Browse The Journal of Finance

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

James Claus
Jacob Thomas

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

Toni M. Whited

1693-1721 The Diversification Discount: Cash Flows Versus Returns

Owen A. Lamont
Christopher Polk

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

Brian F. Smith
D. Alasdair S. Turnbull
Robert W. White

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

Shlomo Benartzi

1765-1799 Counterparty Risk and the Pricing of Defaultable Securities

Robert A. Jarrow
Fan Yu

1801-1835 True Spreads and Equilibrium Prices

Clifford A. Ball
Tarun Chordia

1837-1867 LAPM: A Liquidity-Based Asset Pricing Model

Bengt Holmström
Jean Tirole

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

Stephen J. Brown
William N. Goetzmann
James Park

1887-1910 Is Sound Just Noise?

Joshua D. Coval
Tyler Shumway

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

Michael S. Rashes

1929-1957 Do Credit Spreads Reflect Stationary Leverage Ratios?

Pierre Collin-Dufresne
Robert S. Goldstein

1959-1983 Location Matters: An Examination of Trading Profits

Harald Hau

1985-2010 Evaluating Mutual Fund Performance

S.P. Kothari
Jerold B. Warner