Volume 57 Issue 2 (April 2002)

Announcement Notice

Smith Breeden and Brattle Group Prizes (pages viii-viii)

  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00433

Original Article

Limited Arbitrage in Equity Markets (pages 551-584)

  • Author(s): Mark Mitchell, Todd Pulvino, Erik Stafford
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00434

Rational Momentum Effects (pages 585-608)

  • Author(s): Timothy C. Johnson
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00435

Managerial Opportunism? Evidence from Directors’ and Officers’ Insurance Purchases (pages 609-636)

  • Author(s): John M. R. Chalmers, Larry Y. Dann, Jarrad Harford
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00436

The Equity Premium (pages 637-659)

  • Author(s): Eugene F. Fama, Kenneth R. French
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00437

Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds (pages 661-693)

  • Author(s): Mark M. Carhart, Ron Kaniel, David K. Musto, Adam V. Reed
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00438

Does Corporate Diversification Destroy Value? (pages 695-720)

  • Author(s): John R. Graham, Michael L. Lemmon, Jack G. Wolf
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00439

Do Conglomerate Firms Allocate Resources Inefficiently Across Industries? Theory and Evidence (pages 721-767)

  • Author(s): Vojislav Maksimovic, Gordon Phillips
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00440

A Rational Expectations Model of Financial Contagion (pages 769-799)

  • Author(s): Laura E. Kodres, Matthew Pritsker
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00441

The Volatility and Price Sensitivities of Managerial Stock Option Portfolios and Corporate Hedging (pages 801-813)

  • Author(s): John D. Knopf, Jouahn Nam, John H. Thornton Jr.
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00442

Do Firms Hedge in Response to Tax Incentives? (pages 815-839)

  • Author(s): John R. Graham, Daniel A. Rogers
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00443

Liquidity Provision and the Organizational Form of NYSE Specialist Firms (pages 841-869)

  • Author(s): Jay F. Coughenour, Daniel N. Deli
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00444

The Long‐run Performance Following Dividend Initiations and Resumptions: Underreaction or Product of Chance? (pages 871-900)

  • Author(s): Rodney D. Boehme, Sorin M. Sorescu
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00445

Where Does State Street Lead? A First Look at Finance Patents, 1971 to 2000 (pages 901-930)

  • Author(s): Josh Lerner
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00446

Competition, Market Structure, and Bid‐Ask Spreads in Stock Option Markets (pages 931-958)

  • Author(s): Stewart Mayhew
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00447

Risk Aversion, Transparency, and Market Performance (pages 959-984)

  • Author(s): M. Ángeles De Frutos, Carolina Manzano
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00448

Momentum, Business Cycle, and Time‐varying Expected Returns (pages 985-1019)

  • Author(s): Tarun Chordia, Lakshmanan Shivakumar
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00449

Book Review

Book Reviews (pages 1021-1030)

  • Article first published online: Mar 31, 2007
  • DOI: 10.1111/1540-6261.00450

Editorial

Joint Editorial (pages 1031-1032)

  • Author(s): Richard Green, Maureen O’Hara, G. William Schwert
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00451

Miscellaneous

Miscellanea (pages 1033-1034)

  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00452

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