Works matching IS 00221082 AND DT 2001 AND VI 56 AND IP 2

Results: 14

Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income.

Published in:

Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 2, p. 433, doi. 10.1111/0022-1082.00333

By:

Viceira, Lius M.

Publication type:

Article

The Expiration of IPO Share Lockups.

Published in:

Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 2, p. 471, doi. 10.1111/0022-1082.00334

By:

Field, Laura Casares;
Hanka, Gordon

Publication type:

Article

Market Liquidity and Trading Activity.

Published in:

Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 2, p. 501, doi. 10.1111/0022-1082.00335

By:

Chordia, Tarun;
Roll, Richard;
Subrahmanyam, Avanidhar

Publication type:

Article

Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns.

Published in:

Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 2, p. 531, doi. 10.1111/0022-1082.00336

By:

Barber, Brad;
Lehavy, Reuven;
McNichols, Maureen;
Trueman, Brett

Publication type:

Article

Valuation and Control in Venture Finance.

Published in:

Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 2, p. 565, doi. 10.1111/0022-1082.00337

By:

Kirilenko, Andrei A.

Publication type:

Article

What Makes Investors Trade?

Published in:

Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 2, p. 589, doi. 10.1111/0022-1082.00338

By:

Grinblatt, Mark;
Keloharju, Matti

Publication type:

Article

Banking Market Structure, Financial Dependence and Growth: International Evidence from Industry Data.

Published in:

Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 2, p. 617, doi. 10.1111/0022-1082.00339

By:

Cetorelli, Nicola;
Gambera, Michele

Publication type:

Article

Extreme Correlation of International Equity Markets.

Published in:

Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 2, p. 649, doi. 10.1111/0022-1082.00340

By:

Longin, François;
Solnik, Bruno

Publication type:

Article

Corporate Bond Trading Costs: A Peek Behind the Curtain.

Published in:

Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 2, p. 677, doi. 10.1111/0022-1082.00341

By:

Schultz, Paul

Publication type:

Article

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations.

Published in:

Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 2, p. 699, doi. 10.1111/0022-1082.00342

By:

Jegadeesh, Narasimhan;
Titman, Sheridan

Publication type:

Article

Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets.

Published in:

Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 2, p. 721, doi. 10.1111/0022-1082.00343

By:

de Roon, Frans A.;
Nijman, Theo E.;
Werker, Bas J. M.

Publication type:

Article

Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?

Published in:

Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 2, p. 742, doi. 10.1111/0022-1082.00344

By:

Daniel, Kent;
Titman, Sheridan;
Wei, K. C. John

Publication type:

Article

Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong.

Published in:

Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 2, p. 767, doi. 10.1111/0022-1082.00345

By:

Hee-Joon Ahn;
Kee-Hong Bae;
Kalok Chan

Publication type:

Article

The Price of Options Illiquidity.

Published in:

Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 2, p. 789, doi. 10.1111/0022-1082.00346

By:

Brenner, Menachem;
Eldor, Rafi;
Hauser, Shmuel

Publication type:

Article