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The Journal of Finance

© American Finance Association

Cover image for Vol. 61 Issue 5

October 2006

Volume 61, Issue 5

Pages i–ix, 2071–2548

  1. FRONT MATTER

    1. Top of page
    2. FRONT MATTER
    3. ARTICLES
    4. MISCELLANEA
    5. BACK MATTER
    1. Front Matter (pages i–iv)

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01050.x

  2. ARTICLES

    1. Top of page
    2. FRONT MATTER
    3. ARTICLES
    4. MISCELLANEA
    5. BACK MATTER
    1. Options and the Bubble (pages 2071–2102)

      ROBERT BATTALIO and PAUL SCHULTZ

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01051.x

    2. The Evolution of Security Designs (pages 2103–2135)

      THOMAS H. NOE, MICHAEL J. REBELLO and JUN WANG

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01052.x

    3. Informed Lending and Security Design (pages 2137–2162)

      ROMAN INDERST and HOLGER M. MUELLER

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01053.x

    4. The Value Premium and the CAPM (pages 2163–2185)

      EUGENE F. FAMA and KENNETH R. FRENCH

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01054.x

    5. Dynamic Portfolio Selection by Augmenting the Asset Space (pages 2187–2217)

      MICHAEL W. BRANDT and PEDRO SANTA-CLARA

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01055.x

    6. Liquidity and Credit Risk (pages 2219–2250)

      JAN ERICSSON and OLIVIER RENAULT

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01056.x

    7. Bayesian Alphas and Mutual Fund Persistence (pages 2251–2288)

      JEFFREY A. BUSSE and PAUL J. IRVINE

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01057.x

    8. Are IPO Allocations for Sale? Evidence from Mutual Funds (pages 2289–2324)

      JONATHAN REUTER

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01058.x

    9. A Nonlinear Factor Analysis of S&P 500 Index Option Returns (pages 2325–2363)

      CHRISTOPHER S. JONES

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01059.x

    10. Liquidity and Autocorrelations in Individual Stock Returns (pages 2365–2394)

      DORON AVRAMOV, TARUN CHORDIA and AMIT GOYAL

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01060.x

    11. Automation versus Intermediation: Evidence from Treasuries Going Off the Run (pages 2395–2414)

      MICHAEL J. BARCLAY, TERRENCE HENDERSHOTT and KENNETH KOTZ

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01061.x

    12. Business Groups and Tunneling: Evidence from Private Securities Offerings by Korean Chaebols (pages 2415–2449)

      JAE-SEUNG BAEK, JUN-KOO KANG and INMOO LEE

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01062.x

    13. Retail Investor Sentiment and Return Comovements (pages 2451–2486)

      ALOK KUMAR and CHARLES M.C. LEE

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01063.x

    14. Executive Stock Options: Early Exercise Provisions and Risk-taking Incentives (pages 2487–2509)

      NEIL BRISLEY

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01064.x

    15. Lending Booms and Lending Standards (pages 2511–2546)

      GIOVANNI DELL'ARICCIA and ROBERT MARQUEZ

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01065.x

  3. MISCELLANEA

    1. Top of page
    2. FRONT MATTER
    3. ARTICLES
    4. MISCELLANEA
    5. BACK MATTER
    1. MISCELLANEA (pages 2547–2548)

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01066.x

  4. BACK MATTER

    1. Top of page
    2. FRONT MATTER
    3. ARTICLES
    4. MISCELLANEA
    5. BACK MATTER
    1. Back Matter (pages v–ix)

      Article first published online: 19 SEP 2006 | DOI: 10.1111/j.1540-6261.2006.01067.x

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