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Contents:
FRONT MATTER
i-iii Front Matter
ARTICLES
1-43 Product Market Competition, Insider Trading, and Stock Market Efficiency
45-86 Real and Financial Industry Booms and Busts
87-121 Global Currency Hedging
123-146 A Habit-Based Explanation of the Exchange Rate Risk Premium
147-177 Collateral Spread and Financial Development
179-216 False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
217-255 Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation
257-293 Stock Market Declines and Liquidity
295-331 Time Variation in Liquidity: The Role of Market-Maker Inventories and Revenues
333-360 The Impact of Deregulation and Financial Innovation on Consumers: The Case of the Mortgage Market
361-392 Individualism and Momentum around the World
393-420 Correlation Risk and Optimal Portfolio Choice
MISCELLANEA
421-422 MISCELLANEA
BACK MATTER
423-428 Back Matter