The Journal of finance

• 

  Año 2003, Vol. 58, Número 5

  • Stock Valuation and Learning about Profitability

    Veronesi Pietro, Lubos Pastor

    • Resumen

    págs. 1749-1790

    

  • Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis

    Carol L. Osler

    • Resumen

    págs. 1791-1820

    

  • S&P 500 Index Additions and Earnings Expectations

    Diane K. Denis, Alexei V. Ovtchinnikov, John J. McConnell

    • Resumen

    págs. 1821-1840

    

  • The Presidential Puzzle: Political Cycles and the Stock Market

    Rossen Valkanov, Pedro Santa-Clara

    • Resumen

    págs. 1841-1872

    

  • Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets

    Pradeep K. Yadav, Narayan Y. Naik

    • Resumen

    págs. 1873-1904

    

  • Empirical Tests for Stochastic Dominance Efficiency

    Thierry Post

    • Resumen

    págs. 1905-1932

    

  • An Empirical Analysis of Analysts' Target Prices: Short-term Informativeness and Long-term Dynamics

    Alon Brav, Reuven Lehavy

    • Resumen

    págs. 1933-1968

    

  • Value versus Glamour

    Michael Cooper, Gautam Kaul, Jennifer Conrad

    • Resumen

    págs. 1969-1996

    

  • Corporate Board Composition, Protocols, and Voting Behavior: Experimental Evidence

    Thomas H. Noe, Michael J. Rebello, Ann B. Gillette

    • Resumen

    págs. 1997-2032

    

  • How Investors Interpret Past Fund Returns

    David K. Musto, Anthony W. Lynch

    • Resumen

    págs. 2033-2058

    

  • Financing and Advising: Optimal Financial Contracts with Venture Capitalists

    Catherine Casamatta

    • Resumen

    págs. 2059-2086

    

  • Do Spin-offs Expropriate Wealth from Bondholders?

    Ramesh P. Rao, Wiliiam F. Maxwell

    • Resumen

    págs. 2087-2108

    

  • Anticompetitive Financial Contracting: The Design of Financial Claims

    Lucy White, Giacinta Cestone

    • Resumen

    págs. 2109-2142

    

  • Investment, Uncertainty, and Liquidity

    Glenn W. Boyle, Graeme A. Guthrie

    • Resumen

    págs. 2143-2166

    

  • Family Firms

    Andrei Shleifer, Mike Burkart, Fausto Panunzi

    • Resumen

    págs. 2167-2202

    

  • Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents

    Felix Klubler, Karl Schmedders, Kenneth L. Judd

    • Resumen

    págs. 2203-2218

    

  • Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets

    Peter Ritchken, Rong Fan, Anurag Gupta

    • Resumen

    págs. 2219-2248

    

  • The Determinants of Underpricing for Seasoned Equity Offers

    Shane A. Corwin

    • Resumen

    págs. 2249-2279