Journal of financial economics

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  Año 2010, Vol. 96, Número 2

  • A skeptical appraisal of asset pricing tests.

    Jonathan Lewellen, Stefan Nagel, Jay Shanken

    págs. 175-194

    

  • When are outside directors effective?

    Ran Duchin, John G. Matsusaka, Oguzhan Ozbas

    págs. 195-214

    

  • Liquidity biases in asset pricing tests.

    Elena Asparouhova, Hendrik Bessembinder, Ivalina Kalcheva

    págs. 215-237

    

  • The performance of emerging hedge funds and managers.

    Rajesh K. Aggarwal, Philippe Jorion

    págs. 238-257

    

  • Inside the black box: The role and composition of compensation peer groups.

    Michael Faulkender, Jun Yang

    págs. 257-270

    

  • Detecting jumps from Lévy jump diffusion processes.

    Suzanne S. Lee, Jan Hannig

    págs. 271-290

    

  • The Sarbanes-Oxley act and corporate investment: A structural assessment.

    Qiang Kang, Qiao Liu, Rong Qi

    págs. 291-305

    

  • The role of private equity group reputation in LBO financing.

    Cem Demiroglu, Christopher M. James

    págs. 306-330

    

  • Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance.

    Todd Gormley, Hong Liu, Guofu Zhou

    págs. 331-344