Volume 61 Issue 5 (October 2006)

FRONT MATTER

Front Matter (pages i-iv)

  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01050.x

ARTICLES

Options and the Bubble (pages 2071-2102)

  • Author(s): ROBERT BATTALIO, PAUL SCHULTZ
  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01051.x

The Evolution of Security Designs (pages 2103-2135)

  • Author(s): THOMAS H. NOE, MICHAEL J. REBELLO, JUN WANG
  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01052.x

Informed Lending and Security Design (pages 2137-2162)

  • Author(s): ROMAN INDERST, HOLGER M. MUELLER
  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01053.x

The Value Premium and the CAPM (pages 2163-2185)

  • Author(s): EUGENE F. FAMA, KENNETH R. FRENCH
  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01054.x

Dynamic Portfolio Selection by Augmenting the Asset Space (pages 2187-2217)

  • Author(s): MICHAEL W. BRANDT, PEDRO SANTA‐CLARA
  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01055.x

Liquidity and Credit Risk (pages 2219-2250)

  • Author(s): JAN ERICSSON, OLIVIER RENAULT
  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01056.x

Bayesian Alphas and Mutual Fund Persistence (pages 2251-2288)

  • Author(s): JEFFREY A. BUSSE, PAUL J. IRVINE
  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01057.x

Are IPO Allocations for Sale? Evidence from Mutual Funds (pages 2289-2324)

  • Author(s): JONATHAN REUTER
  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01058.x

A Nonlinear Factor Analysis of S&P 500 Index Option Returns (pages 2325-2363)

  • Author(s): CHRISTOPHER S. JONES
  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01059.x

Liquidity and Autocorrelations in Individual Stock Returns (pages 2365-2394)

  • Author(s): DORON AVRAMOV, TARUN CHORDIA, AMIT GOYAL
  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01060.x

Automation versus Intermediation: Evidence from Treasuries Going Off the Run (pages 2395-2414)

  • Author(s): MICHAEL J. BARCLAY, TERRENCE HENDERSHOTT, KENNETH KOTZ
  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01061.x

Business Groups and Tunneling: Evidence from Private Securities Offerings by Korean Chaebols (pages 2415-2449)

  • Author(s): JAE‐SEUNG BAEK, JUN‐KOO KANG, INMOO LEE
  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01062.x

Retail Investor Sentiment and Return Comovements (pages 2451-2486)

  • Author(s): ALOK KUMAR, CHARLES M.C. LEE
  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01063.x

Executive Stock Options: Early Exercise Provisions and Risk‐taking Incentives (pages 2487-2509)

  • Author(s): NEIL BRISLEY
  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01064.x

Lending Booms and Lending Standards (pages 2511-2546)

  • Author(s): GIOVANNI DELL'ARICCIA, ROBERT MARQUEZ
  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01065.x

MISCELLANEA

MISCELLANEA (pages 2547-2548)

  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01066.x

BACK MATTER

Back Matter (pages v-ix)

  • Article first published online: Sep 19, 2006
  • DOI: 10.1111/j.1540-6261.2006.01067.x

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