing Models: A Comparison of the SDF and Beta Methods, 2002, Ravi Jagannathan; Zhenyu Wang
  27. Entrepreneurship and Bank Credit Availability, 2002, Sandra E. Black; Philip E. Strahan
  28. Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets, 2002, Hendrik Bessembinder; Michael L. Lemmon
  29. Ex Ante Costs of Violating Absolute Priority in Bankruptcy, 2002, Lucian Arye Bebchuk
  30. Explaining the Diversification Discount, 2002, Jose Manuel Campa; Simi Kedia
  31. FX Trading and Exchange Rate Dynamics, 2002, Martin D. D. Evans
  32. Global Diversification, Industrial Diversification, and Firm Value, 2002, David J. Denis; Diane K. Denis; Keven Yost
  33. Government Ownership of Banks, 2002, Florencio Lopez‐De‐Silanes; Rafael La Porta; Andrei Shleifer
  34. How Accurate Are Value‐at‐Risk Models at Commercial Banks?, 2002, Jeremy Berkowitz; James O'Brien
  35. How Much Is Investor Autonomy Worth?, 2002, Shlomo Benartzi; Richard H. Thaler
  36. IPO Market Cycles: Bubbles or Sequential Learning?, 2002, Michelle Lowry; G. William Schwert
  37. Information Production and Capital Allocation: Decentralized versus Hierarchical Firms, 2002, Jeremy C. Stein
  38. Institutional Allocation in Initial Public Offerings: Empirical Evidence, 2002, Reena Aggarwal; Nagpurnanand R. Prabhala; Manju Puri
  39. Internal Capital Markets in Financial Conglomerates: Evidence from Small Bank Responses to Monetary Policy, 2002, Murillo Campello
  40. Investor Protection and Corporate Valuation, 2002, Florencio Lopez‐De‐Silanes; Rafael La Porta; Andrei Shleifer; Robert Vishny
  41. Is Disinflation Good for the Stock Market?, 2002, Peter Blair Henry
  42. Is Information Risk a Determinant of Asset Returns?, 2002, David Easley; Soeren Hvidkjaer; Maureen O'Hara
  43. Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds, 2002, Mark M. Carhart; Ron Kaniel; David K. Musto; Adam V. Reed
  44. Learning about Internal Capital Markets from Corporate Spin‐offs, 2002, Robert Gertner; Eric Powers; David Scharfstein
  45. Learning, Asset‐Pricing Tests, and Market Efficiency, 2002, Jonathan Lewellen; Jay Shanken
  46. Limited Arbitrage in Equity Markets, 2002, Mark Mitchell; Todd Pulvino; Erik Stafford
  47. Liquidity Provision and the Organizational Form of NYSE Specialist Firms, 2002, Jay F. Coughenour; Daniel N. Deli
  48. Long‐Run Performance following Private Placements of Equity, 2002, Michael Hertzel; Michael Lemmon; James S. Linck; Lynn Rees
  49. Managerial Opportunism? Evidence from Directors' and Officers' Insurance Purchases, 2002, John M. R. Chalmers; Larry Y. Dann; Jarrad Harford
  50. Managerial Turnover and Leverage under a Takeover Threat, 2002, Walter Novaes
  51. Market Timing and Capital Structure, 2002, Malcolm Baker; Jeffrey Wurgler
  52. Markowitz's “Portfolio Selection”: A Fifty‐Year Retrospective, 2002, Mark Rubinstein
  53. Minutes of the Annual Membership Meeting, 2002, David H. Pyle
  54. Momentum Trading by Institutions, 2002, S.G. Badrinath; Sunil Wahal
  55. Momentum, Business Cycle, and Time‐varying Expected Returns, 2002, Tarun Chordia; Lakshmanan Shivakumar
  56. Mutual Fund Advisory Contracts: An Empirical Investigation, 2002, Daniel N. Deli
  57. Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs, 2002, William G. Christie; Shane A. Corwin; Jeffrey H. Harris
  58. New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor, 2002, Leonie Bell; Tim Jenkinson
  59. No Contagion, Only Interdependence: Measuring Stock Market Comovements, 2002, Kristin J. Forbes; Roberto Rigobon
  60. Noise Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed‐end Funds, 2002, Gordon Gemmill; Dylan C. Thomas
  61. Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns, 2002, Robert F. Dittmar
  62. Pass‐through and Exposure, 2002, Gordon M. Bodnar; Bernard Dumas; Richard C. Marston
