Volume 62 Issue 5 (October 2007)

FRONT MATTER

FRONT MATTER (pages i-vii)

  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01305.x

ARTICLES

Supply and Demand Shifts in the Shorting Market (pages 2061-2096)

  • Author(s): LAUREN COHEN, KARL B. DIETHER, CHRISTOPHER J. MALLOY
  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01269.x

Short‐Sales Constraints and Price Discovery: Evidence from the Hong Kong Market (pages 2097-2121)

  • Author(s): ERIC C. CHANG, JOSEPH W. CHENG, YINGHUI YU
  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01270.x

Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated (pages 2123-2167)

  • Author(s): LUCA BENZONI, PIERRE COLLIN‐DUFRESNE, ROBERT S. GOLDSTEIN
  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01271.x

Multimarket Trading and Liquidity: Theory and Evidence (pages 2169-2200)

  • Author(s): SHMUEL BARUCH, G. ANDREW KAROLYI, MICHAEL L. LEMMON
  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01272.x

Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis (pages 2201-2234)

  • Author(s): RICHARD ROLL, EDUARDO SCHWARTZ, AVANIDHAR SUBRAHMANYAM
  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01273.x

Episodic Liquidity Crises: Cooperative and Predatory Trading (pages 2235-2274)

  • Author(s): BRUCE IAN CARLIN, MIGUEL SOUSA LOBO, S. VISWANATHAN
  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01274.x

Liquidity Coinsurance, Moral Hazard, and Financial Contagion (pages 2275-2302)

  • Author(s): SANDRO BRUSCO, FABIO CASTIGLIONESI
  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01275.x

Liquidity or Credit Risk? The Determinants of Very Short‐Term Corporate Yield Spreads (pages 2303-2328)

  • Author(s): DAN COVITZ, CHRIS DOWNING
  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01276.x

Liquidity Premia and Transaction Costs (pages 2329-2366)

  • Author(s): BONG‐GYU JANG, HYENG KEUN KOO, HONG LIU, MARK LOEWENSTEIN
  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01277.x

Analyst Disagreement, Mispricing, and Liquidity (pages 2367-2403)

  • Author(s): RONNIE SADKA, ANNA SCHERBINA
  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01278.x

Taking a View: Corporate Speculation, Governance, and Compensation (pages 2405-2443)

  • Author(s): CHRISTOPHER C. GÉCZY, BERNADETTE A. MINTON, CATHERINE M. SCHRAND
  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01279.x

Financial Constraints, Competition, and Hedging in Industry Equilibrium (pages 2445-2473)

  • Author(s): TIM ADAM, SUDIPTO DASGUPTA, SHERIDAN TITMAN
  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01280.x

Exchange Rates and Cash Flows in Differentiated Product Industries: A Simulation Approach (pages 2475-2502)

  • Author(s): RICHARD FRIBERG, MATTIAS GANSLANDT
  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01281.x

Momentum and Credit Rating (pages 2503-2520)

  • Author(s): DORON AVRAMOV, TARUN CHORDIA, GERGANA JOSTOVA, ALEXANDER PHILIPOV
  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01282.x

Price Convexity and Skewness (pages 2521-2552)

  • Author(s): JIANGUO XU
  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01283.x

MISCELLANEA

MISCELLANEA (pages 2553-2554)

  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01284.x

BACK MATTER

Back Matter (pages ix-xiv)

  • Article first published online: Sep 04, 2007
  • DOI: 10.1111/j.1540-6261.2007.01306.x

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