Volume 56 Issue 5 (October 2001)

Original Article

Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets (pages 1629-1666)

  • Author(s): James Claus, Jacob Thomas
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00384

Is It Inefficient Investment that Causes the Diversification Discount? (pages 1667-1691)

  • Author(s): Toni M. Whited
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00385

The Diversification Discount: Cash Flows Versus Returns (pages 1693-1721)

  • Author(s): Owen A. Lamont, Christopher Polk
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00386

Upstairs Market for Principal and Agency Trades: Analysis of Adverse Information and Price Effects (pages 1723-1746)

  • Author(s): Brian F. Smith, D. Alasdair S. Turnbull, Robert W. White
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00387

Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock (pages 1747-1764)

  • Author(s): Shlomo Benartzi
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00388

Counterparty Risk and the Pricing of Defaultable Securities (pages 1765-1799)

  • Author(s): Robert A. Jarrow, Fan Yu
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00389

True Spreads and Equilibrium Prices (pages 1801-1835)

  • Author(s): Clifford A. Ball, Tarun Chordia
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00390

LAPM: A Liquidity‐Based Asset Pricing Model (pages 1837-1867)

  • Author(s): Bengt Holmström, Jean Tirole
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00391

Short Communications

Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry (pages 1869-1886)

  • Author(s): Stephen J. Brown, William N. Goetzmann, James Park
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00392

Is Sound Just Noise? (pages 1887-1910)

  • Author(s): Joshua D. Coval, Tyler Shumway
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00393

Massively Confused Investors Making Conspicuously Ignorant Choices (MCI–MCIC) (pages 1911-1927)

  • Author(s): Michael S. Rashes
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00394

Do Credit Spreads Reflect Stationary Leverage Ratios? (pages 1929-1957)

  • Author(s): Pierre Collin‐Dufresne, Robert S. Goldstein
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00395

Location Matters: An Examination of Trading Profits (pages 1959-1983)

  • Author(s): Harald Hau
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00396

Evaluating Mutual Fund Performance (pages 1985-2010)

  • Author(s): S.P. Kothari, Jerold B. Warner
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00397

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