  63. Portfolio Choice in the Presence of Personal Illiquid Projects, 2002, Miquel Faig; Pauline Shum
  64. Range‐Based Estimation of Stochastic Volatility Models, 2002, Sassan Alizadeh; Michael W. Brandt; Francis X. Diebold
  65. Rational Asset Prices, 2002, George M. Constantinides
  66. Rational Momentum Effects, 2002, Timothy C. Johnson
  67. Report of the Editor of The Journal of Finance for the Year 2001, 2002, Richard C. Green
  68. Report of the Executive Secretary and Treasurer, 2002, David H. Pyle
  69. Research Dissemination and Impact: Evidence from Web Site Downloads, 2002, Lee Pinkowitz
  70. Risk Aversion, Transparency, and Market Performance, 2002, M. Ángeles De Frutos; Carolina Manzano
  71. Survival Bias and the Equity Premium Puzzle, 2002, Haitao Li; Yuewu Xu
  72. Takeover Defenses of IPO Firms, 2002, Laura Casares Field; Jonathan M. Karpoff
  73. Telling from Discrete Data Whether the Underlying Continuous‐Time Model Is a Diffusion, 2002, Yacine Aït‐Sahalia
  74. Term Premia and Interest Rate Forecasts in Affine Models, 2002, Gregory R. Duffee
  75. Term Structure of Interest Rates with Regime Shifts, 2002, Ravi Bansal; Hao Zhou
  76. The Cadbury Committee, Corporate Performance, and Top Management Turnover, 2002, Jay Dahya; John J. Mcconnell; Nickolaos G. Travlos
  77. The Effects of Banking Mergers on Loan Contracts, 2002, Paola Sapienza
  78. The Equity Premium, 2002, Eugene F. Fama; Kenneth R. French
  79. The Geography of Equity Listing: Why Do Companies List Abroad?, 2002, Marco Pagano; Ailsa A. Röell; Josef Zechner
  80. The Long‐run Performance Following Dividend Initiations and Resumptions: Underreaction or Product of Chance?, 2002, Rodney D. Boehme; Sorin M. Sorescu
  81. The Making of a Dealer Market: From Entry to Equilibrium in the Trading of Nasdaq Stocks, 2002, Katrina Ellis; Roni Michaely; Maureen O'Hara
  82. The Quality of ECN and Nasdaq Market Maker Quotes, 2002, Roger D. Huang
  83. The Volatility and Price Sensitivities of Managerial Stock Option Portfolios and Corporate Hedging, 2002, John D. Knopf; Jouahn Nam; John H. Thornton
  84. The World Price of Insider Trading, 2002, Utpal Bhattacharya; Hazem Daouk
  85. Tunneling or Value Added? Evidence from Mergers by Korean Business Groups, 2002, Kee‐Hong Bae; Jun‐Koo Kang; Jin‐Mo Kim
  86. Valuation of the Debt Tax Shield, 2002, Deen Kemsley; Doron Nissim
  87. Venture Capital and the Professionalization of Start‐Up Firms: Empirical Evidence, 2002, Thomas Hellmann; Manju Puri
  88. What Do Returns to Acquiring Firms Tell Us? Evidence from Firms That Make Many Acquisitions, 2002, Kathleen Fuller; Jeffry Netter; Mike Stegemoller
  89. What Drives Firm‐Level Stock Returns?, 2002, Tuomo Vuolteenaho
  90. When Is Bad News Really Bad News?, 2002, Jennifer Conrad; Bradford Cornell; Wayne R. Landsman
  91. Where Does State Street Lead? A First Look at Finance Patents, 1971 to 2000, 2002, Josh Lerner
  92. Who Blinks in Volatile Markets, Individuals or Institutions?, 2002, Patrick J. Dennis; Deon Strickland

Journal of Financial Economics¶

  1. A cross-firm analysis of the impact of corporate governance on the East Asian financial crisis, 2002, Todd Mitton
  2. A theory of strategic venture investing, 2002, Thomas Hellmann
  3. Agents watching agents?: evidence from pension fund ownership and firm value, 2002, Tracie Woidtke
  4. Asset liquidity, debt covenants, and managerial discretion in financial distress:*1: the collapse of L.A. Gear, 2002, Harry Deangelo; Linda Deangelo; Karen H. Wruck
  5. Asymmetric correlations of equity portfolios, 2002, Andrew Ang; Joseph Chen
  6. Breadth of ownership and stock returns, 2002, Joseph Chen; Harrison Hong; Jeremy C. Stein
  7. Building the IPO order book: underpricing and participation limits with costly information, 2002, Ann E. Sherman; Sheridan Titman
