Volume 56 Issue 2 (April 2001)

Original Article

Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income (pages 433-470)

  • Author(s): Luis M. Viceira
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00333

The Expiration of IPO Share Lockups (pages 471-500)

  • Author(s): Laura Casares Field, Gordon Hanka
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00334

Market Liquidity and Trading Activity (pages 501-530)

  • Author(s): Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00335

Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns (pages 531-563)

  • Author(s): Brad Barber, Reuven Lehavy, Maureen McNichols, Brett Trueman
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00336

Valuation and Control in Venture Finance (pages 565-587)

  • Author(s): Andrei A. Kirilenko
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00337

What Makes Investors Trade? (pages 589-616)

  • Author(s): Mark Grinblatt, Matti Keloharju
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00338

Banking Market Structure, Financial Dependence and Growth: International Evidence from Industry Data (pages 617-648)

  • Author(s): Nicola Cetorelli, Michele Gambera
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00339

Extreme Correlation of International Equity Markets (pages 649-676)

  • Author(s): François Longin, Bruno Solnik
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00340

Short Communications

Corporate Bond Trading Costs: A Peek Behind the Curtain (pages 677-698)

  • Author(s): Paul Schultz
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00341

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (pages 699-720)

  • Author(s): Narasimhan Jegadeesh, Sheridan Titman
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00342

Testing for Mean‐Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets (pages 721-742)

  • Author(s): Frans A. De Roon, Theo E. Nijman, Bas J. M. Werker
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00343

Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics? (pages 743-766)

  • Author(s): Kent Daniel, Sheridan Titman, K.C. John Wei
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00344

Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong (pages 767-788)

  • Author(s): Hee‐Joon Ahn, Kee‐Hong Bae, Kalok Chan
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00345

The Price of Options Illiquidity (pages 789-805)

  • Author(s): Menachem Brenner, Rafi Eldor, Shmuel Hauser
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00346

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