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Inflation Forecast Errors and Time Variation in Term Premia
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- 06 April 2009, pp. 479-496
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Market Manipulation, Bubbles, Corners, and Short Squeezes
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- 06 April 2009, pp. 311-336
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Optimal Dynamic Trading with Leverage Constraints
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- 06 April 2009, pp. 151-168
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Long-Horizon Mean-Reverting Stock Prices Revisited
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- 06 April 2009, pp. 1-18
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On Universal Currency Hedges
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- 06 April 2009, pp. 19-38
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Does Market Risk Really Explain the Size Effect?
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- 06 April 2009, pp. 337-351
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Are Debt and Leases Substitutes?
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- 06 April 2009, pp. 497-511
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Information and Diversity of Analyst Opinion
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- 06 April 2009, pp. 169-183
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Positively Weighted Minimum-Variance Portfolios and the Structure of Asset Expected Returns
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- 06 April 2009, pp. 513-537
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The International Crash of October 1987: Causality Tests
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- 06 April 2009, pp. 353-364
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Standard Errors in Event Studies
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- 06 April 2009, pp. 39-53
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Adverse Selection and Large Trade Volume: The Implications for Market Efficiency
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- 06 April 2009, pp. 185-208
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Executive Incentive Plans, Corporate Control, and Capital Structure
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- 06 April 2009, pp. 539-560
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The Effect of the Secondary Market on the Pricing of Initial Public Offerings: Theory and Evidence
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- 06 April 2009, pp. 55-79
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Trading Rules and Excess Volatility
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- 06 April 2009, pp. 365-382
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The Probability of a Trade at the Ask: An Examination of Interday and Intraday Behavior
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- 06 April 2009, pp. 209-227
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The Contrarian Investment Strategy Does Not Work in Canadian Markets
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- 06 April 2009, pp. 383-395
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The Effect of Adoption of Long-Term Performance Plans on Stock Prices and Accounting Numbers
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- 06 April 2009, pp. 561-573
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Empirical Tests of a Principal-Agent Model of the Investor-Investment Advisor Relationship
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- 06 April 2009, pp. 81-95
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The Valuation of Multiple Claim Insurance Contracts
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- 06 April 2009, pp. 229-246
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