Volume 56 Issue 3 (June 2001)

Original Article

Expected Option Returns (pages 983-1009)

  • Author(s): Joshua D. Coval, Tyler Shumway
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00352

Consumption, Aggregate Wealth, and Expected Stock Returns (pages 815-849)

  • Author(s): Martin Lettau, Sydney Ludvigson
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00347

Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market (pages 851-876)

  • Author(s): Allen M. Poteshman
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00348

The High‐Volume Return Premium (pages 877-919)

  • Author(s): Simon Gervais, Ron Kaniel, Dan H. Mingelgrin
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00349

Overconfidence, Arbitrage, and Equilibrium Asset Pricing (pages 921-965)

  • Author(s): Kent D. Daniel, David Hirshleifer, Avanidhar Subrahmanyam
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00350

The Efficient Use of Conditioning Information in Portfolios (pages 967-982)

  • Author(s): Wayne E. Ferson, Andrew F. Siegel
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00351

Short Communications

An Exploration of Neo‐Austrian Theory Applied to Financial Markets (pages 1011-1027)

  • Author(s): Harald Benink, Peter Bossaerts
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00353

Do Depositors Punish Banks for Bad Behavior? Market Discipline, Deposit Insurance, and Banking Crises (pages 1029-1051)

  • Author(s): Maria Soledad Martinez Peria, Sergio L. Schmukler
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00354

How Distance, Language, and Culture Influence Stockholdings and Trades (pages 1053-1073)

  • Author(s): Mark Grinblatt, Matti Keloharju
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00355

On the Timing Ability of Mutual Fund Managers (pages 1075-1094)

  • Author(s): Nicolas P. B. Bollen, Jeffrey A. Busse
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00356

On the Term Structure of Default Premia in the Swap and LIBOR Markets (pages 1095-1115)

  • Author(s): Pierre Collin‐Dufresne, Bruno Solnik
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00357

Why Do Money Fund Managers Voluntarily Waive Their Fees? (pages 1117-1140)

  • Author(s): Susan E. K. Christoffersen
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00358

Insider Trading, Investment, and Liquidity: A Welfare Analysis (pages 1141-1156)

  • Author(s): Sudipto Bhattacharya, Giovanna Nicodano
  • Article first published online: Dec 17, 2002
  • DOI: 10.1111/0022-1082.00359

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