2004

Journal of Finance

Journal of Financial Economics

1. A revealed preference approach to understanding corporate governance problems: Evidence from Canada, 2004, Robert S. Chirinko; Huntley Schaller
2. A theory of corporate spin-offs, 2004, Thomas J. Chemmanur; An Yan
3. An econometric model of serial correlation and illiquidity in hedge fund returns, 2004, Mila Getmansky; Andrew W. Lo; Igor Makarov
4. Appearing and disappearing dividends: The link to catering incentives, 2004, Malcolm Baker; Jeffrey Wurgler
5. Are dividends disappearing? Dividend concentration and the consolidation of earnings, 2004, Harry Deangelo; Linda Deangelo; Douglas J. Skinner
6. Asset prices and real investment, 2004, Leonid Kogan
7. Bailout and conglomeration, 2004, Se-Jik Kim
8. Banking market structure and financial stability: Evidence from the Texas real estate crisis in the 1980s, 2004, Jie Gan
9. CEO compensation and incentives: Evidence from M&A bonuses, 2004, Yaniv Grinstein; Paul Hribar
10. Common market makers and commonality in liquidity, 2004, Jay F. Coughenour; Mohsen M. Saad
11. Conditional estimation of diffusion processes, 2004, Minqiang Li; Neil D. Pearson; Allen M. Poteshman
12. Corporate earnings and the equity premium, 2004, Francis A. Longstaff; Monika Piazzesi
13. Corporate governance and firm value: evidence from the Korean financial crisis, 2004, Jae-Seung Baek; Jun-Koo Kang; Kyung Suh Park
14. Corrigendum to "Universal option valuation using quadrature methods": [Journal of Financial Economics 67 (2003) 447-471], 2004, Ari D. Andricopoulos; Peter W. Duck; David P. Newton; Martin Widdicks
15. Cross-country determinants of mergers and acquisitions, 2004, Stefano Rossi; Paolo F. Volpin
16. Data-generating process uncertainty: What difference does it make in portfolio decisions?, 2004, Jun Tu; Guofu Zhou
17. Death spiral convertibles, 2004, Pierre Hillion; Theo Vermaelen
18. Determinants of target capital structure: The case of dual debt and equity issues, 2004, Armen Hovakimian; Gayane Hovakimian; Hassan Tehranian
19. Disentangling diffusion from jumps, 2004, Yacine Ait-Sahalia
20. Do security analysts exhibit persistent differences in stock picking ability?, 2004, Michael B. Mikhail; Beverly R. Walther; Richard H. Willis
21. Does an electronic stock exchange need an upstairs market?, 2004, Hendrik Bessembinder; Kumar Venkataraman
22. Earnings management and the market performance of acquiring firms, 2004, Henock Louis
23. Earnings management, stock issues, and shareholder lawsuits, 2004, Larry L. Ducharme; Paul H. Malatesta; Stephan E. Sefcik
24. Estimating the market risk premium, 2004, E. Scott Mayfield
25. Firm size and the gains from acquisitions, 2004, Sara B. Moeller; Frederik P. Schlingemann; Rene M. Stulz
26. Gains in bank mergers: Evidence from the bond markets, 2004, Maria Fabiana Penas; Haluk Unal
27. Grandstanding, certification and the underpricing of venture capital backed IPOs, 2004, Peggy M. Lee; Sunil Wahal
28. Information and bank credit allocation, 2004, Giovanni Dell'Ariccia; Robert Marquez
29. Institutional trading and the turn-of-the-year effect, 2004, Lilian Ng; Qinghai Wang
30. Internal capital markets and investment policy: evidence from corporate spinoffs, 2004, Seoungpil Ahn; David J. Denis
31. Investibility and return volatility, 2004, Kee-Hong Bae; Kalok Chan; Angela Ng
32. Is the IPO pricing process efficient?, 2004, Michelle Lowry; G. William Schwert
33. Leverage decision and manager compensation with choice of effort and volatility, 2004, Abel Cadenillas; Jaksa Cvitanic; Fernando Zapatero
34. Limited arbitrage and short sales restrictions: evidence from the options markets, 2004, Eli Ofek; Matthew Richardson; Robert F. Whitelaw
35. Management turnover in subsidiaries of conglomerates versus stand-alone firms, 2004, Chris Mcneil; Greg Niehaus; Eric Powers
36. Managerial succession and firm performance, 2004, Mark R. Huson; Paul H. Malatesta; Robert Parrino
37. Market evidence on the opaqueness of banking firms' assets, 2004, Mark J. Flannery; Simon H. Kwan; M. Nimalendran
38. Measuring stock illiquidity: An investigation of the demand and supply schedules at the TASE, 2004, Avner Kalay; Orly Sade; Avi Wohl
