Volume 62: Issue 5
(October 2007)

Issue Information


FRONT MATTER (Page i - vii)

Article first published online: 4th September 2007 / DOI: 10.1111/j.1540-6261.2007.01305.x

Read Article

Back Matter (Page ix - xiv)

Article first published online: 4th September 2007 / DOI: 10.1111/j.1540-6261.2007.01306.x

Read Article

Articles


Supply and Demand Shifts in the Shorting Market (Page 2061 - 2096)

  • LAUREN COHEN
  • KARL B. DIETHER
  • CHRISTOPHER J. MALLOY

Article first published online: 4th September 2007 / DOI: 10.1111/j.1540-6261.2007.01269.x

Read Article

Short‐Sales Constraints and Price Discovery: Evidence from the Hong Kong Market (Page 2097 - 2121)

  • ERIC C. CHANG
  • JOSEPH W. CHENG
  • YINGHUI YU

Article first published online: 4th September 2007 / DOI: 10.1111/j.1540-6261.2007.01270.x

Read Article

Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated (Page 2123 - 2167)

  • LUCA BENZONI
  • PIERRE COLLIN‐DUFRESNE
  • ROBERT S. GOLDSTEIN

Article first published online: 4th September 2007 / DOI: 10.1111/j.1540-6261.2007.01271.x

Read Article

Multimarket Trading and Liquidity: Theory and Evidence (Page 2169 - 2200)

  • SHMUEL BARUCH
  • G. ANDREW KAROLYI
  • MICHAEL L. LEMMON

Article first published online: 4th September 2007 / DOI: 10.1111/j.1540-6261.2007.01272.x

Read Article

Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis (Page 2201 - 2234)

  • RICHARD ROLL
  • EDUARDO SCHWARTZ
  • AVANIDHAR SUBRAHMANYAM

Article first published online: 4th September 2007 / DOI: 10.1111/j.1540-6261.2007.01273.x

Read Article

Episodic Liquidity Crises: Cooperative and Predatory Trading (Page 2235 - 2274)

  • BRUCE IAN CARLIN
  • MIGUEL SOUSA LOBO
  • S. VISWANATHAN

Article first published online: 4th September 2007 / DOI: 10.1111/j.1540-6261.2007.01274.x

Read Article

Liquidity Coinsurance, Moral Hazard, and Financial Contagion (Page 2275 - 2302)

  • SANDRO BRUSCO
  • FABIO CASTIGLIONESI

Article first published online: 4th September 2007 / DOI: 10.1111/j.1540-6261.2007.01275.x

Read Article

Liquidity or Credit Risk? The Determinants of Very Short‐Term Corporate Yield Spreads (Page 2303 - 2328)

  • DAN COVITZ
  • CHRIS DOWNING

Article first published online: 4th September 2007 / DOI: 10.1111/j.1540-6261.2007.01276.x

Read Article

Liquidity Premia and Transaction Costs (Page 2329 - 2366)

  • BONG‐GYU JANG
  • HYENG KEUN KOO
  • HONG LIU
  • MARK LOEWENSTEIN

Article first published online: 4th September 2007 / DOI: 10.1111/j.1540-6261.2007.01277.x

Read Article

Analyst Disagreement, Mispricing, and Liquidity* (Page 2367 - 2403)

  • RONNIE SADKA
  • ANNA SCHERBINA

Article first published online: 4th September 2007 / DOI: 10.1111/j.1540-6261.2007.01278.x

Read Article

Taking a View: Corporate Speculation, Governance, and Compensation (Page 2405 - 2443)

  • CHRISTOPHER C. GÉCZY
  • BERNADETTE A. MINTON
  • CATHERINE M. SCHRAND

Article first published online: 4th September 2007 / DOI: 10.1111/j.1540-6261.2007.01279.x

Read Article

Financial Constraints, Competition, and Hedging in Industry Equilibrium (Page 2445 - 2473)

  • TIM ADAM
  • SUDIPTO DASGUPTA
  • SHERIDAN TITMAN

Article first published online: 4th September 2007 / DOI: 10.1111/j.1540-6261.2007.01280.x

Read Article

Exchange Rates and Cash Flows in Differentiated Product Industries: A Simulation Approach (Page 2475 - 2502)

  • RICHARD FRIBERG
  • MATTIAS GANSLANDT

Article first published online: 4th September 2007 / DOI: 10.1111/j.1540-6261.2007.01281.x

Read Article

Momentum and Credit Rating (Page 2503 - 2520)

  • DORON AVRAMOV
  • TARUN CHORDIA
  • GERGANA JOSTOVA
  • ALEXANDER PHILIPOV

Article first published online: 4th September 2007 / DOI: 10.1111/j.1540-6261.2007.01282.x

Read Article

Price Convexity and Skewness (Page 2521 - 2552)

  • JIANGUO XU

Article first published online: 4th September 2007 / DOI: 10.1111/j.1540-6261.2007.01283.x

Read Article

Previous Issue


Volume 62: Issue 4

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