Journal of financial economics

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  Año 2002, Vol. 65, Número 1

  • Building the IPO order book: underpricing and participation limits with costly information

    Ann E. Sherman, Sheridan Titman

    págs. 3-29

    

  • Econometric models of limit-order executions

    A. Craig MacKinlay, Andrew W. Lo, June Zhang

    págs. 31-71

    

  • Short-term interest rate dynamics: a spatial approach

    Federico M. Bandi

    págs. 73-110

    

  • Order imbalance, liquidity, and market returns

    Richard Roll, Avanidhar Subrahmanyam, Tarun Chordia

    págs. 111-130

    

  • The dilution impact of daily fund flows on open-end mutual funds

    Jason T. Greene, Charles W. Hodges

    págs. 131-158

    

  • Erratum

    Paolo F. Volpin

    págs. 159-160