Volume 57 Issue 5 (October 2002)

Original Article

Takeover Defenses of IPO Firms (pages 1857-1889)

  • Author(s): Laura Casares Field, Jonathan M. Karpoff
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00482

Information Production and Capital Allocation: Decentralized versus Hierarchical Firms (pages 1891-1921)

  • Author(s): Jeremy C. Stein
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00483

Who Blinks in Volatile Markets, Individuals or Institutions? (pages 1923-1949)

  • Author(s): Patrick J. Dennis, Deon Strickland
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00484

Global Diversification, Industrial Diversification, and Firm Value (pages 1951-1979)

  • Author(s): David J. Denis, Diane K. Denis, Keven Yost
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00485

Survival Bias and the Equity Premium Puzzle (pages 1981-1995)

  • Author(s): Haitao Li, Yuewu Xu
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00486

Term Structure of Interest Rates with Regime Shifts (pages 1997-2043)

  • Author(s): Ravi Bansal, Hao Zhou
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00487

Valuation of the Debt Tax Shield (pages 2045-2073)

  • Author(s): Deen Kemsley, Doron Nissim
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00488

Telling from Discrete Data Whether the Underlying Continuous–Time Model Is a Diffusion (pages 2075-2112)

  • Author(s): Yacine Aït–Sahalia
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00489

Differences of Opinion and the Cross Section of Stock Returns (pages 2113-2141)

  • Author(s): Karl B. Diether, Christopher J. Malloy, Anna Scherbina
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00490

A Test of the Errors–in–Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts’ Forecasts (pages 2143-2165)

  • Author(s): John A. Doukas, Chansog (Francis) Kim, Christos Pantzalis
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00491

Corporate Diversification: What Gets Discounted? (pages 2167-2183)

  • Author(s): Sattar A. Mansi, David M. Reeb
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00492

Is Information Risk a Determinant of Asset Returns? (pages 2185-2221)

  • Author(s): David Easley, Soeren Hvidkjaer, Maureen O’Hara
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00493

No Contagion, Only Interdependence: Measuring Stock Market Comovements (pages 2223-2261)

  • Author(s): Kristin J. Forbes, Roberto Rigobon
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00494

An Investigation of the Informational Role of Short Interest in the Nasdaq Market (pages 2263-2287)

  • Author(s): Hemang Desai, K. Ramesh, S. Ramu Thiagarajan, Bala V. Balachandran
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00495

The Making of a Dealer Market: From Entry to Equilibrium in the Trading of Nasdaq Stocks (pages 2289-2316)

  • Author(s): Katrina Ellis, Roni Michaely, Maureen O’Hara
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00496

Book–to–Market Equity, Distress Risk, and Stock Returns (pages 2317-2336)

  • Author(s): John M. Griffin, Michael L. Lemmon
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00497

Empirical Evaluation of Asset–Pricing Models: A Comparison of the SDF and Beta Methods (pages 2337-2367)

  • Author(s): Ravi Jagannathan, Zhenyu Wang
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00498

Miscellaneous

Miscellanea (pages 2369-2406)

  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00499

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