Volume 67: Issue 2
(April 2012)

Articles


Rollover Risk and Credit Risk (Page 391 - 430)

  • ZHIGUO HE
  • WEI XIONG

Article first published online: 27th March 2012 / DOI: 10.1111/j.1540-6261.2012.01721.x

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Are Stocks Really Less Volatile in the Long Run? (Page 431 - 478)

  • ĽUBOŠ PÁSTOR
  • ROBERT F. STAMBAUGH

Article first published online: 27th March 2012 / DOI: 10.1111/j.1540-6261.2012.01722.x

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The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium (Page 479 - 512)

  • TARUN RAMADORAI

Article first published online: 27th March 2012 / DOI: 10.1111/j.1540-6261.2012.01723.x

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Hedge Funds and Chapter 11 (Page 513 - 560)

  • WEI JIANG
  • KAI LI
  • WEI WANG

Article first published online: 27th March 2012 / DOI: 10.1111/j.1540-6261.2012.01724.x

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Don’t Believe the Hype: Local Media Slant, Local Advertising, and Firm Value (Page 561 - 598)

  • UMIT G. GURUN
  • ALEXANDER W. BUTLER

Article first published online: 27th March 2012 / DOI: 10.1111/j.1540-6261.2012.01725.x

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Selective Publicity and Stock Prices (Page 599 - 638)

  • DAVID H. SOLOMON

Article first published online: 27th March 2012 / DOI: 10.1111/j.1540-6261.2012.01726.x

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Individual Investor Trading and Return Patterns around Earnings Announcements (Page 639 - 680)

  • RON KANIEL
  • SHUMING LIU
  • GIDEON SAAR
  • SHERIDAN TITMAN

Article first published online: 27th March 2012 / DOI: 10.1111/j.1540-6261.2012.01727.x

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Carry Trades and Global Foreign Exchange Volatility (Page 681 - 718)

  • LUKAS MENKHOFF
  • LUCIO SARNO
  • MAIK SCHMELING
  • ANDREAS SCHRIMPF

Article first published online: 27th March 2012 / DOI: 10.1111/j.1540-6261.2012.01728.x

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A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices (Page 719 - 760)

  • SHANE A. CORWIN
  • PAUL SCHULTZ

Article first published online: 27th March 2012 / DOI: 10.1111/j.1540-6261.2012.01729.x

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Share Issuance and Factor Timing (Page 761 - 798)

  • ROBIN GREENWOOD
  • SAMUEL G. HANSON

Article first published online: 27th March 2012 / DOI: 10.1111/j.1540-6261.2012.01730.x

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