The Journal of finance

• 

  Año 2003, Vol. 58, Número 1

  • The Quiet Period Goes out with a Bang

    Daniel J. Bradley

    págs. 1-36

    

  • Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options

    Allen M. Poteshman

    págs. 37-70

    

  • Why Do Managers Diversify Their Firms? Agency Reconsidered

    Rajesh K. Aggarwal

    págs. 71-118

    

  • Modeling Sovereign Yield Spreads: A Case Study of Russian Debt

    Darrell Duffie

    págs. 119-159

    

  • Asset Pricing with Conditioning Information: A New Test

    Kevin Q. Wang

    págs. 161-196

    

  • New Evidence on the Market for Directors: Board Membership and Pennsylvania Senate Bill 1310

    Jeffrey L. Coles

    págs. 197-230

    

  • Dynamic Asset Allocation with Event Risk

    págs. 231-259

    

  • Dividend Taxes and Share Prices: Evidence from Real Estate Investment Trusts

    William M. Gentry

    págs. 261-282

    

  • Delegated Portfolio Management and Rational Prolonged Mispricing

    Eitan Goldman

    págs. 283-311

    

  • Analyzing the Analysts: Career Concerns and Biased Earnings Forecasts

    Harrison Hong

    págs. 313-351

    

  • Trade Credit, Financial Intermediary Development, and Industry Growth

    Raymond Fisman

    págs. 353-374

    

  • Financial Distress and Bank Lending Relationships

    Sandeep Dahiya

    págs. 375-399

    

  • A Monte Carlo Method for Optimal Portfolios

    Jér&ocircme B. Detemple

    págs. 401-446

    

  • Capital Gains, Dividend Yields, and Expected Inflation

    Eugene A. Pilotte

    págs. 447-466

    

  • Lectures on Corporate Finance (Book)

    Bart M. Lambrecht

    págs. 467-468

    

  • Building Financial Derivatives Applications with C++ (Book)

    Gregory F. Robel

    págs. 469-473

    

  • Miscellanea

    págs. 475-476