Volume 58 Issue 6 (December 2003)

ARTICLES

The Dynamics of Institutional and Individual Trading (pages 2285-2320)

  • Author(s): John M. Griffin, Jeffrey H. Harris, Selim Topaloglu
  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00606.x

Equity Volatility and Corporate Bond Yields (pages 2321-2350)

  • Author(s): John Y. Campbell, Glen B. Taksler
  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00607.x

Institutional Investors and Executive Compensation (pages 2351-2374)

  • Author(s): Jay C. Hartzell, Laura T. Starks
  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00608.x

Intraday Price Formation in U.S. Equity Index Markets (pages 2375-2400)

  • Author(s): Joel Hasbrouck
  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00609.x

Financial Development, Property Rights, and Growth (pages 2401-2436)

  • Author(s): Stijn Claessens, Luc Laeven
  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00610.x

The Behavior of Bid–Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999 (pages 2437-2464)

  • Author(s): Patrick De Fontnouvelle, Raymond P. H. Fishe, Jeffrey H. Harris
  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00611.x

Model Misspecification and Underdiversification (pages 2465-2486)

  • Author(s): Raman Uppal, Tan Wang
  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00612.x

Regulation Fair Disclosure and Earnings Information: Market, Analyst, and Corporate Responses (pages 2487-2514)

  • Author(s): Warren Bailey, Haitao Li, Connie X. Mao, Rui Zhong
  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00613.x

Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole (pages 2515-2547)

  • Author(s): John M. Griffin, Xiuqing Ji, J. Spencer Martin
  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00614.x

Equilibrium “Anomalies” (pages 2549-2580)

  • Author(s): Michael F. Ferguson, Richard L. Shockley
  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00615.x

What Type of Process Underlies Options? A Simple Robust Test (pages 2581-2610)

  • Author(s): Peter Carr, Liuren Wu
  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00616.x

Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex‐Dividend Pricing before and after Decimalization (pages 2611-2636)

  • Author(s): John R. Graham, Roni Michaely, Michael R. Roberts
  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00617.x

Competition among Trading Venues: Information and Trading on Electronic Communications Networks (pages 2637-2666)

  • Author(s): Michael J. Barclay, Terrence Hendershott, D. Timothy McCormick
  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00618.x

Capital Structure and Financial Risk: Evidence from Foreign Debt Use in East Asia (pages 2667-2710)

  • Author(s): George Allayannis, Gregory W. Brown, Leora F. Klapper
  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00619.x

Divestitures and Divisional Investment Policies (pages 2711-2744)

  • Author(s): Amy Dittmar, Anil Shivdasani
  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00620.x

Is the International Convergence of Capital Adequacy Regulation Desirable? (pages 2745-2782)

  • Author(s): Viral V. Acharya
  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00621.x

Shareholder Taxes in Acquisition Premiums: The Effect of Capital Gains Taxation (pages 2783-2801)

  • Author(s): Benjamin C. Ayers, Craig E. Lefanowicz, John R. Robinson
  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00622.x

MISCELLANEA

Miscellanea (pages 2803-2804)

  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00623.x

INDEX

Index to Volume LVIII (pages 2809-2812)

  • Article first published online: Nov 07, 2003
  • DOI: 10.1046/j.1540-6261.2003.00624.x

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