Volume 59 Issue 3 (June 2004)

ARTICLES

Are Judgment Errors Reflected in Market Prices and Allocations? Experimental Evidence Based on the Monty Hall Problem (pages 969-998)

  • Author(s): Brian D. Kluger, Steve B. Wyatt
  • Article first published online: Nov 27, 2005
  • DOI: 10.1111/j.1540-6261.2004.00654.x

Optimal Asset Location and Allocation with Taxable and Tax‐Deferred Investing (pages 999-1037)

  • Author(s): Robert M. Dammon, Chester S. Spatt, Harold H. Zhang
  • Article first published online: Nov 27, 2005
  • DOI: 10.1111/j.1540-6261.2004.00655.x

Are Momentum Profits Robust to Trading Costs? (pages 1039-1082)

  • Author(s): Robert A. Korajczyk, Ronnie Sadka
  • Article first published online: Nov 27, 2005
  • DOI: 10.1111/j.1540-6261.2004.00656.x

Analyzing the Analysts: When Do Recommendations Add Value? (pages 1083-1124)

  • Author(s): Narasimhan Jegadeesh, Joonghyuk Kim, Susan D. Krische, Charles M. C. Lee
  • Article first published online: Nov 27, 2005
  • DOI: 10.1111/j.1540-6261.2004.00657.x

A Catering Theory of Dividends (pages 1125-1165)

  • Author(s): Malcolm Baker, Jeffrey Wurgler
  • Article first published online: Nov 27, 2005
  • DOI: 10.1111/j.1540-6261.2004.00658.x

Executive Option Repricing, Incentives, and Retention (pages 1167-1200)

  • Author(s): Mark A. Chen
  • Article first published online: Nov 27, 2005
  • DOI: 10.1111/j.1540-6261.2004.00659.x

Economic News and the Impact of Trading on Bond Prices (pages 1201-1234)

  • Author(s): T. Clifton Green
  • Article first published online: Nov 27, 2005
  • DOI: 10.1111/j.1540-6261.2004.00660.x

Informed Trading in Stock and Option Markets (pages 1235-1258)

  • Author(s): Sugato Chakravarty, Huseyin Gulen, Stewart Mayhew
  • Article first published online: Nov 27, 2005
  • DOI: 10.1111/j.1540-6261.2004.00661.x

Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (pages 1259-1294)

  • Author(s): Werner Antweiler, Murray Z. Frank
  • Article first published online: Nov 27, 2005
  • DOI: 10.1111/j.1540-6261.2004.00662.x

Risk Sharing and Asset Prices: Evidence from a Natural Experiment (pages 1295-1324)

  • Author(s): Anusha Chari, Peter Blair Henry
  • Article first published online: Nov 27, 2005
  • DOI: 10.1111/j.1540-6261.2004.00663.x

The Foundations of Freezeout Laws in Takeovers (pages 1325-1344)

  • Author(s): Yakov Amihud, Marcel Kahan, Rangarajan K. Sundaram
  • Article first published online: Nov 27, 2005
  • DOI: 10.1111/j.1540-6261.2004.00664.x

Market States and Momentum (pages 1345-1365)

  • Author(s): Michael J. Cooper, Roberto C. Gutierrez, Allaudeen Hameed
  • Article first published online: Nov 27, 2005
  • DOI: 10.1111/j.1540-6261.2004.00665.x

Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices (pages 1367-1404)

  • Author(s): Bjørn Eraker
  • Article first published online: Nov 27, 2005
  • DOI: 10.1111/j.1540-6261.2004.00666.x

Specification Analysis of Option Pricing Models Based on Time‐Changed Lévy Processes (pages 1405-1440)

  • Author(s): Jing‐zhi Huang, Liuren Wu
  • Article first published online: Nov 27, 2005
  • DOI: 10.1111/j.1540-6261.2004.00667.x

Miscellanea (pages 1441-1442)

  • Article first published online: Nov 27, 2005
  • DOI: 10.1111/j.1540-6261.2004.00668.x

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