Volume 58: Issue 6
(December 2003)

Issue Information


Front Matter (Page i - vi)

Article first published online: 7th November 2003 / DOI: 10.1111/j.1540-6261.2003.tb00551.x

Read Article

Back Matter (Page vii - lxvii)

Article first published online: 7th November 2003 / DOI: 10.1111/j.1540-6261.2003.tb00552.x

Read Article

Index to Volume LVIII (Page 2809 - 2812)

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00624.x

Read Article

Articles


The Dynamics of Institutional and Individual Trading (Page 2285 - 2320)

  • John M. Griffin
  • Jeffrey H. Harris
  • Selim Topaloglu

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00606.x

Read Article

Equity Volatility and Corporate Bond Yields (Page 2321 - 2350)

  • John Y. Campbell
  • Glen B. Taksler

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00607.x

Read Article

Institutional Investors and Executive Compensation (Page 2351 - 2374)

  • Jay C. Hartzell
  • Laura T. Starks

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00608.x

Read Article

Intraday Price Formation in U.S. Equity Index Markets (Page 2375 - 2400)

  • Joel Hasbrouck

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00609.x

Read Article

Financial Development, Property Rights, and Growth (Page 2401 - 2436)

  • Stijn Claessens
  • Luc Laeven

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00610.x

Read Article

Financial Development, Property Rights, and Growth (Page 2401 - 2436)

  • Stijn Claessens
  • Luc Laeven

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00610.x

Read Article

The Behavior of Bid‐Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999 (Page 2437 - 2463)

  • Patrick De Fontnouvelle
  • Raymond P. H. Fishe
  • Jeffrey H. Harris

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00611.x

Read Article

The Behavior of Bid‐Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999 (Page 2437 - 2463)

  • Patrick De Fontnouvelle
  • Raymond P. H. Fishe
  • Jeffrey H. Harris

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00611.x

Read Article

Model Misspecification and Underdiversification (Page 2465 - 2486)

  • Raman Uppal
  • Tan Wang

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00612.x

Read Article

Model Misspecification and Underdiversification (Page 2465 - 2486)

  • Raman Uppal
  • Tan Wang

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00612.x

Read Article

Regulation Fair Disclosure and Earnings Information: Market, Analyst, and Corporate Responses (Page 2487 - 2514)

  • Warren Bailey
  • Haitao Li
  • Connie X. Mao
  • Rui Zhong

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00613.x

Read Article

Regulation Fair Disclosure and Earnings Information: Market, Analyst, and Corporate Responses (Page 2487 - 2514)

  • Warren Bailey
  • Haitao Li
  • Connie X. Mao
  • Rui Zhong

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00613.x

Read Article

Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole (Page 2515 - 2547)

  • John M. Griffin
  • Xiuqing Ji
  • J. Spencer Martin

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00614.x

Read Article

Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole (Page 2515 - 2547)

  • John M. Griffin
  • Xiuqing Ji
  • J. Spencer Martin

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00614.x

Read Article

Equilibrium “Anomalies” (Page 2549 - 2580)

  • Michael F. Ferguson
  • Richard L. Shockley

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00615.x

Read Article

Equilibrium “Anomalies” (Page 2549 - 2580)

  • Michael F. Ferguson
  • Richard L. Shockley

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00615.x

Read Article

What Type of Process Underlies Options? A Simple Robust Test (Page 2581 - 2610)

  • Peter Carr
  • Liuren Wu

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00616.x

Read Article

What Type of Process Underlies Options? A Simple Robust Test (Page 2581 - 2610)

  • Peter Carr
  • Liuren Wu

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00616.x

Read Article

Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex‐Dividend Pricing before and after Decimalization (Page 2611 - 2636)

  • John R. Graham
  • Roni Michaely
  • Michael R. Roberts

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00617.x

Read Article

Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex‐Dividend Pricing before and after Decimalization (Page 2611 - 2636)

  • John R. Graham
  • Roni Michaely
  • Michael R. Roberts

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00617.x

Read Article

Competition among Trading Venues: Information and Trading on Electronic Communications Networks (Page 2637 - 2665)

  • Michael J. Barclay
  • Terrence Hendershott
  • D. Timothy McCormick

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00618.x

Read Article

Competition among Trading Venues: Information and Trading on Electronic Communications Networks (Page 2637 - 2665)

  • Michael J. Barclay
  • Terrence Hendershott
  • D. Timothy McCormick

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00618.x

Read Article

Capital Structure and Financial Risk: Evidence from Foreign Debt Use in East Asia (Page 2667 - 2710)

  • George Allayannis
  • Gregory W. Brown
  • Leora F. Klapper

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00619.x

Read Article

Capital Structure and Financial Risk: Evidence from Foreign Debt Use in East Asia (Page 2667 - 2710)

  • George Allayannis
  • Gregory W. Brown
  • Leora F. Klapper

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00619.x

Read Article

Divestitures and Divisional Investment Policies (Page 2711 - 2744)

  • Amy Dittmar
  • Anil Shivdasani

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00620.x

Read Article

Is the International Convergence of Capital Adequacy Regulation Desirable? (Page 2745 - 2782)

  • Viral V. Acharya

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00621.x

Read Article

Shareholder Taxes in Acquisition Premiums: The Effect of Capital Gains Taxation (Page 2783 - 2801)

  • Benjamin C. Ayers
  • Craig E. Lefanowicz
  • John R. Robinson

Article first published online: 7th November 2003 / DOI: 10.1046/j.1540-6261.2003.00622.x

Read Article

ASSOCIATION MEETINGS (Page 2807 - 2807)

Article first published online: 7th November 2003 / DOI: 10.1111/j.1540-6261.2003.tb00550.x

Read Article

Announcements


ANNOUNCEMENTS (Page 2805 - 2806)

Article first published online: 7th November 2003 / DOI: 10.1111/j.1540-6261.2003.tb00549.x

Read Article

Previous Issue


Volume 58: Issue 5

Are you an Author?


Please read our submission requirements and find out how to submit your paper to the Journal of Finance

Submit a paper