  8. CEO compensation, diversification, and incentives, 2002, Li Jin
  9. Conditional performance measurement using portfolio weights: evidence for pension funds, 2002, Wayne Ferson; Kenneth Khang
  10. Contracting in the investment management industry: *1: evidence from mutual funds, 2002, Daniel N. Deli; Raj Varma
  11. Corporate leverage and currency crises, 2002, Arturo Bris; Yrjo Koskinen
  12. Dating the integration of world equity markets, 2002, Geert Bekaert; Campbell R. Harvey; Robin L. Lumsdaine
  13. Depositor discipline and changing strategies for regulating thrift institutions, 2002, Lawrence G. Goldberg; Sylvia C. Hudgins
  14. Divestitures and the liquidity of the market for corporate assets, 2002, Frederik P. Schlingemann; Rene M. Stulz; Ralph A. Walkling
  15. Do after-tax returns affect mutual fund inflows?, 2002, Daniel Bergstresser; James Poterba
  16. Does diversification destroy value? Evidence from the industry shocks, 2002, Owen A. Lamont; Christopher Polk
  17. Econometric models of limit-order executions, 2002, Andrew W. Lo; A. Craig Mackinlay; June Zhang
  18. Empirical pricing kernels, 2002, Robert F. Engle; Joshua V. Rosenberg
  19. Equilibrium and welfare in markets with financially constrained arbitrageurs, 2002, Denis Gromb; Dimitri Vayanos
  20. Erratum to "Governance with poor investor protection: evidence from top executive turnover in Italy": [Journal of Financial Economics 64 (2002) 61-90], 2002, Paolo F. Volpin
  21. Expectation puzzles, time-varying risk premia, and affine models of the term structure, 2002, Qiang Dai; Kenneth J. Singleton
  22. Firm diversification and asymmetric information: evidence from analysts’ forecasts and earnings announcements, 2002, Thomas Shawn
  23. Funding growth in bank-based and market-based financial systems: evidence from firm-level data, 2002, Asli Demirguc-Kunt; Vojislav Maksimovic
  24. Governance with poor investor protection: evidence from top executive turnover in Italy, 2002, Paolo F. Volpin
  25. Growth opportunities and corporate debt policy: the case of the U.S. defense industry, 2002, Vidhan K. Goyal; Kenneth Lehn; Stanko Racic
  26. How does the Internet affect trading? Evidence from investor behavior in 401(k) plans, 2002, James J. Choi; David Laibson; Andrew Metrick
  27. IPO allocations: discriminatory or discretionary?, 2002, Alexander P. Ljungqvist; William Jr. Wilhelm
  28. Industry growth and capital allocation:*1: does having a market- or bank-based system matter?, 2002, Thorsten Beck; Ross Levine
  29. Investing in equity mutual funds, 2002, Lubos Pastor; Robert F. Stambaugh
  30. Investor protection and equity markets, 2002, Andrei Shleifer; Daniel Wolfenzon
  31. Limited arbitrage in mergers and acquisitions, 2002, Malcolm Baker; Serkan Savasoglu
  32. Liquidity provision and specialist trading in NYSE-listed non-U.S. stocks, 2002, Jeffrey M. Bacidore; George Sofianos
  33. Liquidity risk and specialness, 2002, Andrea Buraschi; Davide Menini
  34. Litigation risk and IPO underpricing, 2002, Michelle Lowry; Susan Shu
  35. Market efficiency in real time, 2002, Jeffrey A. Busse; T. Clifton Green
  36. Mutual fund performance and seemingly unrelated assets, 2002, Lubos Pastor; Robert F. Stambaugh
  37. Order imbalance, liquidity, and market returns, 2002, Tarun Chordia; Richard Roll; Avanidhar Subrahmanyam
  38. Performance consequences of mandatory increases in executive stock ownership, 2002, John E. Core; David F. Larcker
  39. Predicting the next step of a random walk: experimental evidence of regime-shifting beliefs, 2002, Robert Bloomfield; Jeffrey Hales
  40. Pricing and capital allocation in catastrophe insurance, 2002, George Zanjani
  41. Protection of minority shareholder interests, cross-listings in the United States, and subsequent equity offerings, 2002, William Jr. Reese; Michael S. Weisbach
