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. Is It Inefficient Investment that Causes the Diversification Discount? (pages 1667–1691)

      Toni M. Whited

      Article first published online: 17 DEC 2002 | DOI: 10.1111/0022-1082.00385

    2. 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

    3. 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

    4. Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock (pages 1747–1764)

      Shlomo Benartzi

      Article first published online: 17 DEC 2002 | DOI: 10.1111/0022-1082.00388

    5. 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

    6. 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

    7. 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. Massively Confused Investors Making Conspicuously Ignorant Choices (MCI–MCIC) (pages 1911–1927)

      Michael S. Rashes

      Article first published online: 17 DEC 2002 | DOI: 10.1111/0022-1082.00394

    4. 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

    5. 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

    6. 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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