《权威的金融刊物》(Journal of Finance Vol. 61 No. 1)
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电驴资源简介
中文名: 权威的金融刊物英文名: Journal of Finance Vol. 61 No. 1发行时间: 2006年02月地区: 美国简介:
Volume 61 CONTENTS for FEBRUARY 2006 No. 1
What Works in Securities Laws?
RAFAEL LA PORTA, FLORENCIO LOPEZ-DE-SILANES,
and ANDREI SHLEIFER. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
Investment and Financing Constraints: Evidence from
the Funding of Corporate Pension Plans
JOSHUA D. RAUH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
Favoritism in Mutual Fund Families? Evidence on Strategic
Cross-Fund Subsidization
JOS´E-MIGUEL GASPAR, MASSIMO MASSA, and PEDRO MATOS . . . . . . . . . . . . . . . . 73
Information Uncertainty and Stock Returns
X. FRANK ZHANG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
Asset Pricing Implications of Nonconvex Adjustment Costs
and Irreversibility of Investment
ILAN COOPER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
Empirical Evidence on Capital Investment, Growth Options,
and Security Returns
CHRISTOPHER W. ANDERSON and LUIS GARCIA-FEIJ ´OO . . . . . . . . . . . . . . . . . . . . . 171
The Price Impact and Survival of Irrational Traders
LEONID KOGAN, STEPHEN A. ROSS, JIANG WANG,
and MARK M. WESTERFIELD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
The Limits of Investor Behavior
MARK LOEWENSTEIN and GREGORY A. WILLARD . . . . . . . . . . . . . . . . . . . . . . . . . . . 231
The Cross-Section of Volatility and Expected Returns
ANDREW ANG, ROBERT J. HODRICK, YUHANG XING,
and XIAOYAN ZHANG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
Competing for Securities Underwriting Mandates: Banking
Relationships and Analyst Recommendations
ALEXANDER LJUNGQVIST, FELICIA MARSTON,
and WILLIAM J. WILHELM, JR. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 301
Unspanned Stochastic Volatility: Evidence from Hedging
Interest Rate Derivatives
HAITAO LI and FENG ZHAO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 341
Wealth and Executive Compensation
BO BECKER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 379
Initial Public Offerings: An Analysis of Theory and Practice
JAMES C. BRAU and STANLEY E. FAWCETT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 399
Finance as a Barrier to Entry: Bank Competition and Industry
Structure in Local U.S. Markets
NICOLA CETORELLI and PHILIP E. STRAHAN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 437
Investor Tax Heterogeneity and Ex-Dividend Day Trading Volume
DAN DHALIWAL and OLIVER ZHEN LI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 463
Volume 61 CONTENTS for FEBRUARY 2006 No. 1
What Works in Securities Laws?
RAFAEL LA PORTA, FLORENCIO LOPEZ-DE-SILANES,
and ANDREI SHLEIFER. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
Investment and Financing Constraints: Evidence from
the Funding of Corporate Pension Plans
JOSHUA D. RAUH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
Favoritism in Mutual Fund Families? Evidence on Strategic
Cross-Fund Subsidization
JOS´E-MIGUEL GASPAR, MASSIMO MASSA, and PEDRO MATOS . . . . . . . . . . . . . . . . 73
Information Uncertainty and Stock Returns
X. FRANK ZHANG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
Asset Pricing Implications of Nonconvex Adjustment Costs
and Irreversibility of Investment
ILAN COOPER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
Empirical Evidence on Capital Investment, Growth Options,
and Security Returns
CHRISTOPHER W. ANDERSON and LUIS GARCIA-FEIJ ´OO . . . . . . . . . . . . . . . . . . . . . 171
The Price Impact and Survival of Irrational Traders
LEONID KOGAN, STEPHEN A. ROSS, JIANG WANG,
and MARK M. WESTERFIELD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
The Limits of Investor Behavior
MARK LOEWENSTEIN and GREGORY A. WILLARD . . . . . . . . . . . . . . . . . . . . . . . . . . . 231
The Cross-Section of Volatility and Expected Returns
ANDREW ANG, ROBERT J. HODRICK, YUHANG XING,
and XIAOYAN ZHANG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
Competing for Securities Underwriting Mandates: Banking
Relationships and Analyst Recommendations
ALEXANDER LJUNGQVIST, FELICIA MARSTON,
and WILLIAM J. WILHELM, JR. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 301
Unspanned Stochastic Volatility: Evidence from Hedging
Interest Rate Derivatives
HAITAO LI and FENG ZHAO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 341
Wealth and Executive Compensation
BO BECKER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 379
Initial Public Offerings: An Analysis of Theory and Practice
JAMES C. BRAU and STANLEY E. FAWCETT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 399
Finance as a Barrier to Entry: Bank Competition and Industry
Structure in Local U.S. Markets
NICOLA CETORELLI and PHILIP E. STRAHAN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 437
Investor Tax Heterogeneity and Ex-Dividend Day Trading Volume
DAN DHALIWAL and OLIVER ZHEN LI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 463