The Journal of Finance

Cover image for The Journal of Finance

October 2001

Volume 56, Issue 5

Pages 1629–2010

  1. Original Article

    1. Top of page
    2. Original Article
    3. Short Communications
    1. The Diversification Discount: Cash Flows Versus Returns (pages 1693–1721)

      Owen A. Lamont and Christopher Polk

      Article first published online: 17 DEC 2002 | DOI: 10.1111/0022-1082.00386

    2. Upstairs Market for Principal and Agency Trades: Analysis of Adverse Information and Price Effects (pages 1723–1746)

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

      Article first published online: 17 DEC 2002 | DOI: 10.1111/0022-1082.00387

    3. Counterparty Risk and the Pricing of Defaultable Securities (pages 1765–1799)

      Robert A. Jarrow and Fan Yu

      Article first published online: 17 DEC 2002 | DOI: 10.1111/0022-1082.00389

    4. True Spreads and Equilibrium Prices (pages 1801–1835)

      Clifford A. Ball and Tarun Chordia

      Article first published online: 17 DEC 2002 | DOI: 10.1111/0022-1082.00390

    5. LAPM: A Liquidity-Based Asset Pricing Model (pages 1837–1867)

      Bengt Holmström and Jean Tirole

      Article first published online: 17 DEC 2002 | DOI: 10.1111/0022-1082.00391

  2. Short Communications

    1. Top of page
    2. Original Article
    3. Short Communications
    1. Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry (pages 1869–1886)

      Stephen J. Brown, William N. Goetzmann and James Park

      Article first published online: 17 DEC 2002 | DOI: 10.1111/0022-1082.00392

    2. Is Sound Just Noise? (pages 1887–1910)

      Joshua D. Coval and Tyler Shumway

      Article first published online: 17 DEC 2002 | DOI: 10.1111/0022-1082.00393

    3. Do Credit Spreads Reflect Stationary Leverage Ratios? (pages 1929–1957)

      Pierre Collin-Dufresne and Robert S. Goldstein

      Article first published online: 17 DEC 2002 | DOI: 10.1111/0022-1082.00395

    4. Location Matters: An Examination of Trading Profits (pages 1959–1983)

      Harald Hau

      Article first published online: 17 DEC 2002 | DOI: 10.1111/0022-1082.00396

    5. Evaluating Mutual Fund Performance (pages 1985–2010)

      S.P. Kothari and Jerold B. Warner

      Article first published online: 17 DEC 2002 | DOI: 10.1111/0022-1082.00397

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