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Table of contents of journal: The *Journal of finance

Results: 26-50/1041

Authors: Peria, MSM Schmukler, SL
Citation: Msm. Peria et Sl. Schmukler, Do depositors punish banks for bad behavior? Market discipline, deposit insurance, and banking crises, J FINANCE, 56(3), 2001, pp. 1029-1051

Authors: Grinblatt, M Keloharju, M
Citation: M. Grinblatt et M. Keloharju, How distance, language, and culture influence stockholdings and trades, J FINANCE, 56(3), 2001, pp. 1053-1073

Authors: Bollen, NPB Busse, JA
Citation: Npb. Bollen et Ja. Busse, On the timing ability of mutual fund managers, J FINANCE, 56(3), 2001, pp. 1075-1094

Authors: Collin-Dufresne, P Solnik, B
Citation: P. Collin-dufresne et B. Solnik, On the term structure of default premia in the swap and LIBOR markets, J FINANCE, 56(3), 2001, pp. 1095-1115

Authors: Christoffersen, SEK
Citation: Sek. Christoffersen, Why do money fund managers voluntarily waive their fees?, J FINANCE, 56(3), 2001, pp. 1117-1140

Authors: Bhattacharya, S Nicodano, G
Citation: S. Bhattacharya et G. Nicodano, Insider trading, investment, and liquidity: A welfare analysis, J FINANCE, 56(3), 2001, pp. 1141-1156

Authors: Viceira, LM
Citation: Lm. Viceira, Optimal portfolio choice for long-horizon investors with nontradable laborincome, J FINANCE, 56(2), 2001, pp. 433-470

Authors: Field, LC Hanka, G
Citation: Lc. Field et G. Hanka, The expiration of IPO share lockups, J FINANCE, 56(2), 2001, pp. 471-500

Authors: Chordia, T Roll, R Subrahmanyam, A
Citation: T. Chordia et al., Market liquidity and trading activity, J FINANCE, 56(2), 2001, pp. 501-530

Authors: Barber, B Lehavy, R McNichols, M Trueman, B
Citation: B. Barber et al., Can investors profit from the prophets? Security analyst recommendations and stock, J FINANCE, 56(2), 2001, pp. 531-563

Authors: Kirilenko, AA
Citation: Aa. Kirilenko, Valuation and control in venture finance, J FINANCE, 56(2), 2001, pp. 565-587

Authors: Grinblatt, M Keloharju, M
Citation: M. Grinblatt et M. Keloharju, What makes investors trade?, J FINANCE, 56(2), 2001, pp. 589-616

Authors: Cetorelli, N Gambera, M
Citation: N. Cetorelli et M. Gambera, Banking market structure, financial dependence and growth: International evidence from industry data, J FINANCE, 56(2), 2001, pp. 617-648

Authors: Longin, F Solnik, B
Citation: F. Longin et B. Solnik, Extreme correlation of international equity markets, J FINANCE, 56(2), 2001, pp. 649-676

Authors: Schultz, P
Citation: P. Schultz, Corporate bond trading costs: a peek behind the curtain, J FINANCE, 56(2), 2001, pp. 677-698

Authors: Jegadeesh, N Titman, S
Citation: N. Jegadeesh et S. Titman, Profitability of momentum strategies: An evaluation of alternative explanations, J FINANCE, 56(2), 2001, pp. 699-720

Authors: De Roon, FA Nijman, TE Werker, BJM
Citation: Fa. De Roon et al., Testing for mean-variance spanning with short sales constraints and transaction costs: the case of emerging markets, J FINANCE, 56(2), 2001, pp. 721-742

Authors: Daniel, K Titman, S Wei, KCJ
Citation: K. Daniel et al., Explaining the cross-section of stock returns in Japan: Factors or characteristics?, J FINANCE, 56(2), 2001, pp. 743-766

Authors: Ahn, HJ Bae, KH Chan, K
Citation: Hj. Ahn et al., Limit orders, depth, and volatility: Evidence from the stock exchange of Hong Kong, J FINANCE, 56(2), 2001, pp. 767-788

Authors: Brenner, M Eldor, R Hauser, S
Citation: M. Brenner et al., The price of options illiquidity, J FINANCE, 56(2), 2001, pp. 789-805

Authors: Campbell, JY Lettau, M Malkiel, BG Xu, YX
Citation: Jy. Campbell et al., Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk, J FINANCE, 56(1), 2001, pp. 1-43

Authors: Baks, KP Metrick, A Wachter, J
Citation: Kp. Baks et al., Should investors avoid all actively managed mutual funds? A study in Bayesian performance evaluation, J FINANCE, 56(1), 2001, pp. 45-85

Authors: Booth, L Aivazian, V Demirguc-Kunt, A Maksimovic, V
Citation: L. Booth et al., Capital structures in developing countries, J FINANCE, 56(1), 2001, pp. 87-130

Authors: Vayanos, D
Citation: D. Vayanos, Strategic trading in a dynamic noisy market, J FINANCE, 56(1), 2001, pp. 131-171

Authors: Dichev, LD Piotroski, JD
Citation: Ld. Dichev et Jd. Piotroski, The long-run stock returns following bond ratings changes, J FINANCE, 56(1), 2001, pp. 173-203
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