Volume 57 Issue 3 (June 2002)

Original Article

Markowitz’s “Portfolio Selection”: A Fifty‐Year Retrospective (pages 1041-1045)

  • Author(s): Mark Rubinstein
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00453

Range‐Based Estimation of Stochastic Volatility Models (pages 1047-1091)

  • Author(s): Sassan Alizadeh, Michael W. Brandt, Francis X. Diebold
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00454

How Accurate Are Value‐at‐Risk Models at Commercial Banks? (pages 1093-1111)

  • Author(s): Jeremy Berkowitz, James O’Brien
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00455

Learning, Asset‐Pricing Tests, and Market Efficiency (pages 1113-1145)

  • Author(s): Jonathan Lewellen, Jay Shanken
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00456

Investor Protection and Corporate Valuation (pages 1147-1170)

  • Author(s): Rafael La porta, Florencio Lopez‐De‐Silanes, Andrei Shleifer, Robert Vishny
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00457

IPO Market Cycles: Bubbles or Sequential Learning? (pages 1171-1200)

  • Author(s): Michelle Lowry, G. William Schwert
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00458

Dynamic Asset Allocation under Inflation (pages 1201-1238)

  • Author(s): Michael J. Brennan, Yihong Xia
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00459

Do Banks Provide Financial Slack? (pages 1383-1419)

  • Author(s): Charles J. Hadlock, Christopher M. James
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00464

Institutional Allocation in Initial Public Offerings: Empirical Evidence (pages 1421-1442)

  • Author(s): Reena Aggarwal, Nagpurnanand R. Prabhala, Manju Puri
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00465

Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs (pages 1443-1478)

  • Author(s): William G. Christie, Shane A. Corwin, Jeffrey H. Harris
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00466

Empirical Analysis of the Yield Curve: The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross (pages 1479-1520)

  • Author(s): Christopher G. Lamoureux, H. Douglas Witte
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00467

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