  42. Resources, real options, and corporate strategy, 2002, Antonio E. Bernardo; Bhagwan Chowdhry
  43. Securities lending, shorting, and pricing, 2002, Darrell Duffie; Nicolae Garleanu; Lasse Heje Pedersen
  44. Short-sale constraints and stock returns, 2002, Charles M. Jones; Owen A. Lamont
  45. Short-term interest rate dynamics: a spatial approach, 2002, Federico M. Bandi
  46. Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets, 2002, Michael W. Brandt; Pedro Santa-Clara
  47. Stock return predictability and model uncertainty, 2002, Doron Avramov
  48. Stocks are special too: an analysis of the equity lending market, 2002, Christopher C. Geczy; David K. Musto; Adam V. Reed
  49. Strategic IPO underpricing, information momentum, and lockup expiration selling, 2002, Rajesh K. Aggarwal; Laurie Krigman; Kent L. Womack
  50. Synchronization risk and delayed arbitrage, 2002, Dilip Abreu; Markus K. Brunnermeier
  51. The bond/old-bond spread, 2002, Arvind Krishnamurthy
  52. The dilution impact of daily fund flows on open-end mutual funds, 2002, Jason T. Greene; Charles W. Hodges
  53. The impact of specialist firm acquisitions on market quality, 2002, Brian C. Hatch; Shane A. Johnson
  54. The jump-risk premia implicit in options: evidence from an integrated time-series study, 2002, Jun Pan
  55. The market for borrowing stock, 2002, Gene D'Avolio
  56. The ultimate ownership of Western European corporations, 2002, Mara Faccio; Larry H. P. Lang
  57. The value of durable bank relationships: evidence from Korean banking shocks, 2002, Kee-Hong Bae; Jun-Koo Kang; Chan-Woo Lim
  58. When a buyback isn't a buyback: open market repurchases and employee options, 2002, Kathleen M. Kahle
  59. Who underreacts to cash-flow news? evidence from trading between individuals and institutions, 2002, Randolph B. Cohen; Paul A. Gompers; Tuomo Vuolteenaho

Review of Financial Studies¶

  1. An Empirical Analysis of Personal Bankruptcy and Delinquency, 2002, David B. Gross
  2. An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation, 2002, Mark Schroder; Costis Skiadas
  3. Are the Fama and French Factors Global or Country Specific?, 2002, John M. Griffin
  4. Asset Pricing, John H. Cochrane. Princeton, NJ: Princeton University Press, 2001. 530 pp. ISBN 0-691-07498-4, 2002, Wayne Ferson
  5. Competing Theories of Financial Anomalies, 2002, Alon Brav; J.B. Heaton
  6. Competition, Adverse Selection, and Information Dispersion in the Banking Industry, 2002, Robert Marquez
  7. Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy, 2002, Viral V. Acharya; Jennifer N. Carpenter
  8. Cross-Sectional and Time-Series Determinants of Momentum Returns, 2002, Narasimhan Jegadeesh
  9. Demand Curves and the Pricing of Money Management, 2002, Susan E. K. Christoffersen; David K. Musto
  10. Discussion of "Competing Theories of Financial Anomalies", 2002, Werner De Bondt
  11. Discussion of "Momentum and Autocorrelation in Stock Returns", 2002, Joseph Chen; Harrison Hong
  12. Discussion of "Robustness and Pricing with Uncertain Growth", 2002, Pascal J. Maenhout
  13. Discussion of "Sidelined Investors, Trading-Generated News, and Security Returns", 2002, Pietro Veronesi
  14. Discussion of "Underreaction to Self-Selected News Events", 2002, Sheridan Titman
  15. Discussion of "Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs?", 2002, Kent Daniel
  16. Does the Limit Order Routing Decision Matter?, 2002, Robert Battalio; Jason Greene; Brian Hatch
  17. Dynamic Volume-Return Relation of Individual Stocks, 2002, Guillermo Llorente; Roni Michaely; Gideon Saar; Jiang Wang
  18. Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare, 2002, Sanjiv Ranjan Das; Rangarajan K. Sundaram
  19. Financial Innovation and Information: The Role of Derivatives When a Market for Information Exists, 2002, Massimo Massa
