Browse The Journal of Finance

1041-1045 Markowitz’s “Portfolio Selection”: A Fifty-Year Retrospective

Mark Rubinstein

1047-1091 Range-Based Estimation of Stochastic Volatility Models

Sassan Alizadeh
Michael W. Brandt
Michael W. Brandt
Francis X. Diebold
Francis X. Diebold

1093-1111 How Accurate Are Value-at-Risk Models at Commercial Banks?

Jeremy Berkowitz
James O’Brien

1113-1145 Learning, Asset-Pricing Tests, and Market Efficiency

Jonathan Lewellen
Jay Shanken

1147-1170 Investor Protection and Corporate Valuation

Rafael La Porta
Florencio Lopez-De-Silanes
Andrei Shleifer
Robert Vishny

1171-1200 IPO Market Cycles: Bubbles or Sequential Learning?

Michelle Lowry
G. William Schwert

1201-1238 Dynamic Asset Allocation under Inflation

Michael J. Brennan
Yihong Xia

1239-1284 An Empirical Investigation of Continuous-Time Equity Return Models

Torben G. Andersen
Luca Benzoni
Jesper Lund

1285-1319 The Quality of ECN and Nasdaq Market Maker Quotes

Roger D. Huang

1321-1346 New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor

Leonie Bell
Tim Jenkinson

1347-1382 Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets

Hendrik Bessembinder
Michael L. Lemmon

1383-1419 Do Banks Provide Financial Slack?

Charles J. Hadlock
Christopher M. James

1421-1442 Institutional Allocation in Initial Public Offerings: Empirical Evidence

Reena Aggarwal
Nagpurnanand R. Prabhala
Manju Puri

1443-1478 Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs

William G. Christie
Shane A. Corwin
Jeffrey H. Harris

1479-1520 Empirical Analysis of the Yield Curve: The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross

Christopher G. Lamoureux
H. Douglas Witte

1521-1551 An Analysis of the Determinants and Shareholder Wealth Effects of Mutual Fund Mergers

Narayanan Jayaraman
Ajay Khorana
Edward Nelling

1553-1555 Book Review

1557-1558 Miscellanea