Endogenous Liquidity in Asset Markets
Andrea L. Eisfeldt
págs. 1-30
Erik Stafford, Mark Mitchell, Todd Pulvino
págs. 31-63
Value-Enhancing Capital Budgeting and Firm-specific Stock Return Variation
Art Durnev, Randall Morck, Bernard Yeung
págs. 65-105
Bondholder Wealth Effects in Mergers and Acquisitions: New Evidence from the 1980s and 1990s
David C. Mauer, Tao-Hsien Dolly King, Matthew T. Billett
págs. 107-135
Social Interaction and Stock-Market Participation
Jeffrey D. Kubik, Jeremy C. Stein, Harrison Hong
págs. 137-163
Market Imperfections, Investment Flexibility, and Default Spreads
Sergey Tsyplakov, Stathis Tompaidis, Sheridan Titman
págs. 165-205
págs. 207-225
págs. 227-260
Are Investors Rational? Choices among Index Funds
Edwin J. Elton, Jeffrey A. Busse, Martin J. Gruber
págs. 261-288
págs. 289-338
Informed Trading When Information Becomes Stale
Jianjun Miao, Dan Bernhardt
págs. 339-390
Convertible Bond Design and Capital Investment: The Role of Call Provisions
William T. Moore, Timo P. Korkeamaki
págs. 391-405
Option-Implied Risk Aversion Estimates
Nikolaos Panigirtzoglou, Robert R. Bliss
págs. 407-446
How Do Exchanges Select Stocks for Option Listing?
Stewart Mayhew, Vassil Mihov
págs. 447-471
págs. 473-474
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