Volume 59 Issue 2 (April 2004)

Original Articles

Diversification Discount or Premium? New Evidence from the Business Information Tracking Series (pages 479-506)

  • Author(s): Belén Villalonga
  • Article first published online: Mar 25, 2004
  • DOI: 10.1111/j.1540-6261.2004.00640.x

Optimal Diversification: Reconciling Theory and Evidence (pages 507-535)

  • Author(s): Joao Gomes, Dmitry Livdan
  • Article first published online: Mar 25, 2004
  • DOI: 10.1111/j.1540-6261.2004.00641.x

Private Benefits of Control: An International Comparison (pages 537-600)

  • Author(s): Alexander Dyck, Luigi Zingales
  • Article first published online: Mar 25, 2004
  • DOI: 10.1111/j.1540-6261.2004.00642.x

Banks versus Venture Capital: Project Evaluation, Screening, and Expropriation (pages 601-621)

  • Author(s): Masako Ueda
  • Article first published online: Mar 25, 2004
  • DOI: 10.1111/j.1540-6261.2004.00643.x

An Examination of Long‐Term Abnormal Stock Returns and Operating Performance Following R&D Increases (pages 623-650)

  • Author(s): Allan C. Eberhart, William F. Maxwell, Akhtar R. Siddique
  • Article first published online: Mar 25, 2004
  • DOI: 10.1111/j.1540-6261.2004.00644.x

The Information Content of Share Repurchase Programs (pages 651-680)

  • Author(s): Gustavo Grullon, Roni Michaely
  • Article first published online: Mar 25, 2004
  • DOI: 10.1111/j.1540-6261.2004.00645.x

Liquidity Externalities and Adverse Selection: Evidence from Trading after Hours (pages 681-710)

  • Author(s): Michael J. Barclay, Terrence Hendershott
  • Article first published online: Mar 25, 2004
  • DOI: 10.1111/j.1540-6261.2004.00646.x

Does Net Buying Pressure Affect the Shape of Implied Volatility Functions? (pages 711-753)

  • Author(s): Nicolas P. B. Bollen, Robert E. Whaley
  • Article first published online: Mar 25, 2004
  • DOI: 10.1111/j.1540-6261.2004.00647.x

News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns (pages 755-793)

  • Author(s): John M. Maheu, Thomas H. McCurdy
  • Article first published online: Mar 25, 2004
  • DOI: 10.1111/j.1540-6261.2004.00648.x

Option Pricing on Stocks in Mergers and Acquisitions (pages 795-829)

  • Author(s): Ajay Subramanian
  • Article first published online: Mar 25, 2004
  • DOI: 10.1111/j.1540-6261.2004.00649.x

Default Risk in Equity Returns (pages 831-868)

  • Author(s): Maria Vassalou, Yuhang Xing
  • Article first published online: Mar 25, 2004
  • DOI: 10.1111/j.1540-6261.2004.00650.x

International Evidence on Institutional Trading Behavior and Price Impact (pages 869-898)

  • Author(s): Chiraphol N. Chiyachantana, Pankaj K. Jain, Christine Jiang, Robert A. Wood
  • Article first published online: Mar 25, 2004
  • DOI: 10.1111/j.1540-6261.2004.00651.x

Trading Activity and Price Volatility in the Municipal Bond Market (pages 899-931)

  • Author(s): Chris Downing, Frank Zhang
  • Article first published online: Mar 25, 2004
  • DOI: 10.1111/j.1540-6261.2004.00652.x

Toward a National Market System for U.S. Exchange–listed Equity Options (pages 933-962)

  • Author(s): Robert Battalio, Brian Hatch, Robert Jennings
  • Article first published online: Mar 25, 2004
  • DOI: 10.1111/j.1540-6261.2004.00653.x

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