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

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