Volume 61: Issue 5
(October 2006)

Issue Information


Front Matter (Page i - iv)

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

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Back Matter (Page v - ix)

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

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Articles


Options and the Bubble (Page 2071 - 2102)

  • ROBERT BATTALIO
  • PAUL SCHULTZ

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

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The Evolution of Security Designs (Page 2103 - 2135)

  • THOMAS H. NOE
  • MICHAEL J. REBELLO
  • JUN WANG

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

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Informed Lending and Security Design (Page 2137 - 2162)

  • ROMAN INDERST
  • HOLGER M. MUELLER

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

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The Value Premium and the CAPM (Page 2163 - 2185)

  • EUGENE F. FAMA
  • KENNETH R. FRENCH

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

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Dynamic Portfolio Selection by Augmenting the Asset Space (Page 2187 - 2217)

  • MICHAEL W. BRANDT
  • PEDRO SANTA‐CLARA

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

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Liquidity and Credit Risk (Page 2219 - 2250)

  • JAN ERICSSON
  • OLIVIER RENAULT

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

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Bayesian Alphas and Mutual Fund Persistence (Page 2251 - 2288)

  • JEFFREY A. BUSSE
  • PAUL J. IRVINE

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

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Are IPO Allocations for Sale? Evidence from Mutual Funds (Page 2289 - 2324)

  • JONATHAN REUTER

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

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A Nonlinear Factor Analysis of S&P 500 Index Option Returns (Page 2325 - 2363)

  • CHRISTOPHER S. JONES

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

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Liquidity and Autocorrelations in Individual Stock Returns (Page 2365 - 2394)

  • DORON AVRAMOV
  • TARUN CHORDIA
  • AMIT GOYAL

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

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Automation versus Intermediation: Evidence from Treasuries Going Off the Run (Page 2395 - 2414)

  • MICHAEL J. BARCLAY
  • TERRENCE HENDERSHOTT
  • KENNETH KOTZ

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

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Business Groups and Tunneling: Evidence from Private Securities Offerings by Korean Chaebols (Page 2415 - 2449)

  • JAE‐SEUNG BAEK
  • JUN‐KOO KANG
  • INMOO LEE

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

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Retail Investor Sentiment and Return Comovements (Page 2451 - 2486)

  • ALOK KUMAR
  • CHARLES M.C. LEE

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

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Executive Stock Options: Early Exercise Provisions and Risk‐taking Incentives (Page 2487 - 2509)

  • NEIL BRISLEY

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

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Lending Booms and Lending Standards (Page 2511 - 2546)

  • GIOVANNI DELL'ARICCIA
  • ROBERT MARQUEZ

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

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