Volume 56 Issue 1 (February 2001)

Announcement Notice

Smith Breeden and Brattle Group Prizes

  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/1540-6261.00317

Original Article

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (pages 1-43)

  • Author(s): John Y. Campbell, Martin Lettau, Burton G. Malkiel, Yexiao Xu
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00318

Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation (pages 45-85)

  • Author(s): Klaas P. Baks, Andrew Metrick, Jessica Wachter
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00319

Capital Structures in Developing Countries (pages 87-130)

  • Author(s): Laurence Booth, Varouj Aivazian, Asli Demirguc‐Kunt, Vojislav Maksimovic
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00320

Strategic Trading in a Dynamic Noisy Market (pages 131-171)

  • Author(s): Dimitri Vayanos
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00321

The Long‐Run Stock Returns Following Bond Ratings Changes (pages 173-203)

  • Author(s): Ilia D. Dichev, Joseph D. Piotroski
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00322

Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation (pages 205-246)

  • Author(s): Yihong Xia
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00323

Explaining the Rate Spread on Corporate Bonds (pages 247-277)

  • Author(s): Edwin J. Elton, Martin J. Gruber, Deepak Agrawal, Christopher Mann
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00324

Affine Term Structure Models and the Forward Premium Anomaly (pages 279-304)

  • Author(s): David K. Backus, Silverio Foresi, Chris I. Telmer
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00325

Variance‐ratio Statistics and High‐frequency Data: Testing for Changes in Intraday Volatility Patterns (pages 305-327)

  • Author(s): Torben G. Andersen, Tim Bollerslev, Ashish Das
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00326

The Economic Value of Volatility Timing (pages 329-352)

  • Author(s): Jeff Fleming, Chris Kirby, Barbara Ostdiek
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00327

Capital Gains Tax Rules, Tax‐loss Trading, and Turn‐of‐the‐year Returns (pages 353-368)

  • Author(s): James M. Poterba, Scott J. Weisbenner
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00328

Rationality and Analysts' Forecast Bias (pages 369-385)

  • Author(s): Terence Lim
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00329

Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar (pages 387-396)

  • Author(s): Gur Huberman, Tomer Regev
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00330

Institutional Trading and Soft Dollars (pages 397-416)

  • Author(s): Jennifer S. Conrad, Kevin M. Johnson, Sunil Wahal
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00331

Book Review

Book Reviews (pages 417-424)

  • Article first published online: Mar 31, 2007
  • DOI: 10.1111/1540-6261.00332

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