  20. How Firms Should Hedge, 2002, Gregory W. Brown; Klaus Bjerre Toft
  21. Incentive-Compatible Contracts for the Sale of Information, 2002, Bruno Biais; Laurent Germain
  22. International Asset Allocation With Regime Shifts, 2002, Andrew Ang; Geert Bekaert
  23. Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance, 2002, John Heaton; Robert Korajczyk
  24. Investor Activism and Financial Market Structure, 2002, Thomas H. Noe
  25. Macroeconomic Factors Do Influence Aggregate Stock Returns, 2002, Mark J. Flannery; Aris A. Protopapadakis
  26. Momentum and Autocorrelation in Stock Returns, 2002, Jonathan Lewellen
  27. Mutual Fund Survivorship, 2002, Mark M. Carhart; Jennifer N. Carpenter; Anthony W. Lynch; David K. Musto
  28. Nondiscriminating Foreclosure and Voluntary Liquidating Costs, 2002, Ko Wang; Leslie Young; Yuqing Zhou
  29. On Mutual Fund Investment Styles, 2002, Louis K. C. Chan; Hsiu-Lang Chen; Josef Lakonishok
  30. Online Investors: Do the Slow Die First?, 2002, Brad M. Barber; Terrance Odean
  31. Optimal Portfolio Selection with Transaction Costs and Finite Horizons, 2002, Hong Liu; Mark Loewenstein
  32. Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms, 2002, Steven R. Grenadier
  33. Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations, 2002, Dong-Hyun Ahn; Jacob Boudoukh; Matthew Richardson; Robert F. Whitelaw
  34. Persistence and Reversal in Herd Behavior: Theory and Application to the Decision to Go Public, 2002, Lee Nelson
  35. Price Formation and Market Quality When the Number and Presence of Insiders Is Unknown, 2002, Charles R. Schnitzlein
  36. Pricing Interest Rate Derivatives: A General Approach, 2002, George Chacko
  37. Quadratic Term Structure Models: Theory and Evidence, 2002, Dong-Hyun Ahn; Robert F. Dittmar
  38. Regulating Access to International Large-Value Payment Systems, 2002, Cornelia Holthausen; Thomas RÂŻNde
  39. Risk Arbitrage in Takeovers, 2002, Francesca Cornelli; David D. Li
  40. Robustness and Pricing with Uncertain Growth, 2002, Marco Cagetti; Lars Peter Hansen; Thomas Sargent; Noah Williams
  41. Sidelined Investors, Trading-Generated News, and Security Returns, 2002, H. Henry Cao; Joshua D. Coval; David Hirshleifer
  42. Stock Return Predictability: A Bayesian Model Selection Perspective, 2002, K. J. Martijn Cremers
  43. Structuring International Cooperative Ventures, 2002, Thomas H. Noe; Michael J. Rebello; Milind M. Shrikhande
  44. Testing Trade-Off and Pecking Order Predictions About Dividends and Debt, 2002, Eugene F. Fama
  45. The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets, 2002, Gikas A. Hardouvelis; Panayiotis Theodossiou
  46. The Effect of Leverage on Bidding Behavior: Theory and Evidence from the FCC Auctions, 2002, Matthew J. Clayton; S. Abraham Ravid
  47. The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis, 2002, Edith S. Hotchkiss; Tavy Ronen
  48. The Informational Role of Stock and Option Volume, 2002, Kalok Chan; Y. Peter Chung; Wai-Ming Fong
  49. The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and Evidence, 2002, Alexander Shapiro
  50. The Long-Term Performance of Corporate Bonds (and Stocks) Following Seasoned Equity Offerings, 2002, Allan C. Eberhart; Akhtar Siddique
  51. Trading and Pricing in Upstairs and Downstairs Stock Markets, 2002, G. Geoffrey Booth; Ji-Chai Lin; Teppo Martikainen; Yiuman Tse
  52. Underreaction to Self-Selected News Events: The Case of Stock Splits, 2002, David L. Ikenberry; Sundaresh Ramnath
  53. When Are Real Options Exercised? An Empirical Study of Mine Closings, 2002, Alberto Moel
  54. Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs?, 2002, Tim Loughran; Jay R. Ritter
  55. Why New Issues and High-Accrual Firms Underperform: The Role of Analysts' Credulity, 2002, Siew Hong Teoh; T. J. Wong

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