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Contents:
1-36 The Quiet Period Goes out with a Bang
Daniel J. BradleyBradford D. JordanJay R. Ritter
37-70 Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options
Allen M. PoteshmanVitaly Serbin
71-118 Why Do Managers Diversify Their Firms? Agency Reconsidered
Rajesh K. AggarwalAndrew A. Samwick
119-159 Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
Darrell DuffieLasse Heje PedersenKenneth J. Singleton
161-196 Asset Pricing with Conditioning Information: A New Test
Kevin Q. Wang
197-230 New Evidence on the Market for Directors: Board Membership and Pennsylvania Senate Bill 1310
Jeffrey L. ColesChun-Keung Hoi
231-259 Dynamic Asset Allocation with Event Risk
Jun LiuFrancis A. LongstaffJun Pan
261-282 Dividend Taxes and Share Prices: Evidence from Real Estate Investment Trusts
William M. GetryDeen KemsleyChristopher J. Mayer
283-311 Delegated Portfolio Management and Rational Prolonged Mispricing
Eitan GoldmanSteve L. Slezak
313-351 Analyzing the Analysts: Career Concerns and Biased Earnings Forecasts
Harrison HongJeffrey D. Kubik
353-374 Trade Credit, Financial Intermediary Development, and Industry Growth
Raymond FismanInessa Love
375-399 Financial Distress and Bank Lending Relationships
Sandeep DahiyaAnthony SaundersAnand Srinivasan
401-446 A Monte Carlo Method for Optimal Portfolios
Jérôme B. DetempleRené GarciaMarcel Rindisbacher
447-466 Capital Gains, Dividend Yields, and Expected Inflation
Eugene A. Pilotte
467-473 Book Reviews
475-476 Miscellanea