39. Modeling the bid/ask spread: measuring the inventory-holding premium, 2004, Nicolas P. B. Bollen; Tom Smith; Robert E. Whaley
40. Modeling the term structure of interest rates: A new approach, 2004, Robert L. Kimmel
41. New lists: Fundamentals and survival rates, 2004, Eugene F. Fama; Kenneth R. French
42. On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach, 2004, Michael W. Brandt; Qiang Kang
43. Order imbalance and individual stock returns: Theory and evidence, 2004, Tarun Chordia; Avanidhar Subrahmanyam
44. Order preferencing and market quality on NASDAQ before and after decimalization, 2004, Kee H. Chung; Chairat Chuwonganant; D. Timothy Mccormick
45. Performance fee contract change and mutual fund risk, 2004, Joseph Golec; Laura Starks
46. Portfolio choice and health status, 2004, H.S.Harvey S. Rosen; Stephen Wu
47. Predicting returns with financial ratios, 2004, Jonathan Lewellen
48. Predicting stock price movements from past returns: the role of consistency and tax-loss selling, 2004, Mark Grinblatt; Tobias J. Moskowitz
49. Selling company shares to reluctant employees: France Telecom's experience, 2004, Francois Degeorge; Dirk Jenter; Alberto Moel; Peter Tufano
50. Smart investments by smart money: Evidence from seasoned equity offerings, 2004, Scott Gibson; Assem Safieddine; Ramana Sonti
51. Sources of gains in horizontal mergers: evidence from customer, supplier, and rival firms, 2004, C. Edward Fee; Shawn Thomas
52. Style effects in the cross-section of stock returns, 2004, Melvyn Teo; Sung-Jun Woo
53. Tax-loss trading and wash sales, 2004, Mark Grinblatt; Matti Keloharju
54. Testing market efficiency using statistical arbitrage with applications to momentum and value strategies, 2004, Steve Hogan; Robert Jarrow; Melvyn Teo; Mitch Warachka
55. The basis risk of catastrophic-loss index securities, 2004, J. David Cummins; David Lalonde; Richard D. Phillips
56. The choice of equity-selling mechanisms, 2004, Yilin Wu
57. The costs of shared ownership: Evidence from international joint ventures, 2004, Mihir A. Desai; C. Fritz Foley; James Jr. Hines
58. The effect of capital market characteristics on the value of start-up firms, 2004, Roman Inderst; Holger M. Muller
59. The effect of capital structure when expected agency costs are extreme, 2004, Campbell R. Harvey; Karl V. Lins; Andrew H. Roper
60. The effects of government ownership on bank lending, 2004, Paola Sapienza
61. The illiquidity puzzle: theory and evidence from private equity, 2004, Josh Lerner; Antoinette Schoar
62. The illusory nature of momentum profits, 2004, David A. Lesmond; Michael J. Schill; Chunsheng Zhou
63. The impact of illegal insider trading in dealer and specialist markets: evidence from a natural experiment, 2004, Raymond P. H. Fishe; Michel A. Robe
64. The impact of stock market information production on internal resource allocation, 2004, Eitan Goldman
65. The importance of the loss function in option valuation, 2004, Peter Christoffersen; Kris Jacobs
66. The role of syndicate structure in bank underwriting, 2004, Rajesh P. Narayanan; Kasturi P. Rangan; N.K.Nanda K. Rangan
67. The timing and terms of mergers motivated by economies of scale, 2004, Bart M. Lambrecht
68. The timing and value of forecast and recommendation revisions, 2004, Zoran Ivkovic; Narasimhan Jegadeesh
69. The value of dividend imputation tax credits in Australia, 2004, Damien Cannavan; Frank Finn; Stephen Gray
70. The value of tax shields is NOT equal to the present value of tax shields, 2004, Pablo Fernandez
71. Tick size, NYSE rule 118, and ex-dividend day stock price behavior, 2004, Keith Jakob; Tongshu Ma
72. Time-changed Levy processes and option pricing, 2004, Peter Carr; Liuren Wu
73. U.S. cross-listings and the private benefits of control: evidence from dual-class firms, 2004, Craig Doidge
74. Who is in whose pocket? Director compensation, board independence, and barriers to effective monitoring, 2004, Harley Jr. Ryan; Roy Iii Wiggins
75. Why are foreign firms listed in the U.S. worth more?, 2004, Craig Doidge; G. Andrew Karolyi; Rene M. Stulz
76. Why constrain your mutual fund manager?, 2004, Andres Almazan; Keith C. Brown; Murray Carlson; David A. Chapman

Review of Financial Studies

1. A Theory of Corporate Capital Structure and Investment, 2004, Miguel Cantillo
2. Adverse Selection and the Required Return, 2004, Nicolae Gârleanu
3. Advertising, Breadth of Ownership, and Liquidity, 2004, Gustavo Grullon
4. Are IPOs Really Underpriced?, 2004, Amiyatosh K. Purnanandam
5. Bank Competition and Credit Standards, 2004, Martin Ruckes
6. Board Composition, Board Effectiveness, and the Observed Form of Takeover Bids, 2004, Mary M. Bange
7. Can Managerial Discretion Explain Observed Leverage Ratios?, 2004, Erwan Morellec
8. Capital Budgeting in Multidivision Firms: Information, Agency, and Incentives, 2004, Antonio E. Bernardo
9. Career Concerns and Resource Allocation in Conglomerates, 2004, Anand Mohan Goel
10. Conditioning Information and Variance Bounds on Pricing Kernels, 2004, Geert Bekaert
11. Confronting Information Asymmetries: Evidence from Real Estate Markets, 2004, Mark J. Garmaise
12. Evaluating an Alternative Risk Preference in Affine Term Structure Models, 2004, Jefferson Duarte
13. Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications, 2004, Ser-Huang Poon
14. Family Values and the Star Phenomenon: Strategies of Mutual Fund Families, 2004, Vikram Nanda
15. Institutional Herding, 2004, Richard W. Sias
16. Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities, 2004, Jun Liu
17. Multiple Unit Auctions and Short Squeezes, 2004, Kjell G. Nyborg
18. On the Timing and Execution of Open Market Repurchases, 2004, Douglas O. Cook
19. Options Trading and the CAPM, 2004, Joel M. Vanden
20. Prospect Theory and Mean-Variance Analysis, 2004, Haim Levy
21. Public Trading and Private Incentives, 2004, Antoine Faure-Grimaud
22. Risks and Portfolio Decisions Involving Hedge Funds, 2004, Vikas Agarwal
23. Robust Portfolio Rules and Asset Pricing, 2004, Pascal J. Maenhout
24. Stock Return Predictability and Asset Pricing Models, 2004, Doron Avramov
25. Strategic Trading, Liquidity, and Information Acquisition, 2004, Haim Mendelson
26. Structural Models of Corporate Bond Pricing: An Empirical Analysis, 2004, Young Ho Eom
27. Technical Analysis and Liquidity Provision, 2004, Kenneth A. Kavajecz
28. The Emergence and Persistence of the Anglo-Saxon and German Financial Systems, 2004, Sandeep Baliga
29. The Overseas Listing Decision: New Evidence of Proximity Preference, 2004, Sergei Sarkissian
30. The Value of Voting Rights to Majority Shareholders: Evidence from Dual-Class Stock Unifications, 2004, Shmuel Hauser
31. Underpricing and Market Power in Uniform Price Auctions, 2004, Ilan Kremer
32. Valuation and Return Dynamics of New Ventures, 2004, Jonathan B. Berk
33. Wealth, Information Acquisition, and Portfolio Choice, 2004, Joël Peress
34. What's In It for Me? CEOs Whose Firms Are Acquired, 2004, Jay C. Hartzell
35. Whence GARCH? A Preference-Based Explanation for Conditional Volatility, 2004, Grant Mcqueen
36. Why Does Book Building Drive Out Auction Methods of IPO Issuance? Evidence from Japan, 2004, Kenji Kutsuna
37. Why the NPV Criterion does not Maximize NPV, 2004, Elazar Berkovitch

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