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Results: 1-25/1041
Authors:
Allen, F
Citation: F. Allen, Do financial institutions matter?, J FINANCE, 56(4), 2001, pp. 1165-1175
Authors:
Scholes, MS
Citation: Ms. Scholes, Merton H. Miller: Memories of a great mentor and leader, J FINANCE, 56(4), 2001, pp. 1179-1182
Authors:
Grundy, BD
Citation: Bd. Grundy, Merton H. Miller: His contribution to financial economics, J FINANCE, 56(4), 2001, pp. 1183-1206
Authors:
Pastor, L
Stambaugh, RF
Citation: L. Pastor et Rf. Stambaugh, The equity premium and structural breaks, J FINANCE, 56(4), 2001, pp. 1207-1239
Authors:
Wang, ZY
Citation: Zy. Wang, The equity premium and structural breaks - Discussion, J FINANCE, 56(4), 2001, pp. 1240-1245
Authors:
Barberis, N
Huang, M
Citation: N. Barberis et M. Huang, Mental accounting, loss aversion, and individual stock returns, J FINANCE, 56(4), 2001, pp. 1247-1292
Authors:
Brennan, MJ
Citation: Mj. Brennan, Mental accounting, loss aversion, and individual stock returns - Discussion, J FINANCE, 56(4), 2001, pp. 1292-1295
Authors:
Ait-Sahalia, Y
Brandt, MW
Citation: Y. Ait-sahalia et Mw. Brandt, Variable selection for portfolio choice, J FINANCE, 56(4), 2001, pp. 1297-1351
Authors:
Wachter, JA
Citation: Ja. Wachter, Variable selection for portfolio choice - Discussion, J FINANCE, 56(4), 2001, pp. 1351-1355
Authors:
Bekaert, G
Hodrick, RJ
Citation: G. Bekaert et Rj. Hodrick, Expectations hypotheses test, J FINANCE, 56(4), 2001, pp. 1357-1394
Authors:
Richardson, M
Citation: M. Richardson, Expectations hypotheses test - Discussion, J FINANCE, 56(4), 2001, pp. 1394-1399
Authors:
Kyle, AS
Xiong, W
Citation: As. Kyle et W. Xiong, Contagion as a wealth effect, J FINANCE, 56(4), 2001, pp. 1401-1440
Authors:
Ross, SA
Citation: Sa. Ross, Contagion as a wealth effect - Discussion, J FINANCE, 56(4), 2001, pp. 1440-1443
Authors:
Venkataraman, K
Citation: K. Venkataraman, Automated versus floor trading: An analysis of execution costs on the Paris and New York exchanges, J FINANCE, 56(4), 2001, pp. 1445-1485
Authors:
Madhavan, A
Citation: A. Madhavan, Automated versus floor trading: An analysis of execution costs on the Paris and New York exchanges - Discussion, J FINANCE, 56(4), 2001, pp. 1485-1488
Authors:
Khanna, N
Tice, S
Citation: N. Khanna et S. Tice, The bright side of internal capital markets, J FINANCE, 56(4), 2001, pp. 1489-1528
Authors:
Sapienza, P
Citation: P. Sapienza, The bright side of internal capital markets - Discussion, J FINANCE, 56(4), 2001, pp. 1528-1531
Authors:
Hirshleifer, D
Citation: D. Hirshleifer, Investor psychology and asset pricing, J FINANCE, 56(4), 2001, pp. 1533-1597
Authors:
Lettau, M
Ludvigson, S
Citation: M. Lettau et S. Ludvigson, Consumption, aggregate wealth, and expected stock returns, J FINANCE, 56(3), 2001, pp. 815-849
Authors:
Poteshman, AM
Citation: Am. Poteshman, Underreaction, overreaction, and increasing misreaction to information in the options market, J FINANCE, 56(3), 2001, pp. 851-876
Authors:
Gervais, S
Kaniel, R
Mingelgrin, DH
Citation: S. Gervais et al., The high-volume return premium, J FINANCE, 56(3), 2001, pp. 877-919
Authors:
Daniel, KD
Hirshleifer, D
Subrahmanyam, A
Citation: Kd. Daniel et al., Overconfidence, arbitrage, and equilibrium asset pricing, J FINANCE, 56(3), 2001, pp. 921-965
Authors:
Ferson, WE
Siegel, AF
Citation: We. Ferson et Af. Siegel, The efficient use of conditioning information in portfolios, J FINANCE, 56(3), 2001, pp. 967-982
Authors:
Coval, JD
Shumway, T
Citation: Jd. Coval et T. Shumway, Expected option returns, J FINANCE, 56(3), 2001, pp. 983-1009
Authors:
Benink, H
Bossaerts, P
Citation: H. Benink et P. Bossaerts, An exploration of Neo-Austrian theory applied to financial markets, J FINANCE, 56(3), 2001, pp. 1011-1027