Volume 57: Issue 3
(June 2002)

Issue Information


Front Matter (Page i - vi)

Article first published online: 29th January 2016 / DOI: 10.1111/j.1540-6261.2002.tb00758.x

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Back Matter (Page xi - xxxi)

Article first published online: 29th January 2016 / DOI: 10.1111/j.1540-6261.2002.tb00761.x

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Articles


Markowitz’s “Portfolio Selection”: A Fifty‐Year Retrospective (Page 1041 - 1045)

  • Mark Rubinstein

Article first published online: 17th December 2002 / DOI: 10.1111/1540-6261.00453

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Range‐Based Estimation of Stochastic Volatility Models (Page 1047 - 1091)

  • Sassan Alizadeh
  • Michael W. Brandt
  • Francis X. Diebold

Article first published online: 17th December 2002 / DOI: 10.1111/1540-6261.00454

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How Accurate Are Value‐at‐Risk Models at Commercial Banks? (Page 1093 - 1111)

  • Jeremy Berkowitz
  • James O'Brien

Article first published online: 17th December 2002 / DOI: 10.1111/1540-6261.00455

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Learning, Asset‐Pricing Tests, and Market Efficiency (Page 1113 - 1145)

  • Jonathan Lewellen
  • Jay Shanken

Article first published online: 17th December 2002 / DOI: 10.1111/1540-6261.00456

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Investor Protection and Corporate Valuation (Page 1147 - 1170)

  • Rafael Porta
  • Florencio Lopez‐De‐Silanes
  • Andrei Shleifer
  • Robert Vishny

Article first published online: 17th December 2002 / DOI: 10.1111/1540-6261.00457

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IPO Market Cycles: Bubbles or Sequential Learning? (Page 1171 - 1200)

  • Michelle Lowry
  • G. William Schwert

Article first published online: 17th December 2002 / DOI: 10.1111/1540-6261.00458

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Dynamic Asset Allocation under Inflation (Page 1201 - 1238)

  • Michael J. Brennan
  • Yihong Xia

Article first published online: 17th December 2002 / DOI: 10.1111/1540-6261.00459

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An Empirical Investigation of Continuous‐Time Equity Return Models (Page 1239 - 1284)

  • Torben G. Andersen
  • Luca Benzoni
  • Jesper Lund

Article first published online: 17th December 2002 / DOI: 10.1111/1540-6261.00460

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The Quality of ECN and Nasdaq Market Maker Quotes (Page 1285 - 1319)

  • Roger D. Huang

Article first published online: 17th December 2002 / DOI: 10.1111/1540-6261.00461

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New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor (Page 1321 - 1346)

  • Leonie Bell
  • Tim Jenkinson

Article first published online: 17th December 2002 / DOI: 10.1111/1540-6261.00462

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Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets (Page 1347 - 1382)

  • Hendrik Bessembinder
  • Michael L. Lemmon

Article first published online: 17th December 2002 / DOI: 10.1111/1540-6261.00463

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Do Banks Provide Financial Slack? (Page 1383 - 1419)

  • Charles J. Hadlock
  • Christopher M. James

Article first published online: 17th December 2002 / DOI: 10.1111/1540-6261.00464

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Institutional Allocation in Initial Public Offerings: Empirical Evidence (Page 1421 - 1442)

  • Reena Aggarwal
  • Nagpurnanand R. Prabhala
  • Manju Puri

Article first published online: 17th December 2002 / DOI: 10.1111/1540-6261.00465

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Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs (Page 1443 - 1478)

  • William G. Christie
  • Shane A. Corwin
  • Jeffrey H. Harris

Article first published online: 17th December 2002 / DOI: 10.1111/1540-6261.00466

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Empirical Analysis of the Yield Curve: The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross (Page 1479 - 1520)

  • Christopher G. Lamoureux
  • H. Douglas Witte

Article first published online: 17th December 2002 / DOI: 10.1111/1540-6261.00467

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An Analysis of the Determinants and Shareholder Wealth Effects of Mutual Fund Mergers (Page 1521 - 1551)

  • Narayanan Jayaraman
  • Ajay Khorana
  • Edward Nelling

Article first published online: 17th December 2002 / DOI: 10.1111/1540-6261.00468

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Book Review (Page 1553 - 1555)

Article first published online: 31st March 2007 / DOI: 10.1111/1540-6261.00469

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ASSOCIATION MEETINGS (Page 1565 - 1566)

Article first published online: 29th January 2016 / DOI: 10.1111/j.1540-6261.2002.tb00759.x

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Announcements


ANNOUNCEMENTS (Page 1559 - 1563)

Article first published online: 29th January 2016 / DOI: 10.1111/j.1540-6261.2002.tb00